Must have 2 years of experience in the job offered or related Finance occupation. Must include 2 years of experience in each of the following Using mathematical financial modelling such as European and Bermudan option pricing and stochastic volatility modelling to provide risk analytics; Utilizing mathematics and statistic skills such as calculus, probability theory to model and structure complex financial instruments; Utilizing econometric and Machine Learning modeling techniques to assess test results and improve model performance; Analyzing and managing large, complex financial dataset with programming tools such as Python; Developing and analyzing statistical models such as linear regression, auto regression, or logistic regression to assess model diagnostic and model performance; and Generating statistical analysis to support stress testing, credit risk management, regulatory examinations.
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