Financial Risk Management - Group Risk Management - VP (Market Risk - Research/ Analysis/ Projects)

Hong Kong Exchanges and Clearing Limited
Hong Kong, Hong Kong
31 Oct 2021
20 Nov 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Job Responsibilities:
  • Summary to conduct technical risk analyses and produce reports to support the dissemination of risk insights across the Exchange
  • Write risk briefing papers for weekly dissemination to senior management with foresight into emerging risk trends (e.g. sanctions, political risk, macro risk events)
  • Write detailed risk reports with various deep dive & technical scenario analyses to further the risk dialogue for:o Monthly Risk meetings with SFCo Executive Risk Committeeo Statutory Risk Committeeo Board Risk Committeeo Investment Committee
  • Develop the taxonomy of top risk as part of Risk self-assessment - to re-purpose the risk registero Develop scenario analyses around top risks o Establish risk appetite for each scenario
  • Conduct ad-hoc analyses on an on-going basis in response to market events (both macro and idiosyncratic), examining a broad risk across and relevance to our markets and disseminate such analyses to senior management and BRC (where necessary)
  • Build technical early warning indicators to gauge the riskiness of collateral (reverse engineering short selling research logic)
  • Develop a scoring system and integrate into reporting framework for each CP based on:o Riskiness of collateralo Behaviourial traitso Capital

Job Requirements:
  • Master's degree or equivalent in quantitative finance, mathematics, economics, computer science or related discipline.
  • Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
  • Strong level of experience (ideally 10-15 years) of working in a financial risk or quantitative Risk function within a CCP or investment bank.
  • Understanding of market, credit and liquidity risk models and principles and industry best practice.
  • Understanding and experience of complex systems.
  • Ideally, the successful candidate will have experience of working within an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO.
  • Previous experience of three lines of defense model; in either a first or second line role
  • Experience of creating financial risk methodologies and policies.
  • Strong and confident communicator both verbally and in written form. The successful candidate will need to have strong influence across the organization and will need to communicate complex risk problems to senior management and broader audiences where required.
  • Seasoned manager with the ability to lead an effective team to execute organizational and departmental strategies.
  • Proficient with data analysis and risk modeling.
  • Demonstrates sound and reasoned judgment at all times

Applicants who do not hear from us within 6 weeks may consider their applications unsuccessful. Personal data provided will only be used for the purpose of employment application to HKEX.
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