Model Risk Lead – Internal Audit
A recruiter advertises a model-risk audit lead position at an unnamed securities firm. The technical work independently assesses pricing, capital and risk models alongside their governance.
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.
- Test conceptual and implementation weaknesses in quantitative models.
- Audit development, validation and monitoring controls.
- Present model-risk findings and verify remediation.
What they ask for
Required
- Financial models and stochastic calculus
- Pricing or counterparty/market-risk review
- Independent model testing
- SFC model-risk expectations
- Mandarin and English
Preferred
- MSc or PhD
- CIA, FRM or CFA
- Education
- Advanced quantitative degree preferred; no minimum degree specified.
- Experience
- At least 8 years in quantitative risk, validation, model audit or related work.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Independently benchmark a derivatives or VaR model.
- Design audit tests across a complete model lifecycle.
- Write a model finding with measurable remediation criteria.
What to study
- Quantitative Risk Management
- Derivatives Pricing and Computational Finance
- Professional Quant Practice
The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.
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Read the full posting on Unicorn Advisor (HK) Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on Unicorn Advisor (HK) Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Unicorn Advisor (HK) Limited and doesn’t handle applications.