應屆畢業生
學歷不限
2025-08-03 10:36:10
350人關注
職位描述
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崗位職責:
This is a role to provide the critical support for the Global regulatory stress testing (ST) exercises, fulfilling the periodic regulatory ST deliverables (e.g. HKMA SDST and expectations on climate risk ST, as well as PRA ST) on Traded Risk (TR) area. The work includes TR ST model development, enhancement, maintenance, governance, and execution process, supporting model independent review as well as the ongoing traded risk user support.
1. Support TR ST model development and enhancement for both PRA and HKMA basis, including other jurisdictions in APAC (e.g., CBIRC, FSS, MAS). Also support the interpretation of different regulatory rules, review of regulatory proposal and work with group/regional team on the regulatory deliveries for ST area;
2. Contribute to projects aimed at aligning methodologies, governance, and policies, especially for traded risk/stress testing area;
3. Participating with the preparation of documentations and analysis submitted to the regulators and the 2nd and 3rd lines, ensuring the high level of quality of these submissions;
4. Effective communication with other traded risk functional teams at both Regional and Group levels to ensure a consistent understanding of the TR ST models with best practices applied; Perform impact assessment on model-related changes and provide commentary on the changes;
5. Improve the tools supporting testing, monitoring, or applicable calibration processes to help ensure the appropriate management of model risk; Analyze the model performance monitoring results and find the root cause of any alerts; Propose potential solution where applicable.
6. Actively engaging with the business to ensure a good understanding of impacts generated by the risk models, and providing guidance allowing the business to adapt their strategy.
任職要求:
1. Minimum Masters level in Math/Computer Science/Engineering discipline.
2. Working experiences of using Python, MATLAB or C etc.
3. Knowledge of stress testing or derivatives valuation, trading risk management preferred.
4. Open personality and ability/flexibility to work in an international team.
5. Strong proficiency in written and spoken English.
6. Strong analytical and problem-solving skills, with attention to details.
福利待遇
- 具競爭力的薪酬：基本工資 績效獎金 輪班補貼 早晚班交通津貼；
- 健全福利保障：五險一金 補充性商業醫療保險 免費年度體檢；
- 暢享10 天假期：除享有國家法定節假日外，還擁有至少10天帶薪年假、12天帶薪病假、1天生日假、婚假、產檢假、產假以及陪產假、哺乳假等，助您達到工作生活的平衡；
- 彈性福利制度：年假可買賣，商業醫療保險套餐可升級，您還可申請旅游補貼、個人進修補助、運動健身補貼等，滿足個性化福利需求；
- 人性化工作環境：使用公司的員工餐廳、咖啡室、休息室、娛樂室等，進行勞逸結合；
- 多元化員工活動：運動會、團建、年會等精彩活動給您平臺，任您施展才華。
培訓與發展
- 廣闊的職業發展平臺：遍及全球的集團網絡，提供擴展人脈及跨文化交流的機會，您還可申請不同國家及地區的長短期職位，不斷挑戰自我；
- 系統性人才培育及發展：配備職業導師，為您提供清晰的職業規劃指導，充分挖掘橫向及縱向的發展潛力；
- 完善的專業培訓體系：入職即可享帶薪培訓，多元化的培訓機會，還有資源及教育援助，幫您逐步實現職業目標。
This is a role to provide the critical support for the Global regulatory stress testing (ST) exercises, fulfilling the periodic regulatory ST deliverables (e.g. HKMA SDST and expectations on climate risk ST, as well as PRA ST) on Traded Risk (TR) area. The work includes TR ST model development, enhancement, maintenance, governance, and execution process, supporting model independent review as well as the ongoing traded risk user support.
1. Support TR ST model development and enhancement for both PRA and HKMA basis, including other jurisdictions in APAC (e.g., CBIRC, FSS, MAS). Also support the interpretation of different regulatory rules, review of regulatory proposal and work with group/regional team on the regulatory deliveries for ST area;
2. Contribute to projects aimed at aligning methodologies, governance, and policies, especially for traded risk/stress testing area;
3. Participating with the preparation of documentations and analysis submitted to the regulators and the 2nd and 3rd lines, ensuring the high level of quality of these submissions;
4. Effective communication with other traded risk functional teams at both Regional and Group levels to ensure a consistent understanding of the TR ST models with best practices applied; Perform impact assessment on model-related changes and provide commentary on the changes;
5. Improve the tools supporting testing, monitoring, or applicable calibration processes to help ensure the appropriate management of model risk; Analyze the model performance monitoring results and find the root cause of any alerts; Propose potential solution where applicable.
6. Actively engaging with the business to ensure a good understanding of impacts generated by the risk models, and providing guidance allowing the business to adapt their strategy.
任職要求:
1. Minimum Masters level in Math/Computer Science/Engineering discipline.
2. Working experiences of using Python, MATLAB or C etc.
3. Knowledge of stress testing or derivatives valuation, trading risk management preferred.
4. Open personality and ability/flexibility to work in an international team.
5. Strong proficiency in written and spoken English.
6. Strong analytical and problem-solving skills, with attention to details.
福利待遇
- 具競爭力的薪酬：基本工資 績效獎金 輪班補貼 早晚班交通津貼；
- 健全福利保障：五險一金 補充性商業醫療保險 免費年度體檢；
- 暢享10 天假期：除享有國家法定節假日外，還擁有至少10天帶薪年假、12天帶薪病假、1天生日假、婚假、產檢假、產假以及陪產假、哺乳假等，助您達到工作生活的平衡；
- 彈性福利制度：年假可買賣，商業醫療保險套餐可升級，您還可申請旅游補貼、個人進修補助、運動健身補貼等，滿足個性化福利需求；
- 人性化工作環境：使用公司的員工餐廳、咖啡室、休息室、娛樂室等，進行勞逸結合；
- 多元化員工活動：運動會、團建、年會等精彩活動給您平臺，任您施展才華。
培訓與發展
- 廣闊的職業發展平臺：遍及全球的集團網絡，提供擴展人脈及跨文化交流的機會，您還可申請不同國家及地區的長短期職位，不斷挑戰自我；
- 系統性人才培育及發展：配備職業導師，為您提供清晰的職業規劃指導，充分挖掘橫向及縱向的發展潛力；
- 完善的專業培訓體系：入職即可享帶薪培訓，多元化的培訓機會，還有資源及教育援助，幫您逐步實現職業目標。
注：聯系我時，請說是在蘿崗人才網上看到的。
工作地點
地址：廣州天河區天河路383號太古匯二座
求職提示：用人單位發布虛假招聘信息，或以任何名義向求職者收取財物（如體檢費、置裝費、押金、服裝費、培訓費、身份證、畢業證等），均涉嫌違法，請求職者務必提高警惕。
職位發布者
HR
匯豐環球客戶服務(廣東)有限公司
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銀行
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1000人以上
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外商獨資·外企辦事處
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東風西路148號廣州匯豐大廈
