, Pricing Models Role Summary: The person will be working with other risk managers within the Model Risk Team covering model... in developing or validating risk models (including derivatives pricing model, SIMM, VaR, FRTB, etc.); Solid theoretical knowledge...
or validating risk models (including derivatives pricing model, SIMM, VaR, FRTB, etc.); Solid theoretical knowledge on derivatives... of various models in different risk domains, including pricing, Value at Risk (VaR), initial margin (IM), credit scoring...
across HKEX. Responsibilities: Implement and maintain models for option pricing, volatility calibration, margin calculation... and analyzing large datasets Understanding of quantitative finance concepts, including derivatives pricing, risk management...
. You may create cutting-edge derivative pricing models and empirical models that provide insight into market behavior..., and relevant work experience in derivatives Pricing model experience with derivatives products Strong written and verbal...