Senior Analyst, Quantitative Analysis

• Responsible for market risk and counterparty risk measurement tasks: including valuation model maintenance and validation; as well as implementation and validation of counterparty risk measurement models.
• Responsible for Basel III capital charge calculations, covering market risk, counterparty credit risk, CVA risk , and operational risk.
• Familiar with valuation methodologies of bonds and derivatives, including linear products and options, such as Discounted Cash Flow (DCF), Black-Scholes, Binomial Tree Model, Hull-White, etc.
• Market Risk & Counterparty Risk Related Experience (Highly Preferred): Experience in validating or implementing market risk and counterparty risk measurement models, as well as RWA calculation and stress testing models, is considered a significant advantage.
• Proficiency in programming and data analysis tools such as Python, VBA, etc. Familiarity with data manipulation is required.
• Strong self-directed learning ability and passion for continuous research. Demonstrated capacity to independently explore new methodologies, stay updated on emerging regulatory requirements and industry trends, and apply innovative solutions to complex quantitative challenges.
• Degree holder or above in Statistics, Mathematics, Quantitative Finance, Financial Engineering or related disciplines or equivalent qualifications at HKQF level 5
• Minimum 3 years’ relevant experience in banking industry is preferably
• Professional certifications such as FRM or CFA are highly desirable.

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