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 (Fri May 24 22:44:38 2013, 美东)
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
The team requires IMMEDIATE availability with a current, valid US work
permit for the duration of the position. If you are interested and meet all
the requirements above and below, please send a copy of your resume to
n*****[email protected] for consideration.
Although not a permanent position, it is good for gaining experiences in
quantitative risk analysis area.
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Title: Quantitative Risk Analyst
Term: 6 months
Employer: Major US Bank
Location: New York City (Manhattan)
Job Descriptions
• Use quantitative techniques to analyze and enhance pricing
models and simulation models for counterparty credit risk exposure
calculations.
• Perform regular backtesting on tradable products using statistical
techniques.
• Research new methods for capturing risk exposure, calculating value-
at-risk, and performing stress analysis.
• Provide assistance to risk and business management on quantitative
topics.
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, 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 field is preferred.
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