Financial Risk Management - Valuation and Market Risk Manager/Assistant Manager
毕马威华振会计师事务所(特殊普通合伙)
- 公司规模:10000人以上
- 公司行业:专业服务(咨询、人力资源、财会)
职位信息
- 发布日期:2012-11-09
- 工作地点:北京
- 招聘人数:若干
- 工作经验:三年以上
- 语言要求:英语熟练
- 职位类别:咨询经理 风险控制
职位描述
Responsibilities:
· Perform valuation/modeling/model validation of a wide variety of financial instruments, including fixed income products, interest rate, FX, equity derivatives, etc
· Perform quantitative advisory services to implement market risk system (valuation models, VaR, sensitivities, stress testing, back testing, capital calculation, etc) of financial institutions
· Supervise a growing specialist team and contribute to the career development of team members
· Develop and maintain productive working relationships with client personnel
· Build strong internal relationships within Advisory and across other services
Requirements:
· BSc/ MSc/ PhD in a quantitative discipline (e.g. Financial Engineering/ Mathematics/ Statistic/ Finance)
· Strong programming skills and proficiency in VBA/Matlab/C++/etc
· Certified Financial Analyst or Financial Risk Manager or equivalent qualification is a plus
· Multi-year working experience in derivative instruments (including exotic Interest rate, FX and equity products) valuation, market risk measurement, and models development and validation
· Strong product and market knowledge in relation to derivatives and related valuation/ risk management issues
· Familiar with valuation/market risk system implementation is a plus
· Ability to work independently to resolve unstructured problems
· Ability to interact confidently with Front Office and other quantitative departments of client firms in discussing pricing and modeling issues
· Team player who has leadership potential
· Strong verbal and written communication
· Proficiency in Mandarin is highly regarded
· Perform valuation/modeling/model validation of a wide variety of financial instruments, including fixed income products, interest rate, FX, equity derivatives, etc
· Perform quantitative advisory services to implement market risk system (valuation models, VaR, sensitivities, stress testing, back testing, capital calculation, etc) of financial institutions
· Supervise a growing specialist team and contribute to the career development of team members
· Develop and maintain productive working relationships with client personnel
· Build strong internal relationships within Advisory and across other services
Requirements:
· BSc/ MSc/ PhD in a quantitative discipline (e.g. Financial Engineering/ Mathematics/ Statistic/ Finance)
· Strong programming skills and proficiency in VBA/Matlab/C++/etc
· Certified Financial Analyst or Financial Risk Manager or equivalent qualification is a plus
· Multi-year working experience in derivative instruments (including exotic Interest rate, FX and equity products) valuation, market risk measurement, and models development and validation
· Strong product and market knowledge in relation to derivatives and related valuation/ risk management issues
· Familiar with valuation/market risk system implementation is a plus
· Ability to work independently to resolve unstructured problems
· Ability to interact confidently with Front Office and other quantitative departments of client firms in discussing pricing and modeling issues
· Team player who has leadership potential
· Strong verbal and written communication
· Proficiency in Mandarin is highly regarded
公司介绍
Overview
KPMG China operates in 16 cities across China, with around 10,000 partners and staff in Beijing, Beijing Zhongguancun, Chengdu, Chongqing, Foshan, Fuzhou, Guangzhou, Hangzhou, Nanjing, Qingdao, Shanghai, Shenyang, Shenzhen, Tianjin, Xiamen, Hong Kong SAR and Macau SAR.
KPMG is a global network of professional services firms providing Audit, Tax and Advisory services. We operate in 152 countries and regions, and have 189,000 people across a range of disciplines working in member firms around the world.
毕马威简介
毕马威在中国十六个城市设有办事机构,合伙人及员工约10,000名,分布在北京、北京中关村、成都、重庆、佛山、福州、广州、杭州、南京、青岛、上海、沈阳、深圳、天津、厦门、香港特别行政区和澳门特别行政区。
毕马威是一个由专业服务成员所组成的全球网络。成员所遍布全球152个国家和地区,拥有189,000名来自不同专业的员工,提供审计、税务和咨询等专业服务。
KPMG China operates in 16 cities across China, with around 10,000 partners and staff in Beijing, Beijing Zhongguancun, Chengdu, Chongqing, Foshan, Fuzhou, Guangzhou, Hangzhou, Nanjing, Qingdao, Shanghai, Shenyang, Shenzhen, Tianjin, Xiamen, Hong Kong SAR and Macau SAR.
KPMG is a global network of professional services firms providing Audit, Tax and Advisory services. We operate in 152 countries and regions, and have 189,000 people across a range of disciplines working in member firms around the world.
毕马威简介
毕马威在中国十六个城市设有办事机构,合伙人及员工约10,000名,分布在北京、北京中关村、成都、重庆、佛山、福州、广州、杭州、南京、青岛、上海、沈阳、深圳、天津、厦门、香港特别行政区和澳门特别行政区。
毕马威是一个由专业服务成员所组成的全球网络。成员所遍布全球152个国家和地区,拥有189,000名来自不同专业的员工,提供审计、税务和咨询等专业服务。
联系方式
- 公司地址:上班地址:北京市东城区东长安街1号东方广场东2座办公楼9层