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Model Validation Roles in TKO and HK

Joined
2/5/11
Messages
14
Points
11
Hi All,

We are the model risk team in a top tier IB. Our team is responsible to manage model risk and cover a wide range of quant models used in the firm through its range of business, from derivatives pricing models to models used for risk management and capital computations.

We are now hiring associates both in Tokyo and Hong Kong.

Associate Level

Requirements:
- Have strong quantitative skills( eg. PhD in a quantitative discipline)
- Good understanding and interests in financial markets.
- Familiar with certain financial modelling theories: stochastic calculus, statistics, derivative pricing, term structure models, numerical methods,etc.
- Good programming.
- Good communication. Comfortable in explaining complex models in an
intuitive way.
- Team player

Please forward CV to modelrisktkohk@gmail.com if interested. Please state your current employment status in email. (Only qualified candidates will be replied.)

Thanks.
 
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