Oliver James Associates

Head of Risk Analytics & Systems - Associate Director

Location
Hong Kong
Salary
£9936.41 - £11923.69 per month
Posted
18 Dec 2017
Closes
17 Jan 2018
Ref
1003790
Contact
Howard Kelly
Contract Type
Permanent
Hours
Full Time

Candidates will be expected to:

  • Assist with leadership for risk metrics & systems within the group function
  • Develop model governance framework / oversight on model validation and scenario generation
  • Develop group wide risk metrics covering economic capital, stress capital, earnings at risk, liquidity at risk
  • Model Validation for group wide risk management
  • Manage senior stakeholders with regard to risk analytics processes

Requirements:

  • MSc in quantitative discipline: Quant Finance, Statistics, Financial Engineering
  • Understanding of quantitative risk management
  • Good programming skills
  • Fluency in English - written & spoken
  • Able to manage a small team - 3-4 employees