phd quantitative risk management

A top European Financial Institution is looking for a talented quantitative risk analyst to work in their Quantitative Risk Group.The key responsibility of the role will be to provide model risk management of both derivative pricing models and the Basel II Internal Rating Based (IRB) credit models (Wholesale & Retail)The role requires an excellent academic background, preferably a MSc / PhD in Maths, Statistics, Physics, Engineering or Finance with a good level of technical and practical...
Contract: Employee - Full time

1 day, 23 hours ago in eFinancialCareers Save

opportunity.The group report in to risk management although have little to do with the day-to-day risk management of the business. The... involved in risk complex trades that, whilst risky for the business, provide a challenge for any enthusiastic quant.The... interesting projects and quick progression.This role requires an strong technical candidate either with a PhD in a numerical... risk or similar is preferred for the role although any asset class will be considered as this is an opportunistic hire for the...
Contract: Employee - Full time

1 day, 8 hours ago in eFinancialCareers Save

their limits. On a daily basis you will review pricing models, risk-management models for research and deal with model approvals... following criteria. PhD, MSc or DEA in Mathematics, Theoretical Physics or Financial Engineering Extensive financial reading... Hedging, Credit Risk, Interest-Rate Options Models, Parameter Estimation for Stochastic Processes, Backward and Forward and...
Contract: Permanent

3 days, 5 hours ago in jobsinrisk Save

review pricing models, risk-management models for research and deal with model approvals. You will also be responsible for... and dealing closely with the front office. Successful candidates may adhere to the following criteria. PhD, MSc or DEA in..., Calibration of models (calibration of Heston model through Fast Fourier Transform), Derivatives Hedging, Credit Risk, Interest-Rate...
Contract: Employee - Full time

3 days, 5 hours ago in eFinancialCareers Save

solve stress-testing issues linked to models reaching their limits. Your team will review pricing models, risk-management models... products (FX, IR, Equity). Answering directly to the Head of Quantitative analytics, you will have extensive exposure to the business orientated and client facing aspects of the business. . Successful candidates may adhere to the following criteria. PhD... model through Fast Fourier Transform), Derivatives Hedging, Credit Risk, Interest-Rate Options Models, Parameter Estimation...
Contract: Full-Time Permanent

3 days, 5 hours ago in finappointment Save

their limits. On a daily basis you will review pricing models, risk-management models for research and deal with model approvals... following criteria. PhD, MSc or DEA in Mathematics, Theoretical Physics or Financial Engineering Extensive financial reading... Hedging, Credit Risk, Interest-Rate Options Models, Parameter Estimation for Stochastic Processes, Backward and Forward and...
Contract: Full-Time Permanent

1 day, 9 hours ago in finappointment Save

Highly profitable Investment Management Company is seeking a quantitative analyst for their Capital Markets division to... Company is seeking a quantitative analyst for their Capital Markets division to build out its Asset Liability Management capabilities across the ALM/Trading division.The role includes improvement of existing risk management systems and development of... Risk Management and Asset Management.The duties include the development of new derivative models, risk measurement for a large...
Contract: Employee - Full time

5 days, 9 hours ago in eFinancialCareers Save

My clients are a top tier bank looking for a quantitative analyst which requirements include a Master's (PhD is preferred) of hard science or engineering. Five or more years of trading, and/or quantitative strategy, and/or market risk management... equity securities as well as the related trading strategies and markets. Superior understanding of market risk management measures and anaytics. Excellent quantitative and analytic skills and hands-on experience in front office risk management

06/06/2008 in theITJobBoard Save

Jobs similar to "phd quantitative risk management": sas london quantitative trading, matlab phd

quantitative theory and methodologies in the areas of risk management and pricing. Writing source code to implement new features for...Computer Futures Solutions are seeking a Quantitative Developer to work in their Analytics development team. The successful applicant will have the following qualifications and skills: A PhD or masters in mathematical finance or related discipline, and strong innovative mathematical skills. Excellent knowledge of valuation across all asset classes and risk management
Contract: Permanent

20/01/2008 in Totaljobs Save

a Quantitative Developer to work in their Analytics development team. The successful applicant will have the following qualifications and skills: A PhD or masters in mathematical finance or related discipline, and strong innovative mathematical skills. Excellent knowledge of valuation across all asset classes and risk management theory. You will have experience in... of risk management and pricing. Writing source code to implement new features for their Analytics software. Documenting...
Contract: Permanent

16/06/2008 in theITJobBoard Save