채용제목 외국계은행 마켓리스크채용
회사소개 은행
업무내용자격요건 [담당업무]
Market risk limits:
Quantification of market risk limits, including regulatory, issuer and intraday limits, in line with the stated risk appetite.
Detection, anticipation, analysis, monitoring and recommendation on all markets, valuation and issuer risks (including risk wide measures such as VAR, stress tests and capital) of the Global Business Lines, on both their trading and banking books:
Identify hidden risks and potential threats early, and perform in depth reviews with a view to recommend actions to mitigate them
Escalate to Management and Business Heads when relevant;
Review and approval, from a market risk point of view, of those transactions which are outside the scope of TSF and PS&F.
Valuation and IPV Process:
Definition of all marking methodologies
Monthly review of certain, illiquid, exotic and/or unobservable market parameters;
Definition, calculation and regular review of Fair Value and Prudent Value Adjustments reserve methodologies
VaR back testing & P&L explain:
Take all reasonable action to ensure requests from Calibration & Back-testing Team for comments on P&L and VaR related to VaR excesses is dealt with diligently (please refer to the P&L and back testing policy)
Maintain strong knowledge of the valuation and VaR models, and their impact on capital, valuation and market risk sensitivities of the GBL’s portfolios. Ensure VaR figures and their variations are commensurate with the portfolio composition and can be explained.
Implementation, in cooperation with Market Risk Transversal team, of the control plan on new banking regulations (ie French Banking Law/Volcker Rule).
Responding on due time to local regulator requests on various market risk topics (stress tests, positions reporting…)
Reviewing on regular basis the local market and liquidity risk procedures to make sure they describe properly the control framework in place.


Qualifications

2Y+ experience in Market Risks or in Model review: the candidate should have a solid quantitative background with ideally a previous experience in a quantitative environment through a technical role (e.g. through market risk, counterparty risk).
Excellent knowledge of derivatives, structured products, ideally across multiple asset classes.
Ability to react quickly but precisely in high pressure trading situations with Front Office interactions.
Strong interpersonal and communication skills (written and verbal) to further build the business / risk relationship and to clearly and concisely report the risk in a jargon-free way.
Ability to work in a team and interact with multiple stakeholders of different technical backgrounds
The candidate should be able to efficiently prioritise work and show resourcefulness in order to meet deadlines, whilst having the ability to react to changing priorities as markets move.
- The candidate should be fluent spoken and written in English
정규직
경력2-6년
[제출서류]
워드파일 영문이력서(생년기재할것)
기타사항 학력:대졸이상, 외국어:영어
직급/직책:사원-대리
근무지:서울 중구
담당자 담당컨설턴트: 윤성미 상무
연락처: 010-2914-0084
이메일: ysm@promatch.co.kr