Model Risk Manager
Guotai Junan International seeks a model-risk manager. The role independently evaluates pricing and risk models and develops challenger implementations where needed.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Assess assumptions and implementation.
- Build independent validation tests.
- Track findings and model remediation.
What they ask for
Required
- Derivatives pricing
- Risk-model validation
- Quantitative programming
- Analytical judgement
- Communication
Preferred
- Advanced degree
- FRM or CFA
- Risk platforms
- AI validation tools
- Education
- Relevant university qualification; advanced study is advantageous, not required.
- Experience
- Two to five years in relevant quant development, validation or exotic-equity risk work.
- Languages and tools
- Markets
- equities, options
How to prepare
- Validate a pricing model independently.
- Test VaR and sensitivity assumptions.
- Document limitations and challenger results.
What to study
- Quantitative Risk Management
- Derivatives Pricing and Computational Finance
- Advanced Derivatives and Exotic Options
The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Guotai Junan (Hong Kong) Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on Guotai Junan (Hong Kong) Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Guotai Junan (Hong Kong) Limited and doesn’t handle applications.