Model development and management Model development and management …

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

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.

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