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Quantitative Developer, 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 […]
Manager, FX Quantitative Analytics recruitment
The role will lead the financial engineering team focused on developing pricing and risk analytics for the FX and Commodity derivatives markets. The role will require you to be able to simultaneously work with traders and other end users on specific issues while also moving the strategic agenda forward with regards to the strategic developments of the cross asset quant library from an FX and Commodity perspective.We are looking for someone with significant experience within FX Quant Analytics, including stoch vol modeling and 2nd generation exotics. Strong programming skills are required, as is Read more […]
Credit Modeling Quant – PD/LGD Modeling – Wholesale Products – Credit Modeling – Risk Management and Quantitative Analytics – Tier 1 Investment Banking – North East, United States recruitment
JOB DESCRIPTION This leading investment bank is seeking a senior team lead to manage a group of 8-10 quantitative analysts from Associate to VP level, specifically surrounding Probability of Default (PD) and Loss Given Default (LGD) models. IN ADDITION, there are multiple mid-level roles available within the same team. This job requires active design and delivery of various credit models. This role involves an analytical/quantitative mindset with the necessary leadership qualities to lead a new and growing team for this Investment Bank. Location: North East, United StatesThe role:• Provide Read more […]
Pre-Sales Engineer – Quantitative Analytics recruitment
A leading financial services vendor with extensive global presence is looking to hire a Pre-sales engineer for their quantitative analytics platform covering APAC. This is a high profile, client facing position with extensive scope for growth and development. The role will involve understanding and translating client’s quantitative requirements and tailoring the product to meet those needs. This individual will play a critical part in assisting the sales team to build rapport with customers and close potential sales for the system.Skills and AttributesStrong financial acumen, developed within Read more […]
Quant Technologist – Global Quantitative Analytics – Associate / VP recruitment
These new opportunities are based within the front – office global Quantitative Analytics team and directly face the business. Daily interaction will be with traders, quants and technologists throughout the global bank. The Quantitative Technology team is a global multi-location team. The role is extremely hands-on and will involve extensive coding and design work across a wide variety of languages and platforms. A critical aspect of the role will be working closely with traders and quants within the organization to develop and refine our quantitative technology strategy. The projects pursued are Read more […]
Quantitative Analytics Manager recruitment
The successful candidate will be responsible for developing methods for calculating robust and practical measures of Through the Cycle Expected Loss for Wholesale and International potfolios.Key Responsibilities;Play a key role in the development of Through the Cycle Expected Loss (TtC EL) metrics across Wholesale International banking operations, supporting the measurement of portfolio credit risk on a ‘cycle-neutral’ basisEstablish developments required beyond today’s model landscape, comprising existing and planned PD models, and the LGD model framework currently in developmentUnderstand Read more […]
Quantitative Analytics Manager – Credit Risk recruitment
This is a high profile role providing technical input and working with senior management in the delivery, operational running, enhancement and governance of credit risk stress testing models used for impairment and regulatory capital forecasting within the WI division of the bank. The successful candidate will lead and develop any direct reports to ensure that industry leading credit risk stress testing models and solutions are developed. They will also be required to:• Communicate and work with business stakeholders to build appropriate plans and manage the team to deliver against these Read more […]
Mitarbeiter Quantitative Analytics – Kreditrisikomodellierung (m/w) recruitment
Ziel ist die Stabilisierung der HRE-Gruppe und des Finanzmarkts sowie die Abwicklung nach wirtschaftlichen Grundsätzen.Die Abteilung Quantative Analytics in München sucht baldmöglichst einen neuen Mitarbeiter (m/w). Wesentliche Aufgaben dieser Funktion bestehen in der Entwicklung und Validierung von RatingverfahrenAufgabenMitarbeit beim Aufbau des Bereichs Kreditrisikomodellierung und –steuerungEntwicklung und Betreuung der Messmethodik für Kreditrisiken:Fachliche Leitung bei der Entwicklung und Kalibrierung neuer Ratingverfahren und LGD/EaD-Modelle(Weiter-)Entwicklung simulationsbasierter Read more […]
Mitarbeiter Quantitative Analytics – Pricing-Library (m/w) recruitment
Ziel ist die Stabilisierung der HRE-Gruppe und des Finanzmarkts sowie die Abwicklung nach wirtschaftlichen Grundsätzen.Die Abteilung Quantative Analytics in München sucht baldmöglichst einen neuen Mitarbeiter (m/w). In dieser Funktion begleiten und verantworten Sie die Validierung von Pricingmodellen sowie den quantitativen Support für alle Funktionen der FMS WM.AufgabenMitarbeit beim Aufbau einer eigenständigen Bewertungsbibliothek in C++Validierung und (Weiter-)Entwicklung von Bewertungsmodellen und Ansätzen für Zinsderivate (inklusive Inflation)BondsFX-Derivate KreditderivateOIS DiskontierungCVAUnterstützung Read more […]
Quant Technologist – Global Quantitative Analytics – AD/VP recruitment
These new opportunities are based within the front – office global Quantitative Analytics team and directly face the business. Daily interaction will be with traders, quants and technologists throughout the global bank. The Quantitative Technology team is a global multi-location team. The role is extremely hands-on and will involve extensive coding and design work across a wide variety of languages and platforms. A critical aspect of the role will be working closely with traders and quants within the organization to develop and refine our quantitative technology strategy. The projects pursued are Read more […]