Job posting at SAS

 Analytic Engineer - Financial Modeler - 09001600

You will support customer analytic business needs through data discovery, analysis, and reporting.  Building, maintaining, stress testing, and validating structured financial models will be included within your scope of responsibilities.

You will also review and analyze financial reports and ensure alignment of financial models with financial strategies; translate model performance to the financial benefit of the business by incorporating knowledge of customer business practices; and specify, modify, and update models and approaches based upon emerging ideas and methodologies.  Your duties will also involve participating in end-to-end customer analytic needs to include identifying data analysis requirements, processing and exploring client data, translating business requirements into analytic methods, building analytic models, developing analysis reports, and presenting reports to customers.

Qualifications

 Essential

    * Master's degree in financial mathematics, applied mathematics, statistics, or a related quantitative field
    * 4 years experience developing financial models for risk or credit scoring, portfolio optimization, retention, customer LTV analysis, and/or direct marketing of financial products

Additional

    * Familiarity with data mining techniques
    * Ability to write and edit technical statistical documentation
    * Ability to communicate both verbally and in writing with people with various technical backgrounds
    * Ability to detect issues in data, creating and testing hypotheses about causes and cures

Preferences

    * Ph.D. degree in financial mathematics or a quantitative field
    * Experience with the SAS Financial Product set

Additional Information

To qualify, applicants must be legally authorized to work in the United States and should not require now, or in the future, sponsorship for employment visa status.

The level of this position will be determined based on the applicant's education, skills and experience.

 Resumes may be considered in the order they are received.

SAS employees performing certain job functions may require access to technology or software subject to export or import regulations.  To comply with these regulations, SAS may obtain nationality or citizenship information from applicants for employment.  SAS collects this information solely for trade law compliance purposes and does not use it to discriminate unfairly in the hiring process.

Job Software R&D
Primary LocationUS-NC-Cary
Organization SAS Institute Inc.
Job Posting Aug 24, 2009
Unposting Date Ongoing
* Classification Full-time

Recruiter Melody Whitford
Hiring Manager Thomas Lehman

Posted at 07:48PM Sep 24, 2009 by Jeffrey Scroggs in General  | 

Social, August 27

Weather permitting, everyone is invited to the next FM Faculy/Student Social to see the Embers at the North Hills Beach Music Series, August 27 (NH Calendar link).

• Rides:  Shannon Stallings has agreed to coordinate rides.  Please let him know if you need a ride, or if you have a car and are willing to give ride (for how many).
• Where to meet: In front of the Q-shack in the North Hills Commons (map link)
• What to bring: folding lawn chairs are good.  Food can be purchased at North Hills.
• This is a casual event. 
  
• The music and parking is free.  
• The Embers are a fairly popular band, so it may be crowded.

Post questions and comments to this blog.

Posted at 08:59AM Aug 22, 2009 by Jeffrey Scroggs in General  | 

Facebook for current students

Current students are invited to join Facebook group "NCSU Financial Mathematics Students".  It should be clear who you are from your Facebook profile (photo and name clear).

Posted at 05:44PM Aug 18, 2009 by Jeffrey Scroggs in General  | 

PSM Biotech networking event

(FM Director's note -- this event focuses on networking skills in the context of biotechology)

Dear NC State grad students,

As the capstone of the joint Duke/UNC workshop series "Essential Skills for Success in Industry" we invite you to attend a networking event with biotechnology and pharmaceutical professionals on Wednesday August 19 to be held at the North Carolina Biotechnology Center (click here for directions: http://www.ncbiotech.org/about_us/regional_offices_and_directions/directions/index.html). Panelists from the workshop series will be present as well as other invited guests from industry including bench scientists, business owners, entrepreneurs, CEOs, venture capitalists, intellectual property attorneys, and many like minded students from UNC and Duke.

Agenda

• 9:00-10:00AM. Question and answer session with industry postdocs currently in the NCBC Industry Fellowship Program. Panelists will answer your questions about transitioning from academia to industry.

• 10:00-11:30AM. Poster and networking session with industry professionals. Poster presenters will be free to mingle during one half on the session. Please contact Patrick Brandt (pdb@unc.edu) if you wish to present a poster.

Please register if you wish to attend or copy and paste the following link into your browser: http://cfx.research.unc.edu/res_classreg/browse_single.cfm?New=1&event_id=22078 

Posted at 08:41PM Aug 11, 2009 by Jeffrey Scroggs in General  | 

Professional Development Seminars

PDS seminars help with interview skills, interview etiquette, resume writing, etc.

http://www.ncsu.edu/grad/preparing-future-leaders/career-skills/seminars.html

You must register for these seminars, and they typically fill up fast.

Posted at 02:53PM Aug 07, 2009 by Jeffrey Scroggs in General  |  Comments[1]

NCSU's Grad School is in Facebook

The Facebook group is "NC State University Graduate School" -- useful for general information, such as New Graduate Student Orientation.

Posted at 11:24AM Aug 06, 2009 by Jeffrey Scroggs in General  | 

FM Career Fair

Graduating students -- hold the date of Oct. 30 for the IAFE Career Fair.

Posted at 01:22AM Aug 06, 2009 by Jeffrey Scroggs in General  | 

Organizations Good to Join

Suggestions:

 Join linkedin.com, and request to be added to the "Quant Finance" group.

 Join IAFE (iafe.org/html)

 Both of these are very relevant to FM/quants.

Posted at 11:47PM Aug 05, 2009 by Jeffrey Scroggs in General  | 

Statistics and Financial Risk, ST 810

Dr.  Bloomfield will offer Statistics and Financial Risk, ST 810, Fall 2009.  The course will be similar to the last time he offered it (http://www4.stat.ncsu.edu/~bloomfld/courses.html).  Contact Dr. Bloofield for more information.

Using MyPack, register for ST 810.004 (crs nmbr 28830).

Posted at 04:36PM Jun 05, 2009 by Jeffrey Scroggs in General  |  Comments[1]

Implications of Option B Masters Degree

The Masters of Financial Mathematics is an Option B Masters Degree.  This means there is no "thesis" to defend, but you are required to have a project or internship.  Other implications include

1. Officially designated minors are prohibited
   
2. You cannot co-major with another discipline

Posted at 10:55AM Feb 25, 2009 by Jeffrey Scroggs in General  | 

Weclome to Fall Social: Game Night

Hi Ashley and Dr. Scroggs,

Can you please let financial math students know about this event? I am not
sure if they are on the all@math d-list so they may not have heard about
it.

Those who wish to attend must RSVP by emailing our secretary, Rob
Stapleton, at jrstaple@ncsu.edu

Thank you,
Francesca
MGSA President

---------------------------- Original Message ----------------------------
Subject: Fall Social: Game Night
From:    fdreale@ncsu.edu
Date:    Tue, September 16, 2008 7:00 pm
To:      all@math.ncsu.edu
--------------------------------------------------------------------------

Good evening!

Last year the Mathematics Graduate Student Association (MGSA) organized a
fall pizza party. It was so successful that we have decided to organize a
pizza party this year as well.

We invite you to Pizza and Game Night on Monday, September 29, 2008 from
7-8:45 PM in Talley Student Center room 3118. The MGSA will provide pizza,
snacks, and soft drinks. If there is a specific board game that you enjoy,
then please bring it with you.

Mathematics department graduate students, postdocs, faculty, and staff as
well as friends and family are invited. RSVP by September 25th by emailing
Rob Stapleton at jrstaple@ncsu.edu.

I hope to see you all for snacks and fun!

Thank you,
Francesca Reale-Levis
MGSA President

?????????????????????????????????

To get information about the events MGSA are holding as well as other activities they organize including intramural sports,
please add your email addresses to the mathsocial d-list.

Send the following message with a blank subject field to
mj2@lists.ncsu.edu:

                subscribe mathsocial [your e-mail address]

                ex:
                subscribe mathsocial youremail@yourserver.com

Posted at 02:39PM Sep 26, 2008 by Siyang Ding in General  | 

seeking On-campus FM Ambassadors

I am seeking current FM students to act as On-campus Ambassadors.  An on-campus ambassador agrees to meet with prospective students on campus, is willing to have their email address given to prospective students.  The commitment is small, and they can resign from being an ambassador at any time.

Participation in this volunteer activity would be considered a personal favor to me.

If you are interested in being an Ambassador, please send a message to Mrs. Bucklad.

Best regards,
   Prof. Scroggs

Posted at 12:41PM Aug 26, 2008 by Jeffrey Scroggs in General  | 

IAFE/NYU Career Fair is Nov 7, 2008

Mark your calendar for the IAFE Career Fair, Nov. 7, 2008.  Information about the event will be posted here as it becomes available.

Posted at 04:02PM Jul 10, 2008 by Jeffrey Scroggs in General  | 

Welcome message

Welcome new FM students!  Here are some items to help in the transition to NCSU.  Additional details will be provided in the FM Blog at http://blogs.lib.ncsu.edu/page/fmstudents.

Your orientation to NCSU is the morning of August 18, and your orientation to the FM program is the afternoon of August 18.  You will be given a pre-requisites self-test during orientation.  

Academic Courses:  The preferred schedule is ECG 590i, ISE 711, and MA 546.  If you didn't get a full schedule, consider MBA 590a.  Several seats in MBA 590a.001 will be opened to new FM students.  The course is described at http://mgt.ncsu.edu/erm/OverviewofEnterpriseRiskManagement.php, and would form a good fall schedule with MA 546 and ECG 590.  Send email to me if you wish to be considered for this course (scroggs@ncsu.edu).  I am your contact regarding registration problems.

Student Seminar: MA 591f.001 is the Financial Math Student Seminar.  Registration for the course is optional; however, participation in mandatory.  We will begin the course reading some of Borbye's "Secrets to Success in Industry Careers."  Two copies of the book will be on reserve in our library, or you can purchase the book (e.g. from amazon.com).  The blog for this seminar is http://blogs.lib.ncsu.edu/page/fmseminar.

International students:  The special arrangements for international students is handled completely by OIS (http://www.ncsu.edu/oisss/).  The OIS orientation and information are important for all international students to attend.

Non-residents: Students who are not residents of North Carolina can apply for residency only after being here for 12 months.  For this reason, it would be good to arrive in Raleigh at least a week before classes start.

Posted at 01:19PM Jun 04, 2008 by Jeffrey Scroggs in General  | 

Selecting Electives -- ISE 711 is full

Q: I missed the seats for core course ISE 711 Section 01. Now I have to take courses among electives

Posted at 04:30PM May 28, 2008 by Jeffrey Scroggs in General  | 

Scholarships?

FUNDING for STEM* research & study

NSF GRF? Goldwater? SMART? Hollings? Whitaker? DHS? Hertz? NDSEG? NIH? Udall?

Join us for a panel on scholarships & fellowships in STEM disciplines!

?    gain insight from winning NC State Scholars & Fellows
?    meet [review] panelists who make these selections
?    take the first step in an exciting career of research & teaching

especially for first year Graduate students and ALL undergraduate students

Monday, 28 April, 5:00-6:00, Winslow Hall, [old] Trustees? meeting room

pizza & drink provided
more info:  919.513.4076  jennie_lamonte@ncsu.edu  FANG:  fao.ncsu.edu

* STEM ? Science, Technology, Engineering, & Mathematics

Talk with your Mouth Full
fellowships info session

Posted at 12:44PM Apr 18, 2008 by Jeffrey Scroggs in General  | 

Actuary Position at Blue Cross Blue Shield

Subject: Actuary position at Blue Cross Blue Shield Norman Storwick will be visiting NCSU to talk about Actuarial Science and recruit for Blue Cross Blue Shield on Thursday, Feb 28, at 3pm in HA 113. Please confirm with me (pbbuckla@ncsu.edu) if you are interested in attending the presentation.

Posted at 11:12AM Feb 27, 2008 by Patricia Bucklad in General  | 

Modeling and Analyzing High-Frequency Financial Data, Feb 29Department of Statistics Seminar

Department of Statistics Seminar
North Carolina State University

presents

Yazhen Wang

National Science Foundation and University of Connecticut

Modeling and Analyzing High-Frequency Financial Data

Abstract

Volatilities of asset returns are central to the theory and practice of asset pricing, portfolio allocation, and risk management. In financial economics, there is extensive research on modeling and forecasting volatility up to the daily level based on Black-Scholes, diffusion, GARCH, stochastic volatility models and implied volatilities from option prices. Nowadays, thanks to technological innovations, high-frequency financial data are available for a host of different financial instruments on markets of all locations and at scales like individual bids to buy and sell, and the full distribution of such bids. The availability of high-frequency data stimulates an upsurge interest in statistical research on better estimation of volatility.  This talk will start with a review on low-frequency financial time series and high-frequency financial data. Then I will introduce popular realized volatility computed from high-frequency financial data and present my work on wavelet methods for analyzing jump and volatility variations and the matrix factor model for handling large size volatility matrices.     

Friday, February 29, 2008
3:35 - 4:15 pm
206 Cox Hall

Refreshments will be served in the common area of 206 Cox Hall at 3:00 pm.

Posted at 07:49PM Feb 25, 2008 by Jeffrey Scroggs in General  | 

Professional Development Seminars

Some of the NCSU Leadership Seminars may be helpful

http://www.ncsu.edu/grad/preparing-future-leaders/allseminars.html

Posted at 03:04PM Feb 11, 2008 by Jeffrey Scroggs in General  | 

Preparing Future Leaders Seminar

Registration is now open for the Graduate School's late February and March 2008 Preparing Future Leaders (PFL) seminars! You can see complete seminar descriptions at http://www.ncsu.edu/grad/preparing-future-leaders/allseminars.html and find a link to register there as well.

Posted at 10:23AM Feb 07, 2008 by Patricia Bucklad in General  | 

COM Career Fair

Career Fair (CHASS / COM)

Wednesday, February 13, 2008

10 am ? 4 pm in Talley Student Center

          Sponsored by Career Services & the College of Humanities & Social Sciences

Posted at 01:12PM Jan 30, 2008 by Jeffrey Scroggs in General  | 

ERM Breakfast January 25

The ERM Roundtable Breakfasts are good places to meet employment prospects and also to practice interacting in a business-social environment.

http://mgt.ncsu.edu/erm/roundtablesSchedule.php

Posted at 02:24PM Jan 23, 2008 by Jeffrey Scroggs in General  | 

Visit to Progress Energy

Progress Energy has invited Financial Mathematics for a visit. The purpose of the visit is to understand how Progress Energy operates, and how quants are utilized.  I expect the tour and informal presentation to last about 90 minutes.  Questions are encouraged.

Contact Prof. Scroggs if you are interested in attending.

Posted at 12:22PM Nov 29, 2007 by Jeffrey Scroggs in General  | 

BUS 520

Business 520 is also currently accepted as a FM Elective

Posted at 01:51PM Nov 01, 2007 by Jeffrey Scroggs in General  | 

NYC Career Fair

I hope everybody attending the Career Fair has success in finding a job or internship.  Feel free to post items about the Fair Here. 

Posted at 12:20PM Oct 24, 2007 by Jeffrey Scroggs in General  |