MSCI 风险管理高级职位的一个面试经历

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大约2周前MSCI的HR联系了我，问我是否愿意考虑他们的一个高级职位  Risk Analytics Client Service Specialist.  （职位描述如下），我有点意外因为我的工作经验实际是２年半，还少于他们的４－８年的职位要求，但可能曾经在ＩＮＧ的工作经验和ＰＲＭ证书，让他们觉工作经验对我不是问题。昨天和他们的一个业务主管聊了一下，话题比较随意，但是应该也算是一个面试。现摘录如下，供后来者参考

1  简单的聊了一下我的经历。

2   问了一下我们管理的组合的主要资产类别和产品，以及我们用什么方法管理风险。

3  说到利率互换的时候，问我怎么给一个利率互换定价。

4  然后聊到了VaR的时候，说怎么计算利率互换的historical VaR。

５  聊到了option的时候，问有哪些方法给一个option定价

６ 我熟悉ＢＳ方法吗，让我解释一些ＢＳ期权定价公式的意义

     我的回答是期权价格是assets  price 和strike的一个weighted average, 其中各自的权重取决于price ,strike, time, volatility 等因素

７问我股票价格和strike 差不多时，欧式买权的ｄｅｌｔａ是什么情况

8 为什么MSCI,  你在买方的大型养老金做前台作分析师也是很好的职位？

最后我提问

１　Basel 3 出来后，欧洲的公司融资现在逐渐在从银行渠道转向市场，也就是说向美国的模式靠近，这个趋势你认为对风险管理会带来什么影响？

２　据我所知，很多公司被忽悠了使用云计算来支持风险管理，你对风险管理采用十分新的技术是什么观点？

３　一个个人问题，你是不是来自印度，因为你的口音很像我一个同伴同学。

答：是的

我：你们那个泼水节不错，我同学曾经用有颜料的水浇了我一身。

答：大笑。

相互寒暄后结束

POSITION OVERVIEW:

The MSCI Global Client Service teamis composed of experienced financial professionals that provide first tier support for ourclients around the world. Team members are responsible for responding to a wide variety ofmethodology, usage, interpretational, and technical questions on　both analyticaland benchmark products. Client contact is primarily via telephone and email,but　occasional domestic travel may be required for on-site presentations ortrainings. Client service　analysts work closely with accountmanagers and consultants to develop and maintain client　relationships.

RESPONSIBLITIES:

• Answer detailed client inquiriesabout MSCI products and methodology

• Participate in developing clientrelationships through proactive follow up on issues raised by clients

• Analyze market performance andindex data for our clients on a reactive and a proactive basis

• Maintain relationships by ensuringrelevant product and model information is shared with clients

• Provide client feedback to theMarketing, Product Management, Research and Index Production groups

• Act as point of contact forroutine press inquiries and data requests

• Keep up with current events andtrends in the market place

DESIRED EXPERIENCE AND QUALIFICATIONS:

• A self starter and highlymotivated, ability to work individually and within a team

• Ability to articulate complicatedconcepts or methodologies verbally and inwriting to senior management andclients

• Strong organizational skills withthe ability to handle multiple projects under tight, short-term deadlines

• Track record of excelling in anenvironment of ambiguity by quickly adapting behavior and work methods to adjustto multiple demands and shifting priorities

• Ability to work efficiently withdiverse cultures on a global team and knowing when to involve appropriatecolleagues in projects regardless of functional, geographic, and business lines

• Ability to develop value-addedcontributions to both internal and external clients

• Excellent English verbal andwritten communication skills.

• Track record of challenging selfand others to anticipate future trends and creatively capitalize on opportunities

• Ability to speak and write inforeign languages a plus

• MFE, MBA, Masters Degree and/orCFA, Required

• 4-8 years experience in FinancialServices

• Deep understanding ofinternational financial institutions and global financia markets

• Demonstrated understanding ofmodern portfolio theory

• Strong and Solid analytic,quantitative, and problem solving skills

• Willingness to travel.

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关键词：风险管理 MSCI SCI 面试经 relationship 工作经验 业务主管 option false

顶上
希望楼主面试成功

支持楼主，谢谢分享

赞前辈分享！感觉这个岗位是全能型的，除了掌握技术外，还要把复杂的模型深入浅出地传达给客户。从前辈的轻松应对来看，应该是没问题的吧，祝一切顺利！
PS：提问很幽默 佩服

Terrific!

Randy_Orton 发表于 2012-12-8 17:15
Terrific!

WWE也不错，国内喜欢这个的人少。

支持楼主

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