Head of Risk Analytics Head of Risk Analytics …

中信建投证券股份有限公司
in Beijing, Beijing Shi, China
Permanent, Full time
Last application, 18 Sep 20
Compensation negotiable depending on experience
中信建投证券股份有限公司
in Beijing, Beijing Shi, China
Permanent, Full time
Last application, 18 Sep 20
Compensation negotiable depending on experience
China Securities is a leading investment bank in China, mainly engaged in securities brokerage, securities investment consulting, financial advisory​ related to securities trading and securities investment activities, securities underwriting and sponsor, securities self-management, securities asset management, securities investment fund agent distribution, providing futures companies with medium introduction services, margin financing, financial products agent distribution, insurances facultative agent, stock options market making, securities investment fund trusteeship and precious metal products sales businesses. Previously known as Huaxia Securities, founded in 1992.

主要工作职责描述

1、负责管理量化分析组工作,覆盖市场风险、信用风险和操作风险领域;

2、负责公司各类产品定价模型、策略模型等的验证,完善模型验证的流程和机制;

3、负责公司各类风险管理量化模型的建立和维护;

4、负责公司各类风险管理系统、各类风险数据库的开发和维护;

5、负责初审小组年度工作计划,组织和督导组员实施年度计划和日常工作;

6、负责组内员工的培训和工作协调。

任职资格

学历要求:硕士及以上学历。

资格要求:具有证券从业资格,具有FRM、CFA等金融资格证书者优先。

能力要求

1、具有数学、金融工程、数理统计等量化专业的硕士或博士学位,博士优先;

2、7年以上行业相关工作经验,包括风险模型开发、模型验证等,博士学位及优秀候选人可适当放宽年限限制;

3、熟悉市场风险模型、信用风险模型、操作风险模型以及各种衍生品定价模型,有风险模型开发和实施经验优先;

4、熟练掌握量化分析技能和数理方法;

5、工作环境中熟练运用编程语言如C++、Matlab、Python等;

6、较强的沟通和文书能力;

7、具有境外金融机构工作经验和团队管理经验优先。

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