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Credit Risk Business Analyst recruitment
The Business Analyst is responsible for writing detailed Business Requirements documentation that define how credit risk models (PD, EAD, LGD, RAROE) will be implemented both tactically and strategically within the business.Business Requirements will outline, for example, the underlying model methodology including formula specification, data attribute descriptions and maintenance, end-to-end process flows, and downstream uses.Day to day responsibilities include working directly with Credit Portfolio Analytics quantitative and data analysts, Credit Risk IT, models users, and other external stakeholders Read more […]
Senior Manager – Balance Sheet Management – Credit Portfolio Management recruitment
The Balance Sheet Management Team is responsible for;• ensuring origination adds value to the WICR Portfolio by assessing marginal risk-return contribution to Target Portfolio Risk-Return Profile and Risk Appetite; • analysing the WICR portfolio to assess risk-return contribution, identifying risk optimisation and distribution opportunities, and development and implementing a Target Portfolio Risk-Return Profile . • optimising and allocating capital effectively, mitigating risk via distribution channels in partnership with WBM PM, assessing the portfolio impact of complex transactions, Read more […]
SVP/Director-Credit Exposure Management recruitment
* providing leadership on Credit Exposure Measurement and Management for Financial Markets business across all Asset Classes.* support the Wholesale Banking Credit team on the Internal Model Method approval from the FSA * develop a vision for the Credit Exposure Management team in a post Internal Model Method era. Key Roles ResponsibilitiesActive management of Credit Exposure Management (CEM) team globally. Presence of CEM analysts in the locations of Singapore, Hong Kong, Dubai, London, New York.Provide leadership within a Credit framework during trade/ business discussions by ensuring Read more […]
Fixed Income Alternatives Credit Analyst recruitment
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 Read more […]
***GQR | USA Quant Vacancies – March 2012*** recruitment
GQR is the Global Quantitative Finance search specialist. We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities globally.A list of March’s most urgent hires:Director, FX RV Vol buy-side trader / portfolio manager, Currency Portfolio Manager, FX option Trader, Liquid Currency OTC Options Fund Manager, Foreign Exchange RV PM , New YorkWe are working with a multi-strategy volatility focused hedge fund in New York who are looking to add someone to look after a RV focused FX Vol Read more […]
Portfolio Associate recruitment
Position Overview My client is looking to hire a Portfolio Associate for their London office. The Portfolio Associate is located on the Trade Floor. The candidate reports to and supports a senior “Generalist” Portfolio Manager in the trade room. The Portfolio Associate must build solid internal relationships and partnerships with Portfolio Management and Account Management in the firm’s Global Offices. The role frequently interacts with Account Management, Product Management, Legal and Compliance and Operations. Job Functions Responsibilities include: • Portfolio summaries Read more […]
Counterparty Credit Risk Manager recruitment
Responsibilities will also include performing data analysis for various risk projects and defining data validation rules and default rules; developing and providing expertise regarding trading products and Counterparty Risk Management; teaming with Credit Analytics, Technology and Treasury groups on data sourcing and data mapping issues; coordinating with Credit Analytics team on Risk Methodology for trading products. Candidates are expected to have at least 8 years of Risk Management experience covering a variety or asset classes, with exposure to Credit Risk (PFE, Credit Capital) and/or Market Read more […]
Electronic Trading Analyst / Programmer recruitment
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 Read more […]
Financial Institution looking for Risk Analyst – CT recruitment
Responsibilities: Working closely with businesses and cross-functionally with Risk, Finance, IT and Regulatory teams to source, validate, analyze, or report on key portfolio related metrics and attributes for senior leadership, ERMC, regulators, etc. Responsible for aggregating and validating commercial credit investment risk metrics Responsible for aggregating and validating portfolio growth and concentration, negative watch Become expert in risk data definitions and familiarity with risk key metrics across multiple business products Support regulatory and ad hoc risk reporting Read more […]
ETF Market Maker Quant Developer at top tier investment bank recruitment
The role:• Implementation of Equities models and products• 360 degrees of modelling – expanding the existing, current and new libraries at every stage• Working entirely in their Front Office alongside quants trade specialists• Support traders, research strategies and quantitative ideologies to a large degree • Working with complex products, progressively closely with traders playing a greater role in determining their strategies and performance that will impact PL• Communicate and express complicated methodologies and theories to both senior quants Read more […]