Market Risk in International Securities
Market Risk in International Securities
Category | Credit / Market Risk | Salary | 12-14 M ¥ |
Work Type | Permanent | Date | 2008-07-11 |
Location | Tokyo | Ref.# | HTO19027 |
Company Description
*Global Securities house is looking for a talented candidates who can be a sole Risk Management representative in Tokyo for analyzing credit exposure of structured derivatives transactions in the region
*Great opportunity to work closely with front office as well as the regional Quants team
Responsibilities
*Work closely with Marketing and Credit Risk Management to quantify the potential exposure of new transactions and existing client portfolios covering all products and markets
*Advise credit officers on credit risk issues of proposed transactions in order to facilitate the credit approval process
*Analyze existing portfolios by determining risk drivers and projecting credit exposure profile
*Provide credit enhancement ideas and recommend initial margin based on VaR methodologies for collateralized transactions
*Participate in global projects on new stress methodologies
*Involve with investigation and assessment of refined methodologies and their potential impact on exposure estimates
*Present new stress methodologies to key internal clients
*Develop and enhance credit exposure calculation processes
*Provide monthly counterparty portfolio stress analysis on structured derivatives products to assist the credit exposure management process
*Conduct reporting capability analysis on new business initiatives
*Ensure new or amended spreadsheets comply with the risk requirements for credit exposure calculation
Requirements
*3+ years working in a professional environment (e.g. Big 4 accounting firm, Investment Bank).
*Good understanding of varied derivative instruments and their characteristics (e.g. use, pricing, risk).
*Knowledge of the credit risks surrounding derivatives products would be an advantage.
*Comfortable working with desk top computer applications. Experience of programming (VBA within Excel and/or C++) plus.
*Fluent in Japanese and English
*Professional manner with good interpersonal and communication skills
Additional Notes
Remuneration:
*Up to 14M JPY base (depending on candidate's skills and experience)
