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OTC Derivatives-Dual Curve Pricing – Quantitative (PhD) – New York recruitment
The Candidate will join a team that is developing state of the art dual curve valuation models that incorporate market segmentation, counterparty risk and interest rate dynamics. Candidate must have a PhD and have a deep understanding of volatility surface (cube), skews, Greeks and swaptions liquidity. The Candidate must be a hands on developer [C++, Matlab, VBA] who has worked on interest rate curve models. Ideal Candidate will have 3+ years of experience building swaptions risk models. Strong Communications skills are a strong requirement. This opportunity is for someone who can help determine Read more […]
Model Validation (PhD) Insurance Analytics – New York recruitment
The role of the group is to bring the development of Insurance Analytics valuation and risk models into a structured process for independent review, testing, reliability, approval and documentation. The role will examine everything from data use, to model setup, to the development of key assumptions to how the model is utilized for effective decision making. The Candidate will use best practices (OCC-2011-12) and advanced statistical modeling and data mining to develop GLM risk models and will manage large scale data to improve the data accuracy and decisions made from data analysis. The Candidate Read more […]
AVP-VP Level FX Market risk manager for a top tier investment bank-New York based recruitment
A leading global investment bank is looking to expand its front office market risk team with this key hire. The Market risk manager will be working directly with traders and have consistent interaction with senior management in the development of how risk is run for the interest rates desk. This role provides any market risk professional an excellent opportunity for a risk professional to expand their understanding of the FX markets and experience within a front office environment.The role comprises of the following tasks:Daily monitoring of risk exposures (report production done by aligned Read more […]
Interest Rate Options Desk Quant – New York recruitment
The successful candidate will be responsible for developing, maintaining and enhancing financial models required for the IR trading desk. Types of transactions include, among others, BMA swaps, caps and swaptions, and callablesRequirements:-MS or PhD in mathematics, engineering, or physics-Prior fixed income derivates, flow rates experience-Strong programming skills, particularly in C/C++ -Prior experience with BMA and OIS curves, SABR a plus-Excellent communication skills, as this will be an on-the-desk trader facing role. Read more […]
C++/Java Developer – Market Operations and Technology – New York recruitment
Macquarie Group (Macquarie) is a global provider of banking, financial, advisory, investment and funds management services. Macquarie’s main business focus is making returns by providing a diversified range of services to clients. Macquarie acts on behalf of institutional, corporate and retail clients and counterparties around the world. Founded in 1969, Macquarie operates in more than 70 office locations in 28 countries. Internationally the focus is on select markets where we have a distinct competitive advantage. The Credit Trading Division (CTD) is a mature division of the broader Fixed Income Read more […]
Quant Analyst/Developer- Hedge Fund- New York recruitment
The group is comprised of four traders and three analyst/ developers, the opportunity exists as a part of their growth plans. The team is multi asset within high frequency and systematic short term trading. Requirements: Excellent Academic background- PhD in quantitative discipline e.g Operations Research/ Statistics Strong C++, Java skills. Additionally Python highly desirable. Knowledge of market microstructure Experience developing quantitative models in a trading environment Responsibilities: Research and Development of trading strategies Transaction Cost Analysis Development of Read more […]
C/C++Developer – High Frequency/Ultra Low Latency Trading Developer – Circa 40 Person Multi-Asset (Equity, FX, Index Arb, Commodities) Proprietary Trading Firm – Mid-Town Manhattan New York recruitment
My client is a leading proprietary trading firm, with circa 40 people in New York and a great reputation for being home to a number of leading technologists/traders. The team has been trading the US equity markets for approximately four years and is now looking to broaden its scope across FX, fixed income and commodities. The firm focuses on high performance, cutting edge hardware and software, investing billion dollars in ensuring they stay ahead of the competitive high frequency/low latency trading space. Through continued profits and expansion, the team is seeking a core C/C++/Linux developer Read more […]
VP / Director level researcher – Quantitative / Systematic / Algorithmic Trading – New York Based quantitative hedge funds recruitment
My client is a multi-billion dollar investment manager that applies a multi-asset (equity, FX, futures, and commodities), multi-strategy, highly quantitative approach to investing, across the low, mid, and high frequency domains leveraging very sophisticated, fully systematic mathematical models that predict the movements in worldwide financial markets. The fund has been consistently profitable since inception, through its constant research of new innovative ways to generate alpha on various markets. We are now looking for additional researcher to join and work symbiotically within a larger research 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 […]
Chief Risk Officer – Risk Management – Office of the CEO and CFO – Global Leading Financial Institution – Insurance Products – New York, NY & Los Angeles, CA recruitment
JOB DESCRIPTION Locations: New York, NYThe role:• 360 Degrees of risk management for a leading financial institution. • Play an active role in development and enhancing of risk management framework. • Coverage over an array of insurance products. • Active involvement with various facets of the business, ALM, capital markets, insurance. • Responsibility to ensure that quality watch list meetings are performed and the results are reported to senior management.• Quarterly reports, preparation and recommendations. • Continuous interaction with global CFO on risk management Read more […]