Director, Risk Quantitative Analyst

The Director, Risk Quantitative Analyst role involves leading the development and management of risk analytical models within a financial organisation in Hong Kong. This position plays a critical part in monitoring and measuring counterparty credit risk across the firm, ensuring compliance with regulatory standards and enhancing risk practices.

The organisation values expertise in credit risk models and aims to strengthen its quantitative risk analytics capabilities through this leadership role.

Role Overview
The Director, Risk Quantitative Analyst reports to senior management and oversees the credit risk quantitative team. The scope includes overseeing the lifecycle of credit risk models, performing continuous model monitoring, and collaborating with validation and IT teams to develop risk measurement systems. Success is measured by the robustness of risk models, effective risk assessment, and alignment with the firm's risk profile.

Key Skills & Experience

• Lead quantitative development and research for credit risk models and support credit risk teams
• Manage credit risk model lifecycle, including development, implementation, calibration, and back-testing
• Collaborate with the model validation team for review processes
• Perform continuous monitoring of the UMR initial margin model (SIMM) and support methodology updates
• Design methodologies for counterparty risk management and develop related measurement models (PFE, EAD, CVA, Wrong-Way Risk)
• Build frameworks for counterparty risk exposure measurement and stress-testing
• Develop credit risk policies, procedures, and controls for effective implementation
• Provide quantitative support on counterparty risk, SIMM, CVA, and credit capital across functions
• Work with IT teams on system architecture and platform development
• Lead and develop a Credit Risk Quant team to support risk analytics capabilities

Requirements

• Master's degree or above in Finance, Economics, Mathematics, or related discipline
• Minimum of 5 years of relevant credit risk quantitative management experience within an investment bank or financial institution
• Strong understanding of financial markets and products, with hands-on experience in PFE, CVA, and SIMM models
• Solid knowledge of regulatory frameworks and credit risk model risk management
• Proficiency in quantitative analysis, risk modelling, and statistical techniques
• Strong problem-solving skills and ability to assess complex counterparty risks
• Proven leadership and team management capabilities
• Effective communication skills in both English and Chinese
• Professional certifications such as FRM, CFA, or CQF are preferred

This position is a 2-week assignment located onsite in Hong Kong, starting from 05/08/2026. The role is permanent within the Asia region.

Required Skills & Experience

• HKARC – Securities

Working Environment

• Onsite

If you have the relevant skills and experience, please apply with an updated CV.