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| Blackjack in the Dark: Wilmott Magazine Article |
| Kent Osband |
672 Views |
| For the last year and a half this column has been digging deeper and deeper into the mechanics of price formation in markets. By allowing for uncertainty about regime-switching, we have managed to simply and rationally account for a host of market behavior that orthodox finance finds absurdly complex. This month we're going to take a break from digging. Let's crawl back up to the surface, freshen up, and board the virtual jets waiting to whisk us to Las Vegas. Yes, Las Vegas: Mecca of the minor. |
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| Monopoly 101: Wilmott Magazine Article |
| Aaron Brown |
3337 Views |
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The board game can teach us about a lot more than just the untrustworthiness of friends and family. Read well, or else do not pass go, and do not collect $100...
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| RiskMinds 08 - 9-12 Dec - Geneva - Discount of up to £2,399 for Wilmott members |
ICBI’s 15th Annual RI$KMINDS 2008
8 – 12 December 2008, Geneva
http://www.icbi-events.com/KR2187WLLEM1
“The Best Risk Management Conference In The World”
Eduardo Canabarro, MORGAN STANLEY
Quote VIP CODE: KR2187WLLEM1 when you register to claim your discounts.
For more information & to register, please contact the ICBI RiskMinds 08 helpdesk:
Web: http://www.icbi-events.com/KR2187WLLEM1
Email: info@icbi.co.uk
Tel: +44 (0) 20 7017 7200
Fax: +44 (0) 20 7017 7807
ICBI has the world’s most renowned & experienced risk management practitioners participating in this year’s event as speakers & panellists.
Here are just some of the120+ senior expert speakers who will be participating in RiskMinds 2008:
Words Of Wisdom From The Leading Lights Of Risk Management
• Robert Shiller, Stanley B. Resor Professor Of Economics, YALE UNIVERSITY
“The Subprime Solution:
How Today’s Global Financial Crisis Happened & What To Do About It”
• Robert C. Merton, John & Natty MacArthur Professor, HARVARD BUSINESS SCHOOL
“Observations On The Role Of Sovereign Wealth Funds:Implications For The Asset Management Industry And Risk Managers”
• Paul Embrechts, Professor Of Mathematics & Director Of RiskLab, ETH ZURICH
“Statistics And Quantitative Risk Management: Are We Asking The Right Questions In QRM & Does QRM Have The Right Tools To Answer?”
Strategic Thinking From Key Global CRO’s
• Hugo Banziger, Chief Risk Officer & Member Of The Management Board, DEUTSCHE BANK
“Does The Originate & Distribute Business Model Have A Future?”
• David Stephen, Chief Risk Officer & Member Of The Board, ANZ
“Connecting Risk, Capital & Business Decision Making”
• Carol Sergeant, Group Risk Director, LLOYDS TSB
“Linking Risk And Opportunity: To What Extent Has Bank Risk Appetite Changed And How Can It Be Re-balanced With Opportunity To Meet Business Needs?”
Explore The Evolving Regulatory Landscape
• Thomas Huertas, Director, Banking Sector, FSA
“Fostering A Pervasive Risk Culture”
• Roger Cole, Director, Division Of Banking Supervision & Regulation, FEDERAL RESERVE BOARD
“Achieving An Integrated Approach To ERM”
Guest ECONOMIST Address
• Zannie Minton Beddoes, Global Economics Editor, THE ECONOMIST
“Charting Uncertain Waters: Examining The World Economy After the Credit Crunch
& The Implications For The Way We View Risk”
For more information & to register, please contact the ICBI RiskMinds 08 helpdesk:
Web: http://www.icbi-events.com/KR2187WLLEM1
Email: info@icbi.co.uk
Tel: +44 (0) 20 7017 7200
Fax: +44 (0) 20 7017 7807
Remember to quote VIP CODE: KR2187WLLEM1 and book asap to claim the best discounts available (up to £2,399 off the full price)
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| Quantitative credit risk analyst, London, £Highly Competitive salary - SJ2179 |
Quantitative credit risk analyst, London, £Highly Competitive salary,
A leading global investment bank is seeking a highly talented and intelligent candidate to join their quantitative credit risk team in London. The role involves the improvement, development and validation of the counterparty risk models of the derivative transactions in all areas (FX, rates, credit derivatives, equity, and commodity). The successful candidate is expected to project manage multiple initiatives either sequentially or in parallel with others and to work closely with senior quantitative credit analysts, credit experts and the Risk IT development teams in the middle office, communicate clearly with traders and sales in front office, and advise on operational aspects of methodology. The main duties include:
Developing the Monte Carlo based counterparty risk system
Quantifying credit exposures for structured or complex transactions
Stochastic risk modelling factors
Reviewing new products risking methodologies (credit derivatives and baskets; inflation linked swaps etc.)
The successful candidate will posses the following:
A high quality MSc or PhD in Physics, Mathematics, Engineering or quantitative finance
Excellent working history in a quantitative position
Experience within derivatives
Familiarity with mathematical packages and programming skills (VBA, C++)
As well as the above, this position will suit candidates who are able to work under pressure and have excellent communication skills.
Excellent salary and benefit packages are on offer.
Please send your Word Doc CV to jobs@selbyjennings.com
www.selbyjennings.com |
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| Paul
Economics Makes My Brain Hurt
01 01 09: 1:22 PM |
| NNT
David Freedman's Farewell Gift
02 11 08:10:35 AM |
| Collector
Happy New Knowledge Year!
01 01 09:7:40 PM |
| Emanuel Derman
Clawbacks
03 01 09: 9:36 PM |
| Satyajit Das
We are all Slaves to Defunct Austrians Economists Now!
04 01 09: 7:09 PM |
| DCFC
The third reason I hate your CV. Your religion.
10 12 08: 3:03 PM |
| Pablo Triana
Why Give Nobel To Financial Economics?
30 12 08: 5:56 PM |
| Jan Dash
The opera Doctor Atomic
06 11 08: 12:58 PM |
| Dan Goldstein
How many rich and poor people are there in the USA?
28 10 08: 5:51 AM |
| Cuchulainn
Programming Teasers in C++ and Matlab
23 04 08: 7:39 AM |
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