你所在的国家不提供此工作机会。
Assistant Manager, Model Risk, Risk
CITIC CLSAHong Kong9 天前
职位描述Strong background in math, sciences or financial engineering. Master Degree or above is preferred Holder of CFA, FRM, or CIPM is preferred, but not a must Excellent analytical, quantitative and problem-solving skills Strong knowledge of options pricing theory and quantitative models for pricing and hedging derivatives Experience with advanced statistical models for empirical estimation of risk models is preferred Strongputing and development skills using Python, C / C++, VBA and / or SQL etc. Ability to work independently under pressure Strong written and verbalmunication skills, including effective presentation skills Bilingual : English and Chinese
Responsibilities
- Produce, review and improve CLSA model validation policy and procedure
- Responsible for financial valuation model validation and testing, with coverage in equity derivative model and interest rate derivative model
- Set up the model reserve and parameter reserve framework with product control team and front office
- Liaise with Global risk team for risk modelling, including model update, maintenance and different kinds of risk measure
- Responsible for regular model management tasks, include CVA / DVA, model review and etc.
- Cooperate the IT / Head office Risk quant to setup the checking mechanism for datapleteness and data logistics. Consolidate Global head office requirement to IT team and act as amunication bridge
- Provide valuation and risk calculation technical knowledge training to other teams, providing support with them for corresponding analysis
- Work in various risk initiative groups to provide valuation model expertise assistances and coordination
Requirements
Stay informed on CITIC CLSA Job Opportunities
Not the right fit? You can create a job alert to receive our latest job openings that meet your interest.
Job ID JR000759
为此搜索创建职位提醒
Assistant Manager • Hong Kong