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by kgwr21
February 5th, 2015, 9:13 pm
Forum: Careers Forum
Topic: Offer Choice
Replies: 20
Views: 8699

Offer Choice

<t>Hi Folks,I have two offers: 1. BoA in NYC, model validation/model risk mgmt. The job is to validate some inhouse or third party models(MSCI Wealthbench, Barra, etc): portfolio optimization(Mean Variance, Black Litterman, Risk Parity), CAPM, Factor model, MC Simulation, linear regression. Mainly u...