Quant jobs / HKEX

Vice President, Clearing Risk Control

This HKEX position leads risk control for OTC Clear, covering the central counterparty’s derivatives exposures. The role joins margin and default-fund oversight with implementation of clearing-risk changes.

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.

Review margin parameters and default-fund requirements.
Analyse clearing-risk statistics for management and regulators.
Define and test risk-control changes for new clearing products.
Lead exception handling during time-sensitive risk events.

What they ask for

Required

OTC derivatives knowledge
Clearing-risk expertise
Team leadership
Risk-control procedures
English and Chinese communication

Preferred

FRM or CFA
Python
PowerAutomate

Education: A university qualification is required; risk management, finance and economics are preferred subjects.
Experience: At least 10 years professionally, including five years managing teams; a lower grade is possible with less experience.
Languages and tools: Python
PowerAutomate

How to prepare

Study central-counterparty margin and default-fund mechanics.
Build a derivatives exposure and margin monitoring example.
Practise explaining a parameter change and its risk implications.

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.