Market risk management Market risk management …

中信建投证券股份有限公司
in Beijing, Beijing Shi, China
Permanent, Full time
Last application, 16 Jul 19
negotiable
中信建投证券股份有限公司
in Beijing, Beijing Shi, China
Permanent, Full time
Last application, 16 Jul 19
negotiable
Market risk management

1、市场风险管理岗

岗位职责:

负责对公司FICC相关产品结构、交易策略、制度流程等进行分析评估并出具意见;
负责对公司FICC及相关投资组合进行风险分析,设计相关监测与计量指标体系;
负责构建风险计量工具,对FICC及相关投资组合进行日常风险监测与风险评估;
负责公司FICC及相关投资活动的风险信息沟通与报告。

 

任职资格:

硕士及以上学历,具有金融工程、数理统计知识背景等;
具有2年以上境外金融机构风险管理相关工作经验;
具有丰富的FICC产品知识,需要熟悉各类结构化产品的结构特点,了解衍生品的风险特征和对冲手段;
具备良好的文字及语言表达能力。
具有良好的沟通能力,能和前台交易员顺利地沟通。

 

Position:  Market risk management

Responsibility:

Analyzing and evaluating the product structure, trading strategy, policy and procedure of FICC;
Assessing risk of FICC and other investment portfolio, designing risk monitoring and measuring system.
Conducting daily risk monitoring and calculating;
Communicating and reporting FICC and other related investment risks.

 

Qualification:

Master degree or above, with background in financial engineering, mathematical statistics, etc.
At least 2 year experience in risk management of overseas financial institutions;
Have rich knowledge of FICC products, familiar with the structural characteristics of various structured products, understand the risk characteristics and hedging methods of derivatives;
Good written and linguistic skills.
Have good communication skills and can communicate smoothly with front-end traders.

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