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Quantitative BA – Stress Testing/Market Risk recruitment
On a day-to-day basis, you will be responsible for: – Business Analysis to support the demise of tactical/legacy applications and processes – Implementing methodological improvements in risk factor/scenario generation – Supporting functional enhancements to the Global Scenario Engine (TSE) and the market data sourcing component (Asset Control) – Improving process efficiency and internal control systems – Providing support, communicate effectively and maintain a productive working relationship with own and external teams – Delivering regulatory implementations in line with agreed time frame and Read more […]
Head of Enterprise Risk Analytics – Financial Markets – Capital recruitment
Unique opportunity to step into a recently vacated role with top tier Australian Bank heading up the Credit Risk Analytics/Capital Management Division in the Instiutional arm. This division is well known in the market as being dynamic and market leaders within Risk Analytics and across Economic Capital Methodology. You will focus on the future development and maintenance of the banks enterprise wide Credit and Operational Risk models ensuring best practice is the objective. Reporting directly to the Head of Group Credit Risk and managing a team of 11, you will utilise your exceptional relationship Read more […]
C++ Developer Fixed Income (Pricing/Risk Analytics) – Boston recruitment
The applications [risk calculation engines, risk based portfolio construction and portfolio attribution models are used to measure market exposures and duration: OAS, VaR for Fixed Income and Corporate Credit investments. The Candidate must have 5+ years of solid C++ development skills in a Linux environment, python, perl shell scripting skills, experience in Matlab and R are preferred and experience working on fixed income valuation and analytics applications and a quantitative degree. Project Management skills are also a plus.Keywords: C++ developer, model review, implementation, risk measures, Read more […]
Leading Quantitative Proprietary Trading Firm – Trading Systems Software Developer – Functional Programming (Scala, Ocaml, Haskell, Clojure, SML, F#, Erlang) – Hong Kong recruitment
They are looking to hire exceptional software programmers that have experience of functional programming, using languages such as Ocaml, Scala, Haskell, Clojure, SML, F# and Erlang. The firm has an unrivalled prop trading and research platform, developed using advanced functional programming techniques and methodologies. The successful candidate will become part of an exceptional group of software engineers working on solutions such as large scale storage and retrieval solutions, advanced order management and execution algorithms. Role – Functional programming software developer Read more […]
FX/IR Quantitative Analyst wanted for Top Clearing House recruitment
This Top Clearing House is looking for an exceptional candidate to join the team. Responsibilities: -Deliver and support pricing and risk management tools for the FX and IR options business-Develop code inside C++ analytics library for pricing new products and developing new pricing models in order to improve valuation and risk management of FX and IR options-Develop a generic PDE solver to be used for various FX and IR products with various underlying models-Improve current models for pricing multi-currency options to allow pricing for a wider product rangeIdeal Candidate will have:- Experience Read more […]
Quantitative Market Risk recruitment
With a strategic focus and significant growth momentum in the region, this bank is a major player in the Asia Pacific markets, providing a full range of banking services to a diverse network of clients across consumer and corporate banking.This is a critical role at group level. The focus on the role will be VAR analytics and model risk analysis which product coverage spanning across rates, credit and FX products.The Responsibilities: * Delivery of new risk information from front office systems* Enhancements of the VaR methodology* Market Risk analysis* Oversee the global testing, rollout and Read more […]
Junior Quantitative Developer Required for World Leading Hedge Fund recruitment
My client is looking for a number of Junior Quantitative Developer to join them initially on rotation within their Quant Development and Quant Risk groups and are particularly keen on candidates with excellent academic and analytical skills who want to develop their product knowledge further. This is part of new business and expansion of the organisation.The successful candidate should have a strong educational background who has real world problem solving capability and the confidence and maturity to deal with a front office environment. Personal drive commercial acumen – to work with Traders, Read more […]
Vice President, UNICA Implementation & Operational CRM, Business Analytics, Consumer Banking Group recruitment
We deliver a comprehensive suite of innovative banking services and financial solutions to individuals, ranging from the man-in-the-street to the mass affluent. Providing sound wealth management and financial advisory services, we help our customers make informed decisions about their money and are committed to helping them plan and achieve their life goals. Products and services within the Consumer Banking Group include loans, credit cards, investment and unit trusts, insurance and priority banking. ResponsibilitiesBusiness critical MIS and reporting involving consolidating and automating key Read more […]
Sales – Portfolio Management Analytics (PMA) Specialist (Sydney) recruitment
Please contact Cheryl Deng (cheryl.deng@msci.com) for a confidential discussion.Sales Associate- Portfolio Management Analytics (PMA) Specialist (Sydney)ABOUT MSCI Inc. (www.msci.com) MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indices, portfolio risk and performance analytics, and governance tools.The company’s flagship product offerings are: the MSCI indices which include over 120,000 daily indices covering more than 70 countries; Barra portfolio Read more […]
ANALYTICS SALES PROFESSIONAL recruitment
ABOUT MSCI Inc. MSCI is a leading provider of investment decision support tools, we offer a range of products and services – including indices, portfolio risk and performance analytics, and governance tools – from a number of internationally recognized brands such as Barra, RiskMetrics, CFRA, FEA and ISS.For further information on MSCI, please visit our web site at www.msci.comPOSITION OVERVIEW:The MSCI Analytics Sales Professional will be responsible for new business development within the client segment Asset Management Wealth Management for all Analytics products. The focus will be on generating Read more […]