We are seeking a model risk specialist knowledgeable in Basel market or counterparty credit risk capital requirements to join as Senior Manager for our Intermediaries Division.
This is a challenging and rewarding role which offers you the opportunity to contribute to the reinforcement of the status of Hong Kong as an international financial centre.
The successful candidate will work with a team of risk management professionals to incorporate advanced Basel capital standards (in particular, internal model approach and FRTB) into the regulatory capital framework for licensed corporations under the Securities and Futures Ordinance. The successful candidate may also be required to review licensed corporations’ financial models and risk management.
To be successful in this role, you should have:
- a postgraduate degree (preferably doctoral degree) in a quantitative subject obtained at a top tier university;
- substantial experience in market or counterparty credit risk modelling or related model risk management (in particular model validation) gained in an internationally active financial institution OR reputable regulatory body;
- excellent knowledge in the latest Basel market or counterparty credit risk capital requirements. Experience in implementing these requirements for a top tier financial institution OR reputable regulatory body will be a plus;
- good command of spoken and written English, experience in writing internal/regulatory policy documents will be an advantage;
- ability to effectively communicate highly technical matters to stakeholders of different technical backgrounds and senior management; and
- a strong sense of responsibility and impeccable integrity.
Please quote the reference and apply by 2 April 2021 with details of qualifications, previous experience, current and expected salary to:
Securities & Futures Commission
35/F, Cheung Kong Center
2 Queen's Road Central, Hong Kong
(E-mail address : email@example.com)
All applications will be handled in strict confidence by authorised personnel and will only be used for recruitment related purposes. Applicants who do not hear from us within six months from the application deadline may consider their applications as unsuccessful. All information on unsuccessful candidates will be destroyed after six months.
We are an EQUAL OPPORTUNITY EMPLOYER.