Actuarial Jobs, Actuarial Positions, and Actuarial Employment
Actuarial Jobs, Actuarial Positions, and Actuarial Employment
Job Details
Apply For Job Inquire About Job Add to Job Box Tell A Friend
Job ID: 34670
Job Openings by Title Risk Manager, Associate / Vice President
Location Japan
Position:	Risk Manager, Associate / Vice President

Company:	Bank or Investment Advisor

Location:	Japan

Job ID:		34670


- Assessment of the input parameters, major model assumptions, model theory, risks and mitigating factors.
- Review of implementation, with benchmarking against approved models and/or independent re-implementation.
- Model Risk analysis: identification, analysis, and quantification of model limitations.
- Definition of mitigating actions, in agreement with all stakeholders.
- Model Risk/Performance Monitoring and Reporting.
- Build simple tools supporting day to day model validation activity.
- Clearly and concisely communicate the results of the Model Validation analysis to the rest of the team, other less quantitative functions and senior management.
- Design and implement tests adapted to the specificities of the model.
- Closely work with all stakeholders.
- Understand the basic regulatory framework.


- A postgraduate degree in a quantitative discipline.
- 2-5 years of working experience with derivatives models.
- A working programming experience.
- Excellent verbal and written communication and interpersonal skills in English.
- PhD in a quantitative discipline.
- Experience with Equity models / products.
- Knowledge of numerical methods.
- Significant working experience in Model Validation or Model Development teams.

Apply For Job Inquire About Job Add to Job Box Tell A Friend

© Copyright 2006 Jobs4Actuary All Rights Reserved
Actuarial Jobs in United States; Actuarial Jobs in Canada; Actuarial Jobs in Hong Kong; Actuarial Jobs in Bermuda; Actuarial Jobs in Malaysia; Actuarial Jobs in Singapore; Actuarial Jobs in France; Actuarial Jobs in China; Actuarial Jobs in Spain; Actuarial Jobs in Germany; Actuarial Jobs in Switzerland; Actuarial Jobs in England; Actuarial Jobs in Japan; Actuarial Jobs in Indonesia; Actuarial Jobs in Belgium; Actuarial Jobs in Scotland; Actuarial Jobs in Austria; Actuarial Jobs in Argentina; Actuarial Jobs in Mexico; Actuarial Jobs in  USA