H*******V
发帖数: 4 | 1 Hi All,
We are the model risk group in a top tier IB. Our team is responsible to
manage model risk and cover a wide range of quant models used in the firm
through its range of business, from derivatives pricing models to models
used for risk management and capital computations. In addition to
independently reviewing these classes of models for their validity and
theoretical consistency, the group is also responsible to quantify the risk
associated with model choice, e.g., exposure to choice of model for exotic
options.
We are now hiring associates both in Tokyo and Hong Kong.
Associate Level
Requirements:
- Have strong quantitative skills( eg. PhD in a quantitative discipline)
- Good understanding and interests in financial markets.
- Familiar with certain financial modelling theories: stochastic calculus,
statistics, derivative pricing, term structure models, numerical methods,etc.
- Good programming.
- Good communication. Comfortable in explaining complex models in an
intuitive way.
- Team player
Please forward CV to [email protected]
/* */ if interested. Please state
your current employment status in email. (Only qualified candidates will be
replied and referred internally. )
Thanks. |
|
