Mô Tả Công Việc
Objectives- Follow the direction of the Risk Management Director, work according to the direction and strategy of Risk Management of Techcom Securities (TCBS) and Investment Banking Division (IB) to manage credit risk, market risk, liquidity risk.- Support the Risk Management Director to deploy and develop the Risk Management system according to current regulations, ensure the completion of the assigned plan, meet the requirements and follow the direction of Risk Management.- Coordinate with other departments within Techcom Securities (TCBS) and Techcom Captital (TCC) as well as other related departments of TCB's Risk Management Division and other organizations in the TCB system to deploy activities related to Risk Management.Main duties1. Understand investment processes, TCBS's investment mandates and restrictions.2. Develop quantitative risk models, set risks guidelines/limits, and provide risk monitoring for funds and products, which cover investment risks (e.g. VAR, exposure, liquidity risk, etc.), operational risks (compliance with investment limits, fund operational incidents) as well as counterparty credit risk.3. Perform stress testing, scenario analysis and risk-return analysis (including performance attribution) and sensitivity analysis by using a variety of analytical tools and resources.4. Conduct periodic risk reviews with Portfolio Managers.5. Enhance TCBS's risk management framework (policies, procedures, and dashboards) for the firm’s funds and products.6. Prepare regular risk reports for Senior Management, Investment Advisory Committee, Portfolio Managers and Regulators7. Respond to questions/requests from other teams as well as external clients on risk issues.
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Yêu Cầu Công Việc
1. Strong knowledge of VaR calculation, historical or Monte Carlo simulation, and third party analytic tools or risk management systems such as Bloomberg PORT.2. Strong knowledge of structured products and derivatives such as options, equity-linked note, and Black-Scholes Model for option pricing.3. Strong communication skills and ability to effectively present findings/proposals to senior management.4. Relevant experience working in an investment risk management role ideally gained from investment management or financial services environment.5. Technical proficiency in programming languages such as Python/ R and willingness to learn is a plus. 6. Strong teamwork and service mindset.
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Hình thức
Full-time
Mức lương
Thỏa thuận
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