QuoteOriginally posted by: DevonFangsQuoteOriginally posted by: kgwr21Hi 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 used for strategic asset allocation by financial advisors and maybe some porfolio manager.2. Wells Fargo in Charlotte NC, Market risk modeling. The job is to model VaR, Incremental VaR, Stress Testing of commodity, FX, equity, structured, credit, IR. May work on PFE and counter party risk as well.Compensation wise, the second offer is $60k more. Which should I take? I am interested in Stat Arb/ Quantitatve Investment or trading. But No offer from this area. Thanks and have a good day60k more and 50% higher purchasing power?except potatoes, which are apparently 130% more expensive in charlotte nc
Last edited by DevonFangs
on February 17th, 2015, 11:00 pm, edited 1 time in total.