NEW 大手ホールセール証券会社 リスクアナリティクス、Associate / Vice President

ブックマーク一覧

勤務地	東京都千代田区
仕事内容	・ The Global Risk Analytics team is part of the Global Risk Platform Office under TheFinancial Group Risk Management Department. The Global Risk Analytics team is responsible for developing and enhancing risk methodologies on Market Risk and Counterparty Credit Risk as well as supervising their implementation for all entities (Tokyo, London, Amsterdam, Hong Kong, Singapore). It also provides the necessary oversight on effectiveness of the global risk operating model, ensuring that key risks aggregated are highlighted at the appropriate level. ・ The Risk Analytics team operates across multiple regions and work closely with the Global Technology Team located in London and Tokyo. ・ The primary purpose of the role is to help progress wide Business initiatives, both in the internal risk management and regulatory risk space. ・ Responsible for producing risk calculations to be implemented in the Global Risk Platform, to be consumed and utilised throughout the this companyGroup, to identify, quantify and communicate key risks. ・ Support the onboarding of new products and the change of upstream valuation system into the Global Risk Plateform. ・ Understand and communicate the risk metrics within the global risk platform, performing detailed analysis of the risk profile of each entity as and when required e.g. what-if, impact analysis. ・ Ensure future development in the form of requirements from all stakeholders are clearly understood and agreed globally, and prioritised by IT. ・Ensure IT solutions developed are fit for purpose and meet all the requirements through extensive testing. ・ Proactively participate in the global project to ensure the project deliverables to satisfy all global and local regulatory requirements.
経験・資格	※求人情報の応募要件全てに該当しなくても、企業様に対して内々に打診したり相談することが可能な場合もございます。一つでも当てはまる方は前向きにご検討下さい。 ●言語 日本語(ネイティブレベル)、英語(ビジネスレベル) ●職種業界経験 ・ Demonstrated experience in financial risk measurement models and risk analysis ・ Demonstrated experience in participating in risk system development or Front Office Pricing as a core member ・ Good understanding of Market Risk methodologies (Value-at-Risk, Stress Tests) as well as Securities and derivative products ・ Good understanding of financial calculations (e.g. curve and surface constructions etc.) and derivatives pricing models for both vanilla and Exotics on Fixed Income and Equity Assets ・ Good coding skills in both relational database queries e.g. SQL and an object-oriented language ・ Preferable to have experience programming in a data analysis language, Python ●資格 ・ Masters Degrees in a numerate discipline or equivalent experience in Finance ※更なる詳細事項は、カウンセリング（面談）時にお伝えします。
企業データ	会社名 大手ホールセール証券会社 事業内容 証券・投資銀行分野において、国内外機関投資家や事業法人・金融法人・公共法人向けを中心顧客としたインベストメントバンク。 デット、エクイティ、M&A、ストラクチャードファイナンスをメインに、グローバルな事業展開を行う。
Recruiting No.	02001625000144