Search Results
C#/.Net Quantitative Developer – Fixed Income Derivatives/Options Analytics Library recruitment
My client is a rapidly expanding and extremely innovative financial analytics firm, with a number of exciting teams in New York. The firm is currently looking to design and build from scratch a new high volume, high performance, customer facing financial analytics web server cluster and as of such are seeking a very strong developer, with expertise in C#, .NET and great quantitative/business knowledge. You will join a team of highly capable and senior technologists, all at the forefront of financial technology and you will have an amazing opportunity to learn a great amount of new technologies/techniques, Read more […]
Sr Quantitative Risk Analyst: Advanced Analytics Group, Boston recruitment
The team is made up of heavy duty statistical quants with backgrounds combining statistics, math and programming. In this role you would be heavily involved with leadership groups from across the bank providing them with a sparring partner, to identify new and existing analytical needs, and managing analyses using advanced statistics and data mining techniques to enable better decision making. You will need to be able to build strong, persuasive relationships with opinion leaders in various groups and have a solution-focused approach.In essence, you would be responsible for structuring, developing, Read more […]
C#/.NET Quantitative Developer (CFA required)– Fixed Income Derivatives/Options Analytics Library – New York recruitment
My client is a rapidly expanding and extremely innovative financial analytics firm, with a number of exciting teams in New York. The firm is currently looking to design and build from scratch a new high volume, high performance, customer facing financial analytics web server cluster and as of such are seeking a very strong developer, with expertise in C#, .NET and great quantitative/business knowledge. You will join a team of highly capable and senior technologists, all at the forefront of financial technology and you will have an amazing opportunity to learn a great amount of new technologies/techniques, Read more […]
Associate, Quantitative Credit Risk, Risk Management Department, Credit Capital & Risk Analytics Gro recruitment
Position Category: Risk ManagementPosition Title: Associate, Quantitative Credit Risk, Risk Management Department, Credit Capital Risk Analytics GroJob Level: AssociateLocation: USA – NY – New YorkEducation Required: Refer to Position DescriptionPosition Description:JOB DESCRIPTIONMorgan Stanley Co. LLC seeks Associate, Quantitative Credit Risk, Risk Management Department, Credit Capital Risk Analytics Group in New York, NY to develop and document mathematical credit rating models to quantify all aspects of credit risk and meet regulatory requirements for Morgan Stanley’s investment/wholesale Read more […]
Lead Quantitative Analyst, Restructuring – Central Analytics Tea recruitment
Regular/Temporary: Regular This is a Global Restructuring – Central Analytics position.Under the direction of the Central Analytics manager, assumes overall responsibility for conducting, strategizing, and communicating high-level quantitative and strategic analysis for the various Global Restructuring initiatives. Particular focus on helping to lead quantitative analysis on bespoke research or available data sets quickly and accurately to provide a solution for the requirements of the various business units under the IT Ops Transformation Program.Serves as the subject matter expert on behalf Read more […]
Quantitative Modeling Analyst, Restructuring – Central Analytics recruitment
Regular/Temporary: Regular Under the direction of the Central Analytics Manager, supports quantitative and strategic analysis through Excel model building and Power Point presentation creation to support initiatives under the IT Ops Transformation Program. Particular focus on quantitatively analyzing bespoke research or available data sets quickly and accurately to provide a solution for the requirements of the various business units.•Improves, creates, and maintains high-end financial and operational models in support of the solutioning of the IT Ops Transformation initiatives. •Researches Read more […]
Senior Quantitative Risk Analyst – Firm-wide Treasury CRO Analytics recruitment
81843BR University degree in finance or quantitative discipline; CFA or equivalent a plus. Minimum 5 years experience as a quantitative analyst preferably with balance sheet modelling. In depth knowledge of statistical modelling and simulation techniques Experience analyzing multi-currency balance sheets Knowledge of liability replication models for interest rate and liquidity modelling. Excellent IT knowledge both programming and using analytical tools. Expert in handling, analysing and modelling large data sets and using corresponding IT tools (e.g., QRM, CreditMetrics, MATLAB, Bloomberg) Good Read more […]
Risk Modeling & Analytics Specialist – Quantitative Risk recruitment
79634BROur team, part of the Firm-Wide Risk Control Methodology function, is responsible for the development and application of UBS’s leading edge firm-wide stress testing framework for assessing the impact of global macro-economic scenarios on the firm’s profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. The team develops and maintains a suite of scenario-aligned risk category stress models and supports diverse other stress-related activities.To strengthen our team in Zurich, we are looking for an engaged and motivated personality with Read more […]
Risk Analytics Developer position for Quantitative Research recruitment
The development and maintenance of risk analytics engines pose a wide arena of interesting computational, algorithmic and analytics challenges and as such requires a broad skill set to tackle.The successful candidate will be working on the risk analytics frameworks where the risk engines are implemented. You would be working on the evolution of the framework and related tools to enhance ease of integration of pricing models, improve flexibility and extendibility of the framework as well as improve scalability and performance. In addition the candidate will be involved in the implementation and Read more […]
***Quantitative Counterparty Analytics*** recruitment
The team is responsible for point-in-time validations and annual reviews of credit models for internal risk management and regulatory capital.The team’s mandate covers EPE/PFE, monte carlo models, and potentially projects in the future will also cover PD, LGD, EAD, and Economic Capital models.Ideally you will have three years experience and both theoretical and practical knowledge of counterparty risk or market risk models (including financial instruments). Further experience of PD, LGD, EAD and EC models will also be viewed positively.R/SAS, Perl/Python/VBA, SQL or C++ will also be good but Read more […]