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发帖数: 7355 | 1 【 以下文字转载自 LosAngeles 讨论区 】
发信人: darkblue (LA Gator), 信区: LosAngeles
标 题: Job opportunity - Quantitative Analyst at the Union Bank, ( (转载)
发信站: BBS 未名空间站 (Mon Jan 3 01:02:56 2011, 美东)
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. |
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