Assistant Manager, Model Risk, Risk

Requirements

• At least 1 year of relevant experience
• Strong background in math, sciences or financial engineering. Master Degree or above is preferred
• Holder of CFA, FRM, or CIPM is preferred, but not a must
• Excellent analytical, quantitative and problem-solving skills
• Strong knowledge of options pricing theory and quantitative models for pricing and hedging derivatives
• Experience with advanced statistical models for empirical estimation of risk models is preferred
• Strong computing and development skills using Python, C/C++, VBA and/or SQL etc.
• Ability to work independently under pressure
• Strong written and verbal communication skills, including effective presentation skills
• Bilingual: English and Chinese
• Stay informed on CITIC CLSA Job Opportunities
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Benefits

Additional Information

Key Areas of Responsibilities Produce, review and improve CLSA model validation policy and procedure Responsible for financial valuation model validation and testing, with coverage in equity derivative model and interest rate derivative model Set up the model reserve and parameter reserve framework with product control team and front office Liaise with Global risk team for risk modelling, including model update, maintenance and different kinds of risk measure Responsible for regular model management tasks, include CVA/DVA, model review and etc. Cooperate the IT/Head office Risk quant to setup the checking mechanism for data completeness and data logistics. Consolidate Global head office requirement to IT team and act as a communication bridge Provide valuation and risk calculation technical knowledge training to other teams, providing support with them for corresponding analysis Work in various risk initiative groups to provide valuation model expertise assistances and coordination

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Company Intel

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