Luan Posted March 26, 2008 Report Share Posted March 26, 2008 HIIs there anyone who is a quantitative analyst working in a bank? Specifically working in Commercial Credit Risk with some of the following skills:1. Some Basel II knowledge? 2. KMV, Kamakura,credit metrics3. PD and LGD modeling tehniques4. Macro Economic stress testing5. SAS, Matlab, VBACheers! Quote Link to comment Share on other sites More sharing options...
Springbok Posted March 26, 2008 Report Share Posted March 26, 2008 I did some of that in Joburg, but moved into investment research here in Sydney. I have a mate in recruitment here who's looking for quant people. Let me know if you want his details...CheersCharlHIIs there anyone who is a quantitative analyst working in a bank? Specifically working in Commercial Credit Risk with some of the following skills:1. Some Basel II knowledge? 2. KMV, Kamakura,credit metrics3. PD and LGD modeling tehniques4. Macro Economic stress testing5. SAS, Matlab, VBACheers! Quote Link to comment Share on other sites More sharing options...
Luan Posted March 27, 2008 Author Report Share Posted March 27, 2008 Hi Springbok.Dankie vir die reply.Jong, ek het eintlik Dinsdag 'n offer gerky van 'n bank in Sydney, ons hoort so teen Junie daar te wees dan gaan ons begin met ons PR. Ek is maar net geintereseerd in die mark in Aus en of daar 'n vraag is vir quants. My ideale pos sal eintlik quant sec research wees, ek dink dis 'n baie baie interesante veld om in te wees. Thanks!Cheers! Quote Link to comment Share on other sites More sharing options...
Springbok Posted March 27, 2008 Report Share Posted March 27, 2008 Ek is maar net geintereseerd in die mark in Aus en of daar 'n vraag is vir quants. My ideale pos sal eintlik quant sec research wees, ek dink dis 'n baie baie interesante veld om in te wees.jip quants is redelik in aanvraag hier. Plekke soos Dimensional Fund Advisors doen investment management slegs gebaseer op quants. Quote Link to comment Share on other sites More sharing options...
Luan Posted March 27, 2008 Author Report Share Posted March 27, 2008 jip quants is redelik in aanvraag hier. Plekke soos Dimensional Fund Advisors doen investment management slegs gebaseer op quants.Thanks!ek is tnas besig om 'n quant strategie te publiseer in NY, doen dit maar in my vrye tyd, sal eendag baie graag in die veld wil inbeweeg, maar ek kan nie nou op die oomblik kieskeurig wees nie......Sal jy se die druk is dieslefde as in SA? Quote Link to comment Share on other sites More sharing options...
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