s*********e
发帖数: 1051 | 1 risk parameters are important for economic models, stress testing, RAROC,
and basel accords.
Here is a little math ==> EL = PD * EAD * LGD
where PD ==> probability of default
EAD ==> exposure at default
LGD ==> loss given default
The measurements of PD and LGD are the same for both termed loan and line of
credit. However, there is big difference in EAD. For termed loan, EAD is as
simple as nominal amount of exposure. However, for line of credit, there
are 3 measures of EAD, each of ... 阅读全帖 |
|
s***y
发帖数: 3299 | 2 【 以下文字转载自 JobHunting 讨论区 】
发信人: sassy (神猫忍者龟), 信区: JobHunting
标 题: [Open position} Experience in mortgage risk modeling using SAS, Stat/Econ advanced degree
发信站: BBS 未名空间站 (Tue Jun 14 09:14:57 2011, 美东)
A NYSE listed company is looking for a couple of candidates WITH SOLID WORK EXPERIENCE (intern does not count)in mortgage risk modeling. The position is in Washington DC metro area.
Applicants should be a savvy user of SAS, and holding an advanced degree in Statistics/Economist. Degree in othe... 阅读全帖 |
|
j**a
发帖数: 153 | 3 也可能是bank/credit card company的risk management
那就是logistic/linear regression
同样出default rate and score card
rating model，而且用的编程工具是matlab或者sas。要计算probability of default
和loss given default等metrics。我觉得这个job应该涉及的是retail credit risk，
和Basel II有关，model应该是re |
|
l******n
发帖数: 9344 | 4 you are right ...
Basel II is operational risk, it has nothing to do with credit risk |
|
p****e
发帖数: 165 | 5 刚拿到一个offer, IT公司做e-commerce transaction risk数据分析方向的, 公司就不
提了。
job description中要求会SQL, SAS 和 R，编程语言要求会java, python or perl,还
要求会运用machine learning and predictive model。在学校上过python基础课，工
作时候编过很简单的数据处理自动化小程序。面试的时候这个职位也没有考coding，更
没有问我machine learning, 老板是MBA背景，完全不会coding. 我自己文科转统计背
景，对machine learning没有什么经验，这个offer虽然拿到了，不知道自己能不能胜
任。ecommerce risk and fraud 这一块，是不是已经很成熟了，有现成model可以应用
？是不是只要SAS或R script就可以了？
比较喜欢这个职位的原因就是e-commerce risk management and predictive model这一
块攒点经验，有很多transferable skillset可... 阅读全帖 |
|
g**********l
发帖数: 214 | 6 还不是太清楚，望能解释一下。
suppose i have 3 segments, high risk, med risk, low risk, with bad rate 10%,
5%, 1%. each segment has its own model and scores.
请问您说的是用这3个bad rate (10/5/1%) 去 adjust/align these 3 sets of scores?
how do you do that?
thanks! |
|
A*******s
发帖数: 3942 | 7 market risk, not marketing risk...
ALM |
|
m****g
发帖数: 24 | 8 Employer: Band of New York Mellon (BNYM participates in E-Verify and
sponsors H1B)
Location: Pittsburg or New York
Job Open: One Intern and One Full-time
Description: Risk Management - Credit Risk Modeling Group.
Requirement: Ph.D. or Master in Statistics, Economics, or Finance preferred.
Candidate should be able to work full-time with CPT/OPT immediately.
Please send c.v. directly to [email protected]
/* */ Please also indicate whether
you wish to be considered for Intern or Full-time or ... 阅读全帖 |
|
m****g
发帖数: 24 | 9 Employer: Band of New York Mellon (BNYM participates in E-Verify and
sponsors H1B)
Location: Pittsburg or New York
Job Open: One Full-time
Description: Risk Management - Credit Risk Modeling Group.
Requirement: Ph.D. or Master in Statistics, Economics, or Finance preferred.
Candidate should be able to work full-time with CPT/OPT immediately.
Please send c.v. directly to [email protected]
/* */ Please also indicate whether
you wish to be considered for Intern or Full-time or both. Only qual... 阅读全帖 |
|
e**0
发帖数: 29 | 10 【 以下文字转载自 Quant 讨论区 】
发信人: ej80 (ej), 信区: Quant
标 题: 有credit risk modeler和risk rating想回国的吗
发信站: BBS 未名空间站 (Tue Jul 21 07:55:40 2015, 美东)
我要回国去一家信用保险公司组建信用风险模型的team,主要做信用风险的评级和信用
风险模型，有兴趣的请私信。 |
|
m******e
发帖数: 89 | 11 要求5－6年以上经验，BASE 大概 ９ － １１万 根据经验和能力而定。感兴趣的
请把简历发给我。
[email protected]/* */
谢谢！
Data Scientist Consultant
Description
GRADE LEVEL: II
1. Must be hands-on
2. Working experience in statistical modeling and advanced analytics in a
financial service company, preferably have the work experience in
statistical modeling and analytics for Consumer and Small Business lending.
Successfully developed & implemented statistical models.
3. Master or PhD degree in a field where there is heavy training i... 阅读全帖 |
|
|
g**1
发帖数: 10330 | 13 http://www.nytimes.com/2010/10/18/business/global/18espionage.html?
_r=1&hp
U.S. Companies Are at Risk of Spying by Their Own Workers
By CHRISTOPHER DREW
Published: October 17, 2010
Huang Kexue, federal authorities say, is a new kind of spy.
For five years, Mr. Huang was a scientist at a Dow Chemical lab in
Indiana, studying ways to improve insecticides. But before he was fired
in 2008, Mr. Huang began sharing Dow’s secrets with Chinese researchers,
authorities say, then obtained grants from a s... 阅读全帖 |
|
s********n
发帖数: 26222 | 14 China academics warn of "violent revolution" if no political reform
By Ben Blanchard
BEIJING (Reuters) - A prominent group of Chinese academics has warned in a
bold open letter that the country risks "violent revolution" if the
government does not respond to public pressure and allow long-stalled
political reforms.
The 73 scholars, including well-known current and retired legal experts at
top universities and lawyers, said political reform had not matched the
quick pace of economic expansion.
"I... 阅读全帖 |
|
g********d
发帖数: 4174 | 15 Posted on Advocate.com September 13, 2011 02:25:00 PM ET
Older Gays Have Higher Risk of Loneliness
By Andi Alexander
SENIOR MAN LONELY X390 (PHOTOS) | ADVOCATE.COM
A recent study by U.K. gay rights group Stonewall indicates that aging gay
men and women have a greater risk of loneliness than do heterosexuals,
London's Observerreports.
The YouGov survey commissioned by Stonewall questioned 1,050 heterosexual
and 1,036 lesbian, gay, and bisexual people over the age of 55, and found
that LGB people ... 阅读全帖 |
|
s*******u
发帖数: 2249 | 16 Senior Democratic officials are expressing serious concerns about the
political risks posed by Barack Obama's acceptance speech at Invesco Field
at Mile High tonight.
From the elaborate stagecraft to the teeming crowd of 80,000 cheering
partisans, from the vagaries of the weather to the unpredictable audience
reaction, the optics surrounding the stadium event have heightened worries
that the Obama campaign is engaging in a high-risk endeavor in an
uncontrollable environment.
A common concern: th |
|
y******y
发帖数: 207 | 17 关于Trump：
非常喜欢他个人， super charming，富帅， 张扬，口才牛，异类候选人。
（远远比其它候选人有魅力，可能超过当年元首）。
和许多人一样，被他魅力和特立独行吸引，就想选他做总统。
但平心静气仔细想想，非常担忧他的不确定性和上台后的 risk。
他白人至上，也歧视女人，比较极端，着实让人不放心。
很多美国低收入保守白人对移民很多怨言，这些人对 Trump 铁杆支持
觉着他上台有不小种族和排外风险。
还有经济和军事上会不会和朝鲜开战？中国南海搞中国？
Trump 会对亚裔，华裔，没有绿卡的外国人的政策到底怎样？
请大家讨论这些关键问题，别仅仅看到其魅力口才。
注：我非常讨厌希拉里，因为它虚伪至极。不会投民主党。
也不喜其他共和党候选人。 但是对 trump的上台的 risk 有些不放心。
欢迎有理有据的讨论，请勿骂人。
你若讲的有道理，我会接受。
骂人是表明你是低劣人种。。。 |
|
|
s******y
发帖数: 936 | 19 如题。
我们州是没有税，没遇到过这种情况，但是很多人问这个，大家都说有risk。请解释
risk在哪里？我怎么也想不明白有什么风险啊。。。。。 |
|
M*****r
发帖数: 26 | 20 还是很喜欢这个小车的～样子很不错～
GM to recall Cruze cars over risk of engine fire
By TOM KRISHER
The Associated Press
DETROIT — The risk of engine fires is forcing General Motors to recall 475,
000 Chevrolet Cruze compact cars.
GM said Friday that the fires can ignite when fluids drip onto a plastic
shield below the engine. GM knows of 30 fires caused by the problem. No
injuries have been reported.
Dealers will cut the shield to let the fluid drain to the pavement. GM says
most of the fires were caused by spil... 阅读全帖 |
|
p*********e
发帖数: 217 | 21 Honda recalls 748,000 Pilots, Odysseys for airbag risk
Fred Meier3:31p.m. EST January 18, 2013
Driver's side airbag may not be assembled properly
Bags might not deploy in crash
American Honda said today that it is recalling about 748,000 of its recent-
model Pilot SUVs and Odyssey minivans for improperly assembed airbags.
Honda said the plastic cover for the driver-side bags may not have been
attached with the correct number of rivets and if rivets are missing, the
airbag may not deploy ... 阅读全帖 |
|
W***n
发帖数: 11530 | 22 2018 Toyota Camry, Lexus recalled for fire risks
When fire's involved, you bet automakers are going to act quickly.
BY
ANDREW KROK
FEBRUARY 15, 2018 9:14 AM PST
Considering how many Camrys are sold each year, it's good that Toyota's
recall only affects around 11,000. It could have been much, much bigger.
Toyota
It's never a good time when you have to recall cars that haven't even been
on sale for a year, but that's where Toyota currently is. Not with one
recall, but with two.
Toyota issued two r... 阅读全帖 |
|
c*****k
发帖数: 29 | 23 招聘Risk Modeler。工作地点曼哈顿。条件：理科，工科或经济学PhD，统计专业优先
。英文口语流利（
必备重要条件）。一年以上金融，建模或数据分析工作经验。
公司为Pre-IPO fintech company。预计两三年内上市，支持H1B。本组为新成立部门，
发展空间巨大。符合上述条件的申请人，请直接邮寄简历至c***[email protected]
As part of the Portfolio Management team, you will:
Own the testing and validation of statistical models used for important
business decisions and credit policies
Provide constructive feedback and recommendations for improvement to model
developers
Perform advanced qualitative and quantitative assessments of all aspects ... 阅读全帖 |
|
t*******r
发帖数: 35 | 24 I was contacted by a law firm to be their consultant on a patent related
lawsuit. The lawsuit is against a top company in the field by another small
company. The law firm is on behalf of that top company. I'm wondering
whether there are some risks and concerns for a faculty member to act as
such a consultant. If there is no risk or concern, what an hourly payment
rate is reasonable. Thank you. |
|
n******n
发帖数: 12088 | 25 Rule of thumb: keep things simple.
These instruments you mentioned, however, must be implemented in a very
complicated way such that no matter you win or lose, bankers have guaranteed
revenue.
So this is not low risk investment for you, but low risk earnings for them. |
|
n******n
发帖数: 12088 | 26 【 以下文字转载自 bluechips 俱乐部 】
发信人: newgumin (新股民), 信区: bluechips
标 题: Bond ETF with hidden risks zz
发信站: BBS 未名空间站 (Wed Feb 24 19:53:36 2010, 美东)
http://www.marketwatch.com/story/bond-etfs-hit-investors-with-hidden-risks-2010-02-24?siteid=rss&rss=1
ETFs are seen as liquid, transparent investment and trading vehicles, but
with bond offerings this typically isn't the case. That's because liquidity
issues make bonds a poor fit for ETFs, so an ETF's share price, dictated by
market demand, is often diff |
|
p**h
发帖数: 1105 | 27 买小药股， 要莫几十x， 要莫0x； 特别是小药股的option， 要莫几百x， 要莫0x。
。。 呵呵
要想ETF的话， 买3xETF,不论正向， 反向， 只要做对了向， 都是3x， 比如 TNA,FAS
,TZA,etc， 多了去袅。。。 你应该去古板转悠如果你愿意take risk的话
如果还嫌risk/return 不够滴话， 上GC， SI,HG, 等commodity future; 再不够， 上
currency。。。 :-)) |
|
b****6
发帖数: 155 | 28 我不想postpone买房。但是多付downpay和少付downpay是我能承受的Risk。（比如，赚
了就可以付45%；亏了就只能付35%）
在这种情况下，我是不是就该选择放在stock中？亏赚由运气决定。（从理论上，我相
信赚的概率大于50%）
假设家里的另一半也知道这么做的Risk，而且也相信概率和期望值。
你认为合理吗？
not
with
with |
|
h***n
发帖数: 1600 | 29 1)如果碰到熊市,3年之后不是16万，而是可能是8万或更少,三年最大风险才跌20%的不
是股票
2)绝对不要为一个胜算稍大于50%的事去赌，risk/award 太不划算了。
3)不要认为熊市都像2008那次那样，来势凶猛,但走得也快。
当然了，如果你收入很高，20万钱你一年就存到了，你大不了把前面套牢的20万变成
retirement investment。不过这时候情况就不同了，你这20万不是3年一过非取不可的
，和3年一过一定要取得
当然可take 的risk不一样。 |
|
k********o
发帖数: 236 | 30 【 以下文字转载自 NewJersey 讨论区 】
发信人: kittyhello (HelloKitty), 信区: NewJersey
标 题: Junior Risk Operation Analyst Position Open: Q&A
发信站: BBS 未名空间站 (Fri Oct 22 13:24:28 2010, 美东)
I have received over 100 resumes in 24 hours. I really understand that it is
such a tough time for fresh graduate students to find entry level financial
jobs in Wall Street. All the resumes will be carefully reviewed and we will
post more job openings down the road.
Regarding this position, here I provide some additional inform... 阅读全帖 |
|
F*******7
发帖数: 405 | 31 银行主要做客户贷款方面的credit risk analyst。
自己没什么这方面的工作经验，读书用过一些统计软计，计量模型，差不多忘光了。 |
|
s***y
发帖数: 3299 | 32 A NYSE listed company is looking for a couple of candidates with work
experience in mortgage risk modeling. The position is in Washington DC metro
area.
Applicants should be a savvy user of SAS, and holding an advanced degree in
Statistics/Economist. Degree in other quantitative fields are considered
together with experience in mortgage risk modeling.
H1B sponsored. Green card is sponsored given work performance.
If you are interested, please let me know your email and name through
mailbox on BB... 阅读全帖 |
|
s***y
发帖数: 3299 | 33 up.
不能让棒子阿三把机会占了。
WORK EXPERIENCE (intern does not count) in mortgage risk modeling or credit
card modeling. The position is in Washington DC metro area.
in Statistics/Economist. Degrees in other quantitative fields are
considered together with experience in mortgage risk modeling.
mailbox on BBS. Please do not send resume through BBS mailbox. Thank you. |
|
n****3
发帖数: 23 | 34 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Junior Risk Quants Opening (Shanghai)
发信站: BBS 未名空间站 (Thu Jul 7 19:01:22 2011, 美东)
Our firm is opening an “Advanced Analytics Center” for Risk Methodologies
in Shanghai’s Financial District. If you are interested and also match
the requirements, please contact me with in-site mail.
(Note these are local positions and no relocation package is available.) |
|
r******8
发帖数: 12 | 35 Market Risk Associate Manager position at a large NYC financial company.
Candidates need to present good experience in market risk area (Fixed Income
products, prefer MBS experience), strong VBA skills and hands-on experinece
in developing production models, strong Sql experience, C++ is a plus but
not required. If you are interested, please contact: n*********[email protected]
Regards, |
|
r******8
发帖数: 12 | 36 Market Risk position at a large NYC financial company.
Candidates need to present good experience in market risk area (Fixed Income
products, prefer MBS experience), strong VBA skills and hands-on experinece
in developing production models, strong Sql experience, C++ is a plus but
not required. If you are interested, please contact: n*********[email protected]
Regards, |
|
p****e
发帖数: 165 | 37 刚拿到一个offer, 数据分析方向的, 公司就不提了。
job description中要求会SQL, SAS 和 R，编程语言要求会java, python or perl,还
要求会运用machine learning and predictive model。在学校上过python基础课，工
作时候编过很简单的数据处理自动化小程序。面试的时候这个职位也没有考coding，更
没有问我machine learning, 老板是MBA背景，完全不会coding. 我自己文科转统计背
景，对machine learning没有什么经验，这个offer虽然拿到了，不知道自己能不能胜
任。ecommerce risk and fraud 这一块，是不是已经很成熟了，有现成model可以应用
？是不是只要SAS或R script就可以了？
比较喜欢这个职位的原因就是ecommerce risk management and predictive model这一
块攒点经验，有很多transferable skillset可以为以后工作铺路。求各路大牛意见！
谢谢！ |
|
S*******1
发帖数: 251 | 38 【 以下文字转载自 Working 讨论区 】
发信人: StatJobs1 (Looking for Jobs), 信区: Working
标 题: Salary for a Risk analyst in Banks?
发信站: BBS 未名空间站 (Thu Aug 1 14:54:01 2013, 美东)
Anybody have ideas about the average salary of a risk analyst in a middle
size bank (Market Cap. 2.6B)? will get an oral offer soon today.
I am a MS in statistics.
thanks! |
|
c*****k
发帖数: 29 | 39 招聘Risk Modeler。工作地点曼哈顿。条件：理科，工科或经济学PhD，统计专业优先
。英文口语流利（
必备重要条件）。一年以上金融，建模或数据分析工作经验。
公司为Pre-IPO fintech company。预计两三年内上市，支持H1B。本组为新成立部门，
发展空间巨大。符合上述条件的申请人，请直接邮寄简历至c***[email protected]
As part of the Portfolio Management team, you will:
Own the testing and validation of statistical models used for important
business decisions and credit policies
Provide constructive feedback and recommendations for improvement to model
developers
Perform advanced qualitative and quantitative assessments of all aspects ... 阅读全帖 |
|
c****e
发帖数: 57 | 40 【 以下文字转载自 Quant 讨论区 】
发信人: congge (葱哥), 信区: Quant
标 题: 朋友在银行做model risk vetting,在美国西部能找到工作么？
关键字: model vetting
发信站: BBS 未名空间站 (Wed Jul 9 21:15:35 2014, 美东)
我的朋友现在在加拿大，做的是model risk vetting, 应用数学ph.D, finance
diploma,
想去美国西部，能找到类似工作么？
向各位行家请教职业发展。
她这里没账号，我帮她问一下。 |
|
g********s
发帖数: 3652 | 41 【 以下文字转载自 JobMarket 讨论区 】
发信人: greenlands (sunflower), 信区: JobMarket
标 题: 内推2职位：康州 stamford：Risk Analyst，Quant Analyst
发信站: BBS 未名空间站 (Fri Feb 13 21:08:27 2015, 美东)
康州 stamford 附近
第一个是risk analyst 要求三年以上 equity quant research or quant trading 经
验 最好是在 bank or hedge fund 熟悉 multifactor model 统计
第二个是 quant analyst in a quant trading team 要求熟悉 short term statarb
signal and trade execution and optimization
有兴趣请将简历发至[email protected]
/* */ 谢谢。 |
|
w******t
发帖数: 471 | 42 Job Description
The job will be in TN or Atlanta. company may sponsor H1B. Please IM me if
you are interested.
The risk system developer plays a key role in the company’s ability to
implement new products and
underwriting criteria. In this role, the candidate will routinely develop
or modify programmatic or visual
work flows, define variables, work with XML and scripting languages and
generate SQL with the
intention of promoting mission critical solutions to a production
environment.
- Review f... 阅读全帖 |
|
s********n
发帖数: 442 | 43 Hi there,
I am interested in the risk modeling statistician position. How to apply?
Math |
|
j*****c
发帖数: 76 | 44 Hello, I am interested in the senior position. I have 4 yr experience in
credit risk modeling. H1b visa with eb2 filled. Would you mind sharing more
information about it, like salary range/type of company/Green card policy?
Thanks in advance
Math
★ 发自iPhone App: ChineseWeb 11 |
|
h*****0
发帖数: 23 | 45 You are welcome to take a look at this investment risk management
opportunity. Candidates with financial engineering background and some
investment experience will be great for this role. If you are interested,
please apply online directly and our HR recruiter will send your
information
to me after initial screen.
Thanks,
https://www.massmutual.com/about-us/careers/jobposting?p=job%2Fou8y5fwZ |
|
n******i
发帖数: 598 | 46 My company is looking for people (FINANCIAL ANALYST--Risk Analyst, few
positions). We are oil and gas industry in houston. If you think you fit in,
please send me your message to mitbss (I can give you my email) and I can
FW the resume to hiring manager. I want more chinese in my company.
Position #1
Role Description
· Under direct supervision, conducts and documents moderate to complex
financial analysis projects.
Responsibilities
· Prepares forecasts and analyzes trends in manufacturing, sales... 阅读全帖 |
|
h*********1
发帖数: 102 | 47 I got this from a recruiter. Good luck to people who are interested!
Job Title: Data Analyst
Job Description:
We are seeking a talented, motivated Operational Risk Management Data
Analyst responsible for working with issues, group notifiable events, and
internal loss data to provide comprehensive reporting and data analysis. The
analyst will work with various software tools, including Microsoft Access,
Excel, and PowerPoint. The analyst must understand the structures, usage and
sources of busine... 阅读全帖 |
|
r******8
发帖数: 12 | 48 Market Risk position at a large NYC financial company.
Candidates need to present good experience in market risk area (Fixed Income
products, prefer MBS experience), strong VBA skills and hands-on experinece
in developing production models, strong Sql experience, C++ is a plus but
not required. If you are interested, please contact: n*********[email protected]
Regards, |
|
m****s
发帖数: 18160 | 49 【 以下文字转载自 Working 讨论区 】
发信人: activeman (heart), 信区: Working
标 题: Job opening: credit risk management, model validation
发信站: BBS 未名空间站 (Fri Feb 8 10:19:30 2013, 美东)
My company is hiring people with model valiation experience. This refers to
PD, LGD, EAD models in retail banking or insurance industries. some level of
data analysis and programming (SAS, SQL etc) are preferred.Educaiton in
quant major (Math, statistics, economics, engineering) are pferred...
Location is Chicago, IL. Please PM me i... 阅读全帖 |
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a*******n
发帖数: 284 | 50 ding..
need more experienced candidates....anyone with credit risk management or
model development/validation, please PM me..
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My company is hiring people with model valiation experience. This refers to
PD, LGD, EAD models in retail banking or insurance industries. some level of
data analysis and programming (SAS, SQL etc) are preferred.Educaiton in
quant major (Math, statistics, economics, engineering) are pferred...
Location is Chicago, IL. Please PM me if you are interested, and... 阅读全帖 |
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