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Statistics版 - two possible positions in financial industry
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发帖数: 45
1
Got the email from job hunter, in case anyone is interested:
Here are the two Job Descriptions. They prefer someone with Good
communication skills.
Job Description:
Working in a strong team which builds and implements statistical models for
equity (and
potentially – for futures and options) markets. Apply statistical,
mathematical and financial theory
to conduct investment- and trading-related research, including data
collection, statistical modeling
and prototyping. Position will include maintenance of existing Risk Models
and research of new
models for use by portfolio managers, portfolio- and algorithmic trading
desks.
Responsibilities:
· Conduct research using statistical/econometrics tools to extend and
develop quantitative
models for risk and performance control and measurement;
· Design and enhance diagnostics tools to evaluate the models’ performance;
· Develop prototypes for new models and collaborate with other departments
to convert them
into production code;
· Maintain development, production, and research-related documentation (
script descriptions,
incidents log files, white papers etc);
· Provide customer support to internal and external clients;
· Review and summarize the latest academic literature which is relevant to
the group’s research
efforts.
Educational and Professional Requirements:
· Prefer fresh PhD graduates in quantitative discipline (Economics, Finance
, Applied Math,
Physics, Computer Science, Statistics etc);
· Strong statistical and econometric skills (linear and non-linear
regression models, maximum-
likelihood estimation, hypothesis testing etc).
· Proficiency in Matlab
· Familiarity in C/C++, Perl, or R, as well as UNIX environment
· Experience working with large data sets
· Knowledge of portfolio analytics (factor risk models, portfolio
optimization) and market
microstructure (price impact estimation, short-term return predictability)
is a plus.
· Strong written and verbal communication skills. Must be able to
effectively communicate
quantitative topics and concepts.
·
Self-disciplined, detail- and results-oriented.
Contact:Jason Hung Vu
The Leverage Group
139 East 23rd Street
New York, NY 10010
Ph. 212-330-6400
Alternate Cell number for out of office: 201-839-6319
1 (共1页)
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相关主题
花街PhD.研发工作内推added job discription -- hiring for statistian in DE
急招 SAS programmerModeling/Scoring/Analysis Analyst, manager and senior manag (转载)
招 SAS programmer请介绍predictive modeling的书
SAS programmer请问找到工作的同学
Positions Open: One, in statistics, econometrics, economics, or operation research郁闷,换工作。
Open positions - Statistics, Biostatistics, Econometrics包子请问保险公司里的Predictive Modeling具体干什么
OPEN POSITIONS in Statistics, Biostatistics, and Econometrics问下data analyst 和quant analyst职位
OPEN POSITIONS: Statistics, Biostatistics, and Econometrics招 SAS Programmer Analyst
相关话题的讨论汇总
话题: models话题: portfolio话题: research话题: risk