Associate, Quantitative Risk Management

HKEX (Hong Kong Exchanges)

Hong Kong, Hong Kong SAR
Derivatives pricing theory knowledge
Volatility modelling expertise
Stochastic calculus proficiency
The role involves providing governance to first-line risk teams across HKEX group clearing houses for new product launches and model reviews

Job Summary

  • The role involves providing governance to first-line risk teams across HKEX group clearing houses for new product launches and model reviews.
  • Candidates will develop and maintain risk models while collaborating closely with quantitative methodology and data teams.
  • HKEX is a purpose-driven company committed to connecting capital and promoting the prosperity of global markets.

Matching Summary

The role involves providing governance to first-line risk teams across HKEX group clearing houses for new product launches and model reviews.

Skills & Requirements

Must-have

  • Derivatives pricing theory knowledge
  • Volatility modelling expertise
  • Stochastic calculus proficiency
  • Black-Scholes methodology application
  • Python programming skills
  • SQL for large dataset handling

Nice-to-have

  • Strong analytical problem-solving skills
  • Teamwork aptitude and willingness to learn
  • Excellent written and verbal communication
  • Experience with risk management frameworks

Key Requirements

  • Bachelor's or Master's degree in technology, engineering, or computer science
  • Solid practical experience in quantitative analytics libraries
  • Fluency in English required

Work Rights

Not specified

Tailored Resume

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