...and after I have used it for a few years, I tried to find a similar language that could replace C++ for high performance numerical computing tasks (in particular monte carlo simulation). I played a little with different languages but couldn't find anything that seemed suitable. Of course the language itself is not the only factor, it...

... skills 5-7 years of experience in a similar role CPA, CFP, CFA a plus Must be flexible on travel Experience in using portfolio optimization and Monte Carlo simulation tools Additional Information Job Family I-Investment Banking Locations NY-New York Organization 6991-PRIVATE WEALTH MANAGEMENT Travel Yes, 5 %% of the Time Posting Details...

...and assisting the analytical and credit staff in support of initial program ratings and ongoing monitoring .Reviewing, validating, testing and running financial models, including Monte Carlo simulations, for ABCP conduit portfolios and analyzing and interpreting the results .Collecting and analyzing ABCP pricing data using statistical techniques, as well ...

..., and after I have used it for a few years, I tried to find a similar language that could replace C++ for high performance numerical computing tasks (in particular monte carlo simulation). I played a little with different languages but couldn't find anything that seemed suitable. Of course the language itself is not the only factor, it is ...

...ok 6 - Transitions were added correctly ok 7 - and redundant transitions are correctly disallowed ok 8 - The model checks out ok 9 - Cohort simulation worked ok 10 - Monte carlo simulation worked PERL_DL_NONLAZY=1 /export/home/cpantest/perl5/bin/perl "-I../blib/lib" "-I../blib/arch" test.pl 1..1 ok 1 - Can use Decision::Markov::State...

... 6 - Transition adding ok 7 - Check for redundant transitions ok 8 - Model check ok 9 - Cohort simulation ok 10 - Monte carlo simulation No tests defined for Decision::Markov::State extension. ------------------------------ PREREQUISITES ------------------------------ Prerequisite modules loaded: No requirements found ------------------------------ ENVIRONMENT AND ...

... field, such as mathematics, physics, statistics, etc. * Knowledge of derivative pricing and products, risk management practices and procedures, numerical methods, Monte Carlo simulations, statistical analysis * Good programming skills, in C/C++. Profile Job Function Risk Management Location NAM-US-NY-New York Employee Status Full-time ...

...MS in Applied Mathematics or Financial Mathematics with course work in econometric modeling, multivariable regression analysis, factor modeling, risk modelling, mean variance optimization, Monte Carlo simulation and finance * Must possess exceptionally strong quantitative and analytical skills * Must be professional, a team player, and possess a strong ...

... to work as part of a team developing a new Derivatives Calculation Framework for orchestrating Monte Carlo calculations across Credit and Market Risk. The project will ... and working in large project Software Developement Lifecycle * Understanding of Derivatives products, Credit Risk and Monte Carlo simulation * Delivery-focused with a proven track record * Excellent written and verbal communication; Good interpersonal ...

... 4 - AddState ok 5 - AddState class ok 6 - Transition adding ok 7 - Check for redundant transitions ok 8 - Model check ok 9 - Cohort simulation ok 10 - Monte carlo simulation make[1]: Entering directory `/home/tester/perl-5.8.8/.cpan/src/Decision-Markov-0.03-Kn72j1/Markov' No tests defined for Decision::Markov::State extension. make[1...