m*********n
发帖数: 2507 | 1 Requirements:
The position generally requires Ph.D. in a quantitative field (Mathematics/
Financial Mathematics, theoretical physics, Statistics etc) with deep
understanding of stochastic calculus.
Candidates with research experience (including relevant Graduate program
studies) in the field of stochastic calculus or asset pricing theories are
desired; related industry experiences are preferred but not required.
Location: Pittsburgh PA
Please send resume to w******[email protected]
Thank you |
x********o
发帖数: 519 | 2 a bank or fund?
how much is the pay? |
d*j
发帖数: 13780 | |
x********o
发帖数: 519 | |
a*******e
发帖数: 253 | 5 应该是BNY Mellon吧
【在 d*j 的大作中提到】
: PNC 吧
|
n****e
发帖数: 629 | 6 要求那么高大上 具体模型一点不提 完全不提编程
一般这就是model validation...
【在 x********o 的大作中提到】
: 难道是做op risk的？
|
x********o
发帖数: 519 | |
m*********n
发帖数: 2507 | 8 呵呵，还真不是model validation
PNC Market risk management
做term structure modeling, counterparty risk (PFE, CVA) 等等
也做 其他asset pricing, deposit valuation,liquidity risk management, market
economic capital等等
以前贴过一个job description的， 结果给站务转到 job market版去了，这次就没贴
【在 n****e 的大作中提到】
: 要求那么高大上 具体模型一点不提 完全不提编程
: 一般这就是model validation...
|
S**********3
发帖数: 188 | 9 想起去年找工作的时候申过你家，投了n个职位木有一个面试，悲催的…
market
【在 m*********n 的大作中提到】
: 呵呵，还真不是model validation
: PNC Market risk management
: 做term structure modeling, counterparty risk (PFE, CVA) 等等
: 也做 其他asset pricing, deposit valuation,liquidity risk management, market
: economic capital等等
: 以前贴过一个job description的， 结果给站务转到 job market版去了，这次就没贴
|
L*******t
发帖数: 2385 | 10 可惜是全职的。。
【在 m*********n 的大作中提到】
: Requirements:
: The position generally requires Ph.D. in a quantitative field (Mathematics/
: Financial Mathematics, theoretical physics, Statistics etc) with deep
: understanding of stochastic calculus.
: Candidates with research experience (including relevant Graduate program
: studies) in the field of stochastic calculus or asset pricing theories are
: desired; related industry experiences are preferred but not required.
: Location: Pittsburgh PA
: Please send resume to w******[email protected]
: Thank you
|
