Quantitative Analyst – Risk Methodology recruitment
This involves among others: * Reviewing new products/models with special emphasis on valuation and risk management. * Detecting misunderstood and/or understated risks. * Identifying the use of mathematically flawed models, quantifying errors and proposing more adequate solutions. * Determining incorrectly specified models, i.e. mathematically correct models, which are not applicable to the given product and/or market. * Developing prototypes of cutting edge models in C++ inside the team’s benchmark library. * Highlighting the potential risk when using wrong or inconsistent input values for model Read more […]
January 28, 2012
• Tags: Quantitative Analyst – Risk Methodology recruitment, Risk Management careers in the Switzerland • Posted in: Financial • Comments Off on Quantitative Analyst – Risk Methodology recruitment