Assistant Vice President Business Analyst Quantitative Risk Model Development For Months Contract Jobs Vacancy in Hong Kong Exchange
- Assistant Vice President Business Analyst Quantitative Risk Model Development For Months Contract
- Hong Kong Exchange
- 17 May, 2018 30+ days ago
Hong Kong Exchange urgently required following position for Assistant Vice President Business Analyst Quantitative Risk Model Development For Months Contract. Please read this job advertisement carefully before apply. There are some qualifications, experience and skills requirement that the employers require. Does your career history fit these requirements? Ensure you understand the role you are applying for and that it is suited to your skills and qualifications.
Follow the online directions, complete all the necessary fields, and provide all relevant information so your application is submitted correctly. When you click the 'Apply this Job' button (open in new window) you will be taken to the online application form. Here you will be asked to provide personal and contact details, respond to employment-related questions, and show how you meet the key selection criteria.
Assistant Vice President Business Analyst Quantitative Risk Model Development For Months Contract Jobs Vacancy in Hong Kong Exchange Jobs Details:
- Engage with internal clearing risk management and quantitative risk modeling colleagues on development and implementation of tools/ system for data cleaning, product pricing, margining, stress testing, model calibration, and back-testing for equity and derivative products
- Produce structural functional and non-functional requirement documents on quantitative risk modeling related functions, end-to-end data flow, and business process flow
- Prepare test plan for system implementation
- Interacting with the system vendors, Information Technology Division, Finance and frontline Clearing Risk Management on systems implementation/ enhancements to support new margining techniques and to expand the business
- Masters in finance, economics, advanced mathematics, statistics, or related field.
- At least 6 years of relevant working experience in financial instrument pricing/ valuation, risk model validation, back-testing and/or data mining.
- Strong financial knowledge across asset class including equity, interest rates, commodity and/ or FX derivatives.
- Solid product (option, equity derivatives, structured products) pricing/ valuation knowledge.
- Able to develop and prototype pricing and back-testing algorithms in various programming language such as VBA, Matlab, Python, Java are highly desired.
- Knowledge of risk modeling techniques for equity derivative products from prior experience or education is preferred
- The successful candidate must also possess strong oral and written communication skills in English.
- Candidates with lesser experience and qualification will be considered for a position as Associate