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Open nowFirst seen 2 days ago

Quant Risk Manager

IO TECH SOLUTIONS LIMITED787 open roles

Where
Hong Kong, Hong Kong SAR, Hong Kong
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Your applicationOpen nowQuant Risk ManagerIO TECH SOLUTIONS LIMITED · Hong Kong, Hong Kong SAR, Hong Kong

  1. YouYes, apply to this one.

  2. CV RocketCV written for this posting.

  3. 25 readersRecruiter, hiring manager, skeptic. Round after round.

  4. CV RocketApplied on IO TECH SOLUTIONS LIMITED's own form.

The reply lands in your private mailbox

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The clock on this job

Early applications get read.

11.8% of postings close within 7 days. Measured by our own scanner across the market.

Share of postings closed within
  1. 2.1%1 day
  2. 4.4%3 days
  3. 11.8%7 days
  4. 18.6%14 days
  5. 35.6%30 days
  6. 45.1%60 days
This job: first seen 2 days ago

The posting

Role & Responsibilities

  • Lead Development: Drive the creation of advanced risk methodologies and quantitative analyses to model and quantify financial risk exposures associated with exchange-traded derivatives at a regulated exchange.
  • Model Implementation: Establish and maintain financial risk models that facilitate the measurement and ongoing management of market risk, credit risk, collateral risk, and liquidity risk, in line with regulatory standards.
  • Quantitative Analysis: Generate quantitative analyses to support primary inputs and risk parameters, including data aggregation, risk analysis, and stress testing, essential for the implementation and management of risk models.
  • Product Development Collaboration: Engage in product development initiatives, working closely with Product Management and Risk Engineering teams to integrate robust risk management practices into the product lifecycle.
  • Risk Assessment Support: Assist in internal and external risk assessments to validate risk model performance and ensure compliance with internal policies and regulatory standards.
  • Stakeholder Engagement: Facilitate internal and external discussions with management, regulators, and members regarding risk models and potential enhancements to align with best practices and emerging trends.
  • Industry Best Practices: Evaluate current and evolving industry and regulatory best practices to ensure risk methodologies remain effective and relevant.
  • Risk Management Culture: Foster a strong culture of risk management within the organization.

Experience & Qualifications

  • Educational Background: Advanced degree in a quantitative field such as quantitative finance, mathematics, computer science, or a related discipline.
  • Risk Modeling Expertise: In-depth understanding of financial risk modeling for derivatives (futures, options), including stress testing and portfolio analysis to evaluate financial exposure.
  • Methodology Development: Proven experience in developing risk approaches and methodologies specific to derivatives risk management, particularly within clearing and/or prime brokerage contexts.
  • Statistical Proficiency: Strong skills in statistical modeling and data analysis techniques, including time series analysis, regression analysis, machine learning, and optimization methods.
  • Adaptability: Ability to thrive in a dynamic environment where priorities may shift frequently.
  • Communication Skills: Excellent communication abilities, capable of effectively presenting complex concepts and findings to both technical and non-technical audiences.
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