Model development and management

Employer
中信建投证券股份有限公司
Location
Beijing, China
Salary
negotiable
Posted
Jun 19, 2019
Closes
Jul 18, 2019
Ref
5019849
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
模型开发与管理岗

岗位职责:

负责风险管理部市场风险、信用风险的计量和模型开发;
对公司已有模型进行日常维护、关联;
进行估值、定价模型等的研究与设计,对现有模型进行分析、改进、应用跟踪、评估,根据分析成果对业务进行指导。

任职资格:

金融工程、数据、计算机专业硕士研究生以上学历,通过FRM/CFA专业资格考试者优先;
具有2年以上境外金融机构风险管理相关工作经验;
具备编程和模型开发能力;
具备良好的文字及语言表达能力、沟通能力。

Position: Model development and management

Responsibility:

Responsible for the measurement and model development of market risk and credit risk.
Maintain and correlate the existing models of the company on a daily basis.
Research and design the valuation and pricing models, analyze, improve, track and evaluate the existing models, and guide the business according to the analysis results.

Qualification:

Master degree or above in financial engineering, data and computer, passing FRM/CFA professional qualification examination is preferred.
More than 2 year experience in risk management of overseas financial institutions;
Ability of programming and model development;
Good written and linguistic expression and communication skills.