AVP, Quantitative Risk Methodology & Governance
London Metal Exchange(8 months ago)
About this role
The role sits within HKEX’s Group Quantitative Risk team and is responsible for providing governance across group clearing houses, developing and implementing quantitative risk models, and supporting model risk framework and financial risk policy reviews. The position contributes to group-level risk data management and works with stakeholders and regulators to enhance risk management capabilities.
Required Skills
- Quantitative Modelling
- Model Governance
- Market Risk
- Liquidity Risk
- Data Management
- Model Validation
- Stakeholder Management
- Financial Products
- Analytical Skills
- Communication Skills
Qualifications
- Degree in Accounting, Finance or Quantitative Field
- CPF
- CFA
- FRM
About London Metal Exchange
lme.comThe London Metal Exchange (LME) is the world centre for industrial metals trading.
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