n****3
发帖数: 23 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (TEMP POSITION)
发信站: BBS 未名空间站 (Wed Dec 12 12:02:11 2012, 美东)
Our firm has a quantitative risk analyst temp position (for 6 month) opening
in NYC. There is a possibility of converting to permanent employee for
candidate with proven ability, but it is not guaranteed. Please also note
that no relocation assistance will be provided.
Valid US work permit is required as there will not be sponsorsh... 阅读全帖 |
|
n****3
发帖数: 23 | 2 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (TEMP POSITION)
发信站: BBS 未名空间站 (Fri May 24 22:44:38 2013, 美东)
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
The team requires IMMEDIATE availability with a current, valid US work
permit for the duration of the position. If you are interested and meet all
the requirements above and below, plea... 阅读全帖 |
|
n****3
发帖数: 23 | 3 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (TEMP POSITION)
发信站: BBS 未名空间站 (Mon Dec 30 09:56:06 2013, 美东)
This position is opened again recently -
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
The team requires IMMEDIATE availability with a current, valid US work
permit for the duration of the position. If you are interested and meet al... 阅读全帖 |
|
d*****3
发帖数: 167 | 4 我有特殊情况被推荐去high risk OB.。high risk OB知道我的情况
，不用一直费力解释。但是问题是 high risk OB不会接生，到时候还要找个 regular
OB接生。然后我去interview regular OB. 我每次和他们讲我的问题的时候他们都挺同
情，但是我觉得他们不是特别明白我的情况，毕竟我的情况是很少见的。有的医生执业
一辈子也未必碰到。 他们都是说没问题，来找我，但是我很不放心。就是关于我需要
做什么特殊的实验他们都不是很清楚。 当然他们会把我refer出去，但是这个太没底了。
然后，。。。 我就想到来打听一下，姐妹们用过 high risk OB 的，是怎么协调和
regular OB的关系的。我可不可在 first 和 second trimseter的 时候都看high risk
OB. 到third trimester 的时候在转会 regular OB。因为一般的产检都是在 second
trimester做完了。 但是这样的话，会不会因为中途衔接不会好漏掉什么。到时候，
high risk OB以为 regular OB会做， ... 阅读全帖 |
|
l***n
发帖数: 812 | 5 Job Description:
Model Risk Management (MRM) Junior Analyst will be a member of Model Risk
Management team, which is part of Enterprise Risk Management. MRM team has
responsibility for management of model risk across the entirety of the
organization, including maintenance of the model inventory and related
processes, controls, technology and reporting. Candidate will be assist and
support the efforts for the model risk management workflow designs,
development, maintenance and security with coord... 阅读全帖 |
|
a****n
发帖数: 18 | 6 【 以下文字转载自 JobHunting 讨论区 】
发信人: amzncn (amzncn), 信区: JobHunting
标 题: Amazon Risk Investigator-Chinese Speaking
发信站: BBS 未名空间站 (Tue Jul 2 22:56:37 2013, 美东)
我们仍然在招人，上次贴过了，由于这个职位需要的headcounts很多，所以长期都有效
。唯一有变化的是，我们现在接受opt。所以感兴趣的同学，给amazontrmscn@gmail.
com写信投简历。
http://www.amazon.com/gp/jobs/222555/
Risk Investigator - Chinese Language
US, WA, Seattle • Job ID 222555 • Amazon Corporate LLC
Job Description
Amazon.com is seeking dedicated, hardworking, analytical candidates with a
proven... 阅读全帖 |
|
s**a
发帖数: 178 | 7 Position: Quantitative Risk Analyst
Location: NYC
Company:
An alternative investment management firm employing 36 professionals in New
York City and managing approximately $2.7 billion.
Description:
The Quantitative Risk Analyst will be based in New York. Candidates should
have at least two to five years work experience at a top‐tier investment
bank or performance‐oriented investment management firm. Requirements
include a strong skill set in programming, and risk measurement methodology.
The ca... 阅读全帖 |
|
h****8
发帖数: 72 | 8 Nov. 1 (Bloomberg) -- Jon Corzine’s risk appetite helped
destroy his firm. It also provided an object lesson for Paul
Volcker’s campaign against proprietary trading on Wall Street.
Nineteen months after former New Jersey Governor Corzine
became chairman and chief executive officer, MF Global Holdings
Ltd. yesterday filed for bankruptcy. Corzine’s decision to boost
risk-taking, including a $6.3 billion wager with the firm’s own
money on European government debt, triggered the collapse.
... 阅读全帖 |
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s*******n
发帖数: 631 | 9 As far as I know,risk is a big range.
Market risk,operation risk and credit risk......
Some experienced guys can give a introduction to the risk area?
ex. How about ERM(Enterprise risk management ),portofolio risk,risk modeler?
How is the risk role in different enviornment? |
|
x******a
发帖数: 6336 | 10 【 以下文字转载自 JobHunting 讨论区 】
发信人: xiaojiya (xiaojiya), 信区: JobHunting
标 题: risk quant position in Tampa FL
发信站: BBS 未名空间站 (Wed Jul 20 09:49:13 2016, 美东)
Please see the job description below.
if you are interested, please let me know, or apply directly:
https://citi.taleo.net/careersection/2/jobdetail.ftl?lang=en&job=16045181
Thanks.
This role of quantitative analyst will include diverse responsibilities:
performing analysis on any issue in market risk, handling large amounts of
data, understandin... 阅读全帖 |
|
a****n
发帖数: 18 | 11 我们仍然在招人，上次贴过了，由于这个职位需要的headcounts很多，所以长期都有效
。唯一有变化的是，我们现在接受opt。所以感兴趣的同学，给amazontrmscn@gmail.
com写信投简历。
http://www.amazon.com/gp/jobs/222555/
Risk Investigator - Chinese Language
US, WA, Seattle • Job ID 222555 • Amazon Corporate LLC
Job Description
Amazon.com is seeking dedicated, hardworking, analytical candidates with a
proven track record of performance and results-oriented thinking, to join
the Risk Investigations Team. Candidates will be responsible for a wide
range of duties re... 阅读全帖 |
|
O****e
发帖数: 5061 | 12 The risk to each party of a contract that the counterparty will not live up
to its contractual obligations. Counterparty risk as a risk to both parties
and should be considered when evaluating a contract.
In most financial contracts, counterparty risk is also known as "default
risk".
Investopedia Says Investopedia explains 'Counterparty Risk'
Because A is a counterparty to B and B is a counterparty to A both are
exposed to this risk. For example if Joe agrees to lends funds to Mike up to
a ce... 阅读全帖 |
|
t***s
发帖数: 163 | 13 一篇2003年的老文章
http://www.indexfunds.com/articles/20030808_Risk.htm
Variations on Standard Deviation
Skewness & Kurtosis
The Risk of Taking Risk
Tracking Error Risk
The Risk of Abandoning the Plan
Risk is Real
The Risk of the Maverick
The Risk of a Short-Term Outlook
The “Bearer of Bad Tidings” Risk |
|
a****n
发帖数: 18 | 14 我们仍然在招人，上次贴过了，由于这个职位需要的headcounts很多，所以长期都有效
。唯一有变化的是，我们现在接受opt。所以感兴趣的同学，给amazontrmscn@gmail.
com写信投简历。
http://www.amazon.com/gp/jobs/222555/
Risk Investigator - Chinese Language
US, WA, Seattle • Job ID 222555 • Amazon Corporate LLC
Job Description
Amazon.com is seeking dedicated, hardworking, analytical candidates with a
proven track record of performance and results-oriented thinking, to join
the Risk Investigations Team. Candidates will be responsible for a wide
range of duties re... 阅读全帖 |
|
x******a
发帖数: 6336 | 15 Please see the job description below.
if you are interested, please send your resume to me [email protected]/* */,
or apply directly:
https://citi.taleo.net/careersection/2/jobdetail.ftl?lang=en&job=16045181
Thanks.
This role of quantitative analyst will include diverse responsibilities:
performing analysis on any issue in market risk, handling large amounts of
data, understanding the current risk model framework, supporting the
existing risk infrastructure within Risk Analytics, investiga... 阅读全帖 |
|
n****3
发帖数: 23 | 16 Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
Valid US work permit is required as there will not be sponsorship for the
temp position.
Although not a permanent position, it is good for gaining experiences in
quantitative risk analysis area. If you are interested, please contact me
with in-site mail.
----------------------------------------------------------------------
Title: Quantitative R... 阅读全帖 |
|
q*******l
发帖数: 36 | 17 update:
谢谢各位的回复。
已经过了电话面试，5天后on-site面。面试官发了一个题目给我，要我准备一个10分钟
的presentation。题目大概是这样的：
What are the challenges in FX/interest rate risk management for a
multinational corporation given the current volatile market environment?
What should be the objective of risk management...
我是数学统计背景，主要学的是随机分析衍生品定价。risk方面只知道modeling、算
VaR，对这些“软”的金融精算知识不太了解。
我想赶紧看点相关的书或文章补充一下这方面的知识，有什么好书推荐么？
如果可以的话，希望能直接指点一下该从那些方面回答这个问题，不甚感激。
===========
大家好，
将要面试有一个实习职位，在Dow Chemical 的treasury做risk management。 但是我
不太明白为什么这种化工公司也搞... 阅读全帖 |
|
n****3
发帖数: 23 | 18 Our firm has a quantitative risk analyst temp position (for 6 month) opening
in NYC. There is a possibility of converting to permanent employee for
candidate with proven ability, but it is not guaranteed. Please also note
that no relocation assistance will be provided.
Valid US work permit is required as there will not be sponsorship for the
temp position.
If you are interested, please contact me with in-site mail.
-----------------------------------------------------------------------
Title:... 阅读全帖 |
|
n****3
发帖数: 23 | 19 Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
The team requires IMMEDIATE availability with a current, valid US work
permit for the duration of the position. If you are interested and meet all
the requirements above and below, please send a copy of your resume to
n*****[email protected] for consideration.
Although not a permanent position, it is good for gaining experiences in
quantitative risk ana... 阅读全帖 |
|
m****s
发帖数: 18160 | 20 【 以下文字转载自 Quant 讨论区 】
发信人: statcompute (statcompute), 信区: Quant
标 题: Security Fraud & Risk Consulting Manager Opportunity (转载)
发信站: BBS 未名空间站 (Mon Aug 19 10:42:17 2013, 美东)
发信人: statcompute (statcompute), 信区: Statistics
标 题: Security Fraud & Risk Consulting Manager Opportunity
发信站: BBS 未名空间站 (Mon Aug 19 10:41:48 2013, 美东)
I have a fulltime opportunity working for RSA Security ( www.rsa.com ) a
division of EMC ( www.emc.com ) working as a Fraud & Risk Consulting Manager
in our professional serv... 阅读全帖 |
|
m****s
发帖数: 18160 | 21 【 以下文字转载自 Quant 讨论区 】
发信人: statcompute (statcompute), 信区: Quant
标 题: Security Fraud & Risk Consulting Manager Opportunity (转载)
发信站: BBS 未名空间站 (Mon Aug 19 10:42:17 2013, 美东)
发信人: statcompute (statcompute), 信区: Statistics
标 题: Security Fraud & Risk Consulting Manager Opportunity
发信站: BBS 未名空间站 (Mon Aug 19 10:41:48 2013, 美东)
I have a fulltime opportunity working for RSA Security ( www.rsa.com ) a
division of EMC ( www.emc.com ) working as a Fraud & Risk Consulting Manager
in our professional serv... 阅读全帖 |
|
m*********h
发帖数: 5449 | 22 【 以下文字转载自 StockDueDiligence 俱乐部 】
发信人: marketwatch (市场观察), 信区: StockDueDiligence
标 题: GOLDMAN: The Risk Of A Stock Market Crash Is Low Read more: http://www.businessinsider.com/goldman-
发信站: BBS 未名空间站 (Wed Nov 5 19:27:15 2014, 美东)
Elena Holodny
Nov. 4, 2014, 10:15 AM
Stocks have surged to all-time highs. And this has plenty of people worried
that a crash may be looming.
Goldman Sachs' Jan Hatzius doesn't see a crash coming.
Using a proprietary model that includes the historical price data fro... 阅读全帖 |
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A*****s
发帖数: 13748 | 23 Basel 2001说：
The risk of loss resulting from inadequate of failed internal process,
people, and systems or from external events.
基本上：
Risk = Market Risk + Credit Risk + Operational Risk，大家就习惯于把Market和
Credit之外的risk都称作operational吧。。。 |
|
p*****y
发帖数: 529 | 24 I think first, risk neutral probability is not a probability - it's just a
price distribution which makes the "risk-free" world which is arbitrage free
. There could be other price distributions which makes the "risk-free" world
but we just use that distribution to price the derivatives since all
distributions will lead to the same price.
Real probability can of course be different from the risk neutral "
probability" and when it differs, you are not in a risk-free world. Some of
the arbitrage a... 阅读全帖 |
|
O*********e
发帖数: 15 | 25 最近看到版上有不少讨论RISK 以及 RISK 和 FRONT OFFICE (FO) 之间关系的帖子。鄙
人RISK出身，后来又转到FO, 算是在两个地方都待过，在这里和大家分享一下自己的体
会，希望能对大家有所帮助。
首先要说的是RISK 是个很宽泛的职能，在讨论之前有必要对其进行大致分类。根据我
在SELL SIDE 的经验，RISK 可大致分为以下四类：OPERATION, LIQUIDITY, CREDIT 和
MARKET。下面我们分别谈一下：
1． OPERATION。顾名思义，所有影响企业运营的都能归入此类，所以包含的内容也
五花八门，上至反垄断，反欺诈，下至防火，防盗，防黑客，YOU NAME IT. 也经常和
COMPLIANCE放在一起，所以才会有RISK/COMPLAINCE这种提法。工作内容和金融基本无
关，这里不多说了。
2． LIQUIDITY。即流动性，说白了就是帮公司找钱。要做生意，没钱不行，
TRADING也一样。道理很简单，但诸位可别小看。当年LEHMAN, MERRIL 垮台，最后直接
原因都是这里出了问题。由于TRADING DES... 阅读全帖 |
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C*A
发帖数: 63 | 26 Overview of hiring in the Quants and Risk Market.
In our previous newsletter, August 2011, we observed that there had been
persistent hiring across Quantitative Analytics and Risk Management through
the first two quarters of the year. The perception was that this hiring was
largely due to sustained requirements from regulators that leading
financial institutions continue to bolster their risk teams, prompting a
quest for talent.
Since the summer we have seen a significant reduction in open head... 阅读全帖 |
|
w****j
发帖数: 6262 | 27 我来无聊一下。
价格这个东西，不仅反映赢钱亏钱的概率，同时反映投资者的风险偏好。
举例，项目A，50%可能赢1块，50%可能输1块，你愿意玩么？项目B,50%可能赢100万，
50%可能输100万，你愿意玩么？两个项目同样real world期望是0，但愿意付多少钱去
玩，每个人的定价都不一样。你可能愿意花一块钱玩玩，但未必愿意赌一百万进去。
所以real world的概率算出的期望一定要加上risk premium折现回来才能定价。
而Risk-neutral world是指去凑这个概率分布，使得不用加Risk premium就能折合成现
有市场价格。例如，市场观测到项目A的价格是0.1，那么倒推出来项目A的赢钱可能55%
,输钱可能45%，这个概率就是Risk neutral,因为直接期望不用折Risk premium就是价
格。
所以先有价格，而后才凑出来的risk-neutral prob，而且risk-neutural的分布不唯一
的，都有无穷多个解，只是加上log-normal之类的假设以后才唯一的。
90 |
|
d**0
发帖数: 124 | 28 PRMIA New York Presents - Career Planning and Job Seeking
in Risk Management
Columbia University
Davis Auditorium, CEPSR Building
November 3rd, 2014
7:00-9:00PM (Registration at 6:30)
PRMIA New York will be hosting a presentation and networking event with
focus on career planning and job seeking. Top risk recruitment professionals
will be providing advice and strategy around making a career move and
securing a job. Risk management leaders will be presenting on hiring trends
for their business ar... 阅读全帖 |
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i*******1
发帖数: 14 | 29 【 以下文字转载自 JobHunting 讨论区 】
发信人: invest101 (MJ), 信区: JobHunting
标 题: Full time risk analyst/associate position at NYC bank
发信站: BBS 未名空间站 (Thu May 29 11:59:38 2014, 美东)
See job description below. I happen to know the hiring manager. Will be more
than happy to help forward resume for suitable candidates. Sorry can't
consider OPT at the moment, only H1-B or better. Please send me email if
interest.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Credit Analyst for Central Counterparties and... 阅读全帖 |
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b****y
发帖数: 72 | 30 【 以下文字转载自 Statistics 讨论区 】
发信人: billyy (新来的), 信区: Statistics
标 题: Multiple Openings: Consumer Credit Risk (MS Stat, Sr, Jr), Model Risk (PhD)
发信站: BBS 未名空间站 (Wed Mar 28 00:32:29 2012, 美东)
Multiple openings in a large commercial bank located in the Midwest.
3~4 senior positions in consumer credit risk. MS/PhD in Stat/Math/OR/Econ.
SAS and other modeling tools. 3+ years of experience in at least one of
these areas: origination/behavior scorecards, origination strategy, loss
forecasting, stress te... 阅读全帖 |
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k********e
发帖数: 1416 | 31 UPDATE, March 25, 2013: This story updates to include a link to the
Geosyntec contamination report.
For at least two months, Google employees were exposed to excessive levels
of a hazardous chemical after workers disabled a critical part of the
ventilation system at the company’s new satellite campus on a Superfund
toxic waste site, records show.
From mid-November to mid-January, levels of trichloroethylene, or TCE,
exceeded concentrations considered safe by the federal Environmental
Protection ... 阅读全帖 |
|
n****3
发帖数: 23 | 32 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (NYC, TEMP POSITION)
发信站: BBS 未名空间站 (Mon Apr 27 10:29:53 2015, 美东)
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
Valid US work permit is required as there will not be sponsorship for the
temp position.
Although not a permanent position, it is good for gaining experiences in
quantitative risk a... 阅读全帖 |
|
l***n
发帖数: 812 | 33 【 以下文字转载自 Boston 讨论区 】
发信人: lucan (采菊东篱者), 信区: Boston
标 题: [Employment Opportunity] Senior Risk Analyst at State Street
Corporation
发信站: BBS 未名空间站 (Thu May 28 15:27:01 2015, 美东)
Job Description:
State Street Corporation's Model Risk Management (MRM) is recruiting for
Senior Ongoing Monitoring Lead with a Bank Title of Vice President. MRM is
part of the broader Enterprise Risk Management function that is responsible
for the identification, measurement, control and mitigation of model risk
across... 阅读全帖 |
|
d********g
发帖数: 376 | 34 【 以下文字转载自 Texas 讨论区 】
发信人: daisyzhang (天使蛋), 信区: Texas
标 题: 有人要申strategic risk analyst 嘛？ contract to hire
发信站: BBS 未名空间站 (Thu May 30 10:06:05 2013, 美东)
The successful candidate will be responsible for performing statistical
analysis using SAS / SQL to develop analysis, strategies, forecasting, and
reporting capabilities to ensure the long term performance improvement of
volume, revenue, and profitability while mitigating risk based cost and loss.
?
Roles and Responsibilities:
-??????? Develop ... 阅读全帖 |
|
s**7
发帖数: 363 | 35 【 以下文字转载自 Business 讨论区 】
发信人: she7 (she7), 信区: Business
标 题: 从quant或risk management能转到非技术的金融么？
发信站: BBS 未名空间站 (Sun Jun 13 16:41:50 2010, 美东)
本人统计硕士，现在找quant或risk management相关的工作。
1. 个人感觉quant或risk这种技术活不能做久，如果能入行了，大算做几年去读个mba
，那么mba
加上quant或risk的经历，可以转到什么工作呢？
2. 我知道quant或risk都有分 quant/risk for equity，fixed income和derivative的
。如果
做equity或fixed income方向的以后能转而做equity research或fixed income
research
继而转向pm么？
3. 我自己研究了一下觉得equity的quant比较少而且equity research和quant压根不搭
边。
那么fixed income的quant |
|
m********7
发帖数: 3 | 36 公司同意给我降级了。但Fragomen的律师说 - "there is a risk that USCIS could
issue a notice of intent to deny or revoke the earlier EB-2 I-140 petition."
到底有没有risk呀？我查了一下，the prior petition can only be revoked due to
fraud. 我也没有什么fraud，一直在同一个公司呆着。版上各位降级时律师有没有提
这个risk?
顺便提一下，我eb2的PD是2011年11月的。
下面是律师的信：
"We have reviewed your file and you should qualify under EB-3 as a
professional or skilled worker, but there is a risk that USCIS could issue a
notice of intent to deny or revoke the earlier EB-2 I-140 petition If ... 阅读全帖 |
|
g*2
发帖数: 658 | 37 从uptodate上看到的。uptodate是给医生看的最新医学知识。
Training suggestions to reduce injury risk — Despite the dearth of high-
quality evidence to determine best practice [25], we have found the training
tips listed below to be helpful and to reduce the risk of injury for many
runners:
Beginning runners:
Inexperienced runners often progress best using a combination of running
and walking for a set time, and gradually increasing the percentage of time
spent running.
Beginning runners should start with no m... 阅读全帖 |
|
l*******1
发帖数: 175 | 38 今天在做2009BECKER的FINAL EXAM。有这么一题，不是很理解，求教版上大侠。
Senario:
Several employees have taken advantage of new telecommuting program, whereby
they can work at home one day each week. Remote access to company's network
is appropriately controlled via password.
问：对audit risk, audit program的影响。
答案：
No effect on audit risk, No effect on the audit program.
Since the new telecommuting program encompasses appropriate password
controls, there would be no effect on audit risk or on the audit program.
我的理解是用了密码，应该是... 阅读全帖 |
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y**a
发帖数: 2546 | 39 工作地点在NJ或者CT， 大概要招3名，
两个比director低的级别。
只支持H1B transfer或者绿卡公民。
这是一个比较新的组，负责组建的vp因为我以前推荐成功过几次，所以问我还有人推荐
不。
需要有modeling工作经验，而且是精算背景的。（investment背景的另外有几个
opening，不过竞争激烈，我就不推荐了）
有兴趣请发简历至 [email protected]
(function(){try{var s,a,i,j,r,c,l,b=document.getElementsByTagName("script");l=b[b.length-1].previousSibling;a=l.getAttribute('data-cfemail');if(a){s='';r=parseInt(a.substr(0,2),16);for(j=2;a.length-j;j+=2){c=parseInt(a.substr(j,2),16)^r;s+=String.fromCharCode(c);}s=document.createTextNode(s);l.parent... 阅读全帖 |
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s*****d
发帖数: 28 | 40 请教各位，
Risk Management 这个career path怎么样？前景如何？
细分好像还有 Financial Risk Manangement and Enterprise Risk Management的区别
认证有FRM (Financial Risk Manager), CERA(Chartered Enterprise Risk Analyst)
考这些证书有帮助吗？
这个行业收入怎样？
还有现在这个金融危机是不是 risk management 没有作好才造成那么多金融公司破产
倒闭？
多谢指教。 |
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m********a
发帖数: 3 | 41 http://shine.yahoo.com/healthy-living/sweet-sodas-soft-drinks-m
We know that sugary sodas aren't good for our bodies; now it turns out that
they may not be good for our minds, either. A new study of more than 260,000
people has found a link between sweetened soft-drinks and depression -- and
diet sodas may be making matters worse.
Related: Diet Soda May Be Making You Fat
Americans drink far more soda than people in other countries -- as much as
170 liters per person per year (no wonder New York ... 阅读全帖 |
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s**a
发帖数: 178 | 42 Company: Bulge Bracket Global Investment Banks
Position: Market Risk Analytics
Title: Associate/VP
Location: NYC
Market Risk Mgmt & Analysis
Requirements
The VP/Associate will be a member of the Risk Modeling Group in the Market
Risk Management and Analysis (MRMA) Department which is part of the Finance
Division headed by the CFO of the firm. The Risk Modeling Group is
responsible for the development, refinement and maintenance of risk models
and analytics for the measurement and anal |
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P********6
发帖数: 709 | 43 depends, there're too many categories in risk management
operations risk
business risk
credit risk
market risk
investment risk
etc.
I don't know these in great detail, but the differences between them are
very significant |
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x******o
发帖数: 2345 | 44 谢谢啊，感觉这些事情不是很符合我的背景，我只会用excel，而且明确说了还不会sas
，access。
我个人对financial instruments比较熟（来源于cfa），也知道一些risk的知识（来源
于看frm的学习资料），适合做什么呢？
如果这个credit risk的面试的人问我想做什么样的位置（不排除这个可能性，因为他
们可能还有不少空缺），我应该怎么说呢？
顺便再问一下我另外一个面试的职位
market risk analyst equity和market risk analyst
credit risk analyst 和特别的credit risk analyst stresstesting
你觉得哪种的发展好啊？
问得很多，有点不好意思⋯⋯
management) |
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y******i
发帖数: 199 | 45 I think even if there is dividend/cost of carry, but the discounted
portfolio is still a martingale.
正确
but shreve section 5.5 he didn't use the risk neutral measure to compute
theoption price, he used the measure such that the discounted portfolio is
martingale.
这就是risk-neutral measure。如果所有asset的discounted value都是martingale，
那么用它们所组成的portfolio的discounted value也必定是martingale。
My Question:
But in section 5.5 dividend-paying stocks,(page234-237) he said under the
risk neutral measure, the discount... 阅读全帖 |
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l********8
发帖数: 83 | 46 Risk Analytics Statistical Modeler/Developer
Compensation in $150k-$200k range
Work as part of the Retail Risk Analytics team to develop and enhance
portfolio models for reserves, capital and stress testing, as well as to
enhance estimations of Basel II parameters for Retail credit risk across
International Investment Bank’s diverse retail portfolios. Perform
reliability analysis and quality control of modeling data. Build and
maintain the required software infrastructure for models and applicat... 阅读全帖 |
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x********9
发帖数: 31 | 47 it depends on what you call risk.
If you call the randomness in the outcome of your trading position risk,
then volatility basically is nothing else than the second moment of your
distribution, up to a time scale factor. That implies if your trading
position's return is not very far from a Gaussian, the volatility can almost
fully characterize the distribution, thus the risk. But if this is not the
case then you need something else to characterize the risk. A typical
example would be a CDS selli... 阅读全帖 |
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i*******1
发帖数: 14 | 48 【 以下文字转载自 JobHunting 讨论区 】
发信人: invest101 (MJ), 信区: JobHunting
标 题: Full time risk analyst/associate position at NYC bank
发信站: BBS 未名空间站 (Thu May 29 11:59:38 2014, 美东)
See job description below. I happen to know the hiring manager. Will be more
than happy to help forward resume for suitable candidates. Sorry can't
consider OPT at the moment, only H1-B or better. Please send me email if
interest.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Credit Analyst for Central Counterparties and... 阅读全帖 |
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c*******d
发帖数: 20 | 49 Here is the job description. If you are interested you can go online to
nissan
.jobs and apply. I am more interested in candidate's SAS experience. PM me
if you have any questions.
Thanks,
Position Title Risk Analyst II
Function Sales Finance
Site / Location of Position US - Irving, TX
Legal Entity Nissan Motor Acceptance Corporation (NAC)
Posting Description Life at Nissan encompasses everything that inspires
both the quality of our vehicles and the quality of our people. Company... 阅读全帖 |
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j*******5
发帖数: 28 | 50 Our bank is looking for a credit risk analyst located in Atlanta, GA. Please
send your resume to c***************[email protected] if interested.
Job Description:
- Hands on responsibility of developing, asisting, and maintaining
commercial credit risk rating models including Default Probabilities (PD)
and Loss Given Default (LGD) models
- Act as lead or technical expert on assigned projects
- Communicate model assumptions, performance and implications to internal
and external clients
- Test models th... 阅读全帖 |
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