London, United Kingdom
Frankfurt am Main, Germany
Riyadh, Saudi Arabia
Newport Beach, California
Mexico City, Mexico
Abu Dhabi, United Arab Emirates
Dubai, United Arab Emirates
Type: Full Time
Internal Number: 17901596
The client is a Top tier Investment Bank, providing investment banking, equities, FICC, asset management, private equity investment, wealth management and research.
* Enhance market/counterparty credit risk models, OTC derivatives pricing and margin models in developed vendor risk system;
* Conduct rigorous analysis and testing as part of risk model development and enhancement;
* Provide comprehensive analytical support to all model stakeholders including risk management and validation.
* Develop risk metrics for daily market and counterparty credit risk monitoring;
* Work closely with IT and Business Analysts on data flow/data quality control and risk system development projects;
* Conduct risk assessment on new businesses and products;
* Master degree in engineering, mathematics, physics, finance, quant, IT or related majors from the universities;
* Strong quantitative background with relevant risk management working experience;
* Good knowledge of Basel and HK SFC Regulatory framework and related risk models is preferred
* Strong logical thinking skills, problem management and solving skills and communication skills.
* Fluent in Mandarin and English
To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Vania Lidvinaon +852 2848 4792.