Classified版 - two job positions in market risk/credit risk modeling |
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m*****r
发帖数: 334 | 1 There are two job openings in our group, and these positions are related to
market risk/credit risk modeling and located at Tampa, FL (not in New York).
These are entry-level positions; I am looking for the candidates who are
fresh phd graduates. Since I want to fill in these two positions asap, if
you already had OPT or GC, it is a big plus.
If you are interested in it, please send me the resume asap.
Position 1:
Position Title: Risk Quantitative Analyst
Position Level: Entry-level
Job Descriptions
• Utilize statistical/quantitative techniques to analyze market
data; develop and improve algorithms of time-series analysis.
• Perform Quantitative Impact Analysis (QIS) as required by the
Basel Committee and home regulators for the next generation of regulation.
• Perform model analysis and research new methods for capturing
risk exposure, calculating value-at-risk, and performing stress analysis.
Job Requirements
• Degree of MS or Ph.D in a highly quantitative field, such as
mathematics, physics, statistics, or engineering.
• Knowledge of derivative pricing and products, market risk
management practices and procedures, numerical methods, Monte Carlo
simulations, statistical analysis.
• Very good programming skills, in C/C++.
Position 2:
Position Title: Risk Quantitative Analyst
Position Level: Entry-level
Job Descriptions
• Utilize statistical/quantitative techniques to analyze market
data; develop and improve algorithms of time-series analysis. Responsible
for the construction of covariance matrices that are used in the simulations
of Value-at-Risk (VaR).
• Perform profit attribution analysis and hypothetical backtesting
on tradable products. Research new methods for capturing risk exposure,
calculating value-at-risk, and performing stress analysis.
• Assist in the design of risk reporting; provide assistance to
risk and business management on all aspects of market risk and counterparty
risk.
Job Requirements
• Degree of MS or Ph.D in a highly quantitative field, such as
mathematics, physics, statistics, or engineering.
• Knowledge of derivative pricing and products, market risk
management practices and procedures, numerical methods, Monte Carlo
simulations, statistical analysis.
• Very good programming skills, in C/C++. |
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