大手証券会社 リスクマネジメント部門 Risk Model Validation / Analyst

求人会社名 : 大手証券会社(本社・ミドル・バック部門)

求人ID : 103059

  • エージェント取り扱い求人

募集要項

仕事内容 Primary responsibility is to conduct model validation, including model risk analysis, of all internal Risk Models developed in Nomura Group. As a part of the global responsibilities, independent model validations of in-house Risk Models used for assessing the stability or business continuity of the Nomura Group from the view point of capital planning and capital adequacy, liquidity adequacy, recovery and resolution planning, appropriateness of Risk Appetite and routine risk management.
応募資格 Essential:
● A minimum of 2 years working experience in a quantitative environment
● A postgraduate degree in a quantitative discipline
● Established experience in quantitative financial models
● Strong implementation skills (Python/C++)
● Strong verbal and written communication skills in English
● Self-motivated work attitude

Desirable:
● Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, counterparty credit risk models, Stress Testing models)
● Familiarity with econometrics and general statistics
● PhD (or equivalent) in a quantitative discipline
勤務地 東京都
勤務時間 同社就業規則に準じます
年収・給与 700万円~1000万円
年収イメージ:~1000万円(経験・能力を考慮の上当社規定により決定)
待遇 同社既定に準じます
休日・休暇 同社既定に準じます

求人会社概要

求人会社名 大手証券会社(本社・ミドル・バック部門)
概要 国内大手証券会社
業種 証券会社

大手証券会社 リスクマネジメント部門 Risk Model Validation / Analyst

この求人の取扱い紹介会社

株式会社コトラ (東京本社)

株式会社コトラ(東京本社)