l******n
发帖数: 9344 | 1 pm me if you are interested
Model Review Analyst
Our client seeks a Model Review Analyst to lead their model documentation
and validation process. Models in scope include range of risk estimation
and quantitatively based trading models. Risk models include proprietary
and third party applications used to evaluate risk exposures across range of
asset classes including equity, credit, rates and convertibles. Trading
models include algorithmic components of quantitatively-based investment
strategies. Documentation must be maintained such that it reflects current
implementation of all models in scope, and regular validation of models must
be completed to ensure that algorithms are performing calculations
correctly and consistent with intent.
Specific responsibilities include:
•
Maintain updated model inventory and associated documentation for risk and
trading models.
•
Develop and implement regular validation process for all models.
•
Support internal governance committee in enhancing and implementing model
oversight process.
•
Work with JPM peers to remain current on model review policy and facilitate
flow of information between fund and parent.
•
Work with trading, technology and other risk team members to support model
development as needed.
Requirements:
•
Strong working knowledge of financial theory and specific applications of
theory to valuation and risk estimation across range of asset classes.
•
5+ years experience as quantitative analyst in trading desk or risk
management environment.
•
Strong written and verbal communication skills.
•
PhD in finance or math preferred. |
D********n
发帖数: 978 | 2 谁敢删这个帖子!!!
of
current
must
【在 l******n 的大作中提到】
: pm me if you are interested
: Model Review Analyst
: Our client seeks a Model Review Analyst to lead their model documentation
: and validation process. Models in scope include range of risk estimation
: and quantitatively based trading models. Risk models include proprietary
: and third party applications used to evaluate risk exposures across range of
: asset classes including equity, credit, rates and convertibles. Trading
: models include algorithmic components of quantitatively-based investment
: strategies. Documentation must be maintained such that it reflects current
: implementation of all models in scope, and regular validation of models must
|
r***n
发帖数: 41 | 3 FE Jobs:
http://jobguiding.com/finance-jobs/financial-engineering.html
of
current
must
【在 l******n 的大作中提到】
: pm me if you are interested
: Model Review Analyst
: Our client seeks a Model Review Analyst to lead their model documentation
: and validation process. Models in scope include range of risk estimation
: and quantitatively based trading models. Risk models include proprietary
: and third party applications used to evaluate risk exposures across range of
: asset classes including equity, credit, rates and convertibles. Trading
: models include algorithmic components of quantitatively-based investment
: strategies. Documentation must be maintained such that it reflects current
: implementation of all models in scope, and regular validation of models must
|
f*******3
发帖数: 577 | 4
of
current
must
【在 l******n 的大作中提到】
: pm me if you are interested
: Model Review Analyst
: Our client seeks a Model Review Analyst to lead their model documentation
: and validation process. Models in scope include range of risk estimation
: and quantitatively based trading models. Risk models include proprietary
: and third party applications used to evaluate risk exposures across range of
: asset classes including equity, credit, rates and convertibles. Trading
: models include algorithmic components of quantitatively-based investment
: strategies. Documentation must be maintained such that it reflects current
: implementation of all models in scope, and regular validation of models must
|
n****e
发帖数: 629 | 5 JPM的？上次CIO那事以后MV也被拖下水了吧……难道人都被开光了？
of
current
must
【在 l******n 的大作中提到】
: pm me if you are interested
: Model Review Analyst
: Our client seeks a Model Review Analyst to lead their model documentation
: and validation process. Models in scope include range of risk estimation
: and quantitatively based trading models. Risk models include proprietary
: and third party applications used to evaluate risk exposures across range of
: asset classes including equity, credit, rates and convertibles. Trading
: models include algorithmic components of quantitatively-based investment
: strategies. Documentation must be maintained such that it reflects current
: implementation of all models in scope, and regular validation of models must
|
s*******n
发帖数: 631 | |
z******a
发帖数: 5381 | 7 这个位置感觉就是高级一点的QA是吧？
在广告行业里面，model QA干的事情跟这个职位描述的差不多腋～～
【在 s*******n 的大作中提到】
: 为啥这个位置也要phd？
: MFE就这样被BS？
|
n****e
发帖数: 629 | 8 这个位置的重要功能，是在你亏了$$$的时候，出来背黑锅。
参见JPM ``CIO task force update'', ``Observations''#5
http://www.scribd.com/doc/99986857/JPM-CIO-Task-Force-Update
【在 z******a 的大作中提到】
: 这个位置感觉就是高级一点的QA是吧？
: 在广告行业里面，model QA干的事情跟这个职位描述的差不多腋～～
|
d********t
发帖数: 9628 | 9 Hi,
I'm interested. Is there a link or email to apply?
Thanks.
of
current
must
【在 l******n 的大作中提到】
: pm me if you are interested
: Model Review Analyst
: Our client seeks a Model Review Analyst to lead their model documentation
: and validation process. Models in scope include range of risk estimation
: and quantitatively based trading models. Risk models include proprietary
: and third party applications used to evaluate risk exposures across range of
: asset classes including equity, credit, rates and convertibles. Trading
: models include algorithmic components of quantitatively-based investment
: strategies. Documentation must be maintained such that it reflects current
: implementation of all models in scope, and regular validation of models must
|
l******n
发帖数: 9344 | 10 背黑锅也是model validation team吧？
【在 n****e 的大作中提到】
: 这个位置的重要功能，是在你亏了$$$的时候，出来背黑锅。
: 参见JPM ``CIO task force update'', ``Observations''#5
: http://www.scribd.com/doc/99986857/JPM-CIO-Task-Force-Update
|
n****e
发帖数: 629 | 11 这难道不就说得是MRG那个组么？您自己贴的都不看job description 的？
【在 l******n 的大作中提到】
: 背黑锅也是model validation team吧？
|
l******n
发帖数: 9344 | 12 validation和review还是有区别的吧
最后的report肯定是validation team出的，和review的没啥关系吧？
【在 n****e 的大作中提到】
: 这难道不就说得是MRG那个组么？您自己贴的都不看job description 的？
|
m*d
发帖数: 103 | 13 Review是 internal audit？ |
S*******s
发帖数: 13043 | 14 review without validation?
【在 l******n 的大作中提到】
: validation和review还是有区别的吧
: 最后的report肯定是validation team出的，和review的没啥关系吧？
|
