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Asset Risk Management - Global Financial Company
Under Dept. Manager, lead tasks and projects related to market risk management of Company's asset portfolio. This includes:
1.Sophisticate methodologies and tools for risk analysis, e.g., VaR and stress testing.
2. Perform regular risk analysis (including Market Risk of Economic Capital) for monthly or quarterly reports.
3. Perform portfolio projection for Met Stress Test and Business Planning.
4. Monitor capital markets and analyze portfolio performance.
5. Maintain rules and guidelines for Asset Risk Management.
6. Monitor specific asset classes, e.g., structured products, real estate, and alternatives.
7. Supervise FSA reporting and Solvency Margin Ratio calculation.
8. Organize monthly report for Financial Risk Management Sub-Committee.
9. Administer Financial Risk Management Sub-Committee including minutes-taking.
・Quantitative jobs in financial industry, e.g., banks, asset management firms, rating agencies, insurance companies, etc.
・Broad range of asset classes including sovereign, corporates, structured products, FX, real estate, equity, derivatives.
・Degree qualified in Economics, Finance, Science or Engineering at top-tier school.
・Certification related to Finance such as CFA.
・Strong quantitative and analytical skills and solid knowledge regarding capital markets.
・Intensive use of vendor/in-house analysis tools and familiarity with multiple programing languages (Excel VBA, C++, MatLab, SAS, etc.).
・Oral and written presentation skills understandable even to non-experts.
・Business level fluency in Japanese and English.