爱疯现在正是成为# PDA - 掌中宝
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【 以下文字转载自 Quant 讨论区 】
发信人: Jadeson (Jadeson), 信区: Quant
标 题: 有一个Risk Quant的职位，地点三藩
发信站: BBS 未名空间站 (Thu Nov 15 19:08:22 2012, 美东)
有兴趣的人可以去投投看
Quantitative Risk Manager | AXA Rosenberg Group
Title Quantitative Risk Manager
Reporting Head of Risk Management, AXA Rosenberg
Location Orinda (San Francisco Bay Area) – USA
Core mission 1. Perform equity model validation as part of the risk
management program of AXA Rosenberg (Orinda), including:
- Definition and monitoring of independent model validation plans for all
key models impacting the quantitative investment process: Scope of testing,
priorities, methodology, testing framework, acceptance criteria;
- Implementation of model testing: Periodic review of critical models and
ad hoc review of model changes;
- Review of model code and documentation;
- Propositions for model enhancements and benchmarking of models used
internally against alternative industry solutions.
2. Perform model validation as part of the Standard, Models and Methodology
team of AXA Investment Managers (London and Paris) across various asset
classes, including:
- Validation of valuation and pricing models: Cross-currency swaps, multi
-curve models, inflation swaps, equity baskets, variance swaps, FX forwards,
ABS equity;
- Counterparty risk modeling;
- Model risk assessments.
Areas AXA Rosenberg – Valuation and earnings forecast, portfolio
construction (risk and optimization), custom universe screening, performance
and risk analysis.
AXA Investment Managers – Pricing, valuation and hedging across various
asset classes: Equity, Rates, Credit, Structured Finance, FX.
Experience At least 3 years of experience with a quantitative asset
management, including equities along with other asset classes, in a similar
role.
Advanced degree in applied mathematics or financial mathematics; advanced
degree in computer science.
Strong analytical skills. Pragmatic, result-oriented, autonomous.
Qualifications Programming: Matlab, SQL, SAS, Excel/VBA (Java, Eiffel a
plus)
Vendor analytics: BARRA / Aegis, Risk Metrics, FactSet (Intex, Sophis,
Bloomberg, Capital IQ and other data vendors, vendor API libraries or
trading analytics a plus)
Eligible to work in the U.S.
Language: English (French a plus)
Contact Heather Pate (h***[email protected] ; +1.925.253.3309)
发信人: Jadeson (Jadeson), 信区: Quant
标 题: 有一个Risk Quant的职位，地点三藩
发信站: BBS 未名空间站 (Thu Nov 15 19:08:22 2012, 美东)
有兴趣的人可以去投投看
Quantitative Risk Manager | AXA Rosenberg Group
Title Quantitative Risk Manager
Reporting Head of Risk Management, AXA Rosenberg
Location Orinda (San Francisco Bay Area) – USA
Core mission 1. Perform equity model validation as part of the risk
management program of AXA Rosenberg (Orinda), including:
- Definition and monitoring of independent model validation plans for all
key models impacting the quantitative investment process: Scope of testing,
priorities, methodology, testing framework, acceptance criteria;
- Implementation of model testing: Periodic review of critical models and
ad hoc review of model changes;
- Review of model code and documentation;
- Propositions for model enhancements and benchmarking of models used
internally against alternative industry solutions.
2. Perform model validation as part of the Standard, Models and Methodology
team of AXA Investment Managers (London and Paris) across various asset
classes, including:
- Validation of valuation and pricing models: Cross-currency swaps, multi
-curve models, inflation swaps, equity baskets, variance swaps, FX forwards,
ABS equity;
- Counterparty risk modeling;
- Model risk assessments.
Areas AXA Rosenberg – Valuation and earnings forecast, portfolio
construction (risk and optimization), custom universe screening, performance
and risk analysis.
AXA Investment Managers – Pricing, valuation and hedging across various
asset classes: Equity, Rates, Credit, Structured Finance, FX.
Experience At least 3 years of experience with a quantitative asset
management, including equities along with other asset classes, in a similar
role.
Advanced degree in applied mathematics or financial mathematics; advanced
degree in computer science.
Strong analytical skills. Pragmatic, result-oriented, autonomous.
Qualifications Programming: Matlab, SQL, SAS, Excel/VBA (Java, Eiffel a
plus)
Vendor analytics: BARRA / Aegis, Risk Metrics, FactSet (Intex, Sophis,
Bloomberg, Capital IQ and other data vendors, vendor API libraries or
trading analytics a plus)
Eligible to work in the U.S.
Language: English (French a plus)
Contact Heather Pate (h***[email protected] ; +1.925.253.3309)