[Todos CMAT] Fwd: Quant (Model Validation) Positions for PhDs in Buenos Aires, Argentina

[raul ures]

---------- Forwarded message ----------
From: Ashwath Mahadev Subramanian <ashwathms en irevna.com>
Date: 2012/4/18
Subject: Quant (Model Validation) Positions for PhDs in Buenos Aires,
Argentina
To: "ures en fing.edu.uy" <ures en fing.edu.uy>


** ** **

Dear Raul,

** **

This is with regards to opportunities that require PhDs to work on Quant
(Model Validation) activities with CRISIL Global Research & Analytics
(GR&A). CRISIL GR&A – formerly Irevna – is majority-owned by Standard &
Poor’s and is the world’s largest and top-ranked provider of high end
research and analytics services.

** **

These opportunities are based in ****Buenos Aires**, **Argentina****.
Please find below a brief description about these opportunities & our
organization for your reference. Request you to kindly recommend your
students/research scholars who might be suitable and interested in pursuing
these opportunities. It would be great if you could pass on this email with
candidates whom you feel might be suitable and interested in pursuing these
opportunities. Candidates completing their PhD in the next few months can
also apply. They can get in touch with me with their updated CV & contact
details at ashwathms en irevna.com.

** **

Thanks for taking your time to go through this opportunity.  Please feel
free to pass on this e-mail to your friends or colleagues whom you feel
meet the criteria.

** **

*Job Description:*

* *

The role will require working closely with the quant and model validation
teams of our clients.



*Responsibilities: *

** **

Key responsibilities include –

   1. Creating and reviewing derivatives pricing/risk models and the
   relevant documentation ****
   2. Understanding the underlying mathematical, numerical and financial
   methodologies ****
   3. Developing and executing various model test plans ****
   4. Writing/modifying model implementation scripts ****
   5. Analyzing and reporting results ****

** **

The job requires the candidate to work closely with experienced PhD Quants
of our clients.

Asset classes involved:  Fixed income/Interest rate derivatives, credit
derivatives, structured products, commodities and equity derivatives.

* *

*Candidate Background:*

** **

**·         **Good Math skills and excellent knowledge of Stochastic
Calculus, Partial Differential Equations and Numerical methods****

   - Finance/Financial mathematics knowledge desirable but not essential
   - Willingness to work in the Quant finance area
   - Should have done reasonable amount of programming; C++ preferred
   - Derivatives Pricing/Valuation or Model validation experience would be
   a plus
   - Excellent written and verbal communication skills (English)

* *

* *

* *

*Location: *

** **

****Buenos Aires**, **Argentina****

** **

*About CRISIL GR&A *

** **

About CRISIL GR&A:  CRISIL Global Research & Analytics (GR&A), majority
owned by Standard & Poor’s, is the largest and top-ranked provider of high
end research and analytics services to the world's leading commercial and
investment banks, insurance companies, corporations, consulting firms,
private equity players and asset management firms. CRISIL GR&A operates
from research centers in **Argentina**, **China**, **India** and ****Poland*
***, providing research support across several time zones and in multiple
languages to global organizations. It has deep expertise in the areas of
quant finance, equity research, fixed income research (covering global
economies, 150 global sectors and over 3000 global companies), valuations,
pricing complex derivatives, structured finance, risk management, actuarial
analysis and business intelligence. ****

** **
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