职位薪资：25-40K
经验：5-10年
学历：硕士
类型：全职
Who we are looking for
An experienced professional with a strong technical and quantitative aptitude to act as Quantitative Risk Manager, Assistant Vice President based in Hangzhou, China. This role will report to model validation lead in China, within Model Risk Management Department.
Why this role is important to us
The team you will be joining plays an important role in the overall success of the organization. Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. To make that happen we need teams like yours to help navigate employees and the organization as a whole. In your role you will strive for cutting-edge solutions, that are straightforward and scalable. You will help us build resilience and execute day to day deliverables at our best. Join us if making your mark in the financial services industry from day one is a challenge you are up for.
What you will be responsible for
As Quantitative Risk, AVP you will
·Lead a team in Hangzhou under the supervision of the model validation lead in China to conduct model validation activities:
oPerform validations on models such as credit risk, market risk, climate risk, portfolio management, pricing and AI models.
oPerform deep analysis on large scale datasets through applying statistical analysis or machine learning approaches.
oConduct quantitative analysis to evaluate and quantify risks of various models.
oStreamline the existing analytical process; increase the pace of execution through automation.
oCommunicate with model developers and business to relay the issues and feedback and capture the action plans.
oPrepare and present required reports/reviews to management and regulators.
What we value
These skills will help you succeed in this role
·Strong analytical and quantitative mindset; ability to take ownership and improve on existing risk models and methodologies.
·Confidence: a self-assured, experienced and knowledgeable individual able to quickly garner support for his/her views based on informed, well-presented direction or analysis, with a willingness to negotiate, and concede, when needed.
·Communicator: clear, confident, self-assured communication style, coupled with an ability to react and adapt to various audiences and environments without diluting effectiveness.
Education & Preferred Qualifications
·Master or PHD degree in a quantitative disciplines (e.g. Finance, Statistics, Economics, Mathematics, Computer Science / Engineering, software engineering or equivalents).
·4+ years of experience in quantitative analytics including model development or independent model validation in a regulatory financial institution or consulting firm.
·Demonstrated proficient understanding of industrial best practices of quantitative analytics in Credit Risk, or Market risk.
·Demonstrated modeling and analytical process engineering capabilities.
·Some understanding of various regulations such as Basel, stress testing and CCAR
·Proven communication skills in English.
·Proficient in ONE or more programming languages, such as SAS, R, Matlab, Python.
Additional requirements
·Ability to take initiative and meet deadlines.
·Finance and/or risk management certificates like CFA and FRM are preferred but not required.
量化风险助理副总裁
我们需要怎样的人才
我们需要一位经验丰富的、具有强大的技术和量化分析能力的专业人士来担任常驻中国杭州的量化风险管理助理副总裁。该职位将直接向模型风险管理部的中国区模型验证组负责人汇报。
为什么这个职位对我们很重要
您将加入的这个团队对于公司的整体成功起着重要作用。在全球范围内，机构投资者依靠我们帮助他们管理风险、应对挑战并提高业绩和盈利能力。为了实现这一目标，我们需要像您这样的人所组成的团队来帮助引导员工和整个组织。这个职位需要您努力寻求简单且可扩展的高端解决方案，来帮助我们尽可能做好日常工作并增强组织的韧性。如果您从一开始就致力于在金融服务行业中留下自己浓墨重彩的一笔，请加入我们。
您将负责什么
作为定量风险团队的助理副总裁，您将负责以下工作：
·在中国模型验证负责人的指导下领导杭州团队开展模型验证活动：
o对信用风险、市场风险、气候风险、投资组合管理、定价和人工智能模型等模型进行验证。
o通过应用统计分析或机器学习方法对大规模数据集进行深入分析。
o进行定量分析，评估和量化各种模型的风险简化现有分析流程。
o通过自动化提高执行速度。
o与模型开发人员和业务部门沟通，传达问题和反馈并制定行动计划。
o准备并向管理层和监管机构提交所需的报告/审查。
我们重视什么
以下这些能力能帮助你胜任这份工作：
·强大的分析和量化思维；拥有改进现有风险模型和方法的主动性和能力。
·自信: 自信、经验丰富、知识渊博的个人，能够基于信息、阐述的方向和分析快速获得对自身观点的支持，并愿意谈判和在必要时让步。
·沟通者：清晰、自信、坚定的沟通风格，以及在不削弱有效性的情况下对不同受众和环境做出反应和适应的能力。
教育及岗位要求
·硕士及以上学，金融、统计学、经济学、数学、计算机科学、软件工程或相关专业。
·4 年以上量化分析经验，包括金融机构或咨询公司的模型开发或模型验证经验。
·对信用风险或市场风险量化分析的行业实践有一定的理解 。
·拥有良好的建模和分析能力。
·对巴塞尔协议、压力测试和综合资本分析和检查（“CCAR”）等各种监管准则有一定的了解。
·良好的英语沟通能力。
·精通一种或多种编程语言，如SAS、R、Matlab、Python。
加分项
·工作积极主动，并能按时完成任务。
·金融类专业证书，例如CFA 和FRM。
