定量分析师岗位职责

定价模型及定量分析师毕马威中国KPMGChina毕马威华振会计师事务所(特殊普通合伙)上海分所,上海毕马威华振,毕马威中国KPMGChina,毕马威华振,毕马威华振会计师KPMG’sFinancialRiskManagement(FRM)teamadvisesclientsonthedevelopmentandimplementationofriskmanagementpolicies,systems,solutions,andcontrols.WorkingwithprofessionalsfromKPMG’sinternationalandlocalnetwork,weofferabroadrangeoffinancialriskmanagementservicestohelpinternationalandlocalbanks,securitiescompanies,assetmanagers,andcorporateclientsidentify,assess,manage,report,andlimittheriskstheyface.

WecurrentlyhaveanoutstandingopportunityinShanghaiforanassistantmanagertoprovideexperienceintheriskmodellingandquantitativeanalysisservices.Therolewillincludethedesignandvalidationofriskmanagementmodels,coveringmarketriskandvaluationofcomplexderivativeportfolios.

Responsibilities

-WorkcloselywiththePMonthedesignanddevelopmentoftheriskmanagementmodels.Independentlypricingandvaluationofcomplexderivativeproductsbyself-developedmodelsorthird-partyvendors

-Evaluatetheintegrityofvendorsuppliedpricingdataagainstmarketmovementsandalternativesources;resolvepricechallengesbyvalidatingdatainputandreviewingpricingmodelsandsystemconfigurations

-CollaboratewithinternalandexternalITteams,dataandsystemvendorsonsystemimplementation

-Maintainup-to-dateknowledgeofnewtreasuryproducttypes,vendorofferingsandregulatorychangesregardingtheBaselIII/IV,CBRC&PBOCrequirements

Experience

-Technical/analyticaleducationbackground(QuantitativeFinance,Statistics,ScienceandTechnology,Physics,Engineering,ComputerScienceorotherquantitativesubjects)

-2-years’experienceinprofessionalfirms,systemvendorsorfinancialinstitutionsforassistantmanagerlevel

-Knowledgeofvaluationmodelsonfinancialderivatives,marketdataandsystemvendors.Experienceinimplementationofrisksystemsispreferred

-Excellentmarketresearchanddataanalysisskills.Analytical,attentivetodetailsbalancedwiththeabilitytograspstrategicprinciples

-Strongskillsinprogrammingispreferred,includingVBA,JAVA,C++

-FRMorCFAcertificationispreferred