Job details
| Location: | |
| Job Type: | Permanent |
| Discipline: | |
| Reference: | VPRM/ERW021919 |
| Posted: | about 5 years ago |
Job description
Our client is a highly regarded global investment bank with leading market position in a number of their key business areas. It is now seeking to hire an experienced Model Risk Manager for its Hong Kong office.
- Leading global investment bank
- Chinese languages skills are not required
- Attractive salary and benefits
The successful candidate will work as an integral part of a dynamic Regional Risk Management Team that consists of professionals of various nationalities. He/she will be responsible for reviewing and validating the integrity and comprehensiveness of Equity Valuation Risk Models. Duties will include: performing analysis of the standard parameters; calculating the valuation of the books and model assumptions; quantifying model risk exposure and limitations; and defining mitigating actions in agreement with different stakeholders.
The ideal candidate will hold a degree (ideally PhD) in a quantitative or the related discipline (mathematics/statistics/programming) with at least 3 years of working experience in equity valuation risk models/equity products. He/she must have significant working experience in Model Validation or Model Development and have excellent command of spoken and written English.
If you are interested in finding out more about this career opportunity, please email your resume to Erica Wong, Erica.wong@charterhouse.com.hk Tel: (852) 3151 1300 Web: www.charterhouse.com.hk
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