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[글로벌 금융리스크관리 솔루션 제공사] Business Analyst  (지원마감)

  • 회사소개
  • 상세요강
    Summary:
    This position will work with professional service and development teams to deliver and support risk management solutions to the financial industry.


    Essential Duties and Responsibilities:
    - Interact with various departments within our clients as well as the entire Numerix organization as a member of a project team.
    - Work with Clients and Financial Engineers to analyze product gaps and enhancement requests, draft technical specifications and assist Management in prioritizing developmental efforts.
    - Configure Numerix software correctly based on exact requirements from clients
    - Gather reporting requirements and liaise with Financial Engineering, Research and Development teams to ensure clear understanding of Client’s requirements.
    - Leverage tools for prototyping such as Excel/Word to create solution specifications which will be utilized by Developers for Product Development.

    Qualifications:
    - Zero to OO years’ experience of Korean capital market.
    - Bachelor’s degree in Engineering, Finance, Mathematics or relevant business experience. Advanced degree and / or professional certifications a plus.
    - Thorough understanding of and experience delivering risk analytics including Greeks, Hedge trading, Historical, Monte Carlo and Scenario VAR, Backtesting, P&L, Stress testing.
    - Familiarity with regulatory standards such as SIMM, FRTB SA, FRTB IMA, IFRS17/K-ICS a plus.
    - Knowledge of Credit Exposure (CVA, PFE, FVA), VaR analysis (Analytical, Historical, simulation based, Incremental VAR, Conditional VAR and Marginal VAR methodologies),and other methodologies is a plus
    - Thorough understanding of risk reporting including drill down capabilities required at various levels.
    - Extensive knowledge of OTC IR and EQ Derivatives (both Plain-Vanilla and Exotic) including valuation models and methodologies. Exposure to other Asset Classes (Commodities, Credit and FX) a plus.
    - In-depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market and Reference Data.
    - Strong understanding of Derivative transaction life-cycle management from both a Front and Back Office perspective.
    - Familiarity with financial models and methods: Models in the BS framework, HW, Local Volatility Model, LMM, Monte Carlo techniques, Numerical methods, Stochastic processes
    - Knowledge of insurance, Variable Product, Risk Neutral ESG, Real World ESG and ALM is a plus
    - Knowledge of Access, Relational DBs, SQL as well as experience with OTC Derivatives systems: Bloomberg, Calypso, MUREX, Summit or similar vendor application(s) is a plus
    - Ability to multi-task and effectively manage multiple deadlines and deliverables.
    - Strong attention to detail and willingness to take ownership of issues.
    - Strong interpersonal skills to communicate between multiple parties
    - Korean is MUST and English (Spoken/written) is a big plus.

    [제출서류]
    영문이력서
    (영문이력서가 없을 경우 한글이력서 1차 제출후 추후 2차인터뷰시 간략한 영문경력기술서 제출해도 무방함)

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  • 기타사항
    학력:대졸이상, 외국어:무관
  • 담당자
    담당컨설턴트: 강영석 상무
    연락처: 02-716-1442
    이메일: yskangok@fnexecutive.com
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