Associate Director (Risk Management & Compliance) – Market Risk（英文版本）

The Hong Kong Monetary Authority (HKMA) is charged with the responsibility for maintaining the stability and integrity of the monetary and financial systems of Hong Kong.  There is now an excellent opportunity for eligible candidates to apply for the following position:

Associate Director (Risk Management & Compliance) – Market Risk

Key Responsibilities

• Develop and maintain sophisticated quantitative models for market risk assessment, including, but not limited to, Value-at-Risk, tracking error, stress testing, and scenario analysis across various asset classes, such as equities, fixed income, commodities, and alternatives
• Monitor portfolio exposures to ensure alignment with the Exchange Fund’s investment objectives and risk profile, including producing regular reports for senior management and investment committees
• Evaluate investment performance and conduct performance attribution analysis
• Assist in the team’s effort in further adopting new technologies (such as big data platforms and AI) in market risk management, such as in respect of enhancing data automation and processing, risk modelling, as well as report generation and presentation
• Assist in conducting research on financial markets and peer-group practices on risk management, performance measurement and asset allocation

Requirements

• University degree in risk management, finance, investment management, accountancy, economics or a related field
• At least three years of relevant experience in risk management, investment management, or financial data analysis
• Knowledge of risk management, automation and visualisation software, e.g. Python, R, UiPath and Tableau, as well as artificial intelligence and machine learning a definite advantage
• Strong general knowledge, versatility, attention to detail, and excellent logical and critical thinking skills
• Good interpersonal, communication, presentation and professional report-writing skills
• Ability to work independently and under pressure
• Willing to take up challenges and proactively identify and resolve issues
• Proficient in both written and spoken English and Chinese

Remuneration Package

A competitive remuneration package will be offered to the successful candidate, with flexibility to take into account of additional experience and qualifications.  Fringe benefits include medical and dental benefits, paid annual leave and provident fund benefits.

How to apply

You may submit an application via one of the following channels:

1. Online application
   *Online application will be temporarily suspended from 02:00 p.m. on 12 July 2025 to 08:00 p.m. on 13 July 2025 due to system maintenance.
2. By Mail

Send in the hard copy application form (available either at the HKMA’s reception counter or website https://www.hkma.gov.hk) to:

Recruitment Officer
Hong Kong Monetary Authority
55/F., Two International Finance Centre
8 Finance Street, Central, Hong Kong

Copies of transcripts together with a full résumé including details of past experience should be attached to the application.  Please mark your correspondence address and the position applied for on the envelope.

Completed application should reach the HKMA, via the designated submission channel, by 19 July 2025.  Applicants may wish to submit their applications in advance of the deadline to allow for any unexpected delays, e.g. with internet traffic, including file size restrictions and system maintenance downtime.  Those not contacted by the HKMA within three months from the closing date for applications should consider their applications filed for future reference.

Personal data provided by applicants will be used strictly in accordance with our personal data policies, a copy of which will be provided upon request.  You may contact the Recruitment Officer at the above address.

The HKMA is an equal opportunities employer.  More information on the HKMA can be found at the website https://www.hkma.gov.hk.

The Online Application System is scheduled to perform regular system maintenance from Hong Kong time 6:00 a.m. to 8:00 a.m. every Wednesday.  During this time, online application will not be available.