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Counterparty Risk Quant, VP recruitment
Tier one investment banks seeks VP level Quant Analyst as part of its Counterparty Risk Analytics team. Main Responsibilities: * Review and validation of Monte Carlo simulation-based Counterparty Risk Measurement models involving the review of pricing functions, credit exposure measures (EPE, PFE) and back-testing of stochastic processes across all asset classes * Development of independent pricing and stochastic models for comparison with those under review * Back-testing of models to evaluate and compare their performance with historical simulations* Working closely with Credit Analytics to extend Read more […]
Financial Engineer – Energy Derivatives (Associate or Associate Director) recruitment
Global Banking and Markets, the Corporate and Investment Banking Division of Scotiabank, provides a full range of investment banking, credit and risk management products and services relevant to the financing and strategic development needs of our clients. The Global Capital Markets unit of Global Banking and Markets has derivative, fixed income, equity, foreign exchange, energy and precious metals sales and trading operations in Toronto, Calgary, New York, Mexico, London and the Far East.Global Analytics and Financial Engineering is part of Global Capital Markets and is currently located in Read more […]
Market Risk Analyst recruitment
Reporting to the Head of Market Risk based in Singapore, the successful incumbent will be responsible for the market risk advisory and control of the energy trading activities carried out in the region. Responsibilities:Accountable for analysing, monitoring and managing of market risks of energy physical and paper trading books.Perform risk analysis into new and existing trading activities. This would include Value-at-Risk computations, sensitivity and scenario analysis, stress-testing and back-testing etc.Review and recommend appropriate risk parameters to manage and control the level of risk-taking Read more […]
Loan Loss Modeling-CMBS Valuation Analyst-New York recruitment
A major financial firm with offices in New York is building-out its capital markets risk analytics effort for the valuation and risk management of a large CMBS portfolio. and is seeking candidates with 2-3 years of relevant market-risk, credit-risk, VaR, or financial product valuation methodology experience who can help in the validating and researching CMBS pricing models. The candidate must have solid and current C++,SQL, or JAVA programming skill working on structured finance risk models, demonstrated experience with large datasets using R or Matlab, experience using Trepp and PPR and in-depth Read more […]
Quant Developer – Rates recruitment
A prestigious buy-side firm is seeking an experienced quantitative developer in the rates space. The successful candidate will be based in London and working closely with the head of rates modeling team. The candidate must have an advanced degree in hard science such as math, physics, computer science to understand stochastic process, and at least 3 years of working experience in extensive c++ programming and market data such as SABR volatilities and curve fitting at a top tier financial firm. Candidates must have: 1) Prior hands-on experience in designing and programming framework Read more […]
Financial Engineer recruitment
Job Title: Senior Financial Engineer Base: SydneyThe RoleThe role has a strong focus on financial instrument modelling, scenario based analysis, and standard risk methodologies. Experience and comfort with these techniques is important. Knowledge of the regulatory environment and requirements (BASEL, APRA etc.) is a plus.Confident, experienced client interaction at a senior level is a very important part of the role. Involvement will be required at all stages of project implementations, from definition through to acceptance testing while working within Read more […]
Senior Consultant
The Accounting, Valuation, Analytics (“AVA”) service area is comprised of professionals with skills related to the understanding and application of technical accounting standards, financial reporting, valuation techniques and methodologies for derivatives, financial instruments, and other investment products, forward price curve development methodologies, quantitative risk assessment and forecasting models, structured finance transactions, cash flow modeling, data integrity, data modeling, statistical sampling, capital markets transaction support and due diligence. In addition, with experience Read more […]
Senior Risk Analyst – Hedge Funds recruitment
Main Duties and Responsibilities• Production and analysis of regular risk attribution reports for the funds for use by the Fund Managers and other interested users of the data such as senior management, marketing, and compliance• Lead the development of the Hedge Funds risk analysis • Act as business lead for all Hedge funds risk projects and enhancements to the risk team service – including system reviews where appropriate.• Provide oversight reporting for all Hedge funds to senior management teams – highlighting areas of concern.• Escalation of issues to Head of Risk Measurement.• Build Read more […]
Market risk analyst, Top Insurance company – ZRH. recruitment
Market Risk AnalystDo you relish a challenge? Are you looking for a new outlook in your professional life that will allow you to develop further? As a global leader in risk and capital management, our success is built on forward-looking, committed employees who are keenly focused on quality. Are you ready for the challenge?The Market Risk Analyst has a direct reporting line to the Head of Market Risk Reporting, within the Group Risks Analytics department. He or she will be dedicated to some of the regular risk aggregation and risk reporting processes. He or she is responsible to ensure quality Read more […]
PhD Senior C++ Financial Engineer – CDS recruitment
Skills: C++ for algorithmic development, SQL, CVS or SVN, Linux, Perl, Python, Matlab, Quantitative, PhDMy client is a world leading provider of financial market data, analytics and related solutions to financial institutions, active traders and individual investors. Following on from a hugely successful year they are now looking bring on board an exceptional C++ Financial Engineer to design, implement and maintain valuation models and analytics for CDS. The successful candidate will be required to hold a sharp mindset and solid communication skills for working alongside a Quantitative team to Read more […]