Quant jobs / HKEX

Assistant Vice President, Market Risk Management

HKEX’s group quantitative-risk team develops and governs risk methods across clearing houses. This position improves financial-risk frameworks and models, working with developers, validators and regulators.

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.

Develop clearing-house market and liquidity risk methods.
Assess model parameters and proposed methodology changes.
Prepare models and evidence for independent validation.
Coordinate implementation of improvements across risk teams.

What they ask for

Required

Financial-product risk knowledge
Derivatives pricing
Sensitivity analysis
Analytical problem solving
Financial-market experience
English communication

Preferred

Market or liquidity-risk experience
Programming

Education: A qualification in accounting, finance, engineering, statistics or another listed related field.
Experience: Six to eight years of relevant market experience; less-experienced applicants may enter at Associate level.
Languages and tools: MATLAB
Python
VBA
SQL
Markets: equities, fx, commodities, fixed-income

How to prepare

Model margin sensitivities for a derivatives portfolio.
Compare stress losses with liquidity resources.
Write a validation note explaining model assumptions and parameter changes.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on HKEX’s site before applying: requirements, location and pay can change after we check them.

View the posting on HKEX’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with HKEX and doesn’t handle applications.