Search Results
Entry Level Quant
Core Responsibilities:Develop models and implement them in software for pricing and risk managing derivativesDevelop pricing and calibration toolsBenchmark and compare results of various techniquesImplement products using pricing engines and modelsExplain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analyticsRapid prototyping of models and productsEssential skills, experience and qualifications:Excellence in probability theory, stochastic processes, partial differential equations and numerical analysis.Very Read more […]
Junior ABS Strat
Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm’s sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms.The work involves developing a thorough understanding of the full range of investment products and strategies offered by the Read more […]
Director of Global Institutional Business Finance
The Business Finance organization plays a critical role as trusted business partner to the business units, supporting all analysis, reporting and planning needs of the business. We produce budgets, short and long range forecasts; create and analyze business metrics and identify cost savings opportunities; deliver economic insight into the relationships between costs and revenues to improve the financial success of the business going forward. Job Purpose/Background: The Client Business Finance team directly supports the client facing sales and service organization at BlackRock. The Read more […]
CVA Trader
Junior CVA Trader required at this Top Investment Bank. You will join one of the highest performing Investment Banking teams in the City, working with the sharpest and the brightest individuals in the City.On this Credit Value Adjustment Trading desk you will ideally already worked on a CVA Desk for another Bank for at least 6 months, pricing CVA, using VBA Excel, hedging the P L hedging CVA.You will gain multiple exotic cross asset exposure covering IR FX Equity Inflation Credit etc.My client will also consider highly talented Quant Analysts with a background in building CVA or CCR Counterparty Read more […]
Server-side Java / Scala Developer
Financial industry startup in NYC looking for a bright, motivated mid-to-senior level Java programmer to do server-side development on a Scala/NoSQL analytics platform. Comfortable work environment with lots of white boards. Benefits include medical, dental, vision and generous vacation days. Required skills: * expertise in server-side J2EE or core Java (3+ years work experience) * excellent general understanding of Java best practices and the JVM * exposure to functional programming languages such as Scala, Erlang, Haskell and/or OCaml * strong quantitative skills * experience doing data Read more […]
C# .NET SQL Guru Developer Quant Fund
C# .NET SQL Guru Developer Quant Fund – C#, SQL, Risk, API, FeedsAlexander Black Recruitment is urgently looking for a C# SQL Developer to join our high profile client.Our client is a $20billion strong Hedge fund with performance figures of 23%. They trade a number of products across equity and commodities in both high and low frequency strategies. They have the reputation as one of the best funds globally. They use a combination of proprietary data, superior technology, and aggressive execution to achieve their trading objectives.This role sits in a complex and very secret part Read more […]
CATASTROPHE ANALYST
Catastrophe Modeller£27,000 – £35,000City of London Job SummaryWorking as a member of the cat management team, working on varies cat related modelling projects, offering a client facing role within a collegiate team environment. Responsibilities Duties: * Supervise the gathering and preparation of property exposure data for assigned client projects. * Assess client exposure data quality and make necessary assumptions for modelling; analyze changes in exposure and the associated impact of cat model results. * Model the probability distributions of the gross/ceded/net results Read more […]
Senior Product Analyst
A leading international financial services company has an exciting opportunity for a Senior Product Analyst to join their Global Retail Business Banking team. Reporting into the Head of Product Analytics, you will take ownership for the identification and quantification of performance trends, customer behaviours and commercial opportunities and risks through application of quantitative analytical skills. You will support product manages in identifying and driving value enhancing initiatives through the provision of analysis and management information. Driving the wider business Read more […]
Investment Analyst
Investment Analyst – Fund of Funds Research£40,000 – £60,000 + Bonus + BenefitsCentral London Who They AreThey are a highly respected fund of fund manager. They have a strong reputation for delivery of high quality investment research to their clients and have achieved excellent results over the years. The roleThe emphasis of this role is on investment/portfolio analysis. The position supports investment manager research in respect of allocated asset classes. The role reports to the Head of Fund Manager Research but with strong liaison with the other research analysts. The role holder will supervise Read more […]
Leading US Investment Bank seeks Director for Credit Risk Modelling Group (PD/LGD) with knowledge of Commercial Loans / Mortgages- USA, New York
Leading US Investment Bank seeks Director for Credit Risk Modelling Group (PD-LGD) with knowledge of Commercial Loans – Mortgages- USALocation – New York, USASalary – 160-200k USD + benefits and bonusA leading US investment Bank is looking for a director to head up a group within their risk methodology group. The role will have 8-10 direct reports and have dotted reporting lines from several other groups.The role obviously encompasses hands on modelling with senior management, allowing a huge amount of exposure for successful candidates. The position also reports directly into the Head of Risk Read more […]