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Head of Credit Strategies, Risk Analytics
Salary level: €120k+DublinBackgroundRisk Analytics (RA) is the division within The Bank that builds maintains and monitors a wide range of analytical models used across the Bank. These include traditional Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models for credit portfolios, quantitative credit strategies to automate lending decisions, decision support tools used to assist the management of customers in difficulty, and provisioning and capital models. Within RA, the Credit Strategies team designs, builds and monitors a range of decision models used in Read more […]
Equity Analytics Consultant
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: We are currently seeking an experienced Consultant to join our Client Coverage Organization Read more […]
Quantitative Developer
Global investment bank requires a Quantitative Developer to join a front office trading desk, developing code in the global analytics library and supporting technology initiatives and systems.The role involves direct support for traders, maintenance and development of the analytics libraries, developing new trading models and ensuring the delivery of production pricing and risk management systems.You will be highly numerate, preferably a PhD in a quantitative discipline such as Mathematics, Physics, Engineering or Computer Science from a top University.Must have rigorous problem solving skills Read more […]
Energy Quantitative Research
The candidate will develop models, implement products, and support the trading desk with model, risk management and applications support in the areas ranging from physical power to oil derivatives.Core Responsibilities:Develop models and implement them in Python and C++ software for pricing and risk managing commodity derivativesDevelop pricing and calibration tools Implement new products using pricing engines and models· Explain model behavior and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance and debug analyticsRapid Read more […]
Team Head, Credit Risk Analytics – Retail & Wholesale Credit Risk
JOB DESCRIPTION We are working with a top-tier bank’s quantitative credit risk analytics team, and we are looking for an experienced quant to manage and oversee the team and model building processes. This team is well-known for their top quantitative talent, low turnover, and continuous expansion.As the team-head, your main responsibilities will be providing technical guidance to the modelers and liaising with business heads, senior management, auditors, and regulators. Location: San Francisco, CA, USAResponsibilities:Providing technical guidance and thought leadership on design and development Read more […]
Team Head, Credit Risk Analytics – Retail & Wholesale Credit Risk
JOB DESCRIPTION We are working with a top-tier bank’s quantitative credit risk analytics team, and we are looking for an experienced quant to manage and oversee the team and model building processes. This team is well-known for their top quantitative talent, low turnover, and continuous expansion.As the team-head, your main responsibilities will be providing technical guidance to the modelers and liaising with business heads, senior management, auditors, and regulators. Location: San Francisco, CA, USAResponsibilities:Providing technical guidance and thought leadership on design and development Read more […]
Quantitative Researcher / Data Scientist
They have shown that keen insights and innovation are imperative for creating solutions to the problems faced when profitably trading the financial markets.Across the board their emphasis is on hiring exceptional talent and they look for skilled individuals with a passion for turning gigantic data sets into tangible information. Several hires over the past two years have been from Google and Facebook’s analytics teams – attracted by the complex nature of the problems faced within finance, meritocratic culture, freedom to conduct independent research, similar working environments and vastly improved Read more […]
C++ Quantitative Developer Analyst
A globally leading commodities trading firm is presently looking for bright recent graduates at both the Masters and PhD level. This firm currently serves millions across the nation, thus having the largest portfolio in its trade. They are presently looking for someone to join their Quantitative Analytics group, where you will join a dynamic environment to identify risk factors, as well as developing and executing approaches for pricing and risk analysis of transactions. Responsibilities: – Develop and implement derivative pricing methods- Structure and price Read more […]
Senior Quantitative Analyst, Credit & IR CVA, Credit Value Adjustment Quant |Tier One Investment Bank. New York, USA
JOB DESCRIPTION A leading tier one investment bank in New York is looking to bring onboard a senior level quant for their expanding Credit Interest Rates CVA team. The successful candidate will be the senior most quant for the CVA team, leading the expansion of the desk from both a hiring development perspective. Close liaison with the CVA traders the opportunity to work on a variety of complex varied models make this an excellent opportunity.Location: New York, USAThe role:Detailed review of front office pricing modelsDeveloping and implementing derivatives pricing modelsChance to work on Read more […]
VP – Director level Emerging Markets Quantitative Strats Analyst, LATAM Markets
JOB DESCRIPTION Located in New York, the senior quant will support the local currency trading emerging markets desks both locally and across LATAM regions. The team covers FX, Rates credit for the emerging markets business. The candidate will be responsible for conducting quantitative analytical research modeling projects whilst developing new models for the Global EM trading team.Location: New York, USAThe role:Detailed review of front office pricing modelsDeveloping and implementing derivatives EM pricing modelsChance to work on a variety of complex Emerging Market models across CVA, FX Read more […]