Economic capital management经济资本管理岗

  • 具有竞争力的薪资
  • 北京, 北京市, 中国
  • 3-5 年
  • 中信建投证券股份有限公司
  • 2017-07-26

China Securities Co., Ltd. (CSC) is a nationwide comprehensive securities company and jointly sponsored and established by CITIC Securities Co.,Ltd. and China Jianyin Investment Co., Ltd.. with wide operational networks, CSC is one of a few A-level A-class securities companies in China.

Responsibility:

  • Designing the framework of economic capital management and corresponding policy and procedure.
  • Advancing the calculation of economic capital and incorporating monitor and calculation of market risk, credit risk and operation risk measures into frameworks of economic capital.
  • Advancing the application of economic capital, including performance comparison and risk resources allocation among different business lines.
  • Organizing the calculation and daily monitoring of economic capital.
  • Other economic capital related issues.

Qualification

  • Master and above degree, major in finance, financial engineering or computer science knowledge background;
  • At least 3 years relevant working experience in national commercial banks or major overseas financial institutions;
  • Familiar to theoretical and practical issues of economic capital or Basel related regulatory capital management and calculation of detail risk measures;
  • Excellent writing and oral expressing skill;
  • Proficiency in data analysis and process.

岗位职责:

  • 负责设计公司经济资本管理方案,以及配套政策、制度、流程;
  • 负责推动分步实施公司经济资本计量,协调市场风险、信用风险、操作风险监测与计量结果纳入经济资本管理范畴;
  • 负责推动实施经济资本计量结果在业务线考核、风险资源分配中的应用;
  • 负责组织经济资本占用的日常计量与监测工作;
  • 负责其他与经济资本管理的相关事项。

岗位要求:

  • 硕士及以上学历,具有财经、金融工程或计算机等专业背景;
  • 具有3年以上国有大型商业银行或海外大型金融机构经济资本(或监管资本)管理经验;
  • 熟悉金融机构经济资本管理或巴塞尔资本协议涉及监管资本管理的理论框架、实施方案、主要风险类别经济资本计量方法、应用等;
  • 具备良好的数据分析与处理能力;
  • 具备良好的文字及语言表达能力。