Quantitative Analyst: CCR / CVA / Credit / Market / Operational Risk
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This document advertises opportunities at a global consulting firm for quantitative professionals to build portfolio risk and modelling teams. The roles range from Associate to Director with salaries between £45-150k. Candidates should have strong knowledge and experience in areas like portfolio modelling, risk assessment, stress testing, and economic capital. A degree in applied mathematics or related field plus postgraduate qualification is required along with excellent programming skills in C++ and mathematical background. Duties include building bespoke models, conducting research, and advising financial clients.
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Karyn Lentz is an accomplished risk manager with over 20 years of experience developing risk models, scorecards, and strategies. She is relocating to the Dallas/Fort Worth area and is seeking a new position. She has extensive experience developing models using both traditional and alternative data sources to evaluate risk across the customer lifecycle for auto lending. Her background includes positions at several large auto finance companies where she led teams and delivered significant results in model development, strategy implementation, and decision system programming.
SOLONIC BUSINESS SERVICES - AA CV
Skills and professional experience of Anderson Arante (summary view) - For detailed CV contact me via anderson.arante at gmail.com
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The document contains the resume of Nitish Sharma. It outlines his educational qualifications including a B.A. Honors in Economics, various actuarial qualifications, and past work experience in actuarial roles at RR Donnelley India and Towers Watson. It also lists his current responsibilities managing various risk management projects for an insurance company, including preparing risk management reports and assisting with internal model validation.
Syllabus Chartered Portfolio Analyst.docx
This document provides an overview of the Chartered Portfolio Analyst certification program. The program focuses on practical applications of financial theory, investment management, and portfolio principles. It is aimed at professionals in fields like wealth management, hedge funds, and financial advising. The program covers topics like modern portfolio theory, asset valuation, risk analysis, portfolio construction, and capital structure/dividend policies. It consists of 5 modules taught over multiple days and assessed via a final examination. Successful completion enhances understanding of capital markets, financial analysis, portfolio management strategies, and client services.
NYC CECL course.PDF
This two-day training course provides an overview of CECL (current expected credit loss) provisioning methods and how to develop such methods using existing internal models for probability of default, loss given default, exposure at default, and stress testing. Attendees will learn techniques for satisfying CECL requirements and see various tools that can help design CECL solutions tailored to their institutions. The course aims to help participants understand the regulatory changes and build required risk models with minimal rework by leveraging currently available data and models.
Risk engine business analyst 69322
The document is a job posting for a Risk Engines - Monte Carlo and Historical Simulation BA role at Barclays bank. Some key points:
- Barclays is a large, global bank operating in over 50 countries with over 140,000 employees across retail banking, corporate banking, wealth management, and other services.
- The Risk function was formed in 2011 to evaluate, monitor, and control various risk types to ensure effective governance and risk management.
- The Risk Projects team delivers changes to risk infrastructure and processes, resembling a consulting firm. The BA team supports risk calculation systems and will join either the Credit or Market risk area.
- As a BA, responsibilities will include analyzing new requirements,
CV_Dale Bloom
Curriculum Vitae/Resume
Citigroup Data Mining Compliance Testing
Soros Fund Management Risk Management Market Risk
Stanford University Physics
May 2012 Analytical Opportunities
Rockwood Search is seeking investment professionals for roles in quantitative analysis, credit risk, and capital markets. Positions are located in NYC and require a bachelor's degree or higher. Open roles include a Senior Quantitative Consumer Lending Credit Risk Analyst, Senior CVA Analyst/Engineer, Senior Consumer Credit Risk Analyst, Director of Securities Valuation/Pricing, and Quantitative Risk Analyst. Qualified candidates should submit their resume to Dan Ogden.
Frankfurt Brochure
This document provides information about a two-day training course on developing credit loss forecasting methods for IFRS9 provisioning. The course will review IFRS9 rules and techniques for producing unbiased estimates of expected credit losses, building on existing models. Attendees will learn various modeling methods and how to design IFRS9 compliant solutions tailored to their institutions. The training is led by experts from Aguais and Associates who have extensive experience developing credit risk models for large banks.
RAJESH_PRESALES-AVP
Rajesh Paliwal has over 18 years of experience in IT consulting and delivery, including 10 years of experience in Oracle/ERP/SAP presales for large deals. He has extensive experience leading large-scale delivery projects, with knowledge of the insurance, banking, finance, and healthcare industries. He is skilled in developing proposals, translating client requirements into solutions, and managing all stages of projects from initiation to completion.
StevensFE-FA-Brochure
This document provides information about the Master's and Doctoral degree programs, certificates, and resources available in Financial Engineering at Stevens Institute of Technology. The programs prepare students with technical, quantitative, and computational skills for careers in financial risk management, portfolio optimization, algorithmic trading, and more. Graduates develop expertise in areas such as financial modeling, derivatives pricing, portfolio theory, and data analytics. The Hanlon Financial Systems Lab allows students to apply their skills using real-world market data and software.
Advanced Petroleum Economics & Risk Analysis
We are currently in the midst of one of the deepest downturns in the upstream industry in recent years. Challenging times are ahead for those looking to invest capital and grow their companies in this environment.
Petroleum Economics is all about the allocation of scarce resources. Investment capital is certainly that scarce resource at the moment. In this environment, companies are looking for people to develop highly advanced skills in upstream petroleum economic and financial analysis
Us finance ind.opening
Current US Finance Services/ Account/ Risk Mgt Openings
1) Internal Auditor III- Modeling
2) Senior Model Validation Analyst
3) Risk Management Modeler
4) Model Validation Mgr.
Please contact on nilesh.sachdev@yahoo.com
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◇需要报考公务员、购买免税车、落转户口
◇申请留学生创业基金
留信网认证的作用:
1:该专业认证可证明留学生真实身份
2:同时对留学生所学专业登记给予评定
3:国家专业人才认证中心颁发入库证书
4:这个认证书并且可以归档倒地方
5:凡事获得留信网入网的信息将会逐步更新到个人身份内，将在公安局网内查询个人身份证信息后，同步读取人才网入库信息
6:个人职称评审加20分
7:个人信誉贷款加10分
8:在国家人才网主办的国家网络招聘大会中纳入资料，供国家高端企业选择人才
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1:该专业认证可证明留学生真实身份
2:同时对留学生所学专业登记给予评定
3:国家专业人才认证中心颁发入库证书
4:这个认证书并且可以归档倒地方
5:凡事获得留信网入网的信息将会逐步更新到个人身份内，将在公安局网内查询个人身份证信息后，同步读取人才网入库信息
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7:个人信誉贷款加10分
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Who Is Abhay Bhutada, MD of Poonawalla Fincorp
Abhay Bhutada, the Managing Director of Poonawalla Fincorp Limited, is an accomplished leader with over 15 years of experience in commercial and retail lending. A Qualified Chartered Accountant, he has been pivotal in leveraging technology to enhance financial services. Starting his career at Bank of India, he later founded TAB Capital Limited and co-founded Poonawalla Finance Private Limited, emphasizing digital lending. Under his leadership, Poonawalla Fincorp achieved a 'AAA' credit rating, integrating acquisitions and emphasizing corporate governance. Actively involved in industry forums and CSR initiatives, Abhay has been recognized with awards like "Young Entrepreneur of India 2017" and "40 under 40 Most Influential Leader for 2020-21." Personally, he values mindfulness, enjoys gardening, yoga, and sees every day as an opportunity for growth and improvement.
一比一原版(IC毕业证)帝国理工大学毕业证如何办理
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如果您是以下情况，我们都能竭诚为您解决实际问题：【公司采用定金+余款的付款流程，以最大化保障您的利益，让您放心无忧】
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我们从事工作十余年的有着丰富经验的业务顾问，熟悉海外各国大学的学制及教育体系，并且以挂科生解决毕业材料不全问题为基础，为客户量身定制1对1方案，未能毕业的回国留学生成功搭建回国顺利发展所需的桥梁。我们一直努力以高品质的教育为起点，以诚信、专业、高效、创新作为一切的行动宗旨，始终把“诚信为主、质量为本、客户第一”作为我们全部工作的出发点和归宿点。同时为海内外留学生提供大学毕业证购买、补办成绩单及各类分数修改等服务；归国认证方面，提供《留信网入库》申请、《国外学历学位认证》申请以及真实学籍办理等服务，帮助众多莘莘学子实现了一个又一个梦想。
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如果您真实毕业回国，对于学历认证无从下手，请联系我，我们免费帮您递交
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你做代理，可以帮助帝国理工大学同学朋友
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你做代理，你将是别人人生帝国理工大学的转折点
你做代理，可以改变自己，改变他人，给他人和自己一个机会美景更增添一份性感夹杂着一份纯洁的妖娆毫无违和感实在给人带来一份悠然幸福的心情如果说现在的审美已经断然拒绝了无声的话那么在树林间飞掠而过的小鸟叽叽咋咋的叫声是否就是这最后的点睛之笔悠然走在林间的小路上宁静与清香一丝丝的盛夏气息吸入身体昔日生活里的繁忙与焦躁早已淡然无存心中满是悠然清淡的芳菲身体不由的轻松脚步也感到无比的轻快走出这盘栾交错的小道眼前是连绵不绝的山峦浩荡天地间大自然毫无吝啬的展现它的达
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Quantitative Analyst: CCR / CVA / Credit / Market / Operational Risk
- 1. Quantitative Portfolio Risk Management & Modelling £45 - £150k+ plus benefits & bonus Associate / Consultant / Senior Manager / Director OPPORTUNITY
- 2. JCW are currently engaged in assisting a global consulting firm to build a team of quantitative professionals providing highly technical advisory services to the financial sector in the portfolio management and modelling space – This team works with a number of the top banking and investment institutions to build bespoke portfolio risk and profitability models, and offer key advisory services for; • • • • • • • • Risk Aggregation and Allocation Correlation and Systemic Risk Counterparty Risk Modelling and Review Stress Testing Profitability Assessment Model Review and Regulatory Challenge Market Risk Modelling Operational Risk Modelling The team provides bespoke advice on portfolio risk assessment, portfolio management and improved credit portfolio modelling for a range of financial institutions globally. The aim is to deliver tailored solutions for clients - providing the strategy, tools and insight to help them risk assess and manage their portfolios more effectively. Key areas of focus include risk strategy, risk appetite, portfolio risk aggregation, risk allocation, transfer pricing, portfolio optimisation, new deal assessment, risk frameworks (including assessing risk management capabilities), Economic Capital, stress testing, scenario analysis, people, IT and infrastructure. The team also provides specialised quantitative services across a range of products, risk types and portfolios. Carrying out fundamental research, building cutting edge models and specialising in the practical application of models., team members have produced cutting edge and well-respected quantitative research in the market over the past ten years, and many of these innovative ideas have been adopted widely across the industry. ROLE PROFILE
- 3. Candidates interested in this opportunity will be able to demonstrate all or most of the following; • Strong knowledge of portfolio modelling, derivative valuations, credit and market risk and capital requirements for either loan or derivative portfolios. In particular, a good understanding of several of the following areas: • • • • • • • • default correlation modelling (PD/LGD/EAD) modelling stress testing Pricing portfolio optimisation Economic Capital risk allocation multi-period risk modelling • Experience of practical mathematical modelling and model implementation. • First class degree in applied mathematics /engineering/physics or related discipline AND post-graduate qualification (MSc or PhD) • Very strong mathematical background with practical knowledge of probability theory, statistics, Inverse-Fourier transforms, PDEs, characteristic functions, etc. • Thorough knowledge and real-world experience of Monte Carlo techniques and importance sampling. • Excellent C++ for numerical applications, including STL (Minimum 2 years real-world experience). • Demonstrable evidence of 'new thinking‘– either in academia OR banking. Evidenced in model implementation at a Financial Institution or through published articles. • Good communication skills – both verbal reasoning skills (including the ability to communicate complex ideas effectively) and written skills. • Strong LaTeX, Powerpoint, Word and Excel skills required. • Willingness to travel if the occasional need arises. EXPERIENCE
- 4. Contact: Ben Goodfellow Email: ben.goodfellow@jcwresourcing.com Phone: +44203 589 9300 INTERESTED?