Model Risk Manager

职位描述
Perform model assessment, including model assumptions, limitations, inputs
and outputs, methodology, implementation, monitoring and control, etc;

Identify
model risk issues, prepare documents, communicate with model stakeholders and follow
up with remediation plan;

Enhance
model risk management policies, standards, procedures, controls and maintain model
inventory;

Create
new tools / techniques that will enhance the group level risk monitoring and
quantification capability;

Participate
in project related tasks such as new business / product approval, and risk
system implementation and validation;

Perform
regular independent model validation with replicating method or building up
challenge models when necessary.

职位要求
University degree in Financial Engineering, Quantitative Finance, Economics,
Applied Mathematics, Statistics, Risk Management or other related quantitative disciplines;

Advanced
degree or FRM / CFA qualification is an advantage;

Solid theoretical knowledge in derivatives and structured products pricing;

2 - 5
years of experience in quantitative developing and structuring, pricing model
validation, or market risk management in exotic equity derivatives;

Experience
in developing or validating risk models (including derivatives pricing model, SIMM,
VaR, FRTB, etc.);

Experience and knowledge with any of Acadia RAL, ICE Data Derivatives, MSCI
RM, Numerix, ORE is an advantage;

Strong programming skills (C++/VBA/Python/R/SQL);

Experience in AI Agent deployment for data analysis / model validation is
an advantage;

Good
communication and writing skills, with positive teamwork and self-driven
attitude.

职位福利
We offer an attractive remuneration package and fringe benefits to the right candidate. Interested applicants please send detailed resume stating present and expected salaries, as well as date of availability, by clicking "Apply" or by sending it to [邮箱已隐去].

(Data collected will be kept strictly confidential and used for recruitment purpose only.)

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