PhD in Statistics, Mathematics, or related quantitative field and one 1 year of experience in the job offered or in an advanced scientific or mathematical field.br br Specific skills requiredbr br Knowledge and understanding of stochastic calculus, stochastic processes, and derivatives valuation;br Knowledge and understanding of risk management or quantitative modeling;br Knowledge and understanding of interest rate derivative products, and their valuation methodologies;br Programming experience with MATLAB, C, R and SAS; andbr Experience with quantitative risk methodologies and VaR methodology.
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