求人詳細

ハイクラス
求人コード 006-650
求人企業 外資系生保
求人タイトル 運用リスク管理部長
職務内容 ◆Role Summary:
Asset Risk Management (ARM) Dept.is responsible for establishment of asset risk management framework under integrated risk management framework, manage asset risk within acceptable level, monitor asset risk and risk management status and report them to executives to support management decision makings. In addition, to conduct asset self-assessment, price verification and hedge-effectiveness verification at financial closings.
Asset Risk Management (ARM) Dept. manage market risk of asset portfolio consisting of broad range of asset classes such as sovereign / public / corporate bonds, structured products, loans, equities, alternatives, and rates / FX / credit derivatives.

Key objective of the market risk management is to stabilize net income volatility by managing the market risk exposure. This contributes to ability to deliver dividend to Home Office. The head of the group takes a leadership role and offers guidance on the market risk management of the asset portfolio based on various risk metrics such as Value at Risk (VaR) on Economic Capital, Statutory Capital, and Statutory Earnings. S/he also participates in company-wide projects where he provides risk analyses the results of which play critical roles in decisions-making of Japan senior managements including not only the Head of Risk Management but also CFO, CIO, and Chief Actuary.

◆Summary of the responsibilities:
・ Draft ARM Policy/Procedure/Rule and get Management approvals
・ Set market risk management framework for hedge programs
・ Quantify asset risk by EC(Economic Capital), Value at Risk (VaR) and stress testing, check limit compliance and propose remediation, if necessary
・ Report asset risk and risk management status to ARM Sub-Committee and Integrated Risk Management Committee
・ Develop ARM plans of new asset class/derivative
・ Implement asset risk measurement and monitoring tools
・ Conduct appropriate asset self-assessment. price and hedge effectiveness verification
・ Negotiating hedge effectiveness calculation methodologies with the external auditor and reviewing hedge effectiveness on on-going basis.
・ Dealing with the regular on its visits and annual risk management interview process.

◆Leadership Competencies:
・Thinks Strategically - Sets direction aligned to the company’s strategy, applying external and global perspective to meet local and global needs.
・Creates Partnerships - Authentically builds trusted relationships and collaborates across global, diverse and multi-functional teams to successfully drive business objectives.
・Drives Results - Sets aggressive goals and is accountable for continuously driving improved performance, leading change and ensuring high standards.
応募要件
(必須)
最終学歴:大学卒
◆Experience:
・Quantitative jobs, trading, or market risk management 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.

◆Education:
・Degree qualified in Economics, Finance, Math, Science or Engineering at top-tier school.
・Preferably, Certification related to Finance such as CFA

◆Skills:
・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.

◆Language:
・Business level fluency in Japanese and English.

◆Personality:
・Logical thinking, well-organized, attention to details, self-starter, and team-player.
応募要件
(尚可、その他)
勤務地 東京
年収 1500万~2000万程度(応相談)