g******7
发帖数: 1532 | 1 From career site of Federal Reserve Bank of NY
这个工作需要做统计相关的，会Stata或SAS, data analysis,会一些modeling.
请注意这个工作需要美国公民或者绿卡。感兴趣的请直接去FRB-NY的career site 申请
，也可以把简历给我由我转交。
Quantitative Analyst, Collateral Valuation & Analysis – Markets Group-
242290
Federal Reserve Bank of New York
Primary Location NY-New York City
Full-time / Part-time Full-time
Employee Status Regular
Overtime Status Exempt
Job Type Experienced
Travel No
Shift Day Job
Overview:
The mission of the Federal Reserve Bank of New York’s (FRBNY) Markets Group
is to implement market operations, monitor and analyze global financial
market developments, execute lender of last resort operations for the Second
district and collateral valuation services to the Federal Reserve System (
FRS), provide infrastructure and financial services for foreign and
international monetary authorities, and to provide capital market-related
fiscal agency services to the U.S. Treasury.
FRBNY seeks a fixed-income quantitative analyst for its Collateral Valuation
and Analysis (CVA) staff within the Markets Group. The CVA staff values
and estimates the risk of a diverse pool of collateral pledged to the
Discount Window and Payments System Risk (PSR) lending facilities, the
System Open Market Account portfolio, and temporary liquidity facilities.
Candidates for this position should be interested in finding solutions to
complex valuation and margining issues, and in participating in policy
discussions about collateral practices for the Federal Reserve’s lending
facilities.
The ideal candidate has a Bachelor’s and/or Master’s degree in a
quantitative field, with two years of related work experience. In-depth
knowledge of either Stata or SAS is required. Knowledge of fixed income
valuation methodologies and the ability to clearly present modeling concepts
to senior stakeholders within the Federal Reserve System are desired.
Candidates should have the ability to manage multiple demands and to
maintain working relationships with a broad group of stakeholders.
Responsibilities:
Help to develop and implement improvements to valuation models,
including the creation of requirements, code design documents and test
scripts
Conduct empirical analysis of data to inform work on theoretical models
and highlight the impact of modeling decisions
Maintain documentation of model methodology and code in a manner that
meets validation and audit requirements
Think critically about the Federal Reserve System’s models and suggest
improvements to align practice with objectives and to augment the model
control environment
Work with model validators to affirm conceptual and technical model
design
Communicate with Federal Reserve management about collateral matters and
modeling choices in a manner that highlights important business
considerations and modeling tradeoffs
Keep abreast of relevant valuation and finance literature, and identify
areas where new findings can be applied
Requirements:
Degree in financial engineering, economics, statistics, or related
discipline, with an emphasis on quantitative risk or valuation modeling
A minimum of two years of experience conducting either capital markets
research or fixed income valuation
Strong quantitative skills, including knowledge of capital markets and
valuation principles
Strong written and oral communication skills, including the ability to
explain complex, technical issues and valuation topics to varied audiences
Experience in either Stata or SAS required; MATLAB knowledge preferred
This position requires access to FOMC information, which is limited to “
Protected Individuals” as defined in the U.S. federal immigration law.
Protected Individuals include, but are not limited to U.S. citizens, U.S.
nationals, U.S. permanent residents who are not yet eligible to apply for
naturalization, and U.S. permanent residents who have applied for
naturalization within six months of being eligible to do so.
The Federal Reserve Bank of New York is committed to a diverse workforce and
to providing equal employment opportunity to all persons without regard to
race, color, religion, national origin, sex, sexual orientation, gender
identity, age, genetic information, disability, or military service. | x****3
发帖数: 19 | | f****g
发帖数: 207 | |
|
