Senior Model Risk Quant, Sell Side, Hong Kong

You will be joining the global function of the bank who focus on building FO models, modeling, model review and validation for FO pricing models used for all asset classes. The team quantifies the market risk and counterparty credit risk associated with existing and new quantitative models and currently have operations inSingapore,New York,LondonandHong Kong.

Key responsibilities include:

  • Reviewing of specific and existing models (reassess validity of the model) or review a new model that FO has developed (model used to price a specific product - what are the risks that have been taken into account and which are the once which haven't been)
  • Implement these models into the model validation library (C++)
  • Propose amendments and development to new and existing pricing models
  • Conduct model validation of relevant instruments as per policy.
  • Liaise with other Quants and the Front Office to facilitate speedy approval of new models.
  • Assist market risk managers on trade approvals and finance on price verification methodologies.
  • Comply with Group Market Risk policies and risk management methodologies for existing and new products.

    • Open positions:

    The team is currently looking a Senior Model Risk Quant to join their newly launched team in Hong Kong

    The ideal candidate will posses:

    Huxley Associates, a trading division of SThree Pte Limited (Registration Number: 200720126E | Licence Number 09C5506)


    To find out more about Huxley Associates please visit www.huxley.com

    April 29, 2013 • Tags:  • Posted in: Financial

    Leave a Reply

    You must be logged in to post a comment.