K*****Y
发帖数: 629 | 1 JPM Model Development and Capital Analysis group.
Develop and implement quantitative models of market risk capital for
regulatory reporting.
Very strong experience of C++ and Python.
Working knowledge of VaR, stress testing, Monte Carlo simulation, credit
risk and market risk, as well as Basel II/III.
PhD in quantitative fields (math, physics, computer science, engineering,
operational research) preferred.
1-3 years of working experience preferred.
有意者站内联系。 | J*****n
发帖数: 4859 | | n****e
发帖数: 629 | 3 我更好奇的是为啥JPM要用Python
【在 J*****n 的大作中提到】
: 为啥现在risk都要用C++了？
| k*******d
发帖数: 1340 | 4 JP用Python不是秘密，不只一个系统是Python做的。去年PyData conference JP是Host
【在 n****e 的大作中提到】
: 我更好奇的是为啥JPM要用Python
| s*******n
发帖数: 631 | 5
Risk涉及到复杂产品定价和profile计算
基本都是c++吧
Python是用来干啥的？
【在 J*****n 的大作中提到】
: 为啥现在risk都要用C++了？
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