h****8
发帖数: 6 | 1 Our group has new openings in Tampa (Florida) for quantitative risk analysts
.
If you are interested and meet the criteria below, please forward your
resume and/or cover letter to [email protected]
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, ASAP.
Valid US work permit is required.
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EMPLOYER: A major US Bank
JOB DESCRIPTION
- Understand counterparty credit risk concepts, data requirements, and
software framework. Utilize the knowledge to perform various analyses to
support risk management and regulatory capital calculation.
- Conduct counterparty credit risk model analysis and backtesting required
by regulators and model performance reviewers.
- Specify exposure calculation methods for counterparty credit risk
management and regulatory capital requirement.
- Work with other Risk Analyst teams and Model Validation to build up models
and applications for counterparty risk analysis, benchmark exercises, and
regulatory QIS.
- Interact with IT teams to synchronize Risk Analytics hardware and software
frameworks (including servers, tools/utilities, model implementation, and
in-house applications) with the production risk systems.
REQUIREMENTS
- Ph.D. or equivalent in a highly quantitative field (e.g. mathematics,
physics, statistics, etc.). Experience of Monte Carlo simulations,
numerical methods, and statistical hypotheses testing.
- Good programming skill and data analysis capability are essential,
especially in C/C++, Perl, shell scripts, VBA and basic database skills in
either Oracle or Sybase.
- Good communication skill is required. Be organized, disciplined and detail
oriented.
- Keen interest in banking and finance, especially in the field of Risk
Management, OTC derivatives valuation. Prior work experience in related
field is preferred. | j******m
发帖数: 70 | 2 Citi吧 Florida is a good place for winter :D |
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