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Quantitative Analyst (Derivatives) recruitment
About the job:Based in the operations team at SWIP, you will be responsible for the design, implementation and support of models and end-user tools for derivatives analysis. Incorporating pricing, valuation, risk and model calibration, the models and tools will support the use of vanilla and exotic derivatives within SWIP. The role will require close interaction with internal customers in trading and structuring, with SWIP IT and with other team members.Key accountabilities:* Understand requirements of Front Office and other users of derivatives analytics* Understand the flexibilities, limitations Read more […]
Associate Front Office Quantitative Developer recruitment
Responsibilities: • Provide high quality strategic Trading Analytics tools within a large multi-strategy trading team • Develop Real Time order automation processes • Build Risk Management and position monitoring tools, including scenario analysis and pricers • Assist in the analysis of Trading strategies • Ongoing improvement and enhancement of tools to provide coverage to equity and fixed income trading strategies Requirements: • 3+ years experience as a Quantitative Developer or similar role in a trading environment • Strong programming skills in Excel Read more […]
Quantitative Developer – C++ recruitment
An experienced Front Office C++ developer is required to join a Global Quantitative Analytics group, responsible for the research, development and implementation of quantitative models across all banking asset classes (Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets and Counterparty Risk Trading).Working closely with each business area to understand their requirements and propose solutions to their pricing and risk issues. You will develop software and solutions to facilitate the efficient development of models in the quant library.The role will include technical Read more […]
C#, ASP.Net developer, Oracle, SQL, Perl scripting, Unix and Windows, Fixed Income Quantitative IT development team, Investment Bank, London. recruitment
This team is looking for a developer to work on quantitative model delivery team which is responsible for software configuration management, development tools, automated builds/tests, compute farms and deploying new/updated analytics across the bank. One of the specific tasks of this role will be to build, test and release 64 bit versions of some current models to run in parallel with existing 32 bit versions.The main requirements of candidates for this role are technical and client facing abilities; C# .Net, Asp.net, Oracle, SQL, Unix, Linux, Perl scripting and windows packaging and deployment Read more […]
FX Automated Trading – C#/.NET Real-Time Analytics recruitment
The firm are looking to overhaul their existing platform (C#) which supports their cash, spot and forward desks.The main focus of this position is to design and development the components for this new platform and ensure rapid development of trading strategies in C#. This will involve a lot of real-time analytics.They need people with excellent experience of multithreading in the .NET environment. To be considered for this role you must have the following experience: 3-5 years C# development experience.You will most likely be a Senior Associate or an Assistance Vice President currently.You Read more […]
Quantitative Risk Analyst recruitment
OrganisatieFor our client, ING Bank, we are looking for a Quantitative Risk Analyst.ING Model Validation Bank (MVB) is looking for an experienced risk professional (Quantitative Risk Analyst) to strengthen the Credit Risk team. MVB is part of ING Bank/Corporate Risk and consists of 18 team members in total. The team is responsible for validating the risk models used by ING Bank worldwide (approx. 140 models). These models are used for measuring and managing credit risk at ING Bank. In particular, the models in scope are used for calculations of the Loan Loss Provisions (LLP) as well as the Economic Read more […]
Scoring Analyst (m/w) Retail Analytics Frankfurt am Main recruitment
Unsere Mitarbeiter machen dies möglich: Menschen mit wachem Verstand, deren Blick über das Naheliegende hinausreicht und die in einer sich ständig verändernden globalen Geschäftswelt wirkungsvoll handeln.In einer Finanzlandschaft, die sich unaufhörlich verändert, ist die Rolle des Geschäftsbereichs Risk wichtiger als je zuvor. Unser Ziel ist es, eine starke, unabhängige und erstklassige Risikomanagement-Organisation zu sein, die die Strategien der Bank unterstützt und dabei ihr Kapital und die Einhaltung regulatorischer Vorgaben sichert.Wir sind davon überzeugt, dass uns eine starke Read more […]
Analyst/AVP – Balance Sheet Management Analytics, Asian Bank recruitment
In banking, Asset and Liability Management is the practice of managing risks that arise due to mismatches between the assets and liabilities (debts and assets) of the bank. ALM is a strategic management tool to manage interest rate risk and liquidity risk faced by banks, other financial services companies and corporations. Reporting to the Head of Balance Sheet Management, this position will be part of the sales and trading arm of the Bank. You will assist with conducting deep analyses on the the related Asset Liability related policies and researching on initiatives to better position the team’s Read more […]
Financial Quantitative Investment Analyst recruitment
88571BRThe successful candidate will be an experienced investments quantitative analyst with strong skills in mathematical modeling and software development who can supplement the theoretical capabilities of the IPS Investment Management Market Risk Team. In particular you will be engaged in Formulating and providing methodology and algorithms for portfolio analytics such as risk analysis, asset allocation, optimization, portfolio construction, risk budgeting, Monte Carlo simulations and VaR calculations. Taking responsibility for research and development of quant projects by interacting with investment Read more […]
Quantitative Developer for Global Investment Bank | Milan recruitment
Therefore there are three openings. One is for a senior quant analyst who has a background in counterparty and market risk methodology. The others are in the risk department and require a grounding in some of the more quantitative techniques and C++ programming.The roles will report directly into the head of risk analytics and quant analysis and will have regular meetings with the CRO and other senior stakeholders. These teams have typically fed into trading roles but due to the diversity of this particular group you will be able to gain valuable exposure to CVA trading activities, exposure management, Read more […]