GE GRC Applied Statistics Laboratory

Position Title/Short Description

Full Text of JOE Listing:

Essential Functions
• Have a strong focus on applications of research methods
• Provide technical input on quantitative finance problems across diverse application areas
• Determine methodologies needed and apply such methodologies on quantitative finance projects

Requirements
• PhD in a highly quantitative discipline such as finance, economics, statistics, financial mathematics, engineering or physics with proven interests or experience in fields such as (1) financial economics, (2) financial engineering, (3) computational finance, (4) mathematical finance, (5) risk management, (6) econometrics, with strong emphasis on application
• Masters, or equivalent degree, in finance, economics, statistics, financial mathematics, engineering or physics with significant experience in fields such as (1) financial economics, (2) financial engineering, (3) computational finance, (4) mathematical finance, (5) risk management), (6) econometrics, with strong emphasis on application
• Demonstrated ability to apply theoretical knowledge to solve applied problems
• Competency in programming via standard software packages and languages (e.g. SAS, R, Matlab, C, etc)
• Willingness to travel periodically based on customer need.

Desired Characteristics
• Understanding of economic capital, credit products, credit markets, and credit-related models
• Experience with CCAR, Stress Testing and Basel principles
• Ability to take initiative and deliver tangible results.