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Assistant Vice President - Quantitative Risk Management - Job Opportunity at Hong Kong Exchanges & Clearing Ltd

Hong Kong, Hong Kong
Full-time
Senior
Posted: May 2, 2025
On-site
HKD 1,200,000 - 1,800,000 per year based on Hong Kong financial sector standards for AVP roles

Benefits

Market-competitive compensation package typical for financial sector
Career development in premier financial market infrastructure
Exposure to cutting-edge quantitative risk management practices
Professional development opportunities in financial markets

Key Responsibilities

Lead quantitative model implementation and validation processes for risk management systems
Drive development and maintenance of sophisticated pricing and risk models
Collaborate with cross-functional teams to ensure robust risk analysis framework
Support production deployment of risk management solutions
Conduct advanced statistical analysis and historical data modeling

Requirements

Education

Master/PhD degree in quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics)

Experience

3+ years in financial markets

Required Skills

Python programming Derivatives pricing Risk modeling Statistical analysis Large dataset handling Tick data processing Order management knowledge Market microstructure understanding Strong analytical and problem-solving skills Team collaboration Written and verbal communication English fluency
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Industry Trends

Financial market infrastructure providers are increasingly focusing on sophisticated risk management systems due to market volatility and regulatory requirements Integration of machine learning and AI in risk modeling is becoming standard practice Growing emphasis on real-time risk assessment capabilities in major exchanges Rising importance of market microstructure understanding in risk management

Role Significance

Typically part of a 10-15 person quantitative risk team in major exchanges
Strategic role with significant impact on exchange's risk management framework and market stability

Key Projects

Implementation of new risk models for emerging financial products Enhancement of real-time risk monitoring systems Development of stress testing frameworks Market microstructure analysis projects

Success Factors

Deep understanding of financial markets and risk management principles Ability to bridge theoretical models with practical implementation Strong technical skills combined with business acumen Excellent stakeholder management capabilities

Market Demand

High demand driven by financial market digitalization and increasing regulatory requirements for sophisticated risk management systems

Important Skills

Critical Skills

Quantitative modeling expertise is essential for developing sophisticated risk management systems Python programming skills are crucial for implementing and maintaining risk models Market microstructure knowledge is vital for understanding trading dynamics

Beneficial Skills

Machine learning and AI knowledge for advanced risk modeling Experience with multiple asset classes Understanding of regulatory frameworks

Unique Aspects

Opportunity to work on risk management for one of Asia's largest financial market infrastructures
Exposure to both international and Chinese markets
Complex risk management challenges due to market connectivity role

Career Growth

2-4 years in role before progression to VP level, depending on performance and organizational growth

Potential Next Roles

Vice President of Quantitative Risk Head of Risk Analytics Director of Market Risk

Company Overview

Hong Kong Exchanges & Clearing Ltd

Hong Kong Exchanges & Clearing (HKEX) is one of Asia's leading market operators, providing world-class trading and clearing platforms

Premier financial market infrastructure provider in Asia-Pacific region
Strategic position as gateway between Chinese and international markets
Professional, fast-paced environment with strong emphasis on innovation and technical excellence
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