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)