[杭州]道富杭州

职位：数据建模工程师|风险量化分析师
发布时间：2016-05-12
工作地点：其它
信息来源：中国科技大学
职位类型：全职
职位描述
道富杭州查看次数:5

发布时间 2016/05/12 16:31

道富杭州简介

杭州分公司是美国道富银行在中国的全资子公司，致力于研究和开发全球化金融服务中的信息技术和提供金融资产服务。目前公司拥有优秀人才超过1900名，而自2008年初开展的金融资产服务也是我们公司的重点发展之一, 已连续五年被评为“杭州市服务外包规模前十企业”。

道富集团简介

美国道富集团成立于1792年，现为全球最大的托管银行和最大的资产管理公司之一，托管的资产高达28.4万亿美元，管理着超过2.48万亿美元的资产。总部位于美国麻萨诸塞州波士顿，在全球金融资产服务业处于领先地位，共有29000多名员工。2012福布斯美国银行100强排行榜道富集团以总资产2040亿美元，平均股本回报率9.9%，不良资产贷款0.04%位列全美第一.主要业务涵盖金融资产服务，投资研究与交易以及投资管理等。

欲进一步了解美国道富，欢迎登录以下网址ww***com[点击查看]





Position: Model Validator 数据建模工程师/风险量化分析师

Location: Hangzhou



OUR COMPANY:

Our bank is the world's leading provider of financial services to institutional investors including investment servicing, investment management and investment research and trading. With $28.19 trillion in assets under custody and administration and $2.45 trillion in assets under management as of December 31, 2014, the bank operates globally in more than 100 geographic markets and employs 29,970 worldwide.

We’re a company that insists on, and rewards, performance excellence. We know our success hinges on attracting the best people to join us — people like you.

JOB DESCRIPTION:

The validator will report to the China lead of model validation, and will be responsible of supporting the US team to conduct model validation activities. The China team will cover the models used at State Street to make business and operating decisions—most notably regulatory and economic capital models, as well as insuring the implementation of Model Risk Governance Program guidelines and requirements. These models are in areas including wholesale credit risk (e.g., probability of default, loss given default, exposure measurement, and loan loss reserving); market risk (e.g., daily value at risk pricing models, counterparty credit risk, Asset Liability Management risk, and terms structure models); and operational risk.

JOB QUALIFICATIONS:



§ Help the China lead to support the US team to conduct model validation activities and ensure model risks are correctly identified, assessed, and captured:

o Assessing model theory and model assumptions as well as considering model methods and potential options.

o Testing and confirming model results by using documented procedures for running the model(s).

o Reviewing code documentation for proper model implementation, including the possible simulation of results.

o Working with data validation members and information technology professionals to determine model data integrity.

o Performing model validation processes and performing independent model validation of significant models.

o Assessing the stability and robustness of models by conducting backtesting, sensitivity testing, and stress testing.

o Making recommendations and suggesting improvements related to the applicability of the different models assessed in meeting their objectives.

o Ensure compliance with the regulatory (SR11-7) and State Street quality requirements for model risk.

o Deliver the validation findings via management presentations and regular reports.

o Communicate with onsite validators, model developers and business to relay the issues and feedback and capture the action plans.

JOB REQUIREMENTS:

Basic Qualifications:

§ Experience in independent model validation of risk/financial models in banking industry.

§ Master or PhD in related disciplines degree with extensive business knowledge and strong technical skills (e.g. Statistics, Econometrics, Mathematics, Computer Science or Engineering).

§ Solid experience in risk management in banking/finance industry.

§ Good communication skills (verbal and written in English).

§ Ability to execute on competing priorities in a timely manner.

Desired Qualifications:

§ Hands on experience in model development and/or model validation.


简历投递请发送至

Zhang, Yingxiu : YZhang2d016e@