I******a
发帖数: 32 | 1 CANUK英华精算协会将在3月9日晚上18点半举办关于长寿风险的论坛，举办地点为
America Square Conference Centre，London EC3N 2LB，本次活动我们邀请了L&G的
longevity总监Joseph Lu先生和Traymar Capital技术总监Billy Yu先生为主讲人，
CANUK协会主席张非非先生为论坛主持人。
海报下载：
http://www.chineseactuary.org/tmp/event/Longevity%20v6.pdf
CANUK英华精算协会网站
http://www.chineseactuary.org/
CANUK Open Forum: Longevity Risk
CANUK is delighted to invite you to our first open forum event in 2012
on the evening of 9 March.
Registration: 18:00-18:30
Programme: 18:30-19:30
CPD: 1 h
Venue: America Sq... 阅读全帖 |
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m*******g
发帖数: 3044 | 2 他说的是ERM(ENTERPRISE RISK MANAGEMEN), 不是FINANCIAL RISK MANAGEMENT(MARKET
RISK,CREDIT RISK 啥的). ERM 所有的公司都有. 但主要是在财险那块. |
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h*****0
发帖数: 23 | 3 We have an entry/junior level position open in the investment risk
management area in our Enterprise Risk Management department. The main
responsibility is to assist in asset risk modeling (credit and market) and
risk return analysis.
The candidate MUST have a green card or already have an H1B visa. The ideal
candidate will be:
1) Quick learner and good team worker
2) Have a quantitative background (e.g., math, physics, engineering,
actuarial science, ...). A degree in financial engineering will... 阅读全帖 |
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h*****0
发帖数: 23 | 4 A little while ago I posted a position here. It has been filled.Now we have
another opening available with the same responsibility/requirements (see the
old post at the end). If you are interested, please send your resume to
h**********[email protected]
Please note:
1) you MUST already have H1B, green card, or US citizenship
2) be able to relocate to Springfield, MA / Hartford, CT area.
Thanks,
Old post:
--------------------
We have an entry/junior level position now open in the investment risk
manage... 阅读全帖 |
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s*******t
发帖数: 300 | 5 大家好，我最近招人，有兴趣的请发站内邮件. 我原来是做生物信息出身的，有做生物
信息，生物计算，生物统计或具备相关技能的兄弟姐妹想转行金融领域的请关注这个机
会。
I have opening for an entry level data analyst or Risk analyst who likes to
apply analytic skills to solve exciting business problems and bring insight
on the business growth.The candidate will be involved in reporting, credit
risk and marketing risk analysis, and has great potential to get exposed to
credit risk model and market response model development. The candidate is
preferred to have fundamental statistic c... 阅读全帖 |
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s********t
发帖数: 94 | 6 【 以下文字转载自 Actuary 讨论区 】
发信人: snowingrat (冰天雪地小老鼠), 信区: Actuary
标 题: 有没有做risk management的大虾？职业问题请教
发信站: BBS 未名空间站 (Mon May 30 22:01:59 2011, 美东)
先说下背景：本科数学，毕业后到一家asset management公司做初级的equity analyst
. 两年后觉得想做精算，于是读了一个精算的master,soa过了3门。因为种种原因搬到
另外的一个城市，精算机会不多，原来学校的connection也没有了，找了3个月精算工
作无果。现在开始考虑risk management和其他investment方面的工作,手里有两个
offer:
一个是本地很大一家asset management，跟我原来做的工作很像。坏处是工作比较
repetitive 和boring,好处是公司很大，估计有很多上升的机会，也有可能转到risk
management或直接投资的部门。
二是一家刚开张的consulting firm,几个partner招初级的rese... 阅读全帖 |
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l**********t
发帖数: 5754 | 7 thanks for the information. my problem falls into case 1.
"具体parameter value一般都是随便选的，比如CRRA，有把gamma定成4的，5，6，10都
有。" -- that's the impression I got from the literature: utility functions
(CRRA, etc) are chosen for convenience of having a closed formula and risk
index is chosen somewhat arbitrary. Any papers on fitting the risk index on
empirical data or how to measure the actual risk aversion of an investor?
Many thanks.
1。如果fully numerical做DP，那复杂的都能做，比如recursive preference, risk-
sensitive prefe |
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U*****e
发帖数: 2882 | 8 To my understanding, there is either "default risk premium" or "market risk
premium". "market default risk premium" could be a mistake.
Credit spreads are used in practice. It is the difference in yield between
different securities, due to different credit quality. It is the same as
default risk premium if the reference rate is the treasury bond yield.
Otherwise it is different.
spreads |
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j*******5
发帖数: 28 | 9 Our bank is looking for a credit risk analyst to develop and maintain credit
risk rating models such as PD and LGD models. The position is based in
Atlanta, GA. Please send your resume to c***************[email protected] if
interested.
Job Requirements
Education:
Masters Degree in a quantitative field (Financial Engineering, Quantitative
Finance, Mathematics, Statistics, Economics)
Knowledge and Experience:
1. Experience in modeling one or more of the following areas: credit risk
ratings or other rel... 阅读全帖 |
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s**a
发帖数: 178 | 10 COMPANY: Top Asset Management Firm
POSITION: Fixed Income Risk Quant Analyst
Description:
The Risk Management team provides independent risk measurement, monitoring and
portfolio analytics for all investment products/funds on firm's platform. In
addition, the team is responsible for firm wide compliance and performance
measurement for separately managed accounts and analytical oversight for
marketing and sales efforts. The team reports to the Head of Market Risk who
reports directly to the Chie |
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s**a
发帖数: 178 | 11 COMPANY: Top Investment Bank
POSITION: Risk Management Quant
LOC: Hong Kong
Description:
Risk Methodology and Quantitative Analysis Team
The RMQA team is the quantitative team in Risk Measurement and Management that
deals with the methodology and quantitative issues relating to market and
credit risk. It is made up of three separate groups:
· Credit Exposure Measurement Group, dealing with the potential
counterparty credit exposure arising on OTC derivative transactions as a
result of movemen |
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B*********h
发帖数: 800 | 12 Risk measurement project leader in the Quantitative Research group of a larg
e financial institution in Manhattan
Lead, either independently or by directing a team, projects regarding risk a
nalytics, focusing especially on the use of historical credit data to derive
, validate or refine key risk measures. Work will support internal risk mea
surement, allowance/reserve methodology and estimation, economic capital and
Basel 2 qualification
Responsibilities
· Lead analytical projects foc |
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b***k
发帖数: 2673 | 13 ☆─────────────────────────────────────☆
hamlin (hips don\\\'t lie) 于 (Wed May 14 12:34:32 2008) 提到:
John Hull书中说，因为u(the expected return)没有出现在Black-Scholes equation
中，所以对于任何risk preference都成立。
可是难道sigma(volatility)不影响risk preference么? volatility是出现在Black-
Scholes Equation中的呀？
☆─────────────────────────────────────☆
keyun (小猪不乖) 于 (Wed May 14 13:49:35 2008) 提到:
我现在对那个RISK NEUTRAL 的PROBABLITY还是没怎么搞明白。
显然STOCK MARKET不是RISK NEUTRAL啊。
☆─────────────────────────────────────☆
onedrunk (一醉) |
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n*****y
发帖数: 17 | 14 浏览银行类工作的时候,发现quant的职位很少,有的话好像对技术要求又比较高, 大家
都知道其他职位的情况吗,像Risk Management, Finanacial Control, Equity
Research, M&A等.
Finanacial Control好像侧重accounting, 如果做这份工作的话以后发展是不是空间很
小? 还要考很多资格证书?
M&A是不是不太招博士生? 听朋友说都是小孩子作的,搞得我都不好意思申请.
我自己的博士论文有点偏risk management, 所以申请了很多这个方面的职位,但是都没
有回音. 在一个招聘网站上看职位申请纪录,发现risk management 申请的人很多...另
外在投行里这方面的工作是不是一般都是middle office跟back office里?
还有一些business analyst, equity research 类的工作怎样?
可能问得有些杂,总之想了解下好的职业发展路径, 我本科跟硕士是在内地读的数学,博
士在香港读的,专业也不是fianance, 但是博士论文是有关risk management的 |
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k**k
发帖数: 61 | 15 A contact of mine is hiring. I can help forward resume for suitable
candidates.
Good luck!
~~~~~~~~~~~~~~~~~~~~~~~~~
Brief Description:
The individual will be implementing model, pricing and develop risk
methodologies of a variety asset classes.
Background
Prime Risk Technology area is responsible for controlling risk exposure that
Merrill Lynch and its clients has to Market and Credit movements. The group
is responsible for delivering and maintaining business critical risk
application. The grou |
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f********y
发帖数: 278 | 16 最近看Hull的书(Chapter 11)，说说我理解的Risk-neutral valuation,希望大牛指正
，毕竟这几乎是option 定价的基础。
我觉得：
首先，如果我们假定股票的历史价格不能很好的用来预测未来(就像布朗运动一样)，对
于这指股票的未来的价格走势我们基本一无所知，也就是说不知道它的分布范围,也不
能用risk的技术去计算可能的最大损失,这样我们就只能假定它未来的价格收益期望值
是risk-free interest rate.
第二，短期内如果股票的价格只有两种可能，那么根据其价格期望值能唯一确定它上升
和下降的概率．
第三，根据这个概率就能确定option的目前期望价格．
但是感觉到John Hull的书把这些倒过来写了，他先定一个riskless portfolio,然后说
因为这个portfolio是riskless的，所以必定赚risk-free interest rate（否则有
arbitrage）,然后推算option的价格．而且他这段话让人confusing:
The key reason is that we are not valuing... 阅读全帖 |
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z****i
发帖数: 406 | 17 risk neutral 定价的内在原因是市场的完整性(complete market)
拿option来说，是因为你可以用underlying asset和bond来做hedge,构造risk-free portfolio.
所以stock本身的growth rate不影响option价值。
risk neutral只用来给衍生品定价。你要是只考虑stock price的话，当然要考虑它的
expected growth rate的（不是risk free rate).
Hull这部分讲得不细，还是看Shreve吧 |
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n*********y
发帖数: 474 | 18 有很多先例吗？
小弟我现在做credit risk，觉得工作不忙pay的不多，还比较年轻不想这么混日子，不
知道如果从
credit risk奔quant risk努力该怎么发展？
小弟背景是物理本科，工程PhD drop out，数学功底还不错，喜算法设计不喜编程，有
几年后读MBA
的打算
请各位大神指点~ |
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s*******0
发帖数: 3461 | 19 我觉得 这个题目 的前提是 市场 completed 的
因为 如果不complete那么 risk neutral 的 价格 不一定attainable 所以 real
world probability 的价格 有参考价值
如果 risk neutral 是attainable的 那么risk neutral 的价格比给出价格低的话 不
管在什么真实概率的情况下 都应该选择risk neutral价格 |
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h*******7
发帖数: 1481 | 20 "几乎没有" Means P(market risk analysts for trading become Traders / Portfolio Managers) is very small. It doesn't mean P(market risk analysts for trading become Traders / Portfolio Managers) = 0.
P(market risk analysts for trading become Traders / Portfolio Managers)
and P(Front office analysts for trading become Traders / Portfolio Managers),
which one is larger?
Front office analysts for trading don't know the product? You must be
kidding me!
Quant skills are far less important than the product ... 阅读全帖 |
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M*****t
发帖数: 85 | 21 在看一个job description，某bank（非credit card），没有详细写明需要什么model，只说是做credit risk scorecard / rating model，而且用的编程工具是matlab或者sas。要计算probability of default和loss given default等metrics。我觉得这个job应该涉及的是retail credit risk，和Basel II有关，model应该是regression，decision tree等statistics model。
有可能是涉及corporate bonds方面的credit risk，或者用merton model吗？应该重点准备哪些modeling方法呢？大家给点意见，谢谢~~ |
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A*****s
发帖数: 13748 | 22 ding
不过个人觉得risk最头疼的是：很多risk的来源你没法fit到四大类里
比如一种不完备的benchmark就会带来特殊的benchmark risk
找到这些risk的来源首先就是个头疼问题，没有理论、案例可循 |
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M******x
发帖数: 16 | 23 Company Type: Commercial Bank
Location: San Francisco
Position Name: ENTERPRISE RISK BUSINESS ANALYST
Contact Email：b****************[email protected]
Job Summary
Participate in data investigation and analysis, model performance monitoring
reporting, production data load, data quality check, and data management.
Work with an existing Retail Basel II project team to develop, implement,
and monitor Basel II PD, LGD and EAD models for all retail portfolios.
Major Responsibilities
Develop and... 阅读全帖 |
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h*****u
发帖数: 204 | 24 1 "Discounted portfolio value, given there is no cost/benifit of carry,
follows a martingale too UNDER the Q measure. B-S derivation uses this fact."
I think even if there is dividend/cost of carry, but the discounted
portfolio is still a martingale.
(if there is dividend/cost of carry, then the discounted stock price is not
martingale)
2 My comment: From my experience, we usually use the risk neutral measure
to
Derivative price is the expected discounted payoff UNDER the Q measure. You
are ri... 阅读全帖 |
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m****s
发帖数: 1481 | 25 最简单的binomial例子，假设两个股票，今天都是100块，明天都是升到110或者降到90
，但是一个升的概率大，99%，一个升的概率小，50%，再假设risk-free rate 是0。根
据risk-neutral，call on 这两个股票都应该是5块，但是显然这两个call的收益/风险
不一样，为啥还定价一样？这种情况下理智的人都会去买前一个call吧
或者换个说法，假设有100个独立股票都是99%涨 1%跌，另外100个独立股票50%涨 50%
跌，涨跌幅度一样，那么根据central limit，买100个call on 前100个的收益显然大
于call on 后一百个。但是投资一样，这是为啥？我唯一能想到的区别就是central
limit需要趋于无限才能真正消除risk，在有限情况下始终有非零概率前100个收益不如
后100个，所以风险没有全部去掉，但是为什么风险大小不同但是定价却相同，难道不
应该有risk premium在里面？
delta hedge的推导我明白，但是总感觉结论有点有悖常理啊，谁给我解下惑呀 |
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w********0
发帖数: 1211 | 26 先申明一下，我自己就是risk quant，所以此帖不是攻击别人，而是反省自己存在的价
值。
Risk部门的很多工作是算capital。我们知道regulatory rule本身就规定了各种产品的
standard的算法，但那都比较conservative。同时允许各公司自己建各种模型，比如
VaR/SVaR, IRC。模型被批准后也可以用来算capital，一般比standard的算法要算得低
，所以有利于公司。
可问题是，要建这些模型，得雇佣一群risk quant，既有建模的部门，又得有model
validation，还得有高层一点的人和regulator打交道以求模型的批准，还有一大群IT
的人在那里开发并维护内部的risk系统。以上这些还都是直接干活的，事实上公司里面
大家都知道，很多时候指挥的人多余最后干活的。
真的很怀疑所有这些人的工资奖金福利加在一起，都超过了他们能帮公司省下的
capital。
当然这些人也可能还兼任其他更有意义的事情。 |
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k****1
发帖数: 133 | 27 想请问一家地区性商业银行里做model validation, market risk 方面怎么样?也做
credit risk, operational risk. 但是他们的portfolio 主要是mid sized
commercial loan, Commercial and Industrial Loan 占到95%, 很少hedging
portfolio, 几乎1%-3% cds, commodity portfolio. 估计学不到啥credit derivative
知识??
-----做这个将来转行去cdo, cds, cva 之类的可能性多大?
-----和一家什么业务都有的大银行，做MORTGAGE PORTFOLIO Strategy(WHOLELOAN, No
MBS)包括Risk, pricing,hedging 方面 UAT TESTING 相比怎么样？ |
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h*****0
发帖数: 23 | 28 We have an entry/junior level position now open in the investment risk
management area in our Enterprise Risk Management department of a big
multinational life insurance company. The main responsibility is to assist
in asset risk modeling (credit and market) and risk return analysis.
The candidate MUST have a green card or already have an H1B visa. The ideal
candidate will be:
1) Quick learner and good team worker
2) Have a quantitative background (e.g., math, physics, engineering,
actuarial sci... 阅读全帖 |
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h*****0
发帖数: 23 | 29 A little while ago I posted a position here. It has been filled.Now we have
another opening available with the same responsibility/requirements (see the
old post at the end). If you are interested, please send your resume to
h**********[email protected]
Please note:
1) you MUST already have H1B, green card, or US citizenship
2) be able to relocate to Springfield, MA / Hartford, CT area.
Thanks,
Old post:
--------------------
We have an entry/junior level position now open in the investment risk
manage... 阅读全帖 |
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i**z
发帖数: 19 | 30 大家好，我最近拿了2个银行的associate offer，一个是marketing risk（做VaR, ALM
, Counterparty Risk, ABS，Stress testing），另外一个是credit risk economic
capital(做PD，LGD，EAD，Stress testing，Basel 2)。两个offer工资基本一样，请
问大家，从以后的发展看，哪个会更好一些。谢谢大家，祝大家周末愉快。 |
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g*********s
发帖数: 24 | 31 Dthroat: 不懂才要问么，不要嫌弃问题么，金融范围太广了，确实基本概念还不清，
所以才要请教。恩，纠正一下，叫大哥不妥，大街可以，大妈也不会生气，呵呵。从你
的答案里推断，这两个是一回事？
chase120: 谢谢赐教。我这是越糊涂越想搞清楚：）读版上的讨论感觉quant比risk要
热一些，好像risk是后台，是cost. risk是我想做的，据说虽然bonus那么多，但是工
作相对稳定轻松一些。请教一下，如果想进risk，是需要读个financial engineering
的ms么，还是mba什么的？请指教。 |
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k****1
发帖数: 133 | 32 现在做market risk, var,sVar, irc, basel/frtb/ccar,干的很杂,工作有一些
modeling, 有些c++ coding(不多),写document, model monitoring.所有的产品都接触
。用到的就是些pca, simulation, regression, c++, vba这些, 也能学到些front
office pricing model的皮毛。
公司内部有一个wealth&investment management部门招investment risk quant, 好像
做些portfolio optimization, risk attribution stress testing之类的活, 主要用
统计, 优化, matlab, sas, sql之类的。
问题: 第二个工作会更有意思吗?将来职业发展怎样? 感觉没现在工作那么quant.而且
wealth mgnt的portfolio manager/financial advisor大部分都fundamental的东西,
quant没啥用。但现在工作每天弄base... 阅读全帖 |
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n****e
发帖数: 2401 | 33 a $60k risk manager is $60k level
a $600k risk manager is $600k level.
the best part is, a $60k risk manager can talk confidently in public and
think the world may look at himself as a $600k risk manager so that he can
feel success right away. |
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D******n
发帖数: 2836 | 34 credit card risk 不是 credit risk吧，
credit risk是指card holder还不起钱，past due,default....charge off
credit card risk,就是指card hodler dispute和request charge back。就是说，平时
卡债是换的，可是某天卡被盗了或者其他原因，卡上有一个交易卡主不承认，想要回钱
。
fraud就是指。。。大家都明白的。 |
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Y******Y
发帖数: 8753 | 35 需要抱佛脚，请问有什么相关的书可以看看呢？需要用到什么统计知识呢？
涉及的领域包括
Provide detailed account level analysis, summarized up to segments and
portfolio.
Typical projects handled by the group are:
Overdraft strategy for consumer and business banking
Access (a checking product) graduation strategy
Fee waiver strategy
Risk based pricing
Risk based portfolio segmentation
Profitability analysis
Provide linkage between product, marketing and risk management.
Work with cross LOB risk teams.
Responsible for monthly and ad-hoc MIS f |
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M*****t
发帖数: 85 | 36 在看一个job description，某bank（非credit card），没有详细写明需要什么model，只说是做credit risk scorecard / rating model，而且用的编程工具是matlab或者sas。要计算probability of default和loss given default等metrics。我觉得这个job应该涉及的是retail credit risk，和Basel II有关，model应该是regression，decision tree等statistics model。
有可能是涉及corporate bonds方面的credit risk，或者用merton model吗？应该重点准备哪些modeling方法呢？大家给点意见，谢谢~~ |
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l***a
发帖数: 12410 | 37 basel II是和retail credit risk有关？我一直以为这是corporate risk的范畴。。。
哪位给科个谱？
model，只说是做credit risk scorecard / rating model，而且用的编程工具是
matlab或者sas。要计算probability of default和loss given default等metrics。我
觉得这个job应该涉及的是retail cre
点准备哪些modeling方法呢？大家给点意见，谢谢~~ |
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c********s
发帖数: 101 | 38 Market Risk might be more stressful. But it's easy to jump later on. And you
will learn the crucial ability to survive: how to BS.
Economic Capital might be marginalized from core bank business, even within
risk management. Not as stressful, and you can still learn a lot of stuff,
but if you have ambition to climb corporate ladder, it's not a good starting
place.
If it's your first job out of school, and you are young, go for Market Risk.
I am curious why you get associate tittle though. I woul... 阅读全帖 |
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s*******t
发帖数: 300 | 39 大家好，我最近招人，有兴趣的请发站内邮件
I have opening for an entry level data analyst or Risk analyst who likes to
apply analytic skills to solve exciting business problems and bring insight
on the business growth.The candidate will be involved in reporting, credit
risk and marketing risk analysis, and has great potential to get exposed to
credit risk model and market response model development. The candidate is
preferred to have fundamental statistic concepts. Knowing SQL and script
language including Python and... 阅读全帖 |
|
t****9
发帖数: 4491 | 40 Friday, June 21, 2019 2:18PM
The average American works about 47 to 50 hours per week. Everyone needs to
make ends meet, but at what cost to your health?
A new American Heart Association study now looks at the link between working
long hours and an increased risk of stroke.
Taking time out for himself is something 42-year-old Jeff Hiserodt never
used to do.
"I was putting in close to 60 to 65 hours," he said.
Hiserodt's secondary market resale business kept him working seven days a
week - until ... 阅读全帖 |
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n******h
发帖数: 2482 | 41 So what? Hillary is also a risk to national security. You are also a risk to
national security. Everyone is a risk to national security. |
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q*******7
发帖数: 168 | 42 【 以下文字转载自 Returnee 讨论区 】
发信人: qw1234567 (qw12), 信区: Returnee
标 题: 国内券商招market risk management
发信站: BBS 未名空间站 (Wed Sep 16 13:14:21 2015, 美东)
我准备回国加入一个券商，负责market risk management，想找一个在美国这边有4 到
5年 或者更多 IB market risk experience 的人，如果有意请联系。
工作地点在一二线城市不是北上广。 |
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m****s
发帖数: 18160 | 43 【 以下文字转载自 Mathematics 讨论区 】
发信人: capmark (capmark), 信区: Mathematics
标 题: 招聘Risk Modeler，奖金加期权，无限假期
关键字: 招聘
发信站: BBS 未名空间站 (Wed Aug 28 21:41:09 2013, 美东)
招聘Risk Modeler。工作地点曼哈顿。条件：理科，工科或经济学PhD，统计专业优先
。英文口语流利（必备重要条件,无脱稿演讲水平者不予考虑）。一年以上金融，建模
或数据分析工作经验优先。如
名校博士，可无工作经验。
公司为Pre-IPO fintech company。预计两三年内上市，支持H1B。本组为新成立部门，
发展空间巨大。符合上述条件的申请人，请直接邮寄简历至c***[email protected]
As part of the Portfolio Management team, you will:
Own the testing and validation of statistical models used for important
business decisi... 阅读全帖 |
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d**********t
发帖数: 5 | 44 I represent a brokerage firm on wall street which raises funds for various
managed futures trading strategies. We are currently seeking investments for
a particularly robust managed futures strategy that currently has $32M AUM
(asset under management). The manager is a PhD from Harvard University and a
former global macro trader at SAC capital where he managed more than $100M
capital. This program started in Nov, 2009.
This program seeks to profit from short term directional and volatility skew
... 阅读全帖 |
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k********o
发帖数: 236 | 45 【 以下文字转载自 NewJersey 讨论区 】
发信人: kittyhello (HelloKitty), 信区: NewJersey
标 题: Junior Risk Operation Analyst Position Open
发信站: BBS 未名空间站 (Thu Oct 21 13:23:21 2010, 美东)
Contract to full time position. Working in one of the largest investment
bank in Midtown New York.
Support risk manager for daily risk reporting, reconciliation and data
control. Know basic financial knowledge and excel, VB, with basic database
SQL will be a plus.
Fresh master graduate is welcome. Sponsor H1-B.
NY, NJ, CT, PA loca... 阅读全帖 |
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m****g
发帖数: 24 | 46 Employer: Band of New York Mellon (BNYM participates in E-Verify and
sponsors H1B)
Location: Pittsburg 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 immediately.
Please send c.v. directly to [email protected]
/* */ Please also indicate whether
you wish to be considered for Intern or Full-time or both. Only qual... 阅读全帖 |
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k********o
发帖数: 236 | 47 【 以下文字转载自 NewJersey 讨论区 】
发信人: kittyhello (HelloKitty), 信区: NewJersey
标 题: Junior Risk Operation Analyst Position Open
发信站: BBS 未名空间站 (Thu Oct 21 13:23:21 2010, 美东)
Contract to full time position. Working in one of the largest investment
bank in Midtown New York.
Support risk manager for daily risk reporting, reconciliation and data
control. Know basic financial knowledge and excel, VB, with basic database
SQL will be a plus.
Fresh master graduate is welcome. Sponsor H1-B.
NY, NJ, CT, PA loca... 阅读全帖 |
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r****3
发帖数: 1 | 48 A top investment bank in NYC is seeking candidates for a position in its
trading book risk analytics team. In this role, you will develop important
quantitative risk models for multiple asset classes.
Minimum Qualifications:
- A graduate degree (PhD preferred) in a quantitatve field, such as applied
mathematics, statistics, econometrics or physics.
- Good knowledge of the basic concepts in finance, including bond math,
common derivatives, Greeks, etc.
- Strong computer skills including proficien... 阅读全帖 |
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m****s
发帖数: 18160 | 49 【 以下文字转载自 Statistics 讨论区 】
发信人: capmark (capmark), 信区: Statistics
标 题: 招聘Risk Modeler，统计专业博士
发信站: BBS 未名空间站 (Mon Aug 26 23:20:49 2013, 美东)
招聘Risk Modeler。工作地点曼哈顿。条件：理科，工科或经济学PhD，统计专业优先
。英文口语流利（
必备重要条件）。一年以上金融，建模或数据分析工作经验。
公司为Pre-IPO fintech company。预计两三年内上市，支持H1B。本组为新成立部门，
发展空间巨大。符合上述条件的申请人，请直接邮寄简历至c***[email protected]
As part of the Portfolio Management team, you will:
Own the testing and validation of statistical models used for important
business decisions and credit policies
Provide constructiv... 阅读全帖 |
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