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Data analytics developer wanted for quantitative analytics group
The reason for the hire is the growth of the regional US Quant group who are responsible for building and deploying models for pricing, trade analytics, risk management, new product modelling, scenario analysis and other predictive analytics.The data analytics specialist will support the development of a sophisticated platform for the input and output of the models above.Due to the small size of the team and high amount of projects, the data analytics professional will be involved in some modelling and will gain exposure to risk groups and the business.The ideal profile is a IT developer with expert Read more […]
URGENT | x3 Commodity Quantitative Analytics Positions, Associate
JOB DESCRIPTION Located in London, the senior Quant will support the groups sophisticated commodities quant division, liaising closely with both traders structurers in a ‘strats’ style role. The team covers all commodity assets from oil, power, gas, index, emissions etc but are particularly interested in those with flow oil experience. The candidate will be responsible for conducting quantitative analytical research modeling projects whilst developing new models for the expanding commodities trading team. Team leadership responsibilities will be available for senior candidates. Location: Read more […]
Quantitative Analytics
JCW are seeking strong entry level quantitative analysts at either analyst or associate level to work within the market risk department of a top investment bank. The successful candidate will join a team responsible for quantifying and assessing model risk. Candidates need to be outgoing, driven and be able to face off to senior risk managementA key requirement for the role will be to develop models associated with pricing exotic derivative transactions and ensure that the models used to value and risk these transactions are effective. Our client is looking for the very best candidates with strong Read more […]
Senior Quantitative Analytics (Market Risk / ALM / Treasury / Mortgage Models) Manager | Top 5 US Bank | Washington, USA
Senior Quantitative Analytics (Market Risk – ALM – Treasury – Mortgage Models) Manager | Top 5 US Bank | Washington, USALocation – Washington D.C., USASalary – 120-160k USD + benefits bonusDescriptionA Top 5 US bank is looking to expand its quantitative market risk group with a senior manager hire to focus on model validation across Capital Markets (Portfolio Valuation (fixed income, loans, and derivates), Market Risk management, Asset Liability management, Mortgage or Asset-backed securities, and prepayment or loss modeling.)The role will report into the Head of Market Risk Analytics as well Read more […]
Director Level Quantitative Analytics | Head of Loss Forecasting & Basel II Modelling | Leading US Bank | USA
Director Level Quantitative Analytics | Head of Loss Forecasting Basel II Modelling | Leading US Bank | USASalary – $150k-200k USD + benefits bonusLocation – USA, WashingtonA leading US based Consumer bank is looking to expand its quantitative analytics group with a series of hires at the senior end of the function. They are looking for both VP and Director Positions as the group looks to rapidly expand to match the successful performance of the bank over the last 2 years.The roles will both have direct management responsibilities within the group and with the teams both looking to expand again Read more […]
Quantitative Analytics Director (Mortgage / Economic Capital / Loss Forecasting) for Leading US Bank | New York, USA
Quantitative Analytics Director (Mortgage – Economic Capital – Loss Forecasting) for Leading US Bank | New York, USALocation – New YorkSalary – $150k – 200k + benefits bonusDescriptionA leading global bank is looking for a Director level candidate to work in the firms New York office and lead the development of credit risk models across both commercial and corporate portfolios. The role will report into the Head of Analytics in the NY office and will also have interaction with the CRO and so there will be ample exposure to senior management. The role will lead efforts to build Basel II compliant Read more […]
( Senior ) Expert Credit Risk Models / Quantitative Analytics recruitment
The Quantitative Analytics team in Munich, Germany is responsible for the development and maintenance of quantitative models and methods within FMS-WM. In addition, it is consulting all functions within FMS-WM with a variety of quantitative and analytic tasks and questions. We are now seeking an expert in credit risk modeling to complement the team. (Senior) Expert Credit Risk Models / Quantitative Analytics ResponsibilitiesSupport the setup of the Quantitative Analytics credit risk teamDevelop and maintain methodologies and tools to measure and control credit risks across a variety of lending Read more […]
VP Level / Associate – FX Quant Required – Front Office FX Quant Team – Tier 1 Investment Bank – G10, EM and Electronic Trading – FX Quantitative Analytics Team – £80k – £110k + Bonus + Package. recruitment
Montash Associates has been retained by a Tier 1 Investment Bank, to find a junior (1 – 3 years) front office FX Quant to join their FX Quant Team.The team is responsible for all FX desks globally, including the G10, EM and Electronic Trading Desks. The role will involve working on the pricing library’s and working closely with the desks to support them with day to day tasks including pricing and risk management issues. The role will also involve research and collaboration with the electronic trading teams.The ideal candidate will have an excellent academic background including a PhD or Masters Read more […]
AVP, Quantitative Analyst, Quantitative Analytics Jobs, USA
The role involves working on various issues related to modeling pricing and risk management of equity and FX derivatives. Particular tasks range from improving the methodology of interpolating and extrapolating the implied volatility surface to designing models for pricing correlation swaps. The job has a varying research and development component. The candidate after the training is expected to excel in both aspects.The ideal candidate will have the following:•PhD in quantitative subject (physics, computer science, mathematics).•Deep understanding of fundamental mathematics, probability, stochastic Read more […]
Quantitative Developer, Analyst / Associate, Quantitative Analytics, Front Office, Investment Bank recruitment
Job Description: The role will involve: – Resolving C++ and Java issues on both Windows and Linux – Liaising with IT teams using the pricing library – Maintaining build accuracy and configuration – Seeking opportunities for improvements in build automation and quality feedback – Improving performance of the library – Helping other team members with technical and coding issuesRequirements: – Very strong C++ development and debugging skills – Knowledge of JAVA – Demonstrated experience developing in a complex, mixed-language, mixed-platform environment – Experience working with and building-out Read more […]