Quantitative Risk Model Validator – AVP, London

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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