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AVP, VP Quant Risk – Economic Capital, Credit Risk, Market Risk – Top-tier Investment Bank
JOB DESCRIPTION We are working with a top tier bank’s economic capital quant risk management team, looking for highly quantitative statistical modelers to join the Economic Capital team. You will be working in a very collegial setting, where individuals make valuable contributions. The AVP/VP level candidate will also have the responsibilities of developing Basel-compliant econometric solutions and keeping abreast with regulations and best practices. The team’s coverage is on an enterprise-wide basis: credit and market risk for cross-asset classes. Location: New York, NY, USA Responsibilities: Read more […]
Mid level Fixed income sales to Institutions in Benelux
Mid level Fixed income sales London (UK, Sales, Institutions, Benelux, FI, derivatives) Mid-level Fixed income derivative sales role based in London and focusing on institutional clients located in the Benelux area. This position is with an investment bank and requires a person with a minimum of 6 years experience in Fixed Income sales. The candidate is required to focus on:Products: Flow, Govvie bonds, Covered bonds, SSAs Sales Clients: Institutions in Benelux region Maintenance of the existing client base and acquisition of new clients in the market. Liaising with all product and trading Read more […]
Mid level Fixed income sales to Institutions in Benelux
Mid level Fixed income sales London (UK, Sales, Institutions, Benelux, FI, derivatives) Mid-level Fixed income derivative sales role based in London and focusing on institutional clients located in the Benelux area. This position is with an investment bank and requires a person with a minimum of 6 years experience in Fixed Income sales. The candidate is required to focus on:Products: Flow, Govvie bonds, Covered bonds, SSAs Sales Clients: Institutions in Benelux region Maintenance of the existing client base and acquisition of new clients in the market. Liaising with all product and trading Read more […]
Interest Rate Derivative Market Specialist (NY)
Interest Rate Derivative Market Specialist (NY)Job Requisition Number: 38324United StatesNew York – USAThe Role:Bloomberg is looking for a qualified Interest Rate derivative professional to join our growing market specialist group in New York. Applicants should possess a deep body of knowledge and experience in the Interest Rate derivative Markets. The successful candidate will be a motivated self-starter, comfortable in a demanding and client-driven environment.Responsibilities will include:- Providing high-level analytical expertise to clients, our sales force, and product developers.- Directly Read more […]
URGENT File Reviewer X15 – Large remediation project
This Big 4 consulting firm urgently looking to recruit 15 file reviewers for derivatives miselling project outside London Candidates will ideally come from a regulatory or compliance background with exposure to derivative products, i.e. interest rate swaps. Note: The client is not looking for PPI case handlers for this particular project Skills Required: LPC qualification or similar post degree law qualification Strong academic credentials For more information or to apply for this role, please contact Jasemin at jasemin.akcay@jcwresourcing.com Read more […]
Treasury Business Analyst | 1 Year Contract | Singapore
My client is a leading Bank with a strong Asian focus, and we are urgently looking for a Treasury Business Analyst for a 1 year contract within the firm as part of expansion within the Treasury team. This Treasury Business Analyst role has the potential to turn permanent subject to the candidate’s performance and availability, and this role sits on the Business side within the Treasury business. This Treasury Business Analyst role will be at the AVP/Manager level.The Treasury Business Analyst role will involve the following responsibilities – Work with IT Team and Vendors to ensure business Read more […]
Senior Quantitative Valuations Opportunity, Model & Methodology, FICC Coverage
The Valuation Control Methodology Group formulates model reserve and valuation adjustment policies, gives guidance on price testing methodologies and their implementation, assists on model calibration and model appropriateness across all asset classes. The role will also involve interaction with Front Office, the Modeling Analytics Group, Group Market Risk and Valuation Control. Key Responsibilities: To review model validation memos and formulate and implement model reserve methodologies to address any model limitations that are highlighted in theses memos To work with the individual Valuation Read more […]
Fund Accounting
My client is a leading custodian in London currently recruiting in their Fund Accounting team. The overall job function of the role would be producing NAVs and servicing the entire client’s needs relating to the NAV process (including price dissemination, fee and income updates). The successful applicant will be expected to have exposure to challenging Funds (e.g. derivatives, performance fees), and be responsible for the accurate NAV calculation in the team.Responsibilities: – · To produce daily NAVs for unit trust OEICs as well as for low volume, highly technical fund processes such Read more […]
Senior Director CD&S
Reporting to the Segment Lead or designated Lead within the segment (e.g., Sr. Director and above) the CDS Sr Director will play an important role by contributing to activities that maintain and grow relationships to promote CME Group’s products and services to segment clients within a specified geographical region or portion of the overall segment. This includes both our listed and OTC initiatives. The account portfolio will be made up of existing Key and/or SAM accounts that account for a significant portion of the overall segment revenue target or strategic opportunity. This role is accountable Read more […]
URGENT
This bank’s European HQ are in London and is active throughout the international capital markets, focussing on debt, equity, derivatives structured products. The team are looking for a candidate with a solid mix of Risk + Quant skills. Needed: solid understanding of VaR and risk models and how they change when new products are added, curves change etc. IRC modelling and derivative pricing. Key Responsibilities:Assisting with risk model development and maintenance Develop and implement various risk architecture for the bank Supporting new products ensuring risks are accurately captured. Resolving Read more […]