Â鶹´«Ã½

1. Home
2. Career
   • Why the SFC
     • Join us as an experienced professional
     • Join us as an Executive Trainee
     • Join us as an Intern
     • Working at the SFC
     • Core values
     • A socially responsible employer
   • What the SFC does
     • Regulatory objectives
     • Who we regulate
     • How we function
   • Contact us
   • FAQs
3. Why the SFC
   • Join us as an experienced professional
     • Current Openings
   • Join us as an Executive Trainee
   • Join us as an Intern
     • Summer and Winter Internship Programme
     • Sustainable Finance Internship Programme
   • Working at the SFC
   • Core values
   • A socially responsible employer
     • People and the community
     • CSR activities
     • Environmental protection
     • CSR Committee
4. Join us as an experienced professional
   • Current Openings
5. Current Openings
6. Senior Manager (Basel Capital and Risk Models Team) - Intermediaries Supervision, Intermediaries

Ref.: SFC/SM/IS/INS/INT/241220

We are seeking an experienced model validation and model risk management specialist who has rich experience with approving FRTB market risk models and OTC derivatives initial margin models to join the team.

Duties & Responsibilities:

The team is part of the Intermediaries Division of the Â鶹´«Ã½ and responsible for establishing and applying regulatory standards for approving licensed corporations to use internal market risk models for regulatory capital calculation purpose and initial margin models (e.g. SIMM) for OTC derivative margining purpose.

Requirements: 

• at least 8 years’ practical experience in model validation and model risk management of market risk models and OTC derivative initial margin models and risk analysis of complex financial products, preferably gained from a model development and validation role in top tier investment banks;
• excellent knowledge in FRTB internal model approach and OTC derivative initial margin models;
• a postgraduate degree in a quantitative finance or science subject;
• experience in regulatory standards setting will be an advantage; and
• a strong sense of responsibility and impeccable integrity.

Please quote the reference and apply by 3 January 2025 with details of qualifications, previous experience, current and expected salary to:

Recruitment Manager
Â鶹´«Ã½ & Futures Commission
54/F, One Island East,
18 Westlands Road, Quarry Bay, Hong Kong
(E-mail address : is_recruit@sfc.hk)

All applications will be handled in strict confidence by authorised personnel and will only be used for recruitment related purposes. Applicants who do not hear from us within six months from the application deadline may consider their applications as unsuccessful. All information on unsuccessful candidates will be destroyed after six months.

We are an EQUAL OPPORTUNITY EMPLOYER.

Last update: 26 Apr 2024