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C++ Risk Developer – San Francisco and New York City
Our client is a well know proprietary hedge funds headquartered in San Francisco and having offices in New York, Chicago Philadelphia. They are expanding the technology team to develop their own trading platform and provide the support to the traders.Role:You will be part of the Risk Monitors group and you will work closely with members of business side Quantitative Research Financial Engineering teams. Key responsibilities will be to provide support and development Risk Management infrastructure within the Fundamental businesses. You will utilize C++ / Object-Oriented Analysis, Design and Programming Read more […]
Credit Risk, Quant Business Manager, Associate Director – Enterprise Risk Management Division – Credit Risk(PD/LGD) Modeling – Commercial, Corporate, Sovereign, Municipal
Strong academic background with an MSc or PhD from a reputable quant schoolMinimum 6-7 years industry experience in risk modeling and project managementMust have solid understanding of credit bonds (corporate, sovereign, municipal)Must have good understanding of portfolio analytics, attribution, and credit risk at a portfolio levelWorking experience with structured products preferredExcellent communication skills (verbal and written)Proficiency with statistical modeling software: R, VBA, MatlabMust have experience with Moody’s KMV platform A huge opportunity to attain progression within a Read more […]
Product Marketing Executive
Dual-headquartered in New York and London with 50 offices worldwide, Fitch Ratings is a global rating agency dedicated to providing value beyond the rating through independent and prospective credit opinions, research and data. Offering a world of knowledge and experience behind every opinion, we transform information to deliver meaning and utility to investors, issuers and other market participants. Fitch Ratings’ global expertise draws on local market knowledge and spans across the fixed-income universe. The additional context, perspective and insights we provide help investors make important Read more […]
Rates Derivative Quant
JOB SPECIFICATION:?You will be working as a Credit Quant supporting the credit value adjustment ( CVA ) desk. The role will be assisting the CVA Trading Desk helping with the analytics.?You will be expected to calculate CVA for various product groups. Currently the calculation activity is focused on Interest Rate products.?You will be involved with helping with the analytics by working on a library and Monte Carlo ( MC ) simulation, this will involve using a semi-analytic solution.Running tests to compare the PEE ( positive expected exposures ) coming from the new approach versus the current Read more […]
Credit Risk Model Developer
RESPONSIBILITIES:Develop, implement and maintain internal credit risk rating models and monitoring systems for the different segments of the Bank’s wholesale portfolios such as corporate banking, project finance and financial institutionsDevelop in-depth knowledge and expertise in credit risk rating methodologiesDrive usage of such models in credit decision making process, business strategies, risk appetite setting and risk capital assessmentOn-going monitoring of model performance and rating migrationsREQUIREMENTS:Good honours degree preferably in statistics, actuarial science or financial modelling.At Read more […]
Trading/Business Analyst
The Millburn Corporation, an alternative investment asset management firm managing over $1.8 billion and with over 30 years of experience, is seeking a Trading/Business Analyst to work in our New York office. The Millburn Corporation executes trades using systematic trading methodologies for a global diversified portfolio of financial and commodity futures and currency forwards.The Trading/Business Analyst is responsible for executing the investment strategies of the firm and working with a successful quantitative, systematic macro team in continuously refining trading models, developing execution Read more […]
Senior Financial Strategist
ESSENTIAL DUTIES AND RESPONSIBILITIES:Conduct client calls and develop solutions that meet the client’s investment goals with respect to balance sheet management interest rate risk.Perform quantitative analyses on clients’ investment portfolios and balance sheets using a variety of sophisticated software and analytical techniques.Ability to manage the execution of client asset allocation via portfolio design, sector and relative value analysis, risk attribution, securities selection, and trade execution.Optimize portfolios by balancing total return objectives within institutional constraints.Daily Read more […]
Credit Portfolio Lead
The CTI Product Analysis – Credit Portfolio Lead will be expected to provide day to day review and explanation of the risks, controls, positions, PL, Cost to Close etc. related to the portfolio. He/she will be a key decision support person on finance matters for the desk. He/she will be responsible for various management reports and support for other finance and front office teams.Job Background/context:Citi Treasury Investments was established in 2011 within Corporate Treasury to lead the investment of Citi’s major liquidity portfolios with oversight from Citi’s ALCOsThe credit portfolio management Read more […]
Manager Quant Audit
Manager Quant Audit As part of RCA, the Global Analytics Models Methodology Audit (GAMMA) group is responsible for assessing design and operating effectiveness of controls designed for managing various model risks; evaluating compliance of the Bank’s model risk management practices with regulatory requirements, best market practices, and the Bank’s model risk policies; and serving as subject matter expertise within Internal Audit to provide support to all audit groups in quantitative aspects when required. The models and methodologies include models used for valuation, risk measurement/management, Read more […]
Quant Valuations Analyst AVP/VP
The team is primarily responsible for:Providing technical assistance and support on current market Valuation Issues e.g. CVA, secured and unsecured derivative discounting, valuation risk/uncertainty and Fair Value Hierarchy classifications.The team is involved in Model Control, i.e. the review of valuation models from a Finance perspective. As such the team develops calculations for model deficiency and/or model uncertainty fair value adjustments in response to model review findings.Governance of reserving and IPV methodologies Support for Global IPV teams, developing new or complex IPV and Fair Read more […]