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发帖数: 19 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: FreeAsBird (OCR), 信区: Quant
标 题: 贴一个西部Quant工作机会
发信站: BBS 未名空间站 (Fri Feb 7 00:41:23 2014, 美东)
Leading financial data services firm is urgently looking for a junior/senior
quantitative analyst (with a focus on equities and equity derivatives) for
expanding the capability of its portfolio risk management system.
Location: Greater LA area
Some Requirements:
- PhD in a quantitative field (Math, Stat, Physics, etc).
- Advanced training in statistics (linear regression, model selection, etc)
- Basic financial risk knowledge (e.g. duration, OAS, beta, Sharpe ratio,
VaR, etc).
- Verifiable proficiency in C++ programming.
- Professional experience with equity risk factor models, multi-asset VaR
modeling will be a big plus.
- Must be a team player
- Must be willing to relocate to LA office if not local.
If interested, 请站内邮件联系。 |
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