K*****Y
发帖数: 629 | 1 JPM Model Development and Capital Analysis group.
Develop and implement quantitative models of market risk capital for
regulatory reporting.
Very strong experience of C++ and Python.
Working knowledge of VaR, stress testing, Monte Carlo simulation, credit
risk and market risk, as well as Basel II/III.
PhD in quantitative fields (math, physics, computer science, engineering,
operational research) preferred.
1-3 years of working experience preferred.
有意者站内联系。 |
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