Assistant Manager, Model Risk, Risk at CLSA

Job Description:

Latest job information from CLSA for the position of Assistant Manager, Model Risk, Risk. If the Assistant Manager, Model Risk, Risk vacancy in Hong Kong matches your qualifications, please submit your latest application or CV directly through the updated Jobkos job portal.

Please note that applying for a job may not always be easy, as new candidates must meet certain qualifications and requirements set by the company. We hope the career opportunity at CLSA for the position of Assistant Manager, Model Risk, Risk below matches your qualifications.

Overview

Assistant Manager, Model Risk, Risk — CLSA

Responsibilities and requirements are listed below.

Responsibilities

• Produce, review and improve CLSA model validation policy and procedure
• Responsible for financial valuation model validation and testing, with coverage in equity derivative model and interest rate derivative model
• Set up the model reserve and parameter reserve framework with product control team and front office
• Liaise with Global risk team for risk modelling, including model update, maintenance and different kinds of risk measure
• Responsible for regular model management tasks, including CVA/DVA, model review and related activities
• Cooperate with IT/Head Office Risk quant to set up the checking mechanism for data completeness and data logistics; consolidate Global head office requirements to IT team and act as a communication bridge
• Provide valuation and risk calculation technical knowledge training to other teams and support corresponding analyses
• Participate in various risk initiative groups to provide valuation model expertise, assistance and coordination

Requirements

• At least 1 year of relevant experience
• Strong background in math, sciences or financial engineering; Master Degree or above preferred
• Holder of CFA, FRM, or CIPM preferred, but not required
• Excellent analytical, quantitative and problem-solving skills
• Strong knowledge of options pricing theory and quantitative models for pricing and hedging derivatives
• Experience with advanced statistical models for empirical estimation of risk models is preferred
• Strong computing and development skills using Python, C/C++, VBA and/or SQL
• Ability to work independently under pressure
• Strong written and verbal communication skills, including effective presentation skills
• Bilingual: English and Chinese

Seniority level

• Associate

Employment type

• Full-time

Job function

• Finance

Industries

• Financial Services and Investment Banking

Job Info:

• Company: CLSA
• Position: Assistant Manager, Model Risk, Risk
• Work Location: Hong Kong
• Country: HK

How to Submit an Application:

After reading and understanding the criteria and minimum qualification requirements explained in the job information Assistant Manager, Model Risk, Risk at the office Hong Kong above, immediately complete the job application files such as a job application letter, CV, photocopy of diploma, transcript, and other supplements as explained above. Submit via the Next Page link below.