Fixed Income Econometrician recruitment
The Econometrician is responsible for designing, developing and testing new econometric models and other quantitative procedures to be utilized in risk/pricing analysis under minimal supervision. Principle Responsibilities:Developing and enhancing VaR and stress test methodologiesDesigning additional statistical back-testing measuresIdentifying potential model issues by analyzing the results of the back tests and stress testsParticipate in the development of risk management methodologies by enhancing existing analytical models and focusing on improving the econometric aspects of the research Read more […]
July 3, 2012
• Tags: Capital Markets careers in the USA, Fixed Income Econometrician recruitment • Posted in: Financial • Comments Off on Fixed Income Econometrician recruitment