S****h
发帖数: 558 | 1 Let me know if you need a referral.
Freddie Mac.
It is typically for a MS/BS with limited experience (a few years). It will
be good if you want ot gain some domain knowledge about fixed income.
Responsibilities
Develop analytical methods and models that assess the interest rate, market
and / or credit risks of new and existing financial products. Assist in
the development of the underlying models used to support trading decisions.
Analyze and interpret output of models or analytic applications. Develop
and analyze valuation models to determine risks for new and / or existing
portfolio holdings. Displays a level of independence but refers more
complex problems to supervisors or other experts. Roles at this level are
typically for those exhibiting strong basic executional capabilities and who
are beginning to take on more responsibility. Technically and
quantitatively oriented and may possess a degree in economics, applied
mathematics, physics or statistics, as well as a strong background in
computer science and econometrics. Typically has more than 3 years of
functional and industry experience.
Job Duties
- Implement simulation models in C++ and help maintain existing model
libraries.
- Assist in the automation and scripting of model documentation and testing.
- Support the simulation model libraries by investigating problems,
assisting customers and preparing responses.
Basic Requirements
- Understanding of basic mathematical finance and statistical concepts.
- Bachelors degree in Computer Science, econometrics, financial economics,
mathematics or a mathematically or statistically intensive science or
engineer field.
- 2 or more years experience with C++ in a commercial setting.
Preferred Skills
- Experience with Python or other scripting languages.
- Experience analyzing Mortgage Backed Securities, CMOs (particularly using
the Intex CMO libraries and applications).
- Experience using MatLab. | c*****o
发帖数: 1702 | 2 请问h1b跟绿卡政策怎么样？ location在哪？ | S****h
发帖数: 558 | 3 Just checked. They have some flexibility for level. If they found a really
strong candidate, they might be able to bump it to Sr level (Ph.D or BS/MS
with extensive experience). I was told that they only sponse H1B for Sr.
level.(Sorry for the early misinformation.) It is Freddie Mac, at
Washington DC. | x******a
发帖数: 6336 | 4 Washington DC I guess
【在 c*****o 的大作中提到】
: 请问h1b跟绿卡政策怎么样？ location在哪？
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