n****3
发帖数: 23 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (TEMP POSITION)
发信站: BBS 未名空间站 (Wed Dec 12 12:02:11 2012, 美东)
Our firm has a quantitative risk analyst temp position (for 6 month) opening
in NYC. There is a possibility of converting to permanent employee for
candidate with proven ability, but it is not guaranteed. Please also note
that no relocation assistance will be provided.
Valid US work permit is required as there will not be sponsorship for the
temp position.
If you are interested, please contact me with in-site mail.
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Title: Quantitative Risk Analyst
Term: 6 months
Employer: Major US Bank
Location: New York City
Job Descriptions
• Research, support, enhance and maintain quantitative models of
market risk (including, for example, VaR and IRC/default risk) as part of
the bank’s growing Risk Analytics group in the field of risk capital
calculations.
• Work with existing market risk models, and propose solutions
where weaknesses are identified in testing, or where the business requires
enhancements.
• Prepare reports and detailed quantitative analysis for
presentation to senior management and regulators.
• Design and develop in-house software for research and data
analysis.
Job Requirements
• Postgraduate degree (Ph.D. or equivalent) in a highly
quantitative field, such as mathematics, physics, statistics or finance.
• Knowledge of derivative pricing and products, market risk
management practices and procedures, numerical methods, Monte Carlo
simulations, statistical analysis
• Very good programming skills (in C/C++, MatLab, VBA or other).
• Some working experience in a similar filed is preferred.
---------------------------------------------------------------------- | o****y
发帖数: 182 | 2 m
opening
note
【在 n****3 的大作中提到】
: 【 以下文字转载自 Quant 讨论区 】
: 发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
: 标 题: Quantitative Risk Analyst (TEMP POSITION)
: 发信站: BBS 未名空间站 (Wed Dec 12 12:02:11 2012, 美东)
: Our firm has a quantitative risk analyst temp position (for 6 month) opening
: in NYC. There is a possibility of converting to permanent employee for
: candidate with proven ability, but it is not guaranteed. Please also note
: that no relocation assistance will be provided.
: Valid US work permit is required as there will not be sponsorship for the
: temp position.
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