Quantitative Finance Analyst (available in:
San Francisco)
Date: Aug 5, 2007 03:12:05 AM CST
A Quantitative Finance Analyst on the commercial team is responsible for supporting one or more of the following projects: historical studies of default rates and losses given default, Monte Carlo simulation of the Bank’s credit loss distribution, a market data-based valuation of the Bank’s commercial loan portfolio and several projects related to the new Basel II regulatory capital regime. The analyst will be in frequent contact with bankers, portfolio managers, and risk managers throughout the organization.
Qualifications
Required Skills:
* Experience building quantitative models
* Understanding of how quantitative methods can be applied to finance and banking
* Fundamental understanding of micro and macroeconomic concepts
* Experience with SQL and working with large databases
Desired Skills:
* Project management experience, particularly in the development of models or analytic processes
* Experience writing technical documentation
For details, please find job posting:
http://www.investmentbankcareer.com/ibankjobs.php?word=investment%2Bbank%2Banalyst%252C%2Bbank&limit=100&radius=5&city=San+Francisco&position=Searched&date=
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