Implement and maintain models for option pricing, volatility calibration, margin calculation and other risk management tools.
Carry out duties in system development life cycle, including effort estimation, collecting user requirements, system design, programming, functional and technical testing and production migration, in accordance with the IT development standards and guidelines, and company-wide policies and standards.
Collaborate with risk managers, and other stakeholders to understand their requirements and translate them into technical solutions.
Conduct thorough testing and validation of models and tools to ensure accuracy, reliability, and adherence to regulatory requirements.
Provide technical support and troubleshooting issues related to quantitative models and tools.
Collaborate with infrastructure, IT Security, compliance team, to ensure the security and compliance of the applications.
Undertake assignments and projects as assigned by supervisor.

Degree in Computer Science, Mathematics, Statistics, Financial Engineering, or related disciplines.
Minimum 7 years' system development experience, preferably in financial services industry.
Solid experience in application design and development in Java, C++, Python, Linux platform.
Experience with distributed computing framework, MicroServices, containerized applications, Cloud technology.
Familiarity with object storage, databases, noSQL and data manipulation tools for handling and analyzing large datasets.
Understanding of quantitative finance concepts, including derivatives pricing, risk management, and portfolio optimization is a definite advantage.

HKEX is committed as an Equal Opportunity Employer.
Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace.

Associate – Group Risk Management Systems – IT

Key skills