n****3
发帖数: 23 | 1 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.
Valid US work permit is required as there will not be sponsorship for the
temp position.
Although not a permanent position, it is good for gaining experiences in
quantitative risk analysis area. If you are interested, please contact me
with in-site mail.
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Title: Quantitative Risk Analyst
Term: 6 months
Employer: Major US Bank
Location: New York City
Job Descriptions
• Utilize 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, market 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 filed is preferred.
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发帖数: 26 | | I***y
发帖数: 89 | 3 insite messaged you yesterday, thanks. |
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