d********f
发帖数: 43471 | 1 Risk++,说实话作risk的基本都用python |
|
b****d
发帖数: 35 | 2 only because he is so into poker and knows ppl here...
【 以下文字转载自 JobHunting 讨论区 】
发信人: budbud (I am bored), 信区: JobHunting
标 题: Junior Risk Quant in NJ
发信站: BBS 未名空间站 (Wed Mar 5 11:29:39 2014, 美东)
LD is hiring a junior risk quant working on derivatives, about 3 yrs
experience, located in North NJ. PM if interested. |
|
b****d
发帖数: 35 | 3 only because he is so into poker and knows ppl here...
【 以下文字转载自 JobHunting 讨论区 】
发信人: budbud (I am bored), 信区: JobHunting
标 题: Junior Risk Quant in NJ
发信站: BBS 未名空间站 (Wed Mar 5 11:29:39 2014, 美东)
LD is hiring a junior risk quant working on derivatives, about 3 yrs
experience, located in North NJ. PM if interested. |
|
l*******n
发帖数: 11 | 4 订票的时候看见有这个就一时冲动订了，165块。我的理解是24小时内取消无条件退款，
结果第二天（没过24小时）发现便宜了12块钱同一天的同一航班152块了，于是也没细
看发过来的电子机票确认件，把上一个取消了重新订了这个便宜的（同一航班）。但是
发现机票确认件上有non-ref/$change fee 的字样
现在不确定我这种情况是按照电子客票上的“不可退”还是适用non-risk
cancellation？客服的说法是可以退，但是貌似又与网站上的冲突，因为在线的网站说
我这个是不可退的，让打客服电话：
有人了解这个的能否告知一下，如果是说24小时内无条件退款（可能需要一周时间到账
），我想再取消了订提前一天，那个又要便宜些。不过现在不确定我这种情况是否适用
它的non-risk cancellation。因为又发现一句话：Tickets/Cancellation:
Cancellation request must be made by midnight of the day after the eTicket
is purchased or midnight of the depa |
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w****r
发帖数: 17566 | 5 Suicide: Helping Someone At Risk - Responding to a cry for help(2)
*Developments that signal increased risk
If any of the following development have occurred, you need to take the
possibility of someone hurting him or herself even more seriously.
(1) Threats - Take any verbal statements that imply suicidal threat
seriously. Here are examples of comments that should worry you:"I don't want
to be here any more,"" no one would miss me,"or"I might as well end it.""If
one more thing happens to me..." |
|
j******5
发帖数: 73 | 6 【 以下文字转载自 Security 讨论区 】
发信人: jiuwan05 (山九), 信区: Security
标 题: 请教买买提网站的risk message
发信站: BBS 未名空间站 (Tue Nov 12 13:28:29 2013, 美东)
最近上买买提老碰到这个risk message, 上别的网站就没有。
请问是啥问题， 是买买提的问题，还是我电脑的问题？谢谢。 |
|
B******f
发帖数: 2489 | 7 以前是个叫nightfalls.4554的，每分钟auto-protect报告quarantined几个，多的时候
一秒钟quarantine好几个
后来重装了系统，还是vista 32，变成另外一个叫bloodhound.exploit.196的risk，频度
一样，非常annoying
以前和现在的这种risk都存在于临时文件夹里，好像不停变名字，不停被quarantine
按说被quarantine应该还算安全吧，不过总是跳出来非常烦人
请问怎么处理能根治它？谢谢 |
|
R*O
发帖数: 264 | 8 【 以下文字转载自 Software 讨论区 】
发信人: RYO (獠), 信区: Software
标 题: nightfall.4554到底是什么risk?
发信站: BBS 未名空间站 (Tue Jul 29 22:57:26 2008), 转信
vista home edition
不知怎么搞的，近几个星期temp folder总有文件不断被symantec antivirus查出屏蔽
每隔几分钟，甚至十几秒就跳出一个新条目被屏弊
除此之外，没有什么运行异常
我看好像是临时文件里有个文件总是动态变换名字，不知道这是什么risk |
|
i***W
发帖数: 1259 | 9 是在保险公司做ALM
还是普通公司的risk management department
很好奇，普通公司的risk management department会支持考试吗？ |
|
o******e
发帖数: 750 | 10 没听说过那儿有精算师。离得太远了吧。。。出了保险业就算是普通的financial公司
都不买精算的账。IB里面做risk的都不是一个概念。commercial bank就更别说了，碰
见一个做credit card的，也说是risk management。。。 |
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e**u
发帖数: 67 | 11 I got an offer from 2 tier(50-100) school in Finance and an offer in risk
management from a 15-20 school.
Any suggestion?
How different it will be for the graduates from Finance major and risk
management major?
What is different between graduating from ranking 15 school and rank 50
school?
thanks |
|
EM
发帖数: 715 | 12 FRM?
现在一家公司作CDO Structuring Analyst. MBA毕业,and engineering master.
Professional Risk Management)证书 对找Risk management工作有没有用? |
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k******k
发帖数: 380 | 13 我现在工作是银行做risk management的方向，这次金融危机感触很深，感觉现在很多
金融公司对risk management的做法可能在未来危机中重蹈覆辙。
我想做些研究，看看能不能提供最大化收益，并能应对小概率大破坏事件（不至破产）
的最优模型。不知道现在这方面研究的进展。如果查询应在哪个期刊？这个方面有没有有名的教授？ |
|
l**********t
发帖数: 5754 | 14 【 以下文字转载自 Economics 讨论区 】
发信人: littletshirt (小仙鹤), 信区: Economics
标 题: help: calibrating utility function & risk aversion index for utility function
发信站: BBS 未名空间站 (Thu Mar 4 02:30:09 2010, 美东)
when using expected utility to select optimal portfolio choice, how do I
determine the function form & risk aversion / temporal discount to fit the
representative investor? reference articles are highly appreciated.
many thanks. |
|
h*********1
发帖数: 102 | 15 I got this from a recruiter. Good luck to people who are interested!
Job Title: Data Analyst
Job Description:
We are seeking a talented, motivated Operational Risk Management Data
Analyst responsible for working with issues, group notifiable events, and
internal loss data to provide comprehensive reporting and data analysis. The
analyst will work with various software tools, including Microsoft Access,
Excel, and PowerPoint. The analyst must understand the structures, usage and
sources of busine... 阅读全帖 |
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r******8
发帖数: 12 | 16 Market Risk position at a large NYC financial company.
Candidates need to present good experience in market risk area (Fixed Income
products, prefer MBS experience), strong VBA and Sql skills and hands-on
experinece in developing production models, C++ is a plus but
not required. If you are interested, please contact: n*********[email protected]
Regards, |
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f**********7
发帖数: 265 | 17 想听听大家的意见。
国内金融本科+美国top金融工程硕士。
现在在一家boutique firm做banker，公司一般大，组比较小。都是native speaker。
我目前主要做的就是support + due diligence + review financial model的事情。。
可能作为唯一的女生+亚裔，还是稍微有点优势的。可是经常感觉很郁闷的就是我发现
做banking其实也就是跟皮条客一样，不停的找deal,我觉得对non native speaker太难
了，尤其是不愿意做中国生意的我们公司。。
现在拿到一家大银行market risk的公司。可以接触很多产品，和硕士学的所谓的蒙特
卡洛啊，定价模型啊等等都比较match。。可是想想做risk也没什么意思貌似。我是不
想做quant的。。可是貌似很fancy的样子。
大家觉得什么样的工作比较好？说实话我是挺喜欢做IBD的，就是感觉学的东西少了点
，近2年前途未卜。
谢谢！ |
|
w******t
发帖数: 471 | 18 Hi, there:
Here I have a risk analytics/modeling position open in Chicago area (Oak
Brook area). The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Qualification:
Advanced degree + in quantitative areas. Have good knowledge of statistics,
SAS and SQL. Good communication skills and business sense.
We need people who are smart and hardworking :)
The ... 阅读全帖 |
|
p****y
发帖数: 23737 | 19 【 以下文字转载自 Wisdom 讨论区 】
发信人: purity (purity), 信区: Wisdom
标 题: Plant-based diet greatly reduces risk of cancer, say studies
发信站: BBS 未名空间站 (Wed Dec 2 02:28:07 2009, 美东)
http://www.naturalnews.com/005070_cancer_health_plant-based_diet.html
Three new studies published in the journal of the American Medical
Association are proving the benefit of a plant-based diet in greatly
reducing the risk of cancer. The studies show that high consumption of
fruits and vegetables wards off a variety of cancers. |
|
p**********7
发帖数: 10 | 20 【 以下文字转载自 JobHunting 讨论区 】
发信人: progress2007 (progress@2007), 信区: JobHunting
标 题: Credit Risk Analyst position avaliable
发信站: BBS 未名空间站 (Thu Aug 16 14:58:58 2007)
At least one opening in my group, maybe more in other groups (with similar
job duty). Location is in central IL. PM me if interested, and please
forward the message to your friends, thanks.
KEY JOB FAMILY RESPONSIBILITIES FOR THIS JOB OPPORTUNITY
Develop and document all risk management policies for account underwriting,
initial credi |
|
k******k
发帖数: 380 | 21 我现在工作是银行做risk management的方向，这次金融危机感触很深，感觉现在很多
金融公司对
risk management的做法可能在未来危机中重蹈覆辙。
我想做些研究，看看能不能提供最大化收益，并能应对小概率大破坏事件（不至破产）
的最优模型。不
知道现在这方面研究的进展。如果查询应在哪个期刊？这个方面有没有有名的教授？ |
|
l**********t
发帖数: 5754 | 22 "However, there are experimental studies which try to measure the risk
aversion parameter" --- references?
Also, is it realistic to assume the risk aversion parameter constant? Shall it vary with wealth level or other demographic parameters?
you
of |
|
U*****e
发帖数: 2882 | 23 ......
I am not sure what you mean. CAPM is about market risk premium, it says
nothing about default risk premium. |
|
s*****w
发帖数: 2065 | 24 Sorry, I guess I misunderstood.
I thought you meant it should be market risk premium instead of default risk
premium. |
|
s*****w
发帖数: 2065 | 25 Your definition of "market default risk premium" seems to be similar to Chen
, Roll and Ross (1986)'s UPR (they called it unanticipated change in ri
sk premium) in their factor model.
If you think of the corporate bond credit spreads as the risk premium of the
corporate bond and you believe this factor model works, then you can check
their factor loading on UPR. If I remember correctly, it was positive in the
paper.
spreads |
|
N********m
发帖数: 107 | 26 【 以下文字转载自 JobHunting 讨论区 】
发信人: Nightstorm (Swordblade,Nightstormy, Icyriver), 信区: JobHunting
标 题: Credit and Portfolio Risk Manager Positions
发信站: BBS 未名空间站 (Fri Sep 19 12:31:20 2014, 美东)
Two openings in a major bank mortgage business'portfolio risk group.
Requirements: MS/PH.D. in Stats, econ or math.
Experience in using econometrics/statistical models
Good at SAS programming and statistical modeling.
Please send message to me if you are interested. |
|
w******t
发帖数: 471 | 27 Hi, there:
Here I have a risk analytics/modeling position open in Chicago area (Oak
Brook area). The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Qualification:
Advanced degree + in quantitative areas. Have good knowledge of statistics,
SAS and SQL. Good communication skills and business sense.
We need people who are smart and hardworking :)
The ... 阅读全帖 |
|
m****g
发帖数: 24 | 28 Employer: Bank of New York Mellon (BNYM participates in E-Verify and
sponsors H1B)
Location: Pittsburgh or New York
Job Open: One Full-time
Description: Risk Management - Credit Risk Modeling Group.
Requirement: Ph.D. or Master in Statistics, Economics, or Finance preferred.
Candidate should be able to work full-time with CPT/OPT/H1B immediately.
Please send c.v. directly to [email protected]/* */ Please also indicate when you
can start. Only qualified candidate with be contacted. Thank yo... 阅读全帖 |
|
w*****d
发帖数: 9 | 29 【 以下文字转载自 CivilEngineering 讨论区 】
发信人: wingood (win is good), 信区: CivilEngineering
标 题: 真诚请教，做civil方面的risk analysis前景如何？
发信站: BBS 未名空间站 (Thu Sep 11 01:48:02 2008), 转信
现在是在读环境工程，国内读的硕士，现在刚开始phd program.
以前主要做水处理工艺
如果有机会做risk analysis
是不是要比做水处理就业要好一点? 可以跳出环境领域的圈子？范围可以大一点？
听说civil的人不少都是去大小不等的consulting firm，没有什么太多的选择
并且起始工资都不高
另外，我本身不想做faculty（没有这个实力，就不揽这个活拉）
谢谢大家
我不知道应该还需要提供怎么样的信息，希望大家帮我参考下吧。
thanks again！ |
|
m*l
发帖数: 507 | 30 这个你得找做risk analysis的人问。估计大部分人都和我一样，从来没听说过还有
risk analysis。 |
|
d*******m
发帖数: 28 | 31 【 以下文字转载自 SanFrancisco 讨论区 】
发信人: duststorm (沙尘暴), 信区: SanFrancisco
标 题: 有人听说过 Risk Management Solutions (RMS)这个公司么？ (转载)
发信站: BBS 未名空间站 (Mon Mar 17 07:55:30 2008)
发信人: duststorm (沙尘暴), 信区: JobMarket
标 题: 有人听说过 Risk Management Solutions (RMS)这个公司么？
发信站: BBS 未名空间站 (Mon Mar 17 07:52:45 2008)
是在加州stanford起家的，主要做巨灾模型，创始人之一有一个是中国人，叫董伟民。
这个公司怎么样？听说还可以？谢了！ |
|
f*****s
发帖数: 293 | 32 BCI - Financial Services Recruiting
Would you or someone you know of be interested in this opportunity:
Job Order:
DM0108-006-711
Title:
Risk Analyst
Location:
NYC or Chicago (Strong Preference for NYC area candidates)
Summary:
International brokerage/financial services firm seeking an experienced Risk
Analyst with a Strong understanding of VaR analysis, Economic Capital,
Liquidity and Stress Testing is required to help transition VaR Calculation
process in-house, and perform that function movin |
|
r*****t
发帖数: 286 | 33 ☆─────────────────────────────────────☆
earthcolor (earthcolor) 于 (Thu Feb 8 20:22:35 2007) 提到:
我在计算机系，研究是在数据分析，数据挖掘，和机器学习。其中用到不少概率的知识
，比如bayesian networks.
我想知道，这样的背景可以申请 risk management 方面的工作吗？ 如果需要补充相关
的知识，请大家推荐相关的资料。谢谢！
☆─────────────────────────────────────☆
qwertyu (happy) 于 (Thu Feb 8 21:35:47 2007) 提到:
同问，risk management需要什么背景呢？刚刚被拒了，希望有人能指点下
☆─────────────────────────────────────☆
earthcolor (earthcolor) 于 (Fri Feb 9 00:12:04 2007) 提到:
qwertyu:
能介绍一下你的面试情况吗？
☆──────── |
|
r*****t
发帖数: 286 | 34 ☆─────────────────────────────────────☆
eret (Goldman) 于 (Thu Feb 1 17:06:08 2007) 提到:
There are three positions for people to take in finance, speculation, hedger
(risk management), arbitrager?
From my intuitive understanding, hedger is needed in regular companies for
them to hedge the risks with commodities, capital structures and so on?
So my questions is:
what is the career perspective for this kind of role in the regular
comapnies?
What skill set does the role require? Right now I can |
|
B*********h
发帖数: 800 | 35 ☆─────────────────────────────────────☆
NetWorth (十年) 于 (Sun Apr 1 15:32:52 2007) 提到:
The principle states that we can with complete impunity assume the work is
risk neutral when pricing options. The resultling prices are correct not
just in a risk-neutral world, but in OTHER worlds as well. I have read the
texbook several times, but still can not understand why. Can anybody help me
? Thanks!!
☆─────────────────────────────────────☆
ThatYear (那年) 于 (Sun Apr 1 16:15:47 2007) 提到:
by no |
|
y****7
发帖数: 8 | 36 有个面试，公司是专门作risk management的，很小，成立才3年，所以意味着风险也比
较高。想对risk management这个方向有更多地了解，包括今后回国的发展可能性。
我背景是EE PhD，刚毕业，已经拿到一个本专业的offer。
请大家给点建议，多谢 |
|
r*******t
发帖数: 8550 | 37 Job Description
The primary purpose of this position is to provide analytical support to the
risk management department. Focus is on fixed income, convertible and
equity securities, both investment grade and below-investment grade. The
person in this position will primarily be responsible for analyzing and
understanding the individual and aggregate credit risks to the firm.
Responsibilities
Interface regularly with analysts and portfolio managers to understand
investment holdings.
Analyze prospe |
|
K******r
发帖数: 152 | 38 Anyone knows the feasible career path for an equity risk analyst (
quantitative risk model based, not fundemantal analysis based)? Is it
possible to jump into quant portfolio manager 5-10 years later?
Your comments are greatly appreciated! |
|
p********0
发帖数: 186 | 39 in some problem set, prof just assume to be 1/2.
Also if we didnot know the flat term risk free interest rate,
the p = 1/2+ 1/2*v/\sigma*sqrt(t) used in binomial can be considered risk
neutral probablity? |
|
p********0
发帖数: 186 | 40 Assume we are using binomial to derive the short rate lattice
so we can calculate a bond price backward using q=1/2.
The 1/2 is the risk neutral pricing we get, where we get this 1/2,
is the 1/2 risk neutral probability?
===================================================
u 1.3
d 0.9
q 0.5
Short Rate 0.00 1.00 2.00 3.00 4.00 5.00
|
|
f*********e
发帖数: 13 | 41 看到一个quantitative modelers的招聘, 里面要求market risk VaR models, 请问实
际工作中market risk VaR都有哪些model？
在john hull 的书上看到计算VAR 的方法 historical simulation, model based
method (linear model, quadratic model), simulation methods。 请问, 实际中
工作中那些方法比较常用？
对VAR的stress test, 实际中是不是主要用simulation 的方法？importance sampling
, Brownian bridge techniques or other， 实际中那些方法比较常用？谢谢！ |
|
b***y
发帖数: 554 | 42 http://www.nytimes.com/2008/11/05/business/05risk.html?em
In Modeling Risk, the Human Factor Was Left Out
By STEVE LOHR
Today’s economic turmoil, it seems, is an implicit indictment of the arcane
field of financial engineering — a blend of mathematics, statistics and
computing. Its practitioners devised not only the exotic, mortgage-backed
securities that proved so troublesome, but also the mathematical models of
risk that suggested these securities were safe.
What happened?
The models, accordin |
|
N***T
发帖数: 31 | 43 what's Operational Risk? |
|
A*****s
发帖数: 13748 | 44 risk management and financial institutions
没有专门的credit risk的书吧。。。
hull的书都是个科普级别的，深究没法看 |
|
H*********k
发帖数: 535 | 45 看到很多关于Risk职位有银行的，也有企业的。是否Risk Managment的Skillset 和
Quant的不一样？职业寿命那个更持久一些？ |
|
c***z
发帖数: 6348 | 46 这个credit risk modelling和Derivatives Risk Modeling是一回事么？
抱歉问傻问题。 |
|
t********a
发帖数: 810 | 47
不一样, here's some favor:
credit risk modeling指的是对credit spread进行定价, 这个定价可以是很多跟
credit spread有关的产品(such as bond, cds, and cdos)定价的input.
derivatives risk比较广, 简单的说比如是correlation变一个point你的price变多少,
interest rate变一个bps你price变多少, credit spread变一个bps你price变多少,
等等. |
|
k**k
发帖数: 61 | 48 Got a call from headhunter with the following position open. Not interested
myself, but for those who are interested and think yourself qualified I can
help forward to the right person. Please send me a note with your resume,
good luck!
New York based Asset Management Company is seeking a Market Risk Analyst.
Responsibilities will include measurement and performance of risk and
performance, both quantitative and qualitative. Perform analysis to verify
drivers of the fund performance are being |
|
m**********a
发帖数: 21 | 49 最近有个risk analyst 的position, 说是要先做Risk BA test，然后面试。
版上有人知道什么是 BA test吗？
谢谢 |
|
w******g
发帖数: 271 | 50 请问做了risk management之后是不是就永远就做risk了，还有机会去前台吗？
向各位求教 |
|
