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Model Validation (HK$1M+ Base Salary, Bonus on Top), Leading Global I-Bank, Based in Hong Kong Charterhouse Partnership
  • Not Specified
  • Salary provided
  • Posted on 18 Mar 2019
Model Validation (HK$1M+ Base Salary, Bonus on Top), Leading Global I-Bank, Based in Hong Kong Charterhouse Partnership
Job Highlights
  • Leading global investment bank
  • Chinese languages skills are not required
  • Attractive salary and benefits
Job Description
  • Leading global investment bank
  • Chinese languages skills are not required
  • Attractive salary and benefits

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

Charterhouse Partnership Hong Kong is here to assist you in your job search. Our experienced recruitment consultants will provide you career advise and assist you in developing a tailored job search strategy

Additional Information
Years of Experience
6 years
Employment Type
Full Time, Permanent
Company details

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.