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VP Quantitative Credit
The firm is engaged in business in credit derivatives, emerging market and emerging market derivatives, mortgage, BSM, equity derivatives, fixed-income and interest rate derivatives, FX, and commodities etc. Extensive risk models have been developed and well-documented to support these business activities. With upcoming U.S. regulatory overhaul, Basel 2/2.5/3 on-boarding and methodology development and implementation, trading activities/strategies and risk management are more than ever driven by risk weighted return in the form of capital requirements, or risk weighted assets.Job Description:Research Read more […]
Director – Front Office Quant Analytics – St Louis, MO
One of their strongest revenue generating groups is looking for a senior individual to help drive growth of the group and develop robust and advanced analytics.The majority of this team is based in St Louis, MO. This opportunity provides the chosen candidate with the opportunity to work in a growing team, at a very secure bank, living in an area of very low living costs while still maintaing an excellent market salary and fantastic lifestyle.Job Duties and Responsibilities: -Assist in development, testing, and implementation of OAS valuation models for Mortgage Servicing Rights and Mortgage Backed Read more […]
Consultant, Equity Analytics (Singapore)
Consultant, Equity Analytics (Singapore)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.comWe are currently seeking an experienced Consultant to join our Client Coverage Read more […]
Senior Fixed Income Quantitative BA
The selected candidate will participate in the product development effort from start to finish: defining scope, preparing business requirements and functional specifications, and driving technology to ensure the high quality delivery of Matrix components. The role involves global coordination of requirements and delivery. Successful partnership with trading, quantitative analysts, sales, research, and technology teams will prove essential. The selected candidate will have proven work experience (5-8 Years) performing business analysis related to fixed income pricing and analytics projectsJob Read more […]
Mortgage Quant Analytics
One of their strongest revenue generating groups is looking for a senior individual to help drive growth of the group and develop robust and advanced analytics.The majority of this team is based in St Louis, MO. This opportunity provides the chosen candidate with the opportunity to work in a growing team, at a very secure bank, living in an area of very low living costs while still maintaing an excellent market salary and fantastic lifestyle.Job Duties and Responsibilities: -Assist in development, testing, and implementation of OAS valuation models for Mortgage Servicing Rights and Mortgage Backed Read more […]
Data Analyst, E-Commerce – Web Analytics, Business Intelligence, Decision Science
The Data Analyst will be responsible for the reporting and analytical efforts of the Ecommerce team. You will be analyzing quantitative and qualitative data sets to glean insights regarding website traffic, site usability, usage behavior, category and product click-through and conversation, and other metrics. You will also be developing and improving reports and dashboards as well as take charge of all things web analytics ( i.e. web data capture implementation, methodologies, business processes) and decision-making (i.e AB testing, usability labs, etc)Location: New Jersey, USAResponsibilities:Design, Read more […]
Predictive Modeler, Director of Research – Personal Lines – Auto & Homeowner – Research & Analytics Team – Leading Insurance Firm
Leading Insurance Firm is looking to hire a predictive modeler at the director level, who will be charged with developing special models: pricing, territorial ratemaking, credit modeling, vehicle symbol, etc. The director will be covering predictive analytics for auto and homeowners, and utilize highly quantitative modeling methodologies including GLM, CART, etc. The scope of responsibilities will also include data analysis and mining as well as possibly managing direct reports and training the predictive analytics staff. Hartford, CT, USA Requirements: Minimum Masters degree (MS/MFE) in a Read more […]
Risk Analytics, Asset Management
Highly numerate graduate with strong quantitative degree and knowledge of the asset management arena, to include specific fixed income experience sought by this prestigious global house.This is a key role with responsibility for contributing to the ongoing development and improvement of the firm’s risk and attribution function. The role presents the opportunity to work closely with senior investment professionals as well as building close working relationships with risk teams. And as such the ability to build and manage effective relationships with a wide variety of stakeholders at all levels Read more […]
Quant Analyst – Quantitative Trader – Stat Arb
Department overview The Equities Quantitative Trading Desk engages in systematic, process-driven proprietary trading. The group builds automated strategies aimed at capturing market inefficiencies. (stat arb) These trading opportunities might be very short-lived (a few milliseconds) or longer term; they might be pure arbitrage or more statistical in nature.The group relies on state-of-the-art infrastructure to handle its large trading volumes. The group operates at the intersection of trading, quantitative modeling, and technology, and roles are therefore highly interdisciplinary.The group Read more […]
VP-SVP CVA Quant Analyst – Front Office Credit Value Adjustment Quantitative Pricing Modeling
Calling all driven technical Quant Analysts! The purpose of the CVA pricing quant is to develop and model CVA analytics within the front office. This is a priority hire involving interaction with traders and cross asset pricing library and cva model expansion. As a VP-SVP level hire this will involve grooming you for expanding project ownership and leadership responsibilities. Location: NY, USA The role:Develop, price and model credit value adjustments (CVA) front office pricing models.As part of the CVA team help the build out of a new generation of portfolio models.Support this cross-asset Read more […]