Ashford Benjamin are supporting a reputable financial institution on a junior model/ quantitative risk mandate in Hong Kong.
You will be responsible for validating financial valuation models, focusing derivatives products across APAC, establishing risk model and parameter reserve framework, conducting model reviews, collaborating with risk quant to set up checking mechanism for data, and providing training to other teams on the knowledge of valuation and risk calculation.
Candidates should have over 1 year of experience in model/ quantitative risk with a strong background in mathematics, sciences, or financial engineering. Holding a CFA, FRM, or CIPM is advantageous. Experience with advanced statistical models and strong programming skills is preferred. English and Mandarin are essential.
Please send your CV to Doris Dong at ddong@ashford-benjamin.com, or call +852 2315 9519 for a confidential discussion.
To apply for this job email your details to ddong@ashford-benjamin.com