About this role
風險_市場風險計量人員_PFE科 at Ctbcholding. Location: Taipei, Taipei City, Taiwan. Role: developing models, validating models, monitoring risk Requirements: Develop and validate derivative pricing and market risk models (VaR, PFE, CVA); maintain model parameters; establish model risk management and new product risk frameworks; communicate with overseas branches. Master's degree required; 3+ years preferred; strong English. Category: Finance and Accounting Seniority: Mid Level Tools: C++, MATLAB, VBA, Python Commitment: Full Time Workplace: Onsite Languages: English, Chinese