Quantitative Modeling-(PhD)(Stochastic Processes,C++,PDE) recruitment

Responsibilities will involve: creating and developing and testing Risk Management methodologies, analyzing exposures using stress testing and VAR techniques, research new methods for capturing risk exposure, and evaluating risk/reward across multiple asset classes (OTC Derivatives, Equities, Rates, FX, and Commodities). Applicants must have a quantitative PhD degree (Finance, Math, Statistics, Economics, or Econometrics), strong statistical programming skills (C++,VBA and SQL) and knowledge of [derivative pricing and risk management practices, numerical methods, Monte Carlo simulations, VaR, probability Read more […]

February 12, 2012 • Tags: , , , • Posted in: Financial • Comments Off on Quantitative Modeling-(PhD)(Stochastic Processes,C++,PDE) recruitment