【职位描述】

1.负责FICC业务、权益类业务的日常风险管理工作，包括风险制度的制定、风险指标体系的设计和监控、相关衍生品模型和参数管理、项目风险审批等；
2.通过压力测试、损益归因等风险计量方法和手段，进行风险分析和发现；
3.负责相关风险管理系统需求编写、测试和维护工作
1. Responsible for daily risk management in FICC and Equity trading
- Responsible for establishing risk policy
- Responsible for the design and monitoring of market risk indicatior
- Responsible for management of derivative product model and parameters
- Responsible for assessment and approval of project risk etc.
2. Perform stress testing and P&L attribution in order to aid risk discovery and analysis
3. Responsible to raise system requirements on risk management related system, perform UAT testing and system maintenance

【入职要求】

1、国内外重点院校硕士研究生以上学历，数学、物理、计算机和金融工程等专业背景，具有数据挖掘、搜索分析等背景者优先考虑；
2、精通C/C++，Java，Python，Matlab等一门或多门编程工具；
3、具有3年以上境外大型金融机构相关工作经验，熟悉相关衍生品及量化交易，掌握交易的定价及风险模型，能熟练运用统计、数据挖掘等方法对市场风险情况进行分析，掌握对交易组合进行业绩归因的方法或模型；
4、具有较强的文字和口头表达能力，以及与各部门间的沟通协调能力。
1. Master or above in Mathematics, Physics, Computer, Financial Engineering related disciplines, with data mining, search analysis or AI backgroud preferred;
2. Proficiency in the use of C/C++, Java, Phython or Matlab etc.;
3. At least 3 years of work experience in large-scale financial institutions;
4. Familiar with derivatives and algo trading. Strong knowledge in pricing valulation and risk model;
5. Proficiency in the use of Statistics, Data Mining and performance attribution method to do market risk analysis;
6. Excellent communication and interpersonal skills.