Recruiting Entry Level 2 years Quantitative Analytics Resea (转载)# JobHunting - 待字闺中
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发信人: reclapple (加菲鲸), 信区: JobMarket
标 题: Recruiting Entry Level 2 years Quantitative Analytics Research
发信站: BBS 未名空间站 (Sat Sep 24 18:47:35 2011, 美东)
>
> 不要站内信。有兴趣请联系：
> 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
> Send me a LinkedIn invitation: http://www.linkedin.com/in/hungvunewyork
>
> Entry Level – 2 years Quantitative Analytics Research (PhD required)
> Overview
>
> ● Group: Derivatives Analysis within Market Risk & Market Analytics
> ● DA is a multidisciplinary group of quantitative experts responsible
for independent model validation and model risk analysis across the firm.
>
> ● Location: New York, London, Hong Kong
> The Candidate
>
>
> ● Junior up to mid-level senior candidates will be considered:
> o PhDs with subsequent academic positions (post-docs, professorships)
> o PhDs with work experience outside Finance
> o PhDs with experience in Finance. 2 – 5 years preferred.
>
> ● For candidates with experience in Finance:
>
> o the experience should be in a front office role.
>
>
> o We have no preference for any particular product area
> ● PhD in a quantitative field (such as mathematics, physics, statistics
or engineering) required, from a Top Tier School
> ● Excellent mathematical / quantitative skills required.
> ● Programming skills and experience with programming languages such as
C, C++, Java, as opposed to VBA or SAS required. In general, the emphasis is
on quantitative skills, but there is also a role for a very strong
programmer with strong quantitative skills.
> ● Strong written and verbal communication skills required.
>
> ● Knowledge of mathematical finance is not necessarily required.
However, it is a definite plus if someone has done some serious self-study
on derivatives modeling (Hull’s book, Wilmot, Joshi, etc).
> The Role
>
>
>
> ● Derivatives Analysis validates pricing and risk models across all of
International Investment Bank, and across all products.
>
> o Pricing models include OTC derivatives, cash products, CVA, other
valuation adjustments, and mortgage empirical models (prepay etc.)
>
> o Risk models include counterparty potential exposures, VaR models,
operational risk models.
> o Products include FX, interest rates, equity, credit, mortgages and
commodities.
>
> ● DA differs significantly from model validation groups at most other
firms. Candidates who might normally only consider a “front-office” role
should definitely consider DA:
>
> o Skill level, compensation, impact, and working hours are on-par with
the front office. Moving from strategies (front-office) to DA is definitely
not considered a downward move.
>
>
> o We don’t write validation reports with limited impact. Instead, our
approval of a model is mandatory, or a model cannot be used by the desk (
strong impact).
>
> o Senior management on the front office takes the model control
extremely serious, and because of this (and the requirement for upfront DA
approval of models), front-office strategists are highly motivated to work
with DA. This leads to a very intense two-way interaction, which gets DA
closely involved with cutting-edge aspects of modeling development.
> o Team work environment - Dynamic team work environment, clear
department goals, and access to senior department managers
>
>
> o Extremely broad exposure to many different models, as indicated above.
Focus on modeling, not on production (generation of risk and PnL reports,
fixing real-time risk systems, etc.)
>
> o Design of appropriate testing strategies for models requires a lot of
creativity.
>
>
>
> Investment Management Division
>
> Department:
>
> Private Wealth Management -- Strategist
>
>
>
> Group:
>
> Investment Management Division
>
>
>
> Location(s):
>
> New York, London, or Hong Kong
>
>
>
> Level of Position:
>
> Analyst / Associate
>
>
>
>
>
>
> Overview:
>
> International Investment Bank is a world-class provider of wealth
management solutions for high-net-worth individuals, their families, and
foundations. The private wealth management team helps our clients build
and preserve their financial wealth by creating and implementing long-term
asset allocation within the context of each client’s particular risk
tolerance, providing access to innovating investment ideas and opportunities
, developing customized investment strategies, and offering a full array of
wealth management services, including private banking, trust, and estate
services.
>
> The Private Wealth Management Group is looking for a Strategist to join
the team. Strategists use quantitative techniques, technology, and industry
knowledge to develop solutions for the business across all major regions of
the world. Projects typically span multiple asset classes and products and
entail extensive interaction with the division’s clients, marketers,
salespeople, portfolio managers, traders, and senior management.
>
>
>
> Responsibilities:
>
> · Designing customized hedging and investment strategies for high-
net-worth individuals
> · Developing and maintaining risk management and investment tools
across multiple asset classes for portfolio managers and traders.
> · Generating risk analysis for senior management
> · Providing quantitative rationale & analysis to market structured
products and managed investment strategies to clients
>
>
>
> Qualifications:
>
> · Strong communications skills are essential.
> · Strong background in a quantitative discipline
> · PROGRAMMING SKILLS and/or math background are required
> · Intelligence, creativity, and problem-solving skills
> · A self-starter, should have ability to work independently as
well as thrive in a team environment
发信人: reclapple (加菲鲸), 信区: JobMarket
标 题: Recruiting Entry Level 2 years Quantitative Analytics Research
发信站: BBS 未名空间站 (Sat Sep 24 18:47:35 2011, 美东)
>
> 不要站内信。有兴趣请联系：
> 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
> Send me a LinkedIn invitation: http://www.linkedin.com/in/hungvunewyork
>
> Entry Level – 2 years Quantitative Analytics Research (PhD required)
> Overview
>
> ● Group: Derivatives Analysis within Market Risk & Market Analytics
> ● DA is a multidisciplinary group of quantitative experts responsible
for independent model validation and model risk analysis across the firm.
>
> ● Location: New York, London, Hong Kong
> The Candidate
>
>
> ● Junior up to mid-level senior candidates will be considered:
> o PhDs with subsequent academic positions (post-docs, professorships)
> o PhDs with work experience outside Finance
> o PhDs with experience in Finance. 2 – 5 years preferred.
>
> ● For candidates with experience in Finance:
>
> o the experience should be in a front office role.
>
>
> o We have no preference for any particular product area
> ● PhD in a quantitative field (such as mathematics, physics, statistics
or engineering) required, from a Top Tier School
> ● Excellent mathematical / quantitative skills required.
> ● Programming skills and experience with programming languages such as
C, C++, Java, as opposed to VBA or SAS required. In general, the emphasis is
on quantitative skills, but there is also a role for a very strong
programmer with strong quantitative skills.
> ● Strong written and verbal communication skills required.
>
> ● Knowledge of mathematical finance is not necessarily required.
However, it is a definite plus if someone has done some serious self-study
on derivatives modeling (Hull’s book, Wilmot, Joshi, etc).
> The Role
>
>
>
> ● Derivatives Analysis validates pricing and risk models across all of
International Investment Bank, and across all products.
>
> o Pricing models include OTC derivatives, cash products, CVA, other
valuation adjustments, and mortgage empirical models (prepay etc.)
>
> o Risk models include counterparty potential exposures, VaR models,
operational risk models.
> o Products include FX, interest rates, equity, credit, mortgages and
commodities.
>
> ● DA differs significantly from model validation groups at most other
firms. Candidates who might normally only consider a “front-office” role
should definitely consider DA:
>
> o Skill level, compensation, impact, and working hours are on-par with
the front office. Moving from strategies (front-office) to DA is definitely
not considered a downward move.
>
>
> o We don’t write validation reports with limited impact. Instead, our
approval of a model is mandatory, or a model cannot be used by the desk (
strong impact).
>
> o Senior management on the front office takes the model control
extremely serious, and because of this (and the requirement for upfront DA
approval of models), front-office strategists are highly motivated to work
with DA. This leads to a very intense two-way interaction, which gets DA
closely involved with cutting-edge aspects of modeling development.
> o Team work environment - Dynamic team work environment, clear
department goals, and access to senior department managers
>
>
> o Extremely broad exposure to many different models, as indicated above.
Focus on modeling, not on production (generation of risk and PnL reports,
fixing real-time risk systems, etc.)
>
> o Design of appropriate testing strategies for models requires a lot of
creativity.
>
>
>
> Investment Management Division
>
> Department:
>
> Private Wealth Management -- Strategist
>
>
>
> Group:
>
> Investment Management Division
>
>
>
> Location(s):
>
> New York, London, or Hong Kong
>
>
>
> Level of Position:
>
> Analyst / Associate
>
>
>
>
>
>
> Overview:
>
> International Investment Bank is a world-class provider of wealth
management solutions for high-net-worth individuals, their families, and
foundations. The private wealth management team helps our clients build
and preserve their financial wealth by creating and implementing long-term
asset allocation within the context of each client’s particular risk
tolerance, providing access to innovating investment ideas and opportunities
, developing customized investment strategies, and offering a full array of
wealth management services, including private banking, trust, and estate
services.
>
> The Private Wealth Management Group is looking for a Strategist to join
the team. Strategists use quantitative techniques, technology, and industry
knowledge to develop solutions for the business across all major regions of
the world. Projects typically span multiple asset classes and products and
entail extensive interaction with the division’s clients, marketers,
salespeople, portfolio managers, traders, and senior management.
>
>
>
> Responsibilities:
>
> · Designing customized hedging and investment strategies for high-
net-worth individuals
> · Developing and maintaining risk management and investment tools
across multiple asset classes for portfolio managers and traders.
> · Generating risk analysis for senior management
> · Providing quantitative rationale & analysis to market structured
products and managed investment strategies to clients
>
>
>
> Qualifications:
>
> · Strong communications skills are essential.
> · Strong background in a quantitative discipline
> · PROGRAMMING SKILLS and/or math background are required
> · Intelligence, creativity, and problem-solving skills
> · A self-starter, should have ability to work independently as
well as thrive in a team environment