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Data Scientist – Data Analytics, Decision Science Team – Leading Financial Firm
GQR Global Markets are working with a myriad of top-tier clients that are very interested in recruiting advanced data scientists and data analytics engineers. The various roles are mainly based in the Tri-state area (some opportunities in other US locations) and will pay up to $110k base depending on experience and skillset.Location: New York, USA Desired Qualifications: Minimum MS/PhD Computer Science, Machine Learning, Image/ Signal Processing, Pattern Recognition, etcExperience with data management, data analysis, data flow/ collection/ processing/ distributionData querying and manipulation Read more […]
Associate, Analytics (Investor Research/Risk or Portfolio Performance)
*Sorry, there is no sponsorship (OR) visa transfer available for this position now or at any time in the future.Exemplary problem solving ability, stronger quant skills and engaging personality (warm, friendly) are required for very challenging market and institutional investor focused positions. These positions, although varied responsibilities, will be working cohesively together to provide transparency to both internal clientele and external investors on such things as global market movements, risk management, portfolio structure, portfolio performance, etc.Candidates with top tier 1 Read more […]
VP Market Data Analytics Development
MSCI implements analytic models to perform quantitative measurement of market and credit risk. To that end, a significant resource of the platform is its core market data backbone which supplies Terms Conditions, Pricing, and internally derived data to those models. MSCI requires a modern platform that provides scalability, performance, and ease of extensibility. The candidate will work with our research, product, data and engineering teams located in Budapest, New York, Berkeley, Norman, and Hong Kong. RESPONSIBLITIES:•Candidate will be responsible for developing and and leading the Read more […]
Credit Quant – Quantitative Analyst
JOB SPECIFICATION:?You will be working as a Credit Quant supporting the credit value adjustment ( CVA ) desk. The role will be assisting the CVA Trading Desk helping with the analytics.?You will be expected to calculate CVA for various product groups. Currently the calculation activity is focused on Interest Rate products.?You will be involved with helping with the analytics by working on a library and Monte Carlo ( MC ) simulation, this will involve using a semi-analytic solution.Running tests to compare the PEE ( positive expected exposures ) coming from the new approach versus the current Read more […]
Quantitative Risk Management Associate
Position Description: CME Group is the leading exchange and clearing house for listed products. In its unique position as the most diverse clearing house, it is in the forefront of the clearing of OTC products, which is mandated by the financial reform. CME group has an immediate opening for a Quantitative Risk Management Associate for cleared OTC products such as Interest Rate Swaps, Credit Default Swaps, FX, and Swaptions. The immediate focus of this role will be on developing and enhancing pricing models and quantitative approaches for margin methodologies to appropriately collateralize Clearing Read more […]
Quantitative Risk Management Associate
Position Description: CME Group is the leading exchange and clearing house for listed products. In its unique position as the most diverse clearing house, it is in the forefront of the clearing of OTC products, which is mandated by the financial reform. CME group has an immediate opening for a Quantitative Risk Management Associate for cleared OTC products such as Interest Rate Swaps, Credit Default Swaps, FX, and Swaptions. The immediate focus of this role will be on developing and enhancing pricing models and quantitative approaches for margin methodologies to appropriately collateralize Clearing Read more […]
Quantitative Researcher
Background:My clients are world-renowned quantitative hedge funds and proprietary trading firms based in New York and London with exceptional historical returns. Most are at the forefront of high frequency trading and only hire exceptional people. They believe that keen insights and innovation are imperative for creating solutions to the complex problems that need to be solved in order to trade profitably in modern global markets.Across the board their emphasis is on hiring exceptional talent with a passion for turning gigantic data sets into tangible information. Several hires over the past Read more […]
C++ Derivatives Analytics Programmer, Software Firm, New York
C++ Derivatives Analytics Programmer, Software Firm, New York Basic $125-150K + Bonus. Initial package will be linked to experience. Boutique software firm with a strong reputation in delivering premium derivatives analytics would like to appoint a C++ programmer to join the research development team in New York. The firm your role Our client firm is a small and dynamic organisation. A hub of talented researchers and programmers who develop bespoke analytics that are used to make investment decisions by some of the most successful institutional investors and hedge funds across the globe.Specifically, Read more […]
London: Quantitative Risk Portfolio Valuations (AVP/VP)
Quantitative Risk Portfolio ValuationsLocation: London OR NYCThe Portfolio Valuations department provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic derivatives, cash instruments and structured notes across all asset classes. The service also offers clients the ability to receive an aggregated set of counterparty marks for their trades.Requirements4/5 years of experience coming from a role such as derivative valuations, model validation, quantitative risk, structuring. Pure Risk profiles are NOT suitable for this roleExperience in Read more […]
Credit Risk Analytics Manager
We are currently recruiting for a global brand, who have an exciting 12 month fixed term contract for a Credit Risk Analytics Manager. The role exists to provide reporting and data analysis for a secured credit portfolio, this would also include responsibility for the lending policies, as well developing, deploying and maintaining credit risk models and rating tools that allow the business to make balanced risk/reward decisions.Accountabilities would include;Developing and maintaining existing credit scorecards (both application and behavioural)Developing and maintaining credit lending policiesMonitoring Read more […]