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这是啥offer

这是啥offer# Money - 海外理财

N*g2013-04-23 07:04

1 楼

☆─────────────────────────────────────☆
cruisehot (best lucky) 于 (Mon Aug 3 01:44:59 2009, 美东) 提到:
秤货物用
谢谢众神
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rainyheart (淳哥) 于 (Mon Aug 3 03:12:00 2009, 美东) 提到:
co qiu
☆─────────────────────────────────────☆
gamestop (gs) 于 (Mon Aug 3 03:23:43 2009, 美东) 提到:
ebay

i*82013-04-23 07:04

2 楼

1 C++ Technical Lead - Risk:
Duties and Responsibilities:
The role of Technical Lead within the Risk Portfolio Construction Group will
work closely with members of the business, quantitative research and
financial engineering teams as well as the broader IT (Information
Technology)/FE (Financial Engineering)/QR (Quantitative Research) teams.
Key responsibilities will be to provide technical leadership and direction
in the development and ongoing support of the firm wide multi-asset Risk
Management infrastructure.
Qualifications:
• Solid understanding of Object-Oriented Analysis and Design
fundamentals.
• Solid understanding of Software Development Life Cycle steps.
• 5 years experience in C++ in a Unix/Linux and Windows (Visual
Studio) environment.
• Strong written and verbal communication skills.
• Solid skills in Python. Perl, SQL, scripting languages. Sybase
experience is a plus.
• Knowledge of financial products, valuation methods, as well as
risk methodologies.
• Knowledge of external risk vendor platforms (RiskMetrics, Barra,
etc.).
2, Quant Developer – Market Risk
Experience / Skills
Required:
• Significant expertise and professional experience in at least one
of Java or C++.
• If experience does not include C++, must at least be C++ literate
.
• Also prefer candidates with experience in Unix/Linux, comfort
with scripting languages, data modeling, SQL, heavily computational problems
, grid computing and messaging.
• At least 3 years of experience working in the financial industry
preferably with front office experience implementing pricing, simulation,
and related software.
• Ability and interest to participate in the entire risk cycle from
understanding the initial market and trade data inputs to the final risk
analysis
In-depth knowledge of some area of trading, and high-degree of familiarity
with one or more categories of financial instruments.
• Strong communication skills including ability to express
quantitative and technical information in a simple and intuitive manner.
• Commitment to producing high-quality software through good
engineering practices (testing, code reviews, etc.)
• Experience with the algorithms to convert quantitative
methodologies into software.
• Working knowledge and proficiency in software engineering
principles applicable to large systems
3, Quant Developer – Trading Systems
Qualifications:
• Masters or PhD in Computer Science, Engineering, Mathematics or
Physical Sciences is required.
• Two or more years of professional programming experience is
required.
• Proficiency in Java or C++ in UNIX/Linux environment is required.
• Knowledge of Python or Perl scripting language is required.
• Experience with relational databases and SQL is required,
knowledge of Oracle PL/SQL is preferred.
• Prior experience in finance is required.
• Good communication skills are required.
• Working knowledge of option pricing models is preferred.
For details, please contact:
Contact details:
Contact person: Catherine Keim
Email: f*****************[email protected]
Phones: 858 206 4179 / 201 754 8230
Catherine (Catipon) Keim
T: 858 206 4179
T: 201 754 8230

n*92013-04-23 07:04

3 楼

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