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Job ID: 34670
Job Openings by Title Risk Manager, Associate / Vice President
Location Japan
Description:
Position:	Risk Manager, Associate / Vice President

Company:	Bank or Investment Advisor

Location:	Japan

Job ID:		34670


Responsibilities:

- 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.

Qualifications:

- 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.




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