Team Head - Model Risk, Equity & FICC Deriv, Securities Firm

Michael Page

  • Central, Hong Kong
  • Permanent
  • Full-time
  • 16 days ago
Team Head - Model Risk, Equity & FICC Derivatives, Securities FirmClient DetailsWe are seeking a highly skilled and intellectually curious Team Head - Model Risk Manager to join our Risk Management Department. This role offers the opportunity to work at the intersection of financial theory, cutting-edge technology, and real-world risk management, contributing directly to the firm's global risk infrastructure.Description
  • Develop and maintain advanced valuation and risk models for equity and FICC derivatives, including sensitivities, stress testing, Value-at-Risk (VaR), Expected Shortfall (ES), Counterparty Credit Risk (CCR), and Credit Valuation Adjustment (CVA)
Implement models within our proprietary quant libraries and enterprise risk platforms, ensuring rigorous testing, validation, and documentationCollaborate cross-functionally with engineering, trading, and risk management teams to deploy models into production and ensure seamless integrationMonitor model performance, interpret results, and conduct scenario analysis to support strategic decision-making and regulatory complianceBuild quantitative tools and dashboards to enhance analytical capabilities and improve transparency across risk processesOptimize computational performance using distributed computing, cloud-based infrastructure, and GPU acceleration where applicableProfile
  • Advanced degree (PhD or Master's) in Mathematics, Finance, Engineering, Financial Engineering, Economics, Statistics, Physics, or Computer Science
  • Strong theoretical foundation in derivatives pricing and quantitative risk modeling
Proficiency in object-oriented programming and software design principles; adept at debugging and reverse engineering complex systemsMinimum of 3 years' hands-on experience in risk model development for derivatives at a top-tier bank or securities firm; international experience preferredSolid programming skills in C++ or Python are essentialExperience with QuantLib, GPU programming (CUDA/OpenCL), and machine learning techniques is highly desirableExcellent communication skills in English and Mandarin, with the ability to articulate complex quantitative concepts to both technical and non-technical audiencesJob Offer
  • A high-impact role within a globally respected financial institution
Exposure to cutting-edge quantitative research and technologyCompetitive compensation and benefits packageOpportunities for career advancement and global mobilityA collaborative, intellectually stimulating work environmentTo apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Natalie Choi on +85225306106.

CTgoodjobs