【ドイツ証券株式会社】Credit Risk - Market Risk Manager
仕事内容
Your key responsibilities:
The successful applicant is likely to be at assistant vice president level. A solid understanding of the local and regional market place, an established experience in market risk management, and exposure to a trading environment will be highly regarded. The role will cover all facets of market risk management across the various entities in Japan, especially in credit products. The individual will work closely with and support the daily risk management function of the asset class Market Risk Managers both in Japan and across Asia Pacific. They will develop close working relationships with the Front Office traders, Finance, and other risk functions.
Responsibilities/Tasks:
The role requires interacting with many other departments, and the candidate must be comfortable explaining complex risks to senior management, discussing positions / systems / raising issues with the front office and building strong working relationships with other support departments. They will also be dealing with people across the APAC region and around the globe.
In addition to developing close relationships with the management team of market risk management, the individual must be able to communicate effectively with local senior management. Experience in dealing with regulators is important.
Main responsibilities will include:
Analysis of the risk and the risk reports
Communicating with the front office and stay on top of their activities and the risk
Daily / weekly stress testing (both designing / building the test and running the test)
Provide daily market and risk commentaries
Daily communication with MRM peers regionally (APAC) and globally (LDN & NY)
Review back testing commentary
Frequent interaction with other infrastructure departments
Reviewing new products (financial models and product characteristics)
応募資格(必須経験など)
Your skills and experience:
The individual should have a deep understanding of derivatives products, esperically in credit prodcuts. Quantitative background is essential and would be preferable to possess an intuitive understanding of risk management across the product range. Familiarity with the fundamentals around market risk and being able to demonstrate their own understanding and experience with the following will be important:
Price sensitivities, and present values on the basic products
Value at risk, statistical measurements
Stress testing
Fluency in English and preferably Japanese, combined with good communication skills, is essential.
Ability to work independently with minimal guidance and also a good team player.
Be able to interact and build relationships with both senior trading and risk staff.
Proficient in Excel and software programming skills
Deep understanding of the derivatives and financial models, especially in credit products
Qualifications:
Experience in market risk management is preferable.
Sound knowledge of complex derivatives and options products
Analytical, resourceful and able to work independently, with an eye for details
Proficient in Excel and software (Python) programming skills