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| When God Changes His Dice: Wilmott Magazine Article |
| Kent Osband |
3751 Views |
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For all his genius, Einstein never accepted the uncertainty inherent in quantum theory." I just cannot believe that God would choose to play dice with the universe," he said. This statement endeared Einstein to modern physicists more than anything else he ever said, because it gave even the lowliest grad student an opportunity to feel brighter and less dogmatic than Einstein.
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| STRESS TESTING EUROPE 2010 - Zurich - Register by 26th February 2010 and SAVE up to €500 - Additional 20% Discount |
20% Discount Quote VIP CODE: KM6392WMTEM
Register by 26 February and SAVE even more!
To register for Stress Testing Europe 2010 click here.
To register for Stress Testing for Risk Management & Capital Planning click here.
This conference is the key European forum dedicated to sharing best practice and innovative stress testing techniques within the Banking and Investment Sector.
The 2nd Annual European Forum:
STRESS TESTING
EUROPE 2010
Regulatory Guidance & Industry Case Studies
23 & 24 March 2010 ● Zurich, Switzerland
…PLUS the Post Conference Workshop:
Emerging Technique & Strategy in
Stress Testing for
Risk Management & Capital Planning
25 March 2010 ● Zurich, Switzerland
Obtain practical guidance on:
• Regulatory Expectations and feedback
• Credit Portfolio Model performance in market stress
• Cyclical Stress Testing for Macro Economic Scenarios
• Enhancing Capital Planning and management
Benchmark your approach to:
• Liquidity Stress Testing vulnerabilities
• Market and Credit Stress Testing interplay
• Unexpected Event and Macro-Economic Scenarios
• Maximising the Value in the ICAAP
Gain new insights into:
• Stress Testing Across Risk Types
• Embedding a Group-Wide Stress Testing model
• Interaction with Economic and Regulatory Capital
• Informing Risk Profile and Directing Management
Access recent developments in:
• Operational Risk Stress Testing
• Market Risk Stress Testing
• Analysing Systemic Risk and Contagion
• Macro and Microeconomic stress testing
• Ratings Agency Approaches to Evaluation
Attending this case-study led event will provide access to a wealth of unique perspectives selected to add practical value to your risk and capital management activities.
Contributors already confirmed include:
Roland Goetschmann, Risk Management Large Banking Groups, FINMA
Trevor Wells, Executive Director, Scenario Analysis, UBS
Phil Rogers, Head of Risk Strategy, European Risk, HSBC
Oliver Deutscher, Head of Liquidity and Collateral Trading, DZ BANK
Johannes Gauger Rebel, Head of Market Risk, NYKREDIT
Alistair Mcleod, Head of Portfolio Analytics, BARCLAYS CAPITAL
Herve Genvy, Head of Global Risk, ICAP
Colin Burke, Head of Group Wholesale Portfolio Analytics, LLOYDS BANKING GROUP
Rune Toft Nielsen, Stress Test Expert, DANSKE BANK
Sean Cotton, Team Leader Capital Models & ICAAP, NORDEA BANK
Sophia Velissaratou, Senior Portfolio Modelling Analyst, ING
Hannes Huck, Senior Basel II Manager, RAIFFEISEN INTERNATIONAL BANK
Carola Schuler, Managing Director, Financial Institutions, MOODY’S
Urs Wolf, Senior Manager, Risk & Performance Management, DELOITTE
Mike Finlay, Managing Director – EMEA, RISK BUSINESS INTERNATIONAL
Lionel Stehlin, Senior Manager, ERNST & YOUNG
Register by 26th February 2010 and SAVE up to €500
Remember as a Wilmott member you are entitled to a further 20% Discount, just Quote VIP CODE: KM6392WMTEM
To register for Stress Testing Europe 2010 click here.
To register for Stress Testing for Risk Management & Capital Planning click here.
Alternatively, email custserv@infoline.org.uk or call us on +44 (0)20 7017 7702, quoting VIP code: KM6392WMTEM.
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| Quantitative Analyst STIR - Tier One Bank |
Quantitative Analyst STIR - Tier One Bank
Summary:
My client is a Top Tier Investment bank with a global presence. They are currently looking for an experienced quant with extensive knowledge of Interest Rate products, FRAs, OIS, futures and options. The role will involve validation of models for pricing, valuation and risk management. The ability to communicate with senior staff and other business areas will be essential. The candidate must have an extremely strong mathematical background (preferably a PhD) and be very proficient in financial modelling. Past experience must include significant exposure to a similar role in a top tier investment bank.
Requirements:
* Strong background in financial mathematics
* PhD in a quantitative discipline (Maths, Finance, Physics) or a 1st Class MSc Degree in Financial Mathematics or equivalent Strong analytical skills & proven ability to solve problems independently
* Advanced Excel and VBA and C++ skills
* Knowledge of Stochastic Calculus, PDE's, Probability Theory, Derivative Pricing Theory and Interest Rate/Hybrid Models
* Excellent communication skills
* Excellent written and verbal skills
* Ability to work on a trading floor with direct interaction with senior traders and management
* Willingness to travel
Please contact Simeon Ramsden, Senior Consultant, Nicholas Scott Intl Ltd.
Email: simeon@nicholas-scott.com |
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