Financial Engineer Job Details

Financial Engineer

Location: Beijing,China

The Company

Algorithmics an IBM Company is the world's leading provider of enterprise risk solutions. Financial organizations from around the world use Algorithmics' software, analytics and advisory services to help them make risk-aware business decisions, maximize shareholder value, and meet regulatory requirements. Supported by a global team of risk experts based in all major financial centers, Algorithmics offers proven, award-winning solutions for market, credit and operational risk, as well as collateral and capital management. Algorithmics an IBM company.

The Role

The role focuses on financial instrument modeling, standard risk methodologies and best practice of ALM/Liquidity risk management. Experience and comfort with these techniques is important. Knowledge of regulatory environment and requirements for banks is a plus.

Involvement will be required at all stages of project implementations, from definition through to acceptance testing while working within a multi-disciplinary team of integration engineers, project managers and other financial engineers

Responsibilities

Defining client functional requirements. These include reporting, pricing, cashflow modeling, scenario analysis. This includes consulting with clients to understand risk best practices and methodologies and formulate proposals of creative solutions for addressing functional gaps.

As part of deployment, define and build instrument modeling specifications, scenario methodologies, reporting. Liaise with clients to ensure full acceptance of all results via validation exercises as required.

The role will involve presenting and training for clients and internal audiences on Algorithmics functionality.

Short-term/Long-term travel can be expected to client sites.

Qualifications

• Solid understanding of financial economics, financial mathematics, and statistics. Topics of expertise required include good knowledge of financial instruments, Liquidity risk model, asset and liability management, customer behavior analysis and regulatory requirements.
• Strong practical knowledge of whole banking business, financial market conventions, and risk management practices. Previous risk analysis experience highly desirable.
• Strong and proven investigation and problem solving skills. Algorithmics clients face complex real world challenges and versatility in problem solving across domains is needed.
• Strong presentation and communication skills;
• Familiarity and comfort with a technical environment involving Unix, shell and Perl Scripting, Oracle database infrastructure.
• Experience in consulting or client services role is a plus.
• Willingness and ability to travel

Education

• University degree in the field of Economics, Finance, Mathematics, Statistics or other quantitative discipline.
• Advanced degree in Financial Engineering or Mathematical Finance highly desirable.
• CFA, PRM or FRM designation(s) beneficial.

Work Experience

• Related

Applications should be made inboth English and Mandarin

Algorithmics Inc. is an equal opportunity employer. It is Algorithmics' policy to recruit and select applicants for employment solely on the basis of their qualifications, with emphasis on selecting the best-qualified person for the job. Algorithmics does not discriminate against applicants based on race, color, religion, sex, sexual orientation, national origin, or disability or any other status or condition protected by applicable law.