n****3
发帖数: 23 | 1 The group mentioned below is looking to add more positions. Please contact
me with in-site mail if you are interested. Please also indicate when you
will be available to be on-board in Shanghai.
----------------------------------------------------------------
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.)
------------------------------------------------------------------
Title: Quantitative Risk Analyst
Level: Entry-level
Employer: Major US Bank
Location: Shanghai, China
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) and counterparty risk exposure
calculations.
- 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.
- Enhance pricing models and simulation models for counterparty risk
exposure calculations. Perform regular backtesting.
- 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 M.S. or Ph.D. in a highly quantitative field, such as
mathematics, physics, statistics, or engineering.
- Very good quantitative skills, with knowledge of numerical methods, Monte
Carlo simulations, and statistical analysis.
- Very good programming skills, in C/C++.
- Knowledge on derivative pricing and financial products, risk management
practices and procedures is a plus. |
q*******l
发帖数: 36 | 2 这种职位大概能有多少钱呢？
Methodologies
【在 n****3 的大作中提到】
: The group mentioned below is looking to add more positions. Please contact
: me with in-site mail if you are interested. Please also indicate when you
: will be available to be on-board in Shanghai.
: ----------------------------------------------------------------
: 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.)
: ------------------------------------------------------------------
: Title: Quantitative Risk Analyst
|
h*******m
发帖数: 74 | 3 20-25万人刀吧
【在 q*******l 的大作中提到】
: 这种职位大概能有多少钱呢？
:
: Methodologies
:
|
c*******i
发帖数: 951 | 4 蛋不是这么扯的
【在 h*******m 的大作中提到】
: 20-25万人刀吧
|
Y******u
发帖数: 1912 | 5 你觉得多少？
【在 c*******i 的大作中提到】
: 蛋不是这么扯的
|
d*j
发帖数: 13780 | 6 100万？
【在 Y******u 的大作中提到】
: 你觉得多少？
|
T******H
发帖数: 629 | 7 其段時間不是說花街這種entry是8萬刀麼，必須phd，不過那貼很多人都嫌少
國內麼，懂的 |
k*******d
发帖数: 1340 | 8 I think 30-40w RMB is reasonable.
It looks like an outsoucing analytics team.
【在 T******H 的大作中提到】
: 其段時間不是說花街這種entry是8萬刀麼，必須phd，不過那貼很多人都嫌少
: 國內麼，懂的
|
