1+的相机超级慢# PDA - 掌中宝
n*3
1 楼
【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: [Tampa, FL] Quantitative Risk Analyst
发信站: BBS 未名空间站 (Wed Jan 8 15:42:38 2014, 美东)
Our group has openings in Tampa (Florida) for quantitative risk analysts.
If you are interested and meet the criteria below, please forward your
resume and/or cover letter to n*****[email protected] Valid US work permit is
required, and there is typically no relocation assistance.
JOB DESCRIPTION
- Understand counterparty risk system concepts, software framework, and data
requirements. Utilize the knowledge to perform various analyses to support
risk management and regulatory capital calculation.
- Conduct counterparty credit risk model analysis and backtesting required
by regulators and model performance reviewers.
- Specify exposure calculation methods for counterparty risk management and
regulatory capital requirement.
- Work with other Risk Analyst teams and Model Validation to build up models
and applications for counterparty risk analysis, benchmark exercises, and
regulatory QIS.
- Interact with IT teams to synchronize Risk Analytics hardware and software
frameworks (including servers, tools/utilities, model implementation, and
in-house applications) with the production risk systems.
REQUIREMENTS
- Ph.D. or equivalent in a highly quantitative field (e.g. mathematics,
physics, statistics, etc.). Experience of Monte Carlo simulations,
numerical methods, and statistical hypotheses testing.
- Good programming skill and data analysis capability are essential,
especially in C/C++, Perl, shell scripts, VBA and basic database skills in
either Oracle or Sybase.
- Good communication skill is required. Be organized, disciplined and detail
oriented.
- Keen interest in banking and finance, especially in the field of Risk
Management. OTC derivatives valuation. Prior work experience in related
field is preferred.
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: [Tampa, FL] Quantitative Risk Analyst
发信站: BBS 未名空间站 (Wed Jan 8 15:42:38 2014, 美东)
Our group has openings in Tampa (Florida) for quantitative risk analysts.
If you are interested and meet the criteria below, please forward your
resume and/or cover letter to n*****[email protected] Valid US work permit is
required, and there is typically no relocation assistance.
JOB DESCRIPTION
- Understand counterparty risk system concepts, software framework, and data
requirements. Utilize the knowledge to perform various analyses to support
risk management and regulatory capital calculation.
- Conduct counterparty credit risk model analysis and backtesting required
by regulators and model performance reviewers.
- Specify exposure calculation methods for counterparty risk management and
regulatory capital requirement.
- Work with other Risk Analyst teams and Model Validation to build up models
and applications for counterparty risk analysis, benchmark exercises, and
regulatory QIS.
- Interact with IT teams to synchronize Risk Analytics hardware and software
frameworks (including servers, tools/utilities, model implementation, and
in-house applications) with the production risk systems.
REQUIREMENTS
- Ph.D. or equivalent in a highly quantitative field (e.g. mathematics,
physics, statistics, etc.). Experience of Monte Carlo simulations,
numerical methods, and statistical hypotheses testing.
- Good programming skill and data analysis capability are essential,
especially in C/C++, Perl, shell scripts, VBA and basic database skills in
either Oracle or Sybase.
- Good communication skill is required. Be organized, disciplined and detail
oriented.
- Keen interest in banking and finance, especially in the field of Risk
Management. OTC derivatives valuation. Prior work experience in related
field is preferred.
