Ashford Benjamin is partnering with a reputable financial institution looking to hire a Model Risk Management Lead in Hong Kong. This is a strategic role for a quantitative professional to oversee the firm’s model governance framework.

In this role, you will be responsible for developing the model risk framework and overseeing the independent validation of all material models, including Market Risk, SIMM, and IFRS. You will act as the firm's subject matter expert for regulatory engagements, serve as a gatekeeper during the New Product Approval process to ensure pricing and risk models are validated before launch, and build quantitative tools to monitor model performance, stability, and accuracy.

Candidates should have at least 8 years of experience in model risk or quantitative analytics and possess strong expertise in OTC derivatives pricing and risk methodologies. Proficiency in Python is required, with additional experience in C++, SQL, or VBA being preferred. Fluency in both English and Mandarin is essential for this position.

Please send your CV to Vivian Chen at vchen@ashford-benjamin.com , or call +852 2315 9503 for a confidential discussion.