Model development and management
- Employer
- 中信建投证券股份有限公司
- Location
- Beijing, China
- Salary
- negotiable
- Closing date
- Aug 2, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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.
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.
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