Our client is a highly regarded global investment bank with leading market position in a number of their key business areas. It is now seeking to hire an experienced Model Validator for its Hong Kong office.
The successful candidate will work as an integral part of a dynamic Regional Risk Management Team that consists of professionals of various nationalities. He/she will be responsible for reviewing and validating equity derivative models to ensure that models are used appropriately in the business context and that any limitation arising from the model is understood and appropriate compensating controls are in place. Duties will include: performing model performance evaluation and validation, and annual model reviews; analysing and reviewing model standard parameters; calculating valuation and testing model assumptions; quantifying model risk exposure and limitations; and defining mitigating actions in agreement with different stakeholders.
The ideal candidate will hold a Master's degree in a quantitative field (physics, mathematics, computer science, or related disciplines) and have at least 6 years of relevant experience with no less than 2 years of experience in equity derivative model validation. Higher academic qualifications and/or additional certifications such as a PhD would be advantageous. He/she must have strong knowledge of equity derivatives and the risks associated with these products and have excellent command of spoken and written English.
If you are interested in finding out more about this career opportunity, please email your resume to Erica Wong, [email protected] charterhouse.com.hk Tel: (852) 3151 1300 Web: www.charterhouse.com.hk
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Charterhouse is a global executive recruitment consultancy. We have offices throughout the world in Asia, Australia and the Middle East. In Hong Kong we have seven specialist divisions: Banking & Finance; Sales & Marketing; Commerce Accounting, IT&T; Legal, Human Resources & Professional Support and Property & Construction.