144 Model Risk jobs in Hong Kong

A Brokerage Securities company is seeking a Director of Model Risk to lead their model risk management team. The successful candidate will be responsible for overseeing the development and validation of models used for SFC Type 11 license applications, ensuring robust risk management practices that align with regulatory requirements.

• Lead the development, validation, and implementation of quantitative models used in investment management and trading strategies, specifically for SFC Type 11 applications.
• Ensure all models meet the regulatory standards set by the Securities and Futures Commission (SFC) and other relevant authorities.
• Identify, assess, and mitigate model-related risks, providing insights and recommendations to senior management and stakeholders.
• Establish and maintain a comprehensive model governance framework, including policies, procedures, and documentation to ensure effective model risk management.
• Work closely with cross-functional teams, including risk management, IT, finance, and operations, to ensure seamless integration of models into the overall risk management framework.
• Provide training and mentorship to team members on model risk management practices and regulatory requirements.

• Master’s degree in Finance, Mathematics, Statistics, or a related quantitative field.
• Minimum of 10 years of experience in Risk Analytics within the Banking Industry or related Financial Services industry.
• Solid experience in project management, with excellent analytical, problem-solving, and communication skills, capable of presenting complex information clearly to stakeholders.
• Proven leadership and team management experience.

Mid-Senior level

Full-time

Finance

Staffing and Recruiting

Join to apply for the Assistant Manager, Model Risk, Risk role at CLSA

2 weeks ago Be among the first 25 applicants

Join to apply for the Assistant Manager, Model Risk, Risk role at CLSA

• Produce, review and improve CLSA model validation policy and procedure
• Responsible for financial valuation model validation and testing, with coverage in equity derivative model and interest rate derivative model
• Set up the model reserve and parameter reserve framework with product control team and front office
• Liaise with Global risk team for risk modelling, including model update, maintenance and different kinds of risk measure
• Responsible for regular model management tasks, include CVA/DVA, model review and etc.
• Cooperate the IT/Head office Risk quant to setup the checking mechanism for data completeness and data logistics. Consolidate Global head office requirement to IT team and act as a communication bridge
• Provide valuation and risk calculation technical knowledge training to other teams, providing support with them for corresponding analysis
• Work in various risk initiative groups to provide valuation model expertise assistances and coordination

Requirements

• Strong background in math, sciences or financial engineering. Master Degree or above is preferred
• Holder of CFA, FRM, or CIPM is preferred, but not a must
• Excellent analytical, quantitative and problem-solving skills
• Strong knowledge of options pricing theory and quantitative models for pricing and hedging derivatives
• Experience with advanced statistical models for empirical estimation of risk models is preferred
• Strong computing and development skills using Python, C/C++, VBA and/or SQL etc.
• Ability to work independently under pressure
• Strong written and verbal communication skills, including effective presentation skills
• Bilingual: English and Chinese

• Seniority level Associate

• Employment type Full-time

• Job function Finance
• Industries Financial Services and Investment Banking

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Wan Chai District, Hong Kong SAR 1 week ago

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Join to apply for the Assistant Manager, Model Risk, Risk role at CLSA

2 weeks ago Be among the first 25 applicants

Join to apply for the Assistant Manager, Model Risk, Risk role at CLSA

• Produce, review and improve CLSA model validation policy and procedure
• Responsible for financial valuation model validation and testing, with coverage in equity derivative model and interest rate derivative model
• Set up the model reserve and parameter reserve framework with product control team and front office
• Liaise with Global risk team for risk modelling, including model update, maintenance and different kinds of risk measure
• Responsible for regular model management tasks, include CVA/DVA, model review and etc.
• Cooperate the IT/Head office Risk quant to setup the checking mechanism for data completeness and data logistics. Consolidate Global head office requirement to IT team and act as a communication bridge
• Provide valuation and risk calculation technical knowledge training to other teams, providing support with them for corresponding analysis
• Work in various risk initiative groups to provide valuation model expertise assistances and coordination

Requirements

• Strong background in math, sciences or financial engineering. Master Degree or above is preferred
• Holder of CFA, FRM, or CIPM is preferred, but not a must
• Excellent analytical, quantitative and problem-solving skills
• Strong knowledge of options pricing theory and quantitative models for pricing and hedging derivatives
• Experience with advanced statistical models for empirical estimation of risk models is preferred
• Strong computing and development skills using Python, C/C++, VBA and/or SQL etc.
• Ability to work independently under pressure
• Strong written and verbal communication skills, including effective presentation skills
• Bilingual: English and Chinese

• Seniority level Associate

• Employment type Full-time

• Job function Finance
• Industries Financial Services and Investment Banking

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Wan Chai District, Hong Kong SAR 1 week ago

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1 day ago Be among the first 25 applicants

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Direct message the job poster from The Bank of East Asia (BEA)

Position Summary

We are seeking an experienced and forward-thinking individual to oversee the governance of both traditional statistical models and Artificial Intelligence/ Machine Learning models used across the bank’s operations. This role is critical in ensuring the integrity and compliant use of models, by refining frameworks, policies, and controls for the lifecycle management of models, ensuring alignment with regulatory requirements and internal risk appetite.

This role is a member to the Model Governance function, reports to the Head of Risk Analytics and Governance Department, under Risk Management Division.

Responsibilities

• Develop, implement, and continuously improve the Model Governance framework across the bank, and maintain model governance documentation
• Support enforcement of governance structure, including model inventory tracking, model performance tracking, validation, accountability matrices, and escalation protocols
• Monitor emerging regulatory trends (from Hong Kong, Chinese Mainland as well as overseas) and adapt policies with evolving AI regulations and standards
• Ensure AI models are explainable, auditable, and ethically sound, through establishing protocols and implementing controls for bias detection, adversarial risk, and drift monitoring
• Identify critical and/ or high-risk areas on models during assessment
• Collaborate with compliance, legal, data science, and IT teams to identify and mitigate model-related risks

Requirements

• Bachelor’s or Master’s degree in Quantitative Finance, Statistics, Computer Science, Risk Management, or similar fields
• 7+ years’ experience in model governance, risk analytics, or quantitative modeling in banking or financial services
• In-depth understanding of both traditional statistical modeling and machine learning approaches
• Familiarity with regulatory requirements related to model risk/ governance
• Strong knowledge of model validation tools, vendor model risk platforms (e.g. SAS), performance metrics, and risk testing frameworks
• Excellent communication skills, with the ability to translate complex quantitative concepts into business and compliance language

Please apply online via the BEA Careers website at or by clicking the "Apply Now" button below. Kindly note that if you are a new user, you have to first create your User Profile before you can apply.

Personal data provided by job applicants will be used for recruitment purposes only and will be treated in accordance with the Bank's Personal Information Collection (Employees) Statement and Privacy Policy Statement. Applicants who are not invited for interviews within six weeks may consider their applications unsuccessful and the personal data collected will be destroyed after 1 year.

• Seniority level Mid-Senior level

• Employment type Full-time

• Job function Finance, Accounting/Auditing, and Information Technology
• Industries Banking and Financial Services

Referrals increase your chances of interviewing at The Bank of East Asia (BEA) by 2x

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Wan Chai District, Hong Kong SAR 1 week ago

Central & Western District, Hong Kong SAR 2 days ago

Central & Western District, Hong Kong SAR 17 hours ago

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1 day ago Be among the first 25 applicants

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Direct message the job poster from The Bank of East Asia (BEA)

Position Summary

We are seeking an experienced and forward-thinking individual to oversee the governance of both traditional statistical models and Artificial Intelligence/ Machine Learning models used across the bank’s operations. This role is critical in ensuring the integrity and compliant use of models, by refining frameworks, policies, and controls for the lifecycle management of models, ensuring alignment with regulatory requirements and internal risk appetite.

This role is a member to the Model Governance function, reports to the Head of Risk Analytics and Governance Department, under Risk Management Division.

Responsibilities

• Develop, implement, and continuously improve the Model Governance framework across the bank, and maintain model governance documentation
• Support enforcement of governance structure, including model inventory tracking, model performance tracking, validation, accountability matrices, and escalation protocols
• Monitor emerging regulatory trends (from Hong Kong, Chinese Mainland as well as overseas) and adapt policies with evolving AI regulations and standards
• Ensure AI models are explainable, auditable, and ethically sound, through establishing protocols and implementing controls for bias detection, adversarial risk, and drift monitoring
• Identify critical and/ or high-risk areas on models during assessment
• Collaborate with compliance, legal, data science, and IT teams to identify and mitigate model-related risks

Requirements

• Bachelor’s or Master’s degree in Quantitative Finance, Statistics, Computer Science, Risk Management, or similar fields
• 7+ years’ experience in model governance, risk analytics, or quantitative modeling in banking or financial services
• In-depth understanding of both traditional statistical modeling and machine learning approaches
• Familiarity with regulatory requirements related to model risk/ governance
• Strong knowledge of model validation tools, vendor model risk platforms (e.g. SAS), performance metrics, and risk testing frameworks
• Excellent communication skills, with the ability to translate complex quantitative concepts into business and compliance language

Please apply online via the BEA Careers website at or by clicking the "Apply Now" button below. Kindly note that if you are a new user, you have to first create your User Profile before you can apply.

Personal data provided by job applicants will be used for recruitment purposes only and will be treated in accordance with the Bank's Personal Information Collection (Employees) Statement and Privacy Policy Statement. Applicants who are not invited for interviews within six weeks may consider their applications unsuccessful and the personal data collected will be destroyed after 1 year.

• Seniority level Mid-Senior level

• Employment type Full-time

• Job function Finance, Accounting/Auditing, and Information Technology
• Industries Banking and Financial Services

Referrals increase your chances of interviewing at The Bank of East Asia (BEA) by 2x

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Wan Chai District, Hong Kong SAR 1 week ago

Central & Western District, Hong Kong SAR 2 days ago

Central & Western District, Hong Kong SAR 17 hours ago

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2. Participating in HQ’s and Department’s reports preparation.

3. Assisting in Asset Management’s risk management.

4. Participating in market risk identification, measurement and monitoring.

5. Carrying out other tasks assigned by management.

Requirements:

1. Bachelor’s degree or above. Major in economics, finance, science and engineering and other related areas.

2. Clear logical thinking and strong data compilation and analysis capabilities.

3. Strong learning ability, serious work attitude, meticulous, and strong sense of responsibility.

4. Excellent presentation and communication skills.

5. 3-5 years' working experience in risk management and asset management.

6. Keen interest in the equity and fixed income markets.

7. Preference will be given to applicants who have passed CFA, FRM and/or other relevant qualifications.

We offer competitive remuneration packages to the successful candidates. Interested candidates may send your detailed resume with current & expected salary and availability.

All information collected will be kept in strict confidence and will be used for recruitment purpose only.

• Seniority level Associate

• Employment type Full-time

• Job function Analyst
• Industries Banking and Investment Banking

Referrals increase your chances of interviewing at CCB International (Holdings) Limited by 2x

Central & Western District, Hong Kong SAR 3 days ago

Central & Western District, Hong Kong SAR 1 week ago

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Eclipse Trading is a leading proprietary derivatives trading firm. Founded in 2007, we have over 100 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and Chicago. Our trading expertise and strategies are deployed across several markets globally, focusing on various products including equity derivatives, delta one, ETFs, commodity derivatives, and cryptocurrency. Technology is inextricably linked to our trading strategies, creating an environment powered by intellectual curiosity, problem solving, and innovation.

The successful candidate will be part of our global Trading and Risk team based in Hong Kong. This is an onsite role and the role will report into the Risk Manager based in Hong Kong.

Responsibilities

• Identify, assess and monitor risks related to the firm's trading activities
• Assist in the development and maintenance of our market risk framework, and policy documentations
• Collaborate with Compliance to enhance quantitative analytics and strategies to ensure compliance with regulatory requirements in various jurisdictions
• Maintain active dialogue with the trading team regarding trading and hedging strategies, risk presentation and limit compliance
• Produce ad-hoc reports or conduct analytical works for traders and management
  
  

• 1 - 2 years of risk management experience gained in a bank or proprietary trading firm
• Solid programming skills, with experience of statistical analysis techniques and numerical implementations
• Familiarity in Python, SQL, and other programming languages
• Ability to work under pressure with self-motivation and independence
• Ability to meet commitments and manage multiple priorities in a fast-paced environment
• Excellent command of spoken and written English is a must
• Candidate must have strong fundamentals in financial options theory
  
  

• Dynamic and collaborative work environment
• A flat management structure, where everyone's voice is valued
• Work life balance within a multi-cultural environment
• Attractive benefits package with discretionary bonus
  
  

• Seniority level Entry level

• Employment type Full-time

• Job function Finance and Sales
• Industries Capital Markets

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Kowloon City District, Hong Kong SAR 2 weeks ago

Eastern District, Hong Kong SAR 2 weeks ago

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Eclipse Trading is a leading proprietary derivatives trading firm. Founded in 2007, we have over 100 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and Chicago. Our trading expertise and strategies are deployed across several markets globally, focusing on various products including equity derivatives, delta one, ETFs, commodity derivatives, and cryptocurrency. Technology is inextricably linked to our trading strategies, creating an environment powered by intellectual curiosity, problem solving, and innovation.
The successful candidate will be part of our global Trading and Risk team based in Hong Kong. This is an onsite role and the role will report into the Risk Manager based in Hong Kong.
Responsibilities

• Identify, assess and monitor risks related to the firm's trading activities
• Assist in the development and maintenance of our market risk framework, and policy documentations
• Collaborate with Compliance to enhance quantitative analytics and strategies to ensure compliance with regulatory requirements in various jurisdictions
• Maintain active dialogue with the trading team regarding trading and hedging strategies, risk presentation and limit compliance
• Produce ad-hoc reports or conduct analytical works for traders and management
  

• 1 - 2 years of risk management experience gained in a bank or proprietary trading firm
• Solid programming skills, with experience of statistical analysis techniques and numerical implementations
• Familiarity in Python, SQL, and other programming languages
• Ability to work under pressure with self-motivation and independence
• Ability to meet commitments and manage multiple priorities in a fast-paced environment
• Excellent command of spoken and written English is a must
• Candidate must have strong fundamentals in financial options theory
  

• Dynamic and collaborative work environment
• A flat management structure, where everyone's voice is valued
• Work life balance within a multi-cultural environment
• Attractive benefits package with discretionary bonus
  

• Seniority level Entry level

• Employment type Full-time

• Job function Finance and Sales
• Industries Capital Markets

Referrals increase your chances of interviewing at Eclipse Trading by 2x

Get notified about new Risk Analyst jobs in Hong Kong, Hong Kong SAR .

Kowloon City District, Hong Kong SAR 2 weeks ago

Eastern District, Hong Kong SAR 2 weeks ago

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.

2. Participating in HQ’s and Department’s reports preparation.

3. Assisting in Asset Management’s risk management.

4. Participating in market risk identification, measurement and monitoring.

5. Carrying out other tasks assigned by management.

Requirements:

1. Bachelor’s degree or above. Major in economics, finance, science and engineering and other related areas.

2. Clear logical thinking and strong data compilation and analysis capabilities.

3. Strong learning ability, serious work attitude, meticulous, and strong sense of responsibility.

4. Excellent presentation and communication skills.

5. 3-5 years' working experience in risk management and asset management.

6. Keen interest in the equity and fixed income markets.

7. Preference will be given to applicants who have passed CFA, FRM and/or other relevant qualifications.

We offer competitive remuneration packages to the successful candidates. Interested candidates may send your detailed resume with current & expected salary and availability.

All information collected will be kept in strict confidence and will be used for recruitment purpose only.

• Seniority level Associate

• Employment type Full-time

• Job function Analyst
• Industries Banking and Investment Banking

Referrals increase your chances of interviewing at CCB International (Holdings) Limited by 2x

Central & Western District, Hong Kong SAR 3 days ago

Central & Western District, Hong Kong SAR 1 week ago

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.