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고객사에 기밀을 요하는 포지션은 본 란에 게재되지 않습니다.

Market Risk Manager
외국계 유명 증권사
중간관리자급(과장),실무자급(대리이하) 영어
서울
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