AVP, Traded Risk Model Analytics

岗位职责:
Principal responsibilities
-Appropriately calibrated and applied traded risk models help ensure that risk is more accurately quantified, allocated and managed. This in turn leads to more appropriate risk-return analysis for the business.
-Regulatory approval for effective traded risk models aligns risk measurement and capital. This is optimal and removes arbitrage.
-Understanding of regulatory requirements means the business is forewarned of changes in the regulation and can prepare accordingly.
-Effective communication with the GRA team at both Regional and Group levels ensures there is a strong common understanding of the models and that best practices are being applied.
-Providing bespoke analysis for new business helps ensure that the business can make appropriate risk/capital assessments

任职资格:
-Understanding of mathematical concepts behind models already implemented
-Ability to navigate through the existing analytical modules of market risk and counterparty credit risk libraries.
-Ability to propose mathematically sound alternatives to address methodology deficiencies.
-Ability to modify existing library component to resolve issues.
-Ability to adopt a test-driven approach in methodology construction and while developing in the library.
-Ability to document and to use communication tools at disposition to convey the right message to stakeholders.
-Appetite to learn and enthusiasm in performing daily tasks
福利待遇
- 具竞争力的薪酬：基本工资+绩效奖金+轮班补贴+早晚班交通津贴；
- 健全福利保障：五险一金+补充性商业医疗保险+免费年度体检；
- 畅享10+天假期：除享有国家法定节假日外，还拥有至少10天带薪年假、12天带薪病假、1天生日假、婚假、产检假、产假以及陪产假、哺乳假等，助您达到工作生活的平衡；
- 弹性福利制度：年假可买卖，商业医疗保险套餐可升级，您还可申请旅游补贴、个人进修补助、运动健身补贴等，满足个性化福利需求；
- 人性化工作环境：使用公司的员工餐厅、咖啡室、休息室、娱乐室等，进行劳逸结合；
- 多元化员工活动：运动会、团建、年会等精彩活动给您平台，任您施展才华。
培训与发展
- 广阔的职业发展平台：遍及全球的集团网络，提供扩展人脉及跨文化交流的机会，您还可申请不同国家及地区的长短期职位，不断挑战自我；
- 系统性人才培育及发展：配备职业导师，为您提供清晰的职业规划指导，充分挖掘横向及纵向的发展潜力；
- 完善的专业培训体系：入职即可享带薪培训，多元化的培训机会，还有资源及教育援助，帮您逐步实现职业目标。