Jump to content

Quantitative Analysts??


Luan
 Share

Recommended Posts

HI

Is 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 metrics

3. PD and LGD modeling tehniques

4. Macro Economic stress testing

5. SAS, Matlab, VBA

Cheers! :rolleyes:

Link to comment
Share on other sites

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...

Cheers

Charl

HI

Is 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 metrics

3. PD and LGD modeling tehniques

4. Macro Economic stress testing

5. SAS, Matlab, VBA

Cheers! B)

Link to comment
Share on other sites

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!

Link to comment
Share on other sites

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.

Link to comment
Share on other sites

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?

Link to comment
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

 Share

×
×
  • Create New...