Senior Risk Analyst recruitment

Responsibilities:

• Participate in the calculation of sensitivity risks and tail risks of diverse asset classes;

• Generate and test risk neutral and real world economic scenarios;

• Update and enhance data, model assumptions and methodologies used in stress testing;

• Participate in developing dependency models aggregating different risk categories.

Qualifications:

• MS or PhD (preferred) in a quantitative field;

• 5-10 years working experiences in capital markets as risk analyst, strategist, or asset allocation specialist.

• Solid understanding of basic financial engineering concepts such as risk neutral pricing, yield curve engineering and interest rate risk a must.

• Exposure to basic risk characteristics across broad range of asset classes desirable.

• Solid understanding of Monte Carlo simulation and Value at Risk.

• Solid understanding of factor models, risk attribution and risk aggregation.

• Strong communication skills;

•  Must be a motivated team player with a desire to learn and enjoy being challenged beyond routine job functions;

• Familiarity with insurance industry desirable;

• Programming skills a plus. Experience with Matlab, R or other quantitative programming platforms a plus.