s*******0
发帖数: 3461 | | s*******0
发帖数: 3461 | | I**R
发帖数: 1309 | 3 举例说明什么是精算偏 quantitative？IB里面的？
【在 s*******0 的大作中提到】
: 如题 感谢
| o********y
发帖数: 1138 | 4 跟job description有关，跟偏什么无关
大多数公司都是EB3，连华尔街上的quant都有一大堆是EB3的
【在 s*******0 的大作中提到】
: 如题 感谢
| s*******0
发帖数: 3461 | 5 eg: this kind of position
quant insurance product pricing
VBA, C++ Variable Annuities Quantitative Analyst, Baltimore, fulltime $130-$
160k, immediate interview, k******[email protected] 800-331-1987
The Derivatives Analytics team is responsible for developing and maintaining
derivative pricing and hedging models to support the execution of our
global Variable Annuities hedging mandate. The team is also responsible for
developing advanced interest rate and asset models to ensure market
consistency in pricing and to enhance robustness in risk management
technology. Additionally this team performs ad hoc research to support
internal client's efforts in new product development, capital management and
return generation. In this particular position you will maintain the
liability modeling capabilities of the group and work with the rest of the
team to ensure model integrity between asset and liability. You will
interact with internal clients to apply influences in the entire product
life cycle from capital market perspective, such as market consistent
pricing and hedge effectiveness analysis. This position allows significant
growth in capital market depth through hands on problem-solving projects and
involvement in asset modeling.
DUTIES:
combination of direct coding in VBA and working with colleagues to support C
++ developments.
hedging model to ensure market consistent pricing.
Greeks modeling, or in-depth hedge attribution analysis.
valuation code is consistent with client pricing, and maintain the
consistency which is required through the entire product life cycle.
improvements that better meet business needs.
input files for production purposes, and pass that package off to VA
Operational Team for purposes of operational implementation.
model for usage in non-VA product modeling.
CANDIDATE SKILLS PROFILE:
Job Related Qualifications
insurance business clients; ability to explain complex ideas and concepts
behind models/strategies.
translate product specs into computer model and to lead through projects to
accomplishment.
develop computer algorithm in the derivative pricing context.
and use different quantitative financial modeling tools to perform back
testing, scenario analysis and stress testing.
Thank you,
Kathleen Griffiths | L**********y
发帖数: 2525 | 6 if it mentions a graduate degree OR 5 year experience, then you can push for
eb2; otherwise eb3.
-$
maintaining
for
【在 s*******0 的大作中提到】
: eg: this kind of position
: quant insurance product pricing
: VBA, C++ Variable Annuities Quantitative Analyst, Baltimore, fulltime $130-$
: 160k, immediate interview, k******[email protected] 800-331-1987
: The Derivatives Analytics team is responsible for developing and maintaining
: derivative pricing and hedging models to support the execution of our
: global Variable Annuities hedging mandate. The team is also responsible for
: developing advanced interest rate and asset models to ensure market
: consistency in pricing and to enhance robustness in risk management
: technology. Additionally this team performs ad hoc research to support
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