Risk Management
Company Profile:
Industrial Securities Co., Ltd (hereinafter referred as “IS”) is a nationwide leading securities company in China, headquartered in Shanghai. In 2011 IS celebrated its 20 years anniversary, one of the very few Chinese securities company with longer history. It is the 5 public listed securities company in Shanghai Stock Exchange with registered capital of 2.2 billion and net capital of 10 billion. IS provides wide-range financial service and consultancy in securities, futures, mutual funds, private equity and cross-border business. Its asset management, research, institutional sales and trading, fixed income, equity investment, wealth management are among the first tier in China. Our vision is to become a leading China-focused international investment bank and we invite high caliber talents to join us.
Business: Risk Management
Location: China - Shanghai
Compensation: Competitive
Employment type: Full-time
Responsibilities:
1. Derivatives Valuation Model reviews: analyzing complex models; assessing model behaviour and suitability; developing and implementing enhanced and new models
2. VaR calculation and PL backtesting
3. Market Risk Limit setting and reporting
4. Daily cooperation with front-office and other departments involved in risk management processes
5. Enhancement of existing Operational Risk Management Framework
6. Liquidity Risk Management
7. Scenario stress analyses
Requirements:
1. 5+ years’ experience of risk management in a global renowned bank, experience as risk management project leader will be a plus ;
2. In-depth understanding of Market Risk, Credit Risk, Operational Risk, Liquidity Risk and Regulatory changes within Capital Markets and Investment Management
3. Strong quantitative modeling skills (especially equity derivatives)
4. Intimate familiarity with valuation models
5. Excellent Excel skills, preferably VBA programming skills as well as SQL and C++
6. Good command of the English and Chinese, both speaking and writing
7. Strong communication skills, team player, high motivation, able to work on an independent basis;
8. Master degree in financial engineering, statistics, mathematics, PHD preferred.
If you are interested in this role please Apply online now!
Please attach your resumes in Chinese and English.
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