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Consultant / Sr Consultant – Counterparty Risk, CVA, Basel III
JOB DESCRIPTION The Market and Counterparty Risk team is looking to have a consultant join the group. You will be engaged on various projects to assist clients in strengthening their counterparty credit exposures. Since Basel III is becoming a bigger focus, the team needs a subject matter expert who is well-versed in the regulatory requirements and has had hands-on experience. We are looking for candidates who are currently in a counterparty credit risk team in a modeling or management function, supporting a CVA desk, or already in a more regulatory facing counterparty risk focus. This role Read more […]
BlackRock Solutions – Implementation Specialist
BlackRock is one of the world’s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary and individual investors around the world. BlackRock offers a range of solutions — from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to highly efficient indexing strategies designed to gain broad exposure to the world’s capital markets. Our clients can access our investment solutions through a variety of product structures, including individual and institutional Read more […]
Interest Rate Quant
Interest Rate QuantJob Requisition Number: 37006United StatesNew York – USAThe Role:Bloomberg’s Cross-Asset Derivatives Quant Team is responsible for modeling, implementing and deploying derivatives pricing models across all asset classes (FX, Equity, Rates, Commodity, Credit) to the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, enterprise risk management, and derivatives valuation service. The group ensures that state-of-the-art models driven by high quality market data are brought together in robust, fast and accurate Read more […]
Investment Portfolio Analyst (Senior Associate / Vice President)
Position Description The Global Portfolio, Analysis and Reporting (GPAR) Team is seeking a highly motivated individual to join our London (UK) team to support on-going portfolio analysis. This individual will be responsible for providing both standard and ad hoc reporting and analytics to colleagues throughout Investment Management. Analysis will focus primarily on portfolio attribution, composite construction and any basic performance related queries from MSIM Front Office. The individual should have a willingness and interest in continually expanding ones knowledge of the investment process, Read more […]
VP-SVP CVA Quant Analyst
JOB DESCRIPTION: Calling all driven technical Quant Analysts! The purpose of the CVA pricing quant is to develop and model CVA analytics within the front office. This is a priority hire involving interaction with traders and cross asset pricing library and cva model expansion. As a VP-SVP level hire this will involve grooming you for expanding project ownership and leadership responsibilities. Location: NY, USA The role:Develop, price and model credit value adjustments (CVA) front office pricing models.As part of the CVA team help the build out of a new generation of portfolio models.Support Read more […]
ABS Analyst
A leading data provider is currently looking for a ABS analyst to join the team to work alongside a team of specialist structured credit professionals to provide market leading up to the minute pricing information to their clients which range from credit hedge funds to international asset managers in London.The team is one of the most important groups in the firm as they have become market leaders in Europe for RMBS,CMBS and ABS information and pricing data. The team is currently comprised of buy side portfolio managers who have and average of 8 years within this space. Although this person does Read more […]
Fixed income Emerging Markets strategist – CEE – VP
Our client, a high performing investment bank are looking to expand their Emerging Markets platform in London. The group have a solid trading and sales platform and are looking to build upon this with the hire of an experienced quantitative strategist. Applicants must have some experience coving the CEE region. Responsibilities will include:- Emerging Market Fixed Income strategy – be fully responsible providing coverage in local interest rates, credit and bond markets for Central and Eastern Europe, forecasting and quantitative modelling.Generating successful trade ideas across the region.Contributed Read more […]
Head of ALM/Interest Rate Model Development for Tier One IB
This industry leading team has recently added a number of junior risk candidates within their treasury department. Consequently they need a Director Level Quantitative Risk Candidate to come in and head up this team from a hands on and strategic standpoint.The group is reponsible for:Global FundingCash and FX managementAnd they fund themselves through issuing long ter, debt, commercial paper CDs, bank and debt products.Your responsibilities will include:Developing quantitative models and tools which allow the complex analysis across the lifecycle of the loan portfolio.Manage Coach and Develop a Read more […]
Consultant Manager
ABOUT MSCI Inc. MSCI is a leading provider of research-based, mission critical investment decision support tools for investors globally, including asset managers, banks, hedge funds and pension funds. We offer a range of products and services — indices, portfolio risk and performance analytics, and governance tools — from a number of internationally recognized brands such as Barra, RiskMetrics, IPD and ISS. For further information on MSCI, please visit our web site at www.msci.com POSITION OVERVIEW: Analytics client consultants act as trusted advisor to our clients; it is via this platform Read more […]
Risk Senior Business Analyst (Commodities)
As a senior business analyst you will be responsible for leading the analysis for risk projects including analytics, VaR, CVA, Discounting, Stress Testing and PnL explain (first and second order). This will involve working very closely with the front office to determine and document requirements.This is a fantastic opportunity for a business analyst well versed in complex risk to start to learn the commodities business area and to get more involved in risk projects.You should apply for this role if you have:7+ years financial services experience, at least 3+ as a business analystDeep knowledge Read more […]