[情報] 歐系銀行徵求中台風險管理人員
An European Corporate bank is looking for a Capital Market Risk Monitoring
Officer
Job Description:
A. Reconciliation of trading room positions.
1. ensure proper stock reconciliation between Front Office system and Back
Office system is properly done in Capital Market Back Office.
2. reconcile FX position between FO and BO system and announce a validated
position to FO.
3. follow up with related departments on any discrepancies and anomalies.
B. Risks and results reports produciton and reconciliation.
1. produce daily position and P&L for each product line and ensure proper
reconciliaiton with Accounting and FO P&L.
2. produce daily market risk report based on methodologies given by Head
Office or Regional Office.
3. perform investigations on any anomalies or breach of limits.
4. any excesses have to be signed-off by FO and report to local management
and regional MAM.
5. follow-up rectifying action until in compliance with the limits.
6. produce statistic report(turnover, volumes, etc) on dealing room activity.
7. perform off-market control.
C. Validate and capture market Parameters. Validate all rates used in FO
system to reflect the true market conditions.
D. Other works assigned by supervisor.
Requirements:
1. Knowledge or experience in financial products-cash and linear derivatives.
2. Knowledge of vanilla or exotic derivatives-rates FX.
3. Previous working experience in financial institution would be a plus.
4. PC skill-excellent Excel skills, good Visual Basic skills or knowledge, MS
Access knowledge.
5. Quantative capability - some background in mathematics or statistic.
6. Good knowledge of investment banks with some experience in middle office
or product control or risk management.
Should anyone is interested, please send your CV to
nalleching@gmail.com
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