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【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (NYC, TEMP POSITION)
发信站: BBS 未名空间站 (Mon Apr 27 10:29:53 2015, 美东)
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
Valid US work permit is required as there will not be sponsorship for the
temp position.
Although not a permanent position, it is good for gaining experiences in
quantitative risk analysis area. If you are interested, please contact me
[email protected]
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[email protected]
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Title: Quantitative Risk Analyst
Term: 6 months
Employer: Major US Bank
Location: New York City
Job Descriptions
• Utilize quantitative techniques to analyze and enhance pricing
models and simulation models for counterparty credit risk exposure
calculations.
• Perform regular backtesting on tradable products using statistical
techniques.
• Provide assistance to risk and business management on quantitative
topics.
Job Requirements
• Postgraduate degree (Ph.D. or equivalent) in a highly quantitative
field, such as mathematics, physics, statistics or finance.
• Knowledge of derivative pricing and products, numerical methods,
Monte Carlo simulations, statistical analysis.
• Very good programming skills (in C/C++, MatLab, VBA or other).
• Some working experience in a similar filed is preferred.
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发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (NYC, TEMP POSITION)
发信站: BBS 未名空间站 (Mon Apr 27 10:29:53 2015, 美东)
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
Valid US work permit is required as there will not be sponsorship for the
temp position.
Although not a permanent position, it is good for gaining experiences in
quantitative risk analysis area. If you are interested, please contact me
[email protected]
/* */
[email protected]
/* */-----
Title: Quantitative Risk Analyst
Term: 6 months
Employer: Major US Bank
Location: New York City
Job Descriptions
• Utilize quantitative techniques to analyze and enhance pricing
models and simulation models for counterparty credit risk exposure
calculations.
• Perform regular backtesting on tradable products using statistical
techniques.
• Provide assistance to risk and business management on quantitative
topics.
Job Requirements
• Postgraduate degree (Ph.D. or equivalent) in a highly quantitative
field, such as mathematics, physics, statistics or finance.
• Knowledge of derivative pricing and products, numerical methods,
Monte Carlo simulations, statistical analysis.
• Very good programming skills (in C/C++, MatLab, VBA or other).
• Some working experience in a similar filed is preferred.
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