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The team is responsible for the validation of valuation models within the risk department. The team also develops and implements methodologies for risk measurement and looks after the policy framework for valuation, validation and risk measurement in Interest Rates & FX & Derivatives trading.
Quantitative Analyst
My client, a reputable investment bank, is looking to recruit a Quantitative Analyst to join their Risk Methodologies & Policies team based in Shanghai.
The team is responsible for the validation of valuation models within the risk department. The team also develops and implements methodologies for risk measurement and looks after the policy framework for valuation, validation and risk measurement in Interest Rates & FX & Derivatives trading.
Key objectives for this dynamic role will be to:
• Develop, implement & validate valuation models • Develop & implement methodologies for the derivation of pricing parameters • Develop & implement risk models for IR/FX/Derivatives portfolios • Develop a comprehensive policy framework for valuation, validation & risk measurement in the above mentioned trading platforms
Requirements:
• Exposure to Interest Rate/FX/Derivatives Trading • Finance/Mathematics/Physics Degree/Masters/PhD • Minimum 2 years working experience as a market risk analyst or
quantitative analyst • Working knowledge of Monte Carlo Simulation modeling & VaR methodologies • Working knowledge of financial instruments (futures, swaps, options etc.) • Good knowledge in Excel VBA, SQL, Perl, C/C++ • Experienced in FEA, Allegro, Basel II and other trading & risk systems • Excellent analytical skills and detail oriented • Strong communication and written skills in English and Chinese/Mandarin
Interested applicants, please attach your resume in WORD document to
Shiroy.Vachha@mrihk.com
http://jobs.efinancialcareers.co.uk/job-4000000000399413.htm
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本帖最后由 矿工 于 2008-6-20 03:38 PM 编辑 ]
