risk model matlab

Model Validation, Risk, Credit Risk, Market Risk, Counterparty Risk, PhD, Statistics, Probability, Derivatives Investment Banks Market Risk Model Validation Quant group is currently looking to expand by adding 1 more Quant Analyst with experience of Model Validation. Role You will be responsible for independently validating models that are used for measuring risk (Market... derivatives products and how risk is measured - Risk Management experience from a quant group at a bank - Model development...
Contract: Permanent

24/01/2008 in Totaljobs Save

Jobs similar to "risk model matlab": basel ii matlab, quant risk analyst london asset management, quant analyst sas, sas quant

- Model validation for pricing and trading models. - VAR system development and validation. - Commodity trading, structured products and FX.- Model validation for pricing and trading models. - VAR system development and validation. - Commodity..., credit derivatives, equity, foreign exchange and commodity products. Reporting to the Head of Market Risk Quantitative... trading model development and will see you interacting with the front office. In order to be considered for this role you will...
Contract: Employee - Full time

4 weeks, 1 day ago in eFinancialCareers Save

Jobs similar to "risk model matlab": commodity pricing analyst role

office model development team. Proactive in raising valuation risk issues to appropriate finance senior management and take the...This international investment bank is currently recruiting for a quantitative expert within the Model Review/Quantitative Analysis team, at the Vice President level to focus on the hybrid IR/Equity, IR/Credit, IR/FX models/products. The model review... quantitative expert within the Model Review/Quantitative Analysis team, at the Vice President level to focus on the hybrid...
Contract: Employee - Full time

17/10/2008 in eFinancialCareers Save

Jobs similar to "risk model matlab": analyst mathematics msc

Group Overview Quantitative Model Validation review models for mark to market and risk calculations across the GM business... identify best practices as well as model / risk inconsistencies and advise front office, MRM and Finance on necessary improvements... experience (trading, portfolio mgmt, market risk, model validation) •Strong soft skills - communication - influencing skills..., medium and long term projects. These projects range from urgent risk analysis for complex one-off complex trades, to long...
Contract: Employee - Full time

3 weeks ago in eFinancialCareers Save

Jobs similar to "risk model matlab": short term bank, finance msc junior, matlab splus, phd maths uk

This international investment bank is currently recruiting for a quantitative expert within the Model Review/Quantitative Analysis team, at the Vice President level to focus on the hybrid IR/Equity, IR/Credit, IR/FX models/products. The model review role is performed by a specialist quantitative analyst team. Reporting to the Head of the FID Model Review/Quantitative Analysis team you will; Signoff new models developed by the front office model development team. Proactive in raising valuation...
Contract: Permanent

3 weeks, 6 days ago in Reed Save

Looking for a technical lead developer to build out the market risk framework. This will include the knowledge and skills to design a solution that will aggregate risk across multiple asset classes including Commodities, Fixed Income and Equities. It will expand to include historical simulation and also the ability to perform data visualization and presentation of model results. Essentially this will entail building a production quality risk system from existing models built in Matlab and Excel...
Requirements: Contact: Philip.Massa@rht.comKnowledge/Skills/Abilities/Licenses • C++/Java, SQL (Oracle), scripting, UNIX. • Code optimization • Distributed computing • Matlab or similar language desirable Required ExperienceDescription • Ability to analyze and resolve
Contract: Full Time

3 weeks, 5 days ago in resumes2work Save

risk assessments. Work with subcontractors and suppliers to establish realistic requirements at system level and critically.... Contribute to model philosophy and Assembly, Integration & Verification planning at all levels Manage engineering work packages... Electronics or equivalent. Desirable: Spacecraft / Aeronautical design; Matlab; ADS; DOORS Contact If you wish to apply for this...
Experience: Not Specified
Requirements:  
Contract: Permanent

1 week, 1 day ago in CareerBuilder Save

Jobs similar to "risk model matlab": matlab rf

Model Approval Process. • Proactive in raising valuation risk issues to appropriate finance senior management and take the...Global Bank seeks to attract a top tier Econometrician/Quantitative Risk Modeller with strong technical skills to join an established Model Review/Quantitative Analysis team.The open position is for a quantitative expert within the Model Review... models/products.Functions and the role: • Signoff new models developed by the front office model development team. Signoff by VRG...
Contract: Employee - Full time

16/10/2008 in eFinancialCareers Save

Jobs similar to "risk model matlab": financial risk manager, phd banking, uk quantitative, phd physics uk

Function: Member of Model Validation Team: Coverage of interest rate and/or commodities derivatives model validation and model risk... risk Review of model applicability to market conditions Documentation of analysis, investigation and findings Close communication with the market risk managers, traders, quants/quant developers, finance. Product approval tasks, model risk evaluation..., mathematics, physics, engineering, finance). Experience in model validation, model development, risk measurement/management...

03/10/2008 in MegaJobs Save

Jobs similar to "risk model matlab": mathematics derivatives graduate

A leading international investment bank is looking for a highly quantitative and hands on credit risk analyst to join their team in Dubai/London.A leading international investment bank is looking for a highly quantitative and hands on credit risk analyst to join their team in Dubai/London. You will be validating credit risk scorecard and rating models and supporting the... assurance that the credit risk scorecard and rating models are measuring risk accurately for regulatory and economic capital...
Contract: Employee - Full time

2 weeks, 4 days ago in eFinancialCareers Save

Jobs similar to "risk model matlab": sas quantitative, lgd ead model, revenue assurance dubai, basel scorecard