Requires a Masters degree in Mathematics, Statistics, or a related field, plus two years of professional investment industry experience analyzing portfolio risk. Must include two years of experience with each of the following 1 yield curve building, fixed income product pricing, and risk measurement calculation; 2 balance sheet interest rate risk and currency risk; 3 calculate portfolio profit loss and risks with attribution analysis; 4 programming language including Python, C, or Java; and 5 Linux system.
Categories: eb3
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