最近又没有手表的deal# PennySaver - 省钱一族
h*8
1 楼
【 以下文字转载自 Quant 讨论区 】
发信人: hwnj98 (hwnj98), 信区: Quant
标 题: Quantitative Risk Analyst in Tampa, FL
发信站: BBS 未名空间站 (Tue Nov 18 17:59:09 2014, 美东)
Our group has new 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 [email protected]
(function(){try{var s,a,i,j,r,c,l,b=document.getElementsByTagName("script");l=b[b.length-1].previousSibling;a=l.getAttribute('data-cfemail');if(a){s='';r=parseInt(a.substr(0,2),16);for(j=2;a.length-j;j+=2){c=parseInt(a.substr(j,2),16)^r;s+=String.fromCharCode(c);}s=document.createTextNode(s);l.parentNode.replaceChild(s,l);}}catch(e){}})();
/* ]]> */
, ASAP.
Valid US work permit is required.
==================================================================
EMPLOYER: A major US Bank
JOB DESCRIPTION
- Understand counterparty credit risk concepts, data requirements, and
software framework. 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 credit 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: hwnj98 (hwnj98), 信区: Quant
标 题: Quantitative Risk Analyst in Tampa, FL
发信站: BBS 未名空间站 (Tue Nov 18 17:59:09 2014, 美东)
Our group has new 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 [email protected]
(function(){try{var s,a,i,j,r,c,l,b=document.getElementsByTagName("script");l=b[b.length-1].previousSibling;a=l.getAttribute('data-cfemail');if(a){s='';r=parseInt(a.substr(0,2),16);for(j=2;a.length-j;j+=2){c=parseInt(a.substr(j,2),16)^r;s+=String.fromCharCode(c);}s=document.createTextNode(s);l.parentNode.replaceChild(s,l);}}catch(e){}})();
/* ]]> */
, ASAP.
Valid US work permit is required.
==================================================================
EMPLOYER: A major US Bank
JOB DESCRIPTION
- Understand counterparty credit risk concepts, data requirements, and
software framework. 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 credit 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.
