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发帖数: 4 | 1 如有兴趣，请联系如下联系人：
Jason Hung Vu
The Leverage Group
139 East 23rd Street
New York, NY 10010
Ph. 212-330-6400
Alternate Cell number for out of office: 201-839-6319
Send me a LinkedIn invitation: http://www.linkedin.com/in/hungvunewyork
职位信息如下：
#1 Job Description (4 positions at trading firms and broker-dealers)
Position: Quantitative Analytics Researcher II in the Portfolio Analytics
Group of Financial Engineering
Location: Boston or New York City
Position Description:
Working in a strong team which builds and implements statistical models for
equity (and potentially – for futures and options) markets. Apply
statistical, mathematical and financial theory to conduct investment- and
trading-related research, including data collection, statistical modeling
and prototyping. Position will include maintenance of existing Risk Models
and research of new models for use by portfolio managers, portfolio- and
algorithmic trading desks.
Responsibilities:
· Conduct research using statistical/econometrics tools to extend and
develop quantitative models for risk and performance control and measurement;
· Design and enhance diagnostics tools to evaluate the models’
performance;
· Develop prototypes for new models and collaborate with other
departments to convert them into production code;
· Maintain development, production, and research-related documentation (
script descriptions, incidents log files, white papers etc);
· Provide customer support to internal and external clients;
· Review and summarize the latest academic literature which is relevant
to the group’s research efforts.
Educational and Professional Requirements:
· Prefer fresh PhD graduates in quantitative discipline (Economics,
Finance, Applied Math, Physics, Computer Science, Statistics etc);
· Strong statistical and econometric skills (linear and non-linear
regression models, maximum-likelihood estimation, hypothesis testing etc).
· Proficiency in Matlab
· Development experience with C, Perl, or R, as well as UNIX
environment
· Experience working with large data sets
· Knowledge of portfolio analytics (factor risk models, portfolio
optimization) and market microstructure (price impact estimation, short-term
return predictability) is a plus.
· Strong written and verbal communication skills. Must be able to
effectively communicate quantitative topics and concepts.
· Self-disciplined, detail- and results-oriented.
#2 Job Description
Position: Analytics and Business Intelligence Senior Analyst (two dozen
positions)
Group Summary:
The Analytics and Business Intelligence Group is responsible for the design
and development of complex, profile based, analytics. The group performs
business analysis functions with a strong emphasis on designing analytical
models, and management reporting within the operations and compliance
functions for the financial services industry. Specifically, you will be a
management consultant to banks such as Bank of America, Wells Fargo, Fannie
Mae, and Freddie Mac to assist in analyzing and researching the mortgage-
backed securities they own.
Summary of the Role:
The Analytics and Business Intelligence (BI) Senior Analyst is responsible
executing analytics functions and day to day workstream management:
Project Management
· Work with clients to define (scope), plan, initiate and execute
surveillance related projects
· Develop creative solutions for compliance and operations issues
· Define and report resource needs, budget and timelines for relevant
projects
· Prepare communication plan and related project status reports for
key stakeholders
· Working knowledge of database concepts including Data Management,
Data Quality and Data Governance
Quantitative analysis
· Work with the team to apply statistical concepts/models to
operations and compliance design
· Candidate does not necessarily need to be able to build statistical
models, but should have a working knowledge of basic statistical concepts.
Optimally, a candidate would have some experience in:
o Basic descriptive statistical analysis
o Multivariate and Logistic regression
o Datamining e.g., clustering, CHAID, etc.
o Various statistical sampling techniques
o Time series analysis e.g., ARCH
Experience Requirements:
· 3+ years relevant work experience
· Ability to communicate effectively with management (verbal and
written)
· Client service experience (internal or external)
· Project management experience
· Must have good knowledge of the financial services industry (
Banking, Asset Management, Insurance)
· Strong analytical skills
o Quantitative modelling
o Statistical analysis – working knowledge of statistical packages such
as SAS, SPSS, S+, etc.
o Basic data manipulation a plus but not required e.g., SQL, Access
o Business Intelligence Tools – Spotfire, Tableu, Cognos, Microstrategy
· Knowledge of the regulatory market drivers. Eg, SOX, Dodd Frank,
HAMP
· Experience working as part of a global team
· Risk analysis experience
Personal Characteristics:
· Self starter
· Strong analytic and problem solving skills
· Must work well in a team but also demonstrate strong leadership
· Ability to manage client expectations and competing priorities
· Ability to build strong internal and client relationships
#3 Job Description
Position: Financial Derivatives Quantitative Developer (7 positions at 4
major international investment banks) |
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