转发一篇何毓琦教授对申请美国大学的一些忠告的老文 (转载)# Chemistry - 化学
r*e
1 楼
Freddie Mac’s Enterprise Risk Management Division is currently seeking a
Quantitative Analytics Manager to evaluate and manage risks associated with
the company’s models, including interest rate models, mortgage and
derivative valuation models, and economic capital models.
Responsibilities include:
• Assess model risks by performing detailed model validation
reviews, evaluating performance thresholds, researching model approaches,
creating alternative models and other means.
• Report findings to model owners and management, and ensure those
findings are addressed appropriately.
• Make expert recommendations to Senior Management about proposed
new models or model changes, and advise them on quantitative and theoretical
issues.
• Works on issues of diverse scope where analysis of situation or
data requires evaluation of a variety of factors, including an understanding
of current business trends
• Acts as an advisor to subordinates to meet schedules and/or
resolve technical problems. Often must lead a cooperative effort among
members of a project team.
• Monitoring and reporting on model performance
• Provide assessments of model risks
• Working with model developers and users to manage model risks
• Follow Model governance requirements and monitor compliance with
model governance requirements.
Qualifications
• PhD in Finance, Economics, Statistics, Quantitative Finance, or a
related quantitative field such as Physics, Mathematics or Engineering with
at least 3 years of post-doctoral experience in interest rate modeling,
valuation models, and derivatives pricing
• OR MS in Financial Engineering, Economics, Statistics,
Quantitative Finance, or a directly related quantitative field with at least
5 years of related post-graduate work experience in quantitative finance or
risk management
• Demonstrated knowledge of stochastic calculus and one or more of
valuation models, term structure models, and economic capital models
• Programming skills in one or more of SAS, MATLAB, C++, or related
languages
• Exceptional quantitative, empirical analysis, and research skills
• Comfortable working with large data sets
Preferred Skills
• Strong verbal and written communication skills
• Strong analytical skills with orientation to detail
• Experience with mortgage analytics
• Strong statistical econometric modeling skills
Quantitative Analytics Manager to evaluate and manage risks associated with
the company’s models, including interest rate models, mortgage and
derivative valuation models, and economic capital models.
Responsibilities include:
• Assess model risks by performing detailed model validation
reviews, evaluating performance thresholds, researching model approaches,
creating alternative models and other means.
• Report findings to model owners and management, and ensure those
findings are addressed appropriately.
• Make expert recommendations to Senior Management about proposed
new models or model changes, and advise them on quantitative and theoretical
issues.
• Works on issues of diverse scope where analysis of situation or
data requires evaluation of a variety of factors, including an understanding
of current business trends
• Acts as an advisor to subordinates to meet schedules and/or
resolve technical problems. Often must lead a cooperative effort among
members of a project team.
• Monitoring and reporting on model performance
• Provide assessments of model risks
• Working with model developers and users to manage model risks
• Follow Model governance requirements and monitor compliance with
model governance requirements.
Qualifications
• PhD in Finance, Economics, Statistics, Quantitative Finance, or a
related quantitative field such as Physics, Mathematics or Engineering with
at least 3 years of post-doctoral experience in interest rate modeling,
valuation models, and derivatives pricing
• OR MS in Financial Engineering, Economics, Statistics,
Quantitative Finance, or a directly related quantitative field with at least
5 years of related post-graduate work experience in quantitative finance or
risk management
• Demonstrated knowledge of stochastic calculus and one or more of
valuation models, term structure models, and economic capital models
• Programming skills in one or more of SAS, MATLAB, C++, or related
languages
• Exceptional quantitative, empirical analysis, and research skills
• Comfortable working with large data sets
Preferred Skills
• Strong verbal and written communication skills
• Strong analytical skills with orientation to detail
• Experience with mortgage analytics
• Strong statistical econometric modeling skills
