B-風險管理處-市場風險管控人員

1. 金融商品評價業務: 協助金融商品交易系統之評價模型驗證與監控作業，以符合監理機關對於評價及風險管理之相關規定。 

2. 企業評價業務: 協助企業評價方法或模型建置與驗證作業，專案融資財務模型建置與驗證，以及協助業務單位於企業評價議題的處理。 

3. 風險管理系統或模型專案開發: 協助風險管理系統，如市場風險，信用風險，和資產負債管理之利率與流動性風險等的管理系統之模型開發及驗證。 

1. Financial instrument valuation: Assist with the validation and monitoring of valuation models used in financial trading systems to ensure compliance with regulatory requirements related to valuation and risk management.  

2. Corporate valuation: Support the development and validation of corporate valuation methodologies or models, build and validate financial models for project finance transactions, and assist business units in handling corporate valuation–related matters.  

3. Risk management system and model development: Assist in the development and validation of models for risk management systems, including market risk, credit risk, and asset and liability management (interest rate and liquidity risk).

維護營運數據產製與協助相關業務單位資料分析(包含但不限於EP,MBO,RAROC,PBI-dashboard資料)  

1.資料計算 - 確保執行計算正確性及完整性  

2.配合使用單位定期提供管理報表(PBI,CUBE) 

3.提供業務端所需之分析服務以及分析報告

1.執行信用風險模型開發工作 

2.執行信用風險新巴賽爾協定相關工作 

3.執行信用風險管理分析工作 

4.執行信用風險模型專案 

1. Conduct credit risk model development tasks 

2. Perform tasks related to the New Basel Accord for credit risk 

3. Carry out credit risk management analysis 

4. Execute credit risk model projects 

Statistics, Information Engineering or related fields perferred,

1.執行信用風險模型驗證工作 

2.執行信用風險管理分析及量化應用工作 

3.執行新巴賽爾協定信用風險IRB法相關專案工作 

1. Perform credit risk model validation. 

2. Conduct credit risk management analysis and quantitative application tasks. 

3. Execute projects related to the Basel III Internal Ratings Based (IRB) approach for credit risk.

1. 金融商品/結構型商品模型建置及驗證。 

2. 金融商品/結構型商品模型參數設定及風險敏感度分析。 

3. 定期檢視現有模型的適用性及表現，參與新模型適用之評估。 

4. 交易評價系統維護及系統驗證。 

5.新金融產品模型開發、專案參與及規劃。 

關鍵績效指標： 

1. 金融商品/評價驗證報告產出。 

2. 金融商品/結構型商品模型驗證及開發。 

3. 交易系統建置、維護及驗證。 

4. 前中後台專案參與。

1.市場風險管理系統架構及管理流程之持續檢視/強化 

2.各項外部規範限額控管系統平台規劃及後續建置管理: 配合相關規範要求所建置控管平台。 

3.規劃新種金融商品管控流程: 針對交易限額、交易評價、交易系統及監控管理報表、資本計提等，參與前中後台新產品專案討論。  

4.規劃建置市場風險資料庫:建置支持數位化、自動化、整合化市場風險的資料庫。 

1. Continuously review and enhance the architecture and management processes of market risk management systems.  

2. Plan, implement, and manage system platforms for controlling external regulatory limits, ensuring compliance with relevant regulatory requirements.  

3. Design control frameworks for new financial products, covering transaction limits, valuation methodologies, trading systems, monitoring and management reports, and capital requirements; participate in front , middle , and back office discussions for new product initiatives.  

4. Plan and build a market risk data warehouse to support digitalized, automated, and integrated market risk management.

1. 市場風險管理系統架構及管理流程之持續檢視/強化 

2.各項外部規範限額控管系統平台規劃及後續建置管理: 配合相關規範要求所建置控管平台。 

3. 規劃新種金融商品管控流程: 針對交易限額、交易評價、交易系統及監控管理報表、資本計提等，參與前中後台新產品專案討論。 

4. 規劃建置市場風險資料庫:建置支持數位化、自動化、整合化市場風險的資料庫。 

1. Continuously review and enhance the architecture and management processes of market risk management systems.  

2. Plan, implement, and manage system platforms for controlling external regulatory limits, in compliance with relevant regulatory requirements.  

3. Design control processes for new financial products, including transaction limits, valuation methodologies, trading systems, monitoring and management reports, and capital requirements; participate in front , middle , and back office discussions for new product initiatives.  

4. Plan and build a market risk data warehouse to support digitalized, automated, and integrated market risk management.