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文章阅读:Junior Risk Quants Opening (Shanghai)
[同主题阅读] [版面: 金融工程] [作者:ny1973] , 2011年07月07日19:01:22
ny1973
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发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标  题: Junior Risk Quants Opening (Shanghai)
发信站: BBS 未名空间站 (Thu Jul  7 19:01:22 2011, 美东)

Our firm is opening an “Advanced Analytics Center” for Risk Methodologies
in Shanghai’s Financial District.   If you are interested and also match
the requirements, please contact me with in-site mail.

(Note these are local positions and no relocation package is available.)

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Title:  Quantitative Risk Analyst
Level:  Entry-level
Employer: Major US Bank
Location: Shanghai, China

Job Descriptions

- Utilize statistical/quantitative techniques to analyze market data;
develop and improve algorithms of time-series analysis.
- Responsible for the construction of covariance matrices that are used in
the simulations of Value-at-Risk (VaR) and counterparty risk exposure
calculations.  
- Perform profit attribution analysis and hypothetical backtesting on
tradable products.
- Research new methods for capturing risk exposure, calculating value-at-
risk, and performing stress analysis.
- Enhance pricing models and simulation models for counterparty risk
exposure calculations. Perform regular backtesting.
- Assist in the design of risk reporting; provide assistance to risk and
business management on all aspects of market risk and counterparty risk.

Job Requirements

- Degree of M.S. or Ph.D. in a highly quantitative field, such as
mathematics, physics, statistics, or engineering.
- Very good quantitative skills, with knowledge of numerical methods, Monte
Carlo simulations, and statistical analysis.
- Very good programming skills, in C/C++.
- Knowledge on derivative pricing and financial products, risk management
practices and procedures is a plus.





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※ 修改:·ny1973 於 Jun 22 13:44:06 2012 修改本文·[FROM: 192.193.]
※ 来源:·WWW 未名空间站 海外: mitbbs.com 中国: mitbbs.cn·[FROM: 192.193.]

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