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Please see job role.

Please see job role.

Please see job role.

Please see job role.

Risk Analytics is seeking an Associate to support Counterparty Credit Risk Analytics IMM (Internal Models Method) projects and regulatory deliverables as well as other Risk Analytics coverage projects in Asia including Japan. The candidate needs to collaborate within the team and across a range of functional groups to fulfil the deliverables on a timely basis. This is a permanent role.

Primary Responsibilities Include, But Are Not Limited To

• Conduct research, development, enhancement, and documentation of Asia Risk Analytics methodologies and tools for regulatory and risk management purposes with primary focus on IMM Counterparty Credit Risk
• Perform analysis including model recalibrations, back-tests, stress tests, scenario, and sensitivity analyses
• Programming of prototypes/production code (within an established Python library) which will be productionized.
• Program, test and implement quantitative financial methods using Python, SQL and Excel.
• Utilize advanced statistics, econometrics and mathematical skills including probability theory, stochastic calculus, Monte Carlo simulation, numerical analysis, optimization techniques and time series analysis
• Work with Technology on model testing, implementation, and production
• Collaborate with risk managers and other stakeholders to address their requests and for relevant model enhancements
• Participate in Regulatory and validation exams by providing documentation and responses to regulators and internal validators

Skills Required

• 3+ years of work experience in quantitative modelling, risk management, derivative pricing or portfolio analysis.
• Analytical skills and ability to work with diverse cultures in a global team.
• Strong knowledge of financial traded products e.g. derivatives and their pricing.
• Knowledge and hands-on experience in the programming languages such as Python or C++ is preferred.
• Excellent communication skills (Oral and written) in both Japanese and English. Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.

Required Qualifications

• Graduate/Under-graduate/Advance degrees in finance, mathematics, physics, econometrics, engineering or other quantitative subjects.
• Candidates should have a strong theoretical foundation in mathematics, quantitative finance and derivatives.
• Candidates will have to deal in Python, SQL queries, and MS-Office on daily basis.

Desirable Skillsets

• FRM, CFA, CQF certification is an advantage.
• Quantitative model development / validation experience in Finance/Data Science. Knowledge of stochastic processes, financial statistics, and pricing of derivatives.
• Knowledge of risk mitigation practices and experience with Basel II/III/IV rules will be considered advantageous.
• Experience in one of the following AI, ML, NLP, Big Data Analytics, Tableau is an advantage.

Please see job role.

The market leader. The premier provider. The best in the business. At Citco, we’ve been the front-runner in our field since our incorporation in 1948 led to the evolution of the asset servicing sector itself. This pioneering spirit continues to guide us today as we innovate and expand, push beyond the boundaries of our industry, and shape its future. From working exclusively with hedge funds to serving all alternatives, corporations and private clients, our organization has grown immensely across asset classes and geographies. For us, this progress is a pattern that we’ll only maintain as we move forward, always prioritizing our performance. So for those who want to play at the top of their game and be at the vanguard of their space, we say: Welcome to Citco.

About The Team & Business Line Fund Administration is Citco’s core business, and our alternative asset and accounting service is one of the industry’s most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience.

Responsibilities Your Role:

• You will produce accurate custom and regulatory risk management and fund performance analytics reports to be distributed to hedge fund clients, their investors and regulatory bodies in a timely manner
• Resolve all queries to risk reports
• Support the new business process – on-boarding new clients, assisting in the preparation of demos, marketing literature, maintaining demo risk system and product development (eg exploring/researching/bringing to market possible new revenue streams such as in response to emerging regulations)
• Be involved in the maintenance, prototyping and user acceptance testing of internally developed valuation models and risk tools
• Perform operational risk management – risk reporting process documentation, improving processes through increasing level of automation, ensure consistent application of CFS policies and procedures, identify and appropriately communicate potential internal and external risks.
• Assist relationship managers by participating in monthly calls or any escalation relating to day-to-day risk reporting issues, participate in communication/escalation aspects of complex issues resolution
• Contribute to cross functional training initiatives

Qualifications About You:

• You have a quantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA)
• A quick learner who is self-motivated and demonstrates a strong attention to detail while multi-tasking
• Excellent oral and written communication skills and interpersonal skills
• Proficient in Excel, VBA, SQL and Python
• 2-5 years of experience in Financial Services, preferably with detailed knowledge of pricing/valuing/risk management of OTC derivatives using both in-house models/financial libraries/risk systems and specialist vendors such as Bloomberg BVAL, SuperDerivatives and IHS Markit
• Knowledge of investment risk measurement and management under regulatory frameworks such as Form PF, Form CPO-PQR, Annex IV, Basel III/CRD IV/CRR and Solvency II is advantageous