Search Results
JAVA Quantitative Developer – Front office Quant Analytics Team – Global Financial Firm
JOB DESCRIPTION We are looking for a quant developer with about 2-3 years of experience to work with the Financial Engineering team. As an expansion hire, we are looking for a candidate with excellent object oriented java programming skills and willingness to gain exposure across all asset classes. Location: San Francisco, CA The role: Implementing and Modeling, whereby providing quantitative development the desk 360 degrees of modeling – expanding the existing global analytics libraries at every stage Developing tools for pricing and risk functions Quality coding for trading and risk management Read more […]
Quantitative Analyst, Credit Risk Analytics
The Team The Portfolio Analytics and Reporting team within Risk Management is responsible for enterprise (Group) level reporting for Risk Management, validation of key risk models/rating tools, setting the methodology for economic and regulatory capital management, risk data quality and integrity management and setting requirements for the risk systems used by Risk Management. The Quantitative Analytics team provides quantitative risk management solutions to the business in the areas of credit risk, operational risk, stress testing and economic capital. The Quantitative Analytics team provides Read more […]
Counterparty Risk Analytics, Quantitative Analyst, New York
Understanding of regulatory measures: Economic capital, Basel II/III, Volcker, Dodd-Frank APPLY | risk.americas@gqrgm.com VISIT US | www.g-q-r.com/vacancies While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please ask for Kasey Churchill in our LA office (310 807 5025). Utmost confidentiality and discretion is assured. LOS ANGELES | 1.310.807.503010877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT NEW YORK | 1.212.763.83331325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT LONDON | 0203.141.8000Westminster Read more […]
Portfolio Risk and Analytics Quantitative Researcher
Portfolio Risk and Analytics Quantitative ResearcherJob Requisition Number: 37093United StatesNew York – USAThe Role:The Quantitative Fixed Income Researcher role is responsible for research and development of Bloomberg’s Investment Portfolio Analytics Risk product with the main focus on the Fixed Income area. General responsibilities include: conducting value-added research in the areas of risk model development, portfolio management, portfolio optimization, risk hedging/mitigation, performance attribution etc.This role plays a vital part in building out a cutting-edge, world-class portfolio Read more […]
Quantitative Modelling- IFRS 9 WMR Analytics
The jobholder needs to demonstrate an expertise in highly technical areas (e.g. statistical analysis) as well as an understanding of credit business and credit products. Knowledge of accounting standards is an advantage. The IFRS 9 project is a technical project with a defined implementation schedule. The jobholder will need to be able to identify and assess the pros and cons of alternative approaches.The role is located in Group Risk and has global reach through the implementation of IFRS 9 in the regions. The jobholder is required to work in an environment of significant ambiguity, assessing Read more […]
Quantitative Analyst Analytics & Fund Management Group
With approximately $90 billion in assets under management, the State of Wisconsin Investment Board (SWIB) is among the world’s largest institutional investors. Using a range of investment strategies across a spectrum of global fixed income, equity, and private market asset classes, SWIB’s core fund has commonly beaten its benchmarks in the one, five and ten year time horizons with a combination of active internal portfolio management and allocation of assets to external managers. SWIB is located in Madison, the capital of Wisconsin and a major Midwestern research technology university city. Read more […]
RMBS Quantitative Mortgage Analytics, Director
The Team: Morningstar is one of the largest independent sources for equity and credit analysis in the world, with global equity coverage of more than 1,800 companies and credit research on more than 700 firms. Our Quantitative Analysts work closely with our fundamental fixed income credit research analysts to drive our quantitative methodologies forward. We use statistical analysis to test, improve and unearth valuable fundamental-driven, forward-looking credit analysis ideas to serve the investor community. The Role: As the Director of RMBS Quantitative Mortgage Analytics, you will participate Read more […]
Director Level – Quantitative Risk Analytics
Director Level – Quantitative Risk Analytics – Model Development (Basel II – Mortgage + Prepayment models) | Leading Global 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 Read more […]
Senior Associate- Quantitative Risk Analytics recruitment
RESPONSIBILITIES:• Lead the quarterly and monthly reporting efforts which involve maintaining and improving our data management and analytic infrastructure.• Develop and continually improve algorithmic approaches to risk attribution and forecasting at the aggregate portfolio level.• Assist with asset allocation and Policy Portfolio work• Assist with various modeling projects involving the evolution of portfolio-wide metrics• Perform ongoing benchmark research as required• Complete ad hoc analytical projects as they ariseQUALIFICATIONS EXPECTATIONS:• Master’s degree in investment Read more […]
Interest Rates Quantitative Analyst – Greenfield Analytics Library recruitment
A well-recognised financial institution is looking for x2 Quantitative Analysts to contribute to the build out of their new Interest Rates analytics library, to provide quantitative support for the front office in pricing and risk.The successful candidates will have at least two years experience working on the rates derivatives market within a front office team. You will be responsible for the development of pricing and risk management tools for the fixed income rates business. As the successful candidate you will have: – A PhD/MSc in Mathematics, Physics, Computer Science Read more […]