Our client is a fast growing Chinese Securities Brokerage House and they are now looking to hire a Senior Quantitative Risk Manager to join their Risk Management team.
Job descriptionPerform qualitative and quantitative validation of pricing and valuation methodologies, and risk models (e.g. VaR, stress VaR, and RNIV) across different exposures;Perform ongoing monitoring and evaluation of risk models to ensure they remain fit for purpose;Support risk managers in all queries related to VaR, back testing, stress testing and other portfolio risk metrics;Assist in trading system and risk management system development, UAT testing, maintenance and risk data validation;Test systems for risk model changes and new product implementation;Develop valuation policies and guidelines, and perform regular independent price verification;Perform additional duties and support credit/market risk management when required.
RequirementsAt least 3 years' experience in quantitative risk analytics area in well-respected financial institutionsSolid understanding of quantitative risk and good knowledge of financial products in major asset classes including equity, fixed income, FX, commodities and derivativesProficiency in data analysis tools such as SAS, R or VBAExcellent analytic capacity, critical thinking and problem solving skillsSelf-motivated, detail-oriented and dedicated to analytics excellenceExcellent in both written and spoken English and Chinese
To apply please click on the "Apply" button or email your resume to [email protected] quoting ref no. 65974 for a confidential discussion. Your interest will be treated in the strictest confidence.