s**a
发帖数: 178 | 1 Firm: Leading Investment Bank
Location: Charlotte, NC
Title: VP
Requirements:
Ph.D. in physics, math, quantitative finance or related quantitative field.
Two years or more of experience with Commodity and/or Interest Rate
Derivatives modeling. Knowledge of Commodity products and IR derivatives
products such as caps, floors, swaptions; Knowledge of IR models such as
SABR and BGM/HJM. Knowledge of computational methods of mathematical problem
solving such as Monte Carlo and PDE's. Knowledge of sta | e******r
发帖数: 220 | 2
~~~~~~~~~~~ Wachovia ?
【在 s**a 的大作中提到】
: Firm: Leading Investment Bank
: Location: Charlotte, NC
: Title: VP
: Requirements:
: Ph.D. in physics, math, quantitative finance or related quantitative field.
: Two years or more of experience with Commodity and/or Interest Rate
: Derivatives modeling. Knowledge of Commodity products and IR derivatives
: products such as caps, floors, swaptions; Knowledge of IR models such as
: SABR and BGM/HJM. Knowledge of computational methods of mathematical problem
: solving such as Monte Carlo and PDE's. Knowledge of sta
| s******r
发帖数: 350 | |
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