HKEX, London-based, seeks a Quantitative Analyst to validate risk and pricing models within the Financial Risk team. You will contribute to model risk governance and develop benchmark models, with emphasis on independent validation of market, credit, and liquidity models, and on enhancing the model risk framework.
You'll need a quantitative degree, strong Python/SQL skills, and experience with Power BI, plus familiarity with regulatory aspects of model risk management.
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Quantitative Risk Model Validator – AVP, London employer: hkex
As a Technical Regulatory Reporting Analyst at LME Clear in London, you will join a dynamic team dedicated to enhancing regulatory reporting processes while enjoying a supportive work culture that values diversity and innovation. The company offers excellent employee growth opportunities through continuous learning and collaboration with key stakeholders, ensuring that your contributions are recognised and impactful. With a focus on automation and process improvement, LME Clear provides a unique environment where you can thrive professionally while making a meaningful difference in the financial sector.
