d******e
发帖数: 551 | 1 【 以下文字转载自 JobHunting 讨论区 】
发信人: darkblue (LA Gator), 信区: JobHunting
标 题: Job opportunity - Quantitative Analyst at the Union Bank, (转载)
发信站: BBS 未名空间站 (Fri Nov 5 18:13:29 2010, 美东)
发信人: darkblue (LA Gator), 信区: LosAngeles
标 题: Job opportunity - Quantitative Analyst at the Union Bank,
发信站: BBS 未名空间站 (Fri Nov 5 13:18:02 2010, 美东)
This is a Basel-II modeling position. They look for Strong Statisticians who
can program with SAS, R and Matlab. Minimum M.S. Statistics or related field
, prefer Ph.D. Financial Service Industry experience required (no exception)
. Sponsor H1-B and Green Card. Very nice team, great location, package up to
$100K. I can help refer: l******[email protected]
Job Summary:
Supports all aspects of the update/ construction of the bank’s operational
risk capital model and reports, including: risk assessments, loss data
collection, control factors, scenario analysis, statistical probability
analysis, and documentation writing.
Major Responsibilities:
Participate in documenting regulatory capital model. 10%
Support scheduled operational risk model update. 20%
Research and establish alternative modeling methodology parallel to existing
operational risk model. 15%
Conduct various statistical analyses from existing capital model. 20%
Conduct stress tests and sensitivity analysis of existing ORM models. 20%
Support quarterly capital reports and analysis. 10%
Other duties as assigned. 5%
Additional Information:
A strong understanding as well as practical experience with financial
modeling methods such as: Financial Risk Management, OLS and Logistic
Regression Analysis, relational databases, Model Validation, Monte Carlo
Simulation, Multivariate statistical analysis, Copulas, Economic Capital,
and Stress testing.
Strong SAS programming skills are required.
MATLAB programming skills (e.g. MLE estimation) are favorable.
Typically requires a Master’s Degree in Mathematics, Economics, Finance or
Statistics and 5+ years experience in the financial industry.
Strong written and verbal communication skills are preferred. | d******e
发帖数: 551 | 2 这个position招了很久了，他们一直没有找到合适的人。我觉得这是个很好的机会，
manager是个华人，人很好，大头是个很nice的白人。位置在Monterey Park，公司是大
公司，看起来也不是那么忙。
当时他们出价package $100K，现在看来他们招不到人，决定加价，所以现在我看是
package $100K起，办H1-B和绿卡。要求是必须统计及相关硕士（prefer博士）以上另
加5年finance industry statistical modeling工作经验。
请符合条件的申请人给我发信：l******[email protected]，请不符合条件的站友不要给我发
信，我也希望给经验少的人机会，但是这不是我招人我说了不算。谢谢！
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【在 d******e 的大作中提到】
: 【 以下文字转载自 JobHunting 讨论区 】
: 发信人: darkblue (LA Gator), 信区: JobHunting
: 标 题: Job opportunity - Quantitative Analyst at the Union Bank, (转载)
: 发信站: BBS 未名空间站 (Fri Nov 5 18:13:29 2010, 美东)
: 发信人: darkblue (LA Gator), 信区: LosAngeles
: 标 题: Job opportunity - Quantitative Analyst at the Union Bank,
: 发信站: BBS 未名空间站 (Fri Nov 5 13:18:02 2010, 美东)
: This is a Basel-II modeling position. They look for Strong Statisticians who
: can program with SAS, R and Matlab. Minimum M.S. Statistics or related field
: , prefer Ph.D. Financial Service Industry experience required (no exception)
| p********a
发帖数: 5352 | 3 放俺们统计版去，会不会被奚落一顿。。。
PhD或者MS 5年经验，才拿个ANALYST的职位？俺几个同学倒是有这个经历，不过都去挖
矿去了，估计看不上这10W刀。 | d******e
发帖数: 551 | 4 我也经常去统计版，请帮忙转过去吧。
反正都不是people manager，职位我觉得区别也有限吧，关键还是看compensation。10
万起的工作在commercial bank里算是junior manager的pay了，不算很好，但也不算很
差了。
Commercial Bank跟IB是不太一样的track，不具可比性。正在IB做矿的当然不会愿意职
业转换来Commercial Bank
【在 p********a 的大作中提到】
: 放俺们统计版去，会不会被奚落一顿。。。
: PhD或者MS 5年经验，才拿个ANALYST的职位？俺几个同学倒是有这个经历，不过都去挖
: 矿去了，估计看不上这10W刀。
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