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◈ 직무 개요
- Monitor market risks arising from cash products, exchange traded products and OTC derivative transactions (Rates, FX, Equity & Credit) - Simulate risk metrics such as VaR and a required capital
- Understand pricing of OTC derivatives based on collateral
- Perform stress testing by using internal scenarios or user defined scenarios
- Produce regular reports (Risk Dashboard, Korea Specific Commentary & Stress Test)
- Create meeting materials and minutes for local committee (RMC & PGC)
- Handle system sign-off, risk reports sign-off, risk system migration and regulatory requirements
- Support CRO and regional risk management team
◈ 경력 요건
- Minimum 3 years of market risk management experiences, or alternatively similar experience in a trading or quantitative analyst/developer related area is also preferred
- Solid understanding in financial engineering - Demonstrating initiative and pro-activeness, ability to work independently and being inquisitive and wanting to learn more - FRM or other relevant financial markets related qualifications are preferred - Fluency in English and Korean in verbal and writing
◈ 처우
- Negotiable
◈ 제출 기한
- ASAP
◈ 제출 서류 및 기타
- 영문 이력서
◈ 담당 컨설턴트
- 김용진 / 02-2016-6687 / yjkim@vpeople.co.kr
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