Внимание!
Есть вакансия в Кракове. Ищут профессионала на хорошую работу.
Пожалуйста, сделайте репост. А вдруг сможем кому-то помочь прям через фейсбук.
Looking for individuals with a strong finance and quantitative background to join our Krakow, Poland team.
An ideal candidate should have:
an advanced degree in a quantitative field (Quantitative Finance, Financial Engineering, Financial Mathematics, Applied Mathematics, Economics or Statistics) and 0-2 years of experience.
Thorough understanding of at least one of the following areas:
• Finance (with emphasis on banking products, asset classes such as: fix income instruments, fixed income, FX, or equity derivatives) - CFA/FRM candidate a plus
• Quantitative & Computational Finance (stochastic calculus,
Black-Scholes framework, derivative pricing, greeks, CVA)
• Numerical Analysis (FDM, Monte Carlo)
• Market Risk Measures and Portfolio Theory (VAR, expected shortfall,
etc)
• Interest Rate Modeling (short rate and Libor market models, mean
reversion, yield curve bootstrapping, SR calibration)
• Econometrics/Statistics (random variables, OLS, time series analysis,
PCA)
• good verbal and written communication skills.
• Proficiency with MS Office (Word, Excel, PowerPoint) is required.
• Programming skills: SQL/PL, C++, VB/VBA, SAS, R, Matlab is desired.
• Experience with Polypaths, QRM, Bloomberg terminal is preferred,
Send resumes to
[email protected]
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