Model Risk, Director / Executive Director

知名券商招Model Risk, Director /ED , 要求有11号牌照的经验

另外， 多家中资投行券商，Fintech，RWA平台招募Risk 人才，包括Head of Risk (RWA)，Credit risk, Counterparty Risk，FICC Risk，Market Risk

感兴趣请联系Katherine ***微信号：Katherine_Shiu，欢迎转发自荐

Model Risk, Director / Executive Director

Job Responsibilities:

• • Develop and maintain a comprehensive Model Risk Management Framework, ensuring compliance with HK SFC Type 11 regulations and global standards.
  • Oversee independent validation of all material models, including Market Risk (VaR/ES), SIMM, IFRS through rigorous technical assessments and benchmarking.
  • Act as the subject matter expert for regulatory engagements, monitoring changes from SFC, HKMA, and global regulators, and ensuring models meet capital reporting requirements.
  • Design and implement quantitative tools for ongoing model performance monitoring, including stability, calibration, and predictive accuracy.
  • Maintain a complete model inventory and risk rating system to prioritize validation activities based on materiality and complexity.
  • Serve as a gatekeeper in the New Product Approval process, ensuring pricing and risk models for OTC derivatives are validated and operational before launch.

Requirement:

• • Advanced degree (Ph. D or MSc) in Quantitative Finance, Mathematics, Physics, or related discipline;
  • Minimum 8 years of relevant experience in Model Risk Management, Quantitative Analytics, or Risk Management within an investment bank or SFC-licensed corporation;
  • Strong knowledge of OTC derivative products (Equities, Rates, FX, Credit) and associated valuation and risk methodologies;
  • Hands-on experience in developing or validating risk models (e.g. derivatives pricing, SIMM, VaR, FRTB);
  • Proficiency in programming languages such as C++, VBA, Python, or SQL.
  • Excellent communication and writing skills in both English and Mandarin.