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Senior Quantitative Risk ManagerHudson
  • Others
  • Salary negotiable
  • Posted on 21 Aug 2019
Senior Quantitative Risk ManagerHudson

Job Highlights

  • Fast growing Chinese investment bank
  • Strong quantitative risk analytics experience
  • Competitive package

Job Description

The company

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 description

  • Perform 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.

  • Requirements

  • At least 3 years' experience in quantitative risk analytics area in well-respected financial institutions
  • Solid understanding of quantitative risk and good knowledge of financial products in major asset classes including equity, fixed income, FX, commodities and derivatives
  • Proficiency in data analysis tools such as SAS, R or VBA
  • Excellent analytic capacity, critical thinking and problem solving skills
  • Self-motivated, detail-oriented and dedicated to analytics excellence
  • Excellent 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.

    Additional Information

    Career Level
    Years of Experience
    3 years
    Employment Type
    Full Time, Permanent

    Company Overview


    Additional Company Information


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