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This person will lead a team that is responsible for daily production of all security, portfolio and benchmark analytics within the firms global risk systems. This team is responsible for developing and creating risk reports to assist the risk and…
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• Work in conjunction with other developers to build quality software to price and risk-manage various Equity derivative structures. • Code design and development of Tools for Equities. • Develop/Maintain production quality platform code (C++ /…
Read the whole story on Quantitative Finance Jobs for Business / Finance / Economics PhDs.
Global Financial Firm is looking to add a Risk Analyst to their Risk Management team in Chicago. This person will assist the team with the Risk Management process related to active trading accounts. The candidate will be responsible for ensuring that…
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This person will lead a team that is responsible for daily production of all security, portfolio and benchmark analytics within the firms global risk systems. This team is responsible for developing and creating risk reports to assist the risk and portfolio management staff in assessing portfolio risk exposures. This will involve [...]
Global Financial Firm is looking to add a Risk Analyst to their Risk Management team in Chicago.
This person will assist the team with the Risk Management process related to active trading accounts. The candidate will be responsible for ensuring that all active trading account risks are measured, monitored and reported properly. The [...]
This is a new role within this premier fund. The role is to research, investigate and improve techniques and approaches to risk in the portfolios. As the successful candidate you will be responsible for the development of the risk platform, research new risk measurement and risk management techniques; accurately assess market risk [...]
Publication year: 2010Source: Journal of Financial Economics, In Press, Accepted Manuscript, Available online 10 February 2010Claus, Munk , Carsten, SørensenWe solve for optimal portfolios when interest rates and labor income are stochastic with the expected income growth being affine in the short-term interest rate in order to encompass business cycle variations in wages. [...]
Publication year: 2010Source: Journal of Financial Economics, In Press, Accepted Manuscript, Available online 11 February 2010Joel F., Houston , Chen, Lin , Ping, Lin , Yue, MaLooking at a sample of nearly 2,400 banks in 69 countries, we find that stronger creditor rights tend to promote greater bank risk taking. Consistent [...]
Publication year: 2010Source: Journal of Financial Economics, In Press, Accepted Manuscript, Available online 6 February 2010Cem, Demiroglu , Christopher, M JamesThis paper investigates whether the reputation of acquiring private equity groups (PEGs) is related to the financing structure of leveraged buyouts (LBOs). Using a sampleof 180 public-to-private LBOs in the US betweenJanuary 1, [...]
Frequently Asked Questions – Quantitative Finance – Second Edition – Full Version
A fully revised and updated new edition of the bestselling Frequently Asked Questions in Quantitative Finance, including 'where Quants went wrong and exposing the worst financial models.
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