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弱弱的问一下，quant到底是个什么职业，主要工作内容是什么呢？
载入中......
主要的是指采用数量方法研究经济、金融、投资的专业人士。一般是开发一些证券定价模型、投资模型、套利模型、交易模型等，更有甚者，编写交易软件。
强令之笑不乐，强令之哭不悲。& & 强令之为道也，可以
For your information,
Sample Position Descriptions in Quant Finance
A sample of job descriptions for positions solicited recently are given to provide some details on the types of jobs available in quantitative and computational finance. These jobs require different levels of experience. The descriptions are included to give some insight into types of jobs that are presently available in this area. This is not from any kind of scientific sampling, and does not claim to be representative of the entire job market in this area.
A sample of senior individuals in QCF is given in the FENews profiles .
Financial Instrument Planning & Implementation
Mathematical Finance ModelerQualifications Sought: B.S., M.S., Ph.D. or Ph.D. candidacy in mathematical sciences, computer science, or in electrical or mechanical engineering, physics, or mathematical finance/economics. Non-mathematical degrees must demonstrate broad or theoretical backgrounds. Creative research ability Versatility Senior candidates should be able to represent the firm with clients Ability is more important than experience Candidates with software experience and mathematical finance or biotechnology experience U.S. citizenshipJob Description: We are always interested in hearing from strong candidates in the mathematical sciences.Specific Duties: Participation in the formulation of mathematical solutions to operational and physical problems, and validation and documentation of both the methods and results. Participation in the design, code, test and integration phases of the software and system life cycle. Presentations in both oral and written form.
Associate, Quantitative Equity Research GroupJob Qualifications: Requirements for the position are: (1) an MS or PhD in applied statistics with strong economics and finance skills, or 5 years of (2) excellent computer skills and a high level of com (3) strong interpersonal and written and oral communication skills.Job Description: Responsibilities entail the development and testing of new and existing equity portfolio enhancement/alpha strategies. These strategies may include and involve the use of: index enhancement products (e.g., country and market sector rotation strategies, option overwriting strategies, and style-based models), dividend discount models, risk models, indexation products, optimal portfolio selection, factor models, and transaction cost analysis. Frequent interaction with internal and external institutional clients is an important aspect of the job.
Fixed-Income ResearcherJob Qualifications: The ideal candidate will have strong quantitative and empirical research skills and knowledge of fixed income markets and analytical methods. Experience in the areas of corporate credit, mortgages, derivatives, or yield-curve/swap-curve research would be valuable. A Ph.D. or an MBA with strong research skills is required.Job Description: The individual will work with a group of Ph.D.s on models for identifying risk-adjusted value across fixed-income markets.
Fixed Income Division or Equity DivisionJob Qualifications: Candidates are required to possess a Ph.D. in finance, mathematics, physics, engineering, computer science, or a similar computational science. Applicants must have a strong knowledge of finance, including the mathematics of asset pricing and yield curve modeling. All candidates are required to have superior programming skills with experience in C or C++ and Unix. Research experience in stochastic modeling and derivative asset pricing is highly desirable. All candidates must have a strong desire to pursue a career in the financial services industry and must be able to demonstrate the ability to work as a team member in a fast-paced, project-oriented environment. Candidates must be able to communicate their ideas to their colleagues, traders, product managers, and clients. Preference will be given to candidates with market experience.Job Description: Work as part of a quantitative research group in close collaboration with trading managers and senior sales personnel to design and develop the sophisticated trading and risk management systems required by our fixed income and equity global sales and trading operations.
ConsultantJob Requirements: MBA (or Equivalent Degree) in Finance or Economics with skills including (1) Mastery of EXCEL (programming a plus) and financial equations, and (2) Strong knowledge of financial theory, especially option theory, with a curiosity about the practical applications and limitations of theory.Job Description: (1) Build state-of-the-art analytics/models/frame re:swap/MBS/debt derivatives, and (2)Perform financial analysis (valuation, relative value, and portfolio analysis) of complex capital/debt instruments, new business proposals or financial processes.
Quantitative-skilled individualJob Qualifications: We are looking for individuals that have quantitative as well as programming skills. Below are a list of skills that would be helpful: Strong C++ programming, Unix/Solaris, Sybase/Oracle, Fame (an historical pricing database), Real-Time data feed (Reuters, S&P Comstock, etc...), Math/Statistical/Engineering background. Experience between 0-5 years, Compensation is competitive-upside can be substantial. Immediate opening Job Description: Position within a new quantitative equity long/short group at a proprietary trading firm.
AssociateJob Requirements: Qualified candidates should have an advanced degree in finance, economics, or related field. Superior analytical and quantitative skills, sound judgement, intuition, excellent communications skills, attention to detail, and the ability to work as a team member and to respond quickly are most important.Job Description: Associates play important roles in structuring and executing transactions that range from a single private placement of debt to a major portfolio restructuring or corporate reorganization. You can quickly assume product or client responsibilities in the business unit to which you may be assigned. New associates participate in an extensive formal training program and are trained on the job by individuals throughout a Division who are among the most respected professionals in our markets.
Quantitative Analysis ManagerJob Requirements: Experience in financial modeling (e.g., partial differential equations, option pricing theory, Monte Carlo simulation, Value-at-Risk, econometric analysis, etc.) preferred. Must have strong computer skills and prior experience with statistical packages, Visual Basic, Excel and relational databases. Thorough knowledge and demonstrated skill in quantitative finance and statistical analysis. Masters or Doctoral Degree in Finance or Economics or any Quantitative Discipline Preferred Ability to work effectively with a Diverse work forceJob Description: Responsible for developing, maintaining, and validating models and tools for managing and valuing commodity acquisition, retail energy products, and marketing offers. Identify and provide analytical support for market risk analysis, portfolio management, hedge analysis, scenario analysis and other risk activities. Provide day-to-day support of product pricing and marketing deal structures.
Structured Equities - Quantitative AnalystJob Requirements: Applicants should have graduate degree (PhD/MS/MBA), with 3+ years experience in modeling and pricing various structured equity and option based products. Hedging and execution expertise very important. The position involves extensive interaction with traders and private clients and therefore requires superior communication skills. Advanced mathematical skills, knowledge of option pricing techniques, and high level of computer proficiency required.Job description: As a member of an Investment Strategies Unit, responsibilities will include structuring, modeling, pricing and trading various Equity Linked Products and Options. Salary $80-100k base and bonus.
Quantitative AnalystJob Requirements: A top school college degree with knowledge of portfolio theory as well as superior analytical, quantitative and computer skills are required.Job Description: Supporting the Domestic Equity Index trading desk, automating and maintaining the Portfolio Management system, performing research and analyzing/attributing monthly fund returns.
Equity Trading/Statistical Arbitrage - "Quant"Job Requirements: Applicants should have 2+ years experience modeling, pairs, multifactor, index arbitrage or other market neutral strategies, preferably for a hedge fund. Advanced quantitative degree and strong computer skills a must. Job Description: Development, testing, and enhancement of statistically based equity trading strategies.
Trading Systems/ Derivatives QuantJob Requirements: Applicants must have worked for 3+ years in a trading or investing group with proven expertise in Equities, Convertibles and Interest Rate Derivatives. Advanced quantitative degree (PhD/MS), strong computer (C/C++, Unix) and interpersonal skill required.Job Description: Develop quantitative pricing and trading systems. Responsibilities will involve modeling and testing of algorithms deployed for option pricing, analytical trading and risk management.
Derivatives and Fixed Income Research/Modeling QuantJob Requirements: Applicants should have a Ph.D. degree (Physics, Math or Finance), 1-5 years experience in the familiar with leading edge techniques for modeling derivatives (interest rate and exotic), risk management (value at risk) or portfolio structuring. Superior communication and strong programming skills (C++/C/UNIX) required.Job Description: The positions involve modeling, research and product development for derivatives, structured F.I., risk management or portfolio strategies.
Managed Futures SpecialistJob description: Futures Product specialist to help expand their Managed Futures business. Responsibilities will involve all aspects of product commentary. Job requirements: Applicants shall have 2-5 years experience in commodities, FX, financial futures performing product development, trading, portfolio management, or research. Top school MBA with superior analytical and writing skills is required. Work experience at a top CTA or hedge fund is a plus.
Senior Economist (Qualitative Modeler)Job Qualifications: Must possess in-depth knowledge of various yield curve models and their application to the valuation of fixe superior mathematical and numerical skills combined with significant strong knowledge of opt working knowledge of fixed income a and have the ability to assess external research and models and implement models described in technical journals.Job Description: Must provide leadership in the area of interest rate modeling and interest rate
demonstrate initiative and leadership in regards to pricing capital market instruments, i.e., preferred stock, callable preferred stock, etc., prepare assessments of risk premiums that exist in the market place, to include capture s have the ability to successfully interact with the trading desk to communicate and instruct regarding the featur and must be able to furnish training to staff.
Director, Financial EngineeringJob Qualifications: Advanced degree (MBA, PhD) in Math, Economics, Fina exceptional interpersonal and staf extensive project m and strong programming/coding skills and experience, preferably in capital markets arena. Job Description: The Senior Director should significantly improve analytical capabilities that support investment, funding and asset/liability activities of Corporate Finance Division. This position reports to the Vice President of Asset & Liability Management and Research, and must build and manage a pool of resources that support the financial engineering needs of the front office, including valuation of assets, liabilities and derivatives using internal and external interest rate and prepayment models. The candidate must proactively assist the front office in the identification of new products, improvements in investment, liability and portfolio re-balan assist VP, ALM and Research and the SVP Corporate Finance determine strategic goals and objectives regarding the financial engineering and research capabili ensure that models are developed in a timely, accurate and controlled manner, e.g., access rights, documentation, significantly improve investing and funding activities due to new products and/or improve investing/ and ensure appropriate consistency across models developed by financial engineers, e.g., programming, language.
Financial Research
Investment Policy Officers for Risk Team (2 position openings), Investment Policy & Research DepartmentJob Description:The Investment Policy & Research Department at this large Insurance Firm performs quantitative investment research and risk/return analyses for the purposes of developing, evaluating, and implementing investment policies for products of this company's financial services. Departmental efforts are allocated across four teams: Funds Management & Portfolio Analysis ("Funds Team"), Stochastic Modeling & Risk Analysis ("Risk Team"), Corporate Governance and Market Valuation & Hedging ("MVH Team"). There are two positions currently available on the Risk Team. The Risk Team develops stochastic models to analyze and recommend company investment strategies.Job Qualifications: The two positions are each for an Investment Policy Officer. It requires an individual with substantial training and/or experience in the finance area. Strong technical ability and analytical skills are critical to the department's investment research and consulting functions. A Ph.D in Finance, Mathematics or other related field, or an advanced degree/professional credential(s) with demonstrated ability to conduct original research is required. A solid understanding of capital markets and asset pricing theory is also required. Areas of critical importance to the Department are asset allocation, asset/ liability management, product design and pricing and capital risk evaluation. Computer programming skills with Access, C++, APL or Matlab is a definite plus.
Research SpecialistJob Qualifications: The successful candidate should have an M.A. or Ph.D. in Finance or Economics, with firm understanding of various methodologies pertaining to security analysis, including event study, portfolio construction, and asset allocation methodologies. Knowledge of option pricing is a bonus. The candidate should also have a good understanding of a variety of financial databases including, Compustat and CRSP and should be proficient in programming with one of the following languages: C/C++, FORTRAN, or SAS.Job Description: You will be working with a team of professionals that include physicists, economists, and computer scientists. Day-to-day responsibilities include database construction and maintenance, faculty support, and programming new methodologies. The ability to interface with faculty and computing staff members is critical to the success of this position.
Research Database AnalystJob Qualifications: Masters degree in Business Administration or Economics or equivalent graduate education. Excellent organizational and interpersonal skills, ability to work well under pressure and to share varying workloads and projects with a research team. Broad knowledge of business topics including corporate finance and accounting. Record of involvement in empirical investigations in business and/or economics. Expertise using SAS to manage data, merge data from multiple sources, build databases and do statistical analysis is essential. High level of PC
experience with UNIX is helpful. Job Description: Participates in research in a challenging research environment. As part of team-based service department, collaborates on scholarly publication efforts of faculty as well as curriculum development and support. Plans and completes projects using data from COMPUSTAT, CRSP, SDC, Datastream, and other information sources. Obtains and analyzes appropriate financial statements, securities data, and results of faculty fieldwork, among other series. Prepares and presents results in textual, tabular, or graphical form as necessary. Assists in testing, maintenance, and documentation of statistical databases. Assists doctoral students and research assistants in use of statistical databases. Other appropriate duties as assigned. Works closely with HBS faculty, research assistants, and doctoral students. Coordinates and works cooperatively with other Research Services staff and the staff of the Faculty Research Computing Center.
Financial Economists and Financial MathematiciansJob Requirements: Post docs and PhD students for the programme Financial StochasticsJob Description: In this research programme this Institute focuses on theoretical and applied issues in probability and statistics related to finance and economics. There are several post doc positions available for researchers with a suitable background, preferably a degree in financial mathematics, financial econometrics, financial economics or insurance economics. For PhD students there are also positions available. The research programmes will be carried out by postdoctoral fellows and graduate students under the direction of senior scientists in the relevant areas. Workshops, seminars and an extensive visitors' programme will be part of the scientific activities. Postdoctoral fellows will typically receive an appointment for 2 years with a possible extension. Graduate students will receive a scholarship for 1 year, which will be extended by 3 more years, contingent on a favourable review of their progress towards a Ph.D. degree.
EconomistsJob Qualifications: Experienced or new Ph.D. level economists. In order to qualify, candidates must possess: ability to conduct research employing the application of sophisticated
ability to analyze developments in financial markets, ability to present findings using a w ability to work collaboratively with economists and non- ability to communicate effectively with diverse audiences, both orally and in writing. Job Description: The selectees will conduct research projects regarding financial operation and regulation
conduct data analysis using sophisticated statistical and financial prepare research and analysis papers in support represent this organization on internal and interagency task forces that analyze policy issues and recommend policy options.
Financial Software Development & Implementation
Financial EconomistTremendous opportunity to get in on the ground floor of an Internet start-up, working with a small, highly talented team.Job Qualifications: Ph.D (or ABD) in finance or a related discipline, strong financial modeling skills as well as good oral and written communication skills. Job Description: Develop and implement a web-based financial product and personal investing web site. Design and implement financial planning and related tools using modern portfolio analysis and optimization. Assist with optimizing order routing and order execution systems with emphasis on benchmarking execution quality. Conduct and disseminate independent and creative research on personal financial planning problems, market analyses, comparisons of various investing vehicles and options, etc. with a focus on retail investors needs.
Financial Engineer ModelingJob Requirements: Advanced knowledge and experience designing and developing software using C++ and Object Oriented design principles and techniques Experience under Unix and/or Windows NT 5 to 7 years of related experience in the financial risk management field Expertise and thorough knowledge of Theoretical and Market Finance Knowledge of Applied Mathematics Experience with large-scale software development in a cross-platform environment 2 to 3 years of experience in team leadership and project managementJob Description: Working in a cross-technological environment consisting of Finance, Applied Mathematical Finance and Software Engineering, you will develop and implement financial models for our leading edge Enterprise Risk Management software. The incumbent will be expected to gradually assume the role of Manager for a small development team.
Financial EngineerJob Requirements: Strong theoretical understanding of finance, financial mathematics, advanced statistics, and optimization theory. Strong verbal and written communication skills. Strong analysis and problem-solving skills. Risk management or related experience (asset management). Programming experience (i.e. Visual Basic, perl scripting). Familiarity with data base management systems (i.e. sybase, SQL). Willingness to travel. Proficiency in multiple languages.Job Description: This position will be responsible for helping our clients to implement firm wide risk management processes and applications. Your responsibilities will include assisting clients in the financial validation and verification of the software implementation, facilitating the financial specification of new product features in accordance with client requirements and providing advice to clients on utilization of the software for various risk management objectives
Client Services SpecialistJob Requirements: Qualified candidates should have the following skills: proficiency in Microsoft Excel, option theory expertise, and excellent written and verbal communication. Financial market (trading) experience helpful. Knowledge of energy market structures a plus. Job Description: Duties entail technical support of multiple derivatives and risk management-related software products, marketing of software products to end users, advertising management and ad copy development, and product management/development. This company is constantly on the lookout for highly talented people. Some of the skill sets we're interested in include the following: derivatives trading experience, software sales, financial engineering, software product management, computer programming with C/C++, ActiveX, Java, cgi, Access/ODBC, Win32, Unix sysop, etc. experience.
Financial Software DeveloperJob Requirements: 5+ years software development, MS or Ph.D., knowledge of C++, object modeling, and derivatives We are currently looking for experienced developers with 5 or more years of experience in application development. Knowledge of object-oriented programming (C++) and design on NT is a must. capital markets experience a MUST! Must have proven experience in software product or applications development with a record of successful product delivery.Job Description: Senior Software Developers - Financial/Risk Software.
Computational Finance ExpertJob Requirements: This company is continually seeking outstanding candidates in computational finance with C++ experience in fixed income markets and at least one of the following: OTC/exotic and exchange traded equity, foreign exchange, commodity, and energy derivatives.Job Description: The successful applicants will work on design and development of in-house financial software libraries, including interest rate model and cash flow class hierarchies, design of the APIs to proprietary numerical algorithms, and will be involved in designing the company's product line.
Quantitative AnalystJob Requirements: The position requires experience with stochastic calculus, term structure models, fixed income derivative products, C/C++ programming, NT and UNIX, and excellent people skills. Applicants must be flexible, able to work with people, be mathematically strong, and able to work in a dynamic, fast-paced environment. The ideal candidate would have: a quantitative MS/PhD with 2+ years of practical derivatives experience, or BA/BS with technical major, with 5+ years of derivatives experience. Additional experience in any one of the following areas is a plus: fixed income markets, Monte Carlo simulation, CMO's, advanced statistics, and Excel/VBA.Job Description: We seek an outstanding quantitative analyst to join our Quant Group. The group is responsible for all quantitative aspects of the commercial team including client support, quantitative sales support, course instruction, special client and R&D projects, writing pricing, hedging, and risk programs, test construction, benchmark testing, cross-platform work, and demonstrations. The team presently consists of five individuals including three Ph.D.'s.
Object Oriented Developers/Project Leaders for Advanced Financial ApplicationsJob Requirements: Requirement for C++ development staff to extend the Principia development team. Must have strong OO design experience and proven track record in design and development of applications. The requirement is for developers with upwards of 3 years experience in development of commercial software on Unix. Understanding of and design experience in CORBA implementations will be a plus. Experience in finance and financial applications development is not a pre-requisite for all positions, but will be beneficial. Ability to work with clients and client services to formalize product requirements Experience in preparing and reporting on product development schedules Proven track record in completing OO technical design for a major development initiative. Minimum 2 years C++ experience Experience with Rogue Wave DB Tools and/or major Db vendor development library functions/programming. CDE GUI development standards. MSc Computer Science or equivalent For some positions the ability to take project leader role on selected projects.
Technical Consultant I Job Qualifications: Bachelor's degree, preferably in Finance, Trust, Business, or Computer S Four years of experience in consulting, applications development, corporate technical training, or technical sales, including three years of SAS programming (a combination of experience is preferred); Experience in investment risk, value-at-risk calculations, and
Ability to coordinate services that involv Excellent interpersonal communication and o and ability to travel. Directly related experience or a combination of directly related education and experience may be considered in place of the above requirements.Job Description: This person will provide consulting services to development partners and customers and will work directly with product developers as a customer advocate to support and enhance risk management software. Duties include installing softwa customizing standard software modules to meet specific c specifying and bui developing additional software modules to integrate SAS software into th assisting with the specification of the standard software by providing feedback from customer sites.
Financial Engineer/QuantJob Requirements: We are seeking for a graduate with ideally 1-2 year(s) professional experience in risk management or trading. Degree in Applied Mathematics, Finance or equivalent. 1-year professional experience in trading/sales activity (e.g., as sales/trader assistant), market risk management, financial controlling or related activity. Good knowledge of financial instruments in general and Foreign Exchange products in particular, and trade processing. Experience in one of the following areas an advantage: Project Management, Business Analysis, Functional Specifications, Application Design, Consulting. Comfortable with information technology with an emphasis on programming (C language) and Data Modeling is an asset. Strong communications and interpersonal skills are needed to interface with clients re: establishing requirements and to work within a small team of highly motivated professionals. Fluent English a must, French knowledge an advantage. The candidate should also be mobile for short client missions worldwide.Job Description: You will have responsibility of analysing new functional requirements and prototyping solutions. You will establish specifications for the developers and work closely with development to ensure smooth and correct implementation. You will co-ordinate activity with our product management unit, cli and contribute to define our future product strategy.
Member of Applications Staff (Senior Financial Economist), Econometrics and Time Series DepartmentJob Qualifications: Ph.D. in Finance, Financial Econom Knowledge of modern financial risk management techniques
Strong compute Excellent communication skills. Preferences: Knowledge of the SAS system. Directly related experience or a combination of directly related education and experience may be considered in place of the above requirements.Job Description: Develop Risk Analysis features of our r work with customers to implement risk management solutions and effec assist Marketing, Professional Services, Education and other divisions regarding this product as needed.
Portfolio Management
Portfolio EngineerJob Requirements: Previous equity portfolio management experience. Knowledge of equity portfolio optimization, Knowledge of financial management and empirical finance methods (preference for those who have passed CFA I or higher). Familiarity with common equity risk management software (e.g., BARRA). Ability to reason analytically, communicate effectively, and manage many tasks simultaneously with a high level of competence and accuracy. At least two years of experience working in both UNIX and Windows environments. At least two years of experience programming in C/C++ and/or PERL).Job Description: Updating the forecasted stock attractiveness signals, rebalancing the current equity portfolios, and managing the data sources that serve as inputs to the process. Within group that serves as a bridge between the equity research and trading groups
Senior Financial EngineerJob Requirements: Critical Skills: Mastery of valuation, interest rate generation, and prepayment models and their application. Strong financial analytics and programming skills. Ability to communicate clearly on technical subjects. Strong project management and leadership/team-building skills. A minimum of 3-5 years of modeling experience. Significant programming experience in C/C++, scripting languages, etc. Master in Finance or related field (Ph.D. preferred). Formal training in mathematics/statistics at the graduate level. Job Description: Provide portfolio managers with tools to assess the risk/return of mortgage & non-mortgage assets. Train and mentor financial engineers. Provide leadership in identifying ways that corporate finance can add shareholder value.
Portfolio Manager IJob Requirements: Knowledge of fixed income securities including mortgage-backed securities, callable bonds and derivatives. Experience with portfolio risk and return analytics. Strong quantitative skills. Strong communication skills. Systems and programming knowledge. Experience with fixed income analytics. Experience with optimization techniques. Experience with hedging fixed income portfolios. Systems and programming experience. Bachelors Degree - M Graduate Degree such as an MS or MBA-Desired.Job Description: Perform analysis of the impact of interest rate movements on the retained portfolio and guarantee fee business. Analyze the interaction between the two businesses. Develop and apply analytical tools for risk and return optimization. Analyze alternative rebalancing strategies to obtain maximum hedging effectiveness.
Analyst - Corporate FinanceJob Requirements: Qualifications include excellent analytical skills, familiarity with the capital markets (knowledge of debt and equity security terms and valuation methodologies), and strong interpersonal and communication skills. 0-3 years experience is required. A college degree with a BS/BA in Accounting, Finance or other quantitative subject areas is preferred. Participation in the Chartered Financial Analysts (CFA) program is also a plus.Job Description: Corporate Finance Analysts are part of Prudential Capital Group's Three-Year Analyst Program. In this position, you support our capital group in managing a $50 billion portfolio of primarily fixed-rate private placement debt and commercial and agricultural mortgages. The money is invested on behalf of the company's own General Account and institutional borrowers. Our private placement portfolio is the largest of its kind in the private capital markets. Analysts in our corporate finance areas have the advantage of working in small investment teams of six-to-eight people, to provide critical, hands-on support to the private placement deal process. Activities include: Researching ma Preparing Analyzing f Supporting the credit analysis a and `Reviewing and monitoring financial statements from issuers.
Risk Management
Analysts & Summer AnalystsJob Requirements: Candidates must have strong quantitative and computer skills, as demonstrated through coursework, independent research and/or prior work experience. Preferred majors include Math, Applied Math, Statistics, Economics (with a strong quantitative focus), Engineering, Computer Science and the Natural Sciences. Familiarity with Microsoft Excel, coursework in finance and accounting and work experience in finance are a plus, but not a requirement. Candidates for analyst level positions must have an undergraduate degree and should have course work or practical experience in finance, financial engineering, economics or math. Candidates with computer programming experience and/or experience with spreadsheet software are preferred. Candidates must be eligible to work in the United States. U.S. Citizenship or Permanent Residency (Green Card) required. Job Description: This company currently has openings for analysts and summer analysts. Analysts support associates, vice presidents and principals in challenging assignments involving the engineering, valuation and risk assessment of complex financial products. Analysts also assist in preparing reports and presentations for clients, research into financial institutions, markets and products, and quantitative and non-quantitative analysis. Through their assignments, analysts gain valuable exposure to a broad set of topics in the capital markets ranging from the general building blocks to the most cutting edge issues of strategy, policy and analytics. Analysts develop proficiency with basic tools such as Windows, Lexis/Nexis and Bloomberg, as well as more sophisticated tools including the company's proprietary analytic software.
Associates & Summer AssociatesJob Requirements: Candidates for associate level positions must have an MBA or other graduate degree with course work or practical experience in finance and financial engineering. Strong quantitative and communication skills and experience with spreadsheet software are required. Computer programming experience is a plus. Candidates must be eligible to work in the United States. U.S. Citizenship or Permanent Residency (Green Card) required.Job Description: This company currently has openings for both associates and summer associates. Associates have primary responsibility for performing price and risk analysis of complex financial instruments and portfolios as well as development of strategic initiatives for clients. They are required to draft reports and presentations, and manage the production process in getting these communications out to clients. Often, those presentations and reports must effectively explain complex financial analysis to a general audience. The job involves a high level of client contact in the form of attending client meetings and day-to-day client management responsibility Associates at CMRA are also active in capital market and risk management research. Examples of such efforts include the development of proprietary models to analyze exotic options using closed-form (Black-Scholes like) solutions, Monte Carlo simulation and binomial lattices. Associates are responsible for developing the analytics and writing the computer code. In addition to the contribution this research makes to our projects, much of this research is presented by associates in speeches given to industry groups, and in published papers.
Financial Engineer/Quantitative Research AnalystJob Qualifications: Applicants should have a Ph. D. degree in mathematics or physics. All candidates should have a sound knowledge of finance and economics and be comfortable in programming in C/C++. Communication skills are also important.Job Description: The successful candidate will work as part of a quant team building and implementing a credit and risk management system. Other duties will include vetting of models and improving the existing market risk management system.
Spec/Sr Spec Risk MgmtJob Requirements: 3+years of previous work experience with financial derivatives (futures, swaps, options, swaptions, extendible collars, spread options, Gas Daily, etc.) OR in-depth understanding of natural gas trading market. Understanding of option valuation models preferred. Experience w/Excel/Macros/VBA preferred. College degree requiredJob Description: Perform risk management functions for natural gas trading organization, including daily position and P&L reporting. Requires daily interaction w/traders and other commercial personnel. Ensure deal validation and perform problem resolution for executed trades. Interface with confirmation and settlement processes to ensure accuracy and efficiency. Analyze and reconcile daily and month-end P&L.
Spec/Sr. Spec. Risk MgmtJob Requirements: BBA in Finance, Accounting or related financial field. Candidate must have at least 2 years in the Energy Industry. *Must possess strong analytical and personal communication skills. *Heavy attention to detail. *Strong technical knowledge of the Energy Industry. *Ability to diplomatically relate to all levels of employees, both internal and external. *PC proficiency, including Microsoft Word and Advanced Excel. Experience with Oracle Databases preferred.Job Description: Prepare, analyze and distribute daily position (benchmark) reports for commercial and commercial support management. Primarily responsible for preparation and analysis of daily global products benchmark report. Perform monthly curve validation/analysis for Global Products books. Responsible for resolution of any issues related to the daily Gas Benchmark report each morning. Trouble shoot and correct problems if reports do not tie to supporting documentation. Ensure completeness of benchmark reports and maintain system data. Revise/Improve report format and reporting process as necessary. Interface with commercial and risk personnel. Develop strong solutions-oriented customer relationships.
Risk Analyst IIJob Requirements: General knowledge of accounting, finance and capital markets. Understanding of financial statement analysis. Excel skills, ability to use Microsoft Access a plus. Effective oral and written communications. Effective time management skills. Effective presentation skills. Experience in developing spreadsheet reports helpful. Bachelors degree Minimum Masters Degree a plus - DesiredJob Description: Assist in evaluating market risk. Develop and maintain market risk reports. Assist in effectively integrating market risk "best practices" and internal standards into business areas. Assist Director in day-to-day monitoring activities.
Risk Management AssociateJob Requirements: 0-5 years experience at a major financial firm, central bank or academic institution. PhD/MA/MBA economics or finance preferred, excellent academic record, Knowledge of risk management, financial economics, time series, strong written and oral communication skills.Job Description: Associate in firm-wide risk management. Assist with work on a variety of risk management issues such as: (1)measurement and control of firm-wide market risk, (2)development of firm's policy for management of credit, operational and other risks, (3)analysis of public policy with respect to financial firm risk, (4)dialogue on risk issues with global central banks, finance ministries, and securities regulators, and (5)development of methods to measure economic risk capital.
Sr. Market Risk AnalystJob Requirements: Experience pricing ABS/MBS securities preferred. MBA and/or CFA preferred. Knowledge of Fixed Income Analysis, Database. Degree in Computer Science, Finance or Accounting is required. MBA, CFA designation, or CFA candidate is preferred. Extensive knowledge of market risk modeling, investment modeling, financial and investment analysis, risk/performance reporting, generating reports with a relational database, personal computers, project leadership experience in the financial services industry, investment accounting, and automated general ledger software. Experience with multiple asset/liability models, Bloomberg, and Reuters is helpful Job Description: U.S. Central is seeking an individual to be an integral member of the group responsible for the creation of high quality and timely market risk analyses of the institution's swaps and fixed income investments and liabilities. Responsibilities include evaluating market risk information, and ensuring that processes and systems produce high quality, informative and timely reports. Other duties include creation of new reports, evaluating new risk analysis techniques, and implementing improvements.
Trading & Trading Support
Financial TraderJob Requirements: Education/background in finance. 1-3 years experience trading equities and/or similar products. Minimum of 1+ years experience.Job Description: Execution of domestic and international equity transactions for proprietary portfolio and various hedging activities. Execution of derivative transactions related to equity trading. Monitor funding/margin positions. Effect transactions to ensure availability of funds for trading activities.
Spec/Sr. SpecialistJob Requirements: 3-5 Years Industry or Wall Street experience. Finance, Accounting, or Economics education. Proven performer in High Energy Pressure Environment. Understand Physical Flow of Natural Gas. Derivative Concepts (Hedging, Sensitivities, PL Risk). Accounting Concepts (MTM, Understand Balance Sheet, Income Statements, Off Balance sheet). PC proficient (particularly Excel.) Job Description: Validate Daily Position Reports to Traders. Calculate & analyze estimated daily P/L for intramonth books modeling. Collaborate with Logistics and Client Services on monthly variance analysis of estimated vs. actual P/L Deal Compliance. Volumetric Balancing Transportation. Preemptive Trading Controls. Daily interaction with Commercial Risk Director & Traders. .
Trade Support/AnalystJob Requirements: 1-5 years experience, MS or MBA, job skills include Excel, product knowledge-equity or fixed income.Job Description: Top-Tier Institution seeks aggressive trade support candidate to work on trading desk. Must have equity or fixed income product knowledge, spreadsheet reporting, P&L experience a plus. Solid compensation package.
Proprietary Trading AnalystJob Requirements: College graduate with 2-3 years of brokerage/industry experience is required. Series 7 license is preferred. Candidate must be detail-orientated with the ability to work independently. Strong analytical skills and problem solving ability required. Knowledge of Excel, Word and mainframe computer applicationsJob Description: reviewing OTC Desk trading including the Agency and 19C3 Desks, overseeing Government Agency transactions and analyzing fixed income proprietary trading. .
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