← All roles

CICC

Quant Risk Management Analyst - CICC

Hong Kong SARFinance

About the role

FinEx AI summary

Develops, implements and maintains risk analytical models, focusing on counterparty credit risk such as SIMM, CVA and PFE. Manages the credit risk model lifecycle including calibration and back-testing, and designs counterparty risk measurement and stress-testing frameworks.

Core skills

Quantitative Risk ModelingCounterparty Credit RiskSIMMCVAPFEEAD

Similar roles

More live opportunities matched by discipline and skills.

Explore all roles →