Vice President - Quantitative Risk Management

Company Introduction:

We’re home to Asia's most dynamic and vibrant capital markets.
Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day.

HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."

Job Summary:

We are seeking a highly analytical and detail-oriented Quantitative Analyst to join our team in Shanghai. The Quantitative Analyst will be responsible for developing, implementing, and maintaining the risk analytical models, especially VaR/ES models to measure and monitor risks across the organization.

Job Duties:

• Develop, maintain and improve the VaR models to ensure accurate measurement of market risk exposures
• Analyse and interpret market data to identify trends and potential risks
• Work closely with risk management, business analysis, IT development, and other stakeholders to provide insight on the risk profile of trading positions
• Conduct stress testing to assess the impact of potential market scenarios on the portfolio.
• Analyse portfolio risk metrics and provide regular reports to senior management.
• Collaborate with other risk teams to ensure alignment of risk metrics and methodologies across the organization.
• Continuously monitor and evaluate the performance of VaR models and suggest improvements or adjustments as necessary.

Job Requirements:

• A Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.).
• At least 5 years of relevant work experience in the risk quant analysis or development with a focus on VaR.
• Strong analytical and problem-solving skills with a deep understanding of financial markets and exchange traded products.
• Have solid experience in coding and be proficient in Python.
• Good communication skills with the ability to explain complex ideas to non-technical stakeholders.
• Experiences in managing a team of quants and quant developers are desirable.
• Self-motivated and able to work independently as well as in a team-oriented environment.
• Fluent in English.

HKEX is committed as an Equal Opportunity Employer. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace.

Location:

HKEX - Exchange Square

Shift:

Standard - 40 Hours (Hong Kong SAR)

Scheduled Weekly Hours:

40

Worker Type:

Permanent