Looking for Market Risk Model Manager with 6+ years of experience either in pricing, risk management, data analysis, quantitative modelling, model development, or in-depth knowledge/exposure to pricing methods and forecasting models

Client Details

The client is a top tier investment bank, providing investment banking, equities, FICC, asset management, private equity investment, wealth management and research.

Description

• Build a model risk management framework to manage the valuation/risk model across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews
• Independent review and validation compliant with Model Risk Management policies and procedures, regulatory guidance, and industry-leading practices for Market Risk Models.
• Evaluate model remediation actions
• Develop comprehensive validation documentation for models being validated
• Represent Model Risk Management Market Risk team in interactions with regulatory agencies as required

Profile

• 6+ years of model risk relevant working experience (pricing, risk management, data analysis and quantitative modelling, model development and in-depth knowledge/exposure to pricing methods and forecasting models).
• Strong background in mathematical finance
• Familiarity Basel Capital Adequacy requirements, especially on counterparty credit risk capital requirement modelling, i.e., CEM, SA-CCR;
• Understanding of financial instrument valuation concepts.
• Strong analytical and computer skills including experience with quantitative analysis technical tools and techniques (stochastic calculus, numerical techniques, coding in VBA/Python)
• Ability to explain difficult financial modelling/valuation concepts to diverse audiences and to experts at various clients.
• Fluent in Mandarin and English

Job Offer

• Great remuneration package
• Good brand reputation
• Medical and dental insurance
• Clear career development opportunities

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Vania Lidvinaon +852 2848 4792.