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Senior Associate Quant (Excellent C++ Programmer / Modeler), Trading Analytics Group, Major Investment Bank, NYC recruitment
You may directly contact: Dirk Himes, The Polaris Group (an Executive Search Firm). Cell 312-961-4811; Dirk@ThePolarisGroupInc.comOur client is interested in candidates with perhaps 2-5 years experience as a trading/risk quant (analyst / strategist / front-office developer / etc.) with excellent modeling and analytical talent. Position Requirements:i) Preeminent C++ skills – and other skills such as Matlab, VBA, SQL, R, Java, Perl, and/or related proficienciesii) A quick intelligence and ability to learn new concepts very quicklyiii) Ability to work efficiently, effectively and without errors Read more […]
Quantitative Analyst – Credit Portfolio Management recruitment
The department is responsible for analysing and actively managing the portfolio, and the role of the quantitative analyst will be to support the front office in the following ways: Amending/customising the Moody’s Analytics portfolio/credit economic capital model as required Developing facility pricing models for use in transaction assessment and transfer pricing Developing market derived parameters for use in the portfolio risk model and the facility pricing models Developing portfolio optimisation tools Working with Risk on exposure quantification for portfolio/economic capital modelling, including Read more […]
Interest Rates Flow Desk – C++ Quantitative Developer – AVP/VP – 60-100k recruitment
Opportunity exists within the interest rates flow desk at a tier-1 investment bank. The team is responsible for working in close conjunction with the pure quants and implementing their pricing/risk models into the analytics library using C++.The successful candidate will have very strong knowledge of Interest Rates flow products and will have a fair understanding of the mathematical modelling concepts utilised within a quant group. Furthermore, the candidate must have expert knowledge of C++/STL and proven experience having worked as an interest rates quant developer. Candidate must have a degree Read more […]
Quantitative Analyst, Dublin recruitment
The role of Quantitative Analyst is to support and deliver an enhanced risk management platform through the development and validation of a suite of risk metrics. The Ulster Bank Wholesale Credit Risk Analytics team supports the implementation and use of the RBS Wholesale suite of credit risk models across UB in addition to the development of macro economic Stress Testing models. The successful candidate will be involved in credit risk model validation and calibration in addition to stress testing model development.The candidates will have an aptitude for logical problem solving, analytical reasoning Read more […]
Senior Interest Rates Quantitative Developer (C++ / Python / SQL) London recruitment
My client is a technology driven and highly successful Global Investment Bank, with a strong presence in the global fixed income markets – particularly within interest rates trading which has been one of the most profitable desks over recent years. Over the last twelve months, the business has consistently outperformed its competitors and continues to expand into 2012. Through this success and aggressive growth plans, we have an opportunity for a highly talented front office quantitative C++/Python quantitative developer to take an extremely trading focused role on the interest rate desk in Read more […]
Corporate Sector – Quantitative Research — Model Risk and Development– Analyst — New York recruitment
J.P. Morgan is a leader in financial services, offering innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years and we keep their interests foremost in our minds at all times. This combination of product strength, intellectual capital and character sets us apart as an industry leader. J.P. Morgan is part of JPMorgan Chase Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.Job Summary:The Read more […]
Quantitative Analyst – Interest Rates Derivatives recruitment
Immediate responsibilities will involve the development and enhancement of in-house analytics library, modeling, pricing and hedging interest rates models, interacting with traders and technology team developers on integration and testing. Requirements:Candidate’s background must include advanced educational background (preferably PhD in numerical science, strong skills in probability theory, stochastic processes, partial differential equations, numerical analysis/numerical methods, etc.), extensive industry experience in interest rate modeling , familiarity with the latest developments/trends/publications Read more […]
Vice President, Operational Customer Relationship Management & Centralized Reporting – Business Analytics, Consumer Banking Group recruitment
DBS is a leading financial services group in Asia, with over 200 branches across 15 markets. Headquartered and listed in Singapore, DBS is a market leader in Singapore with over four million customers and also has a growing presence in the three key Asian axes of growth, namely, Greater China, Southeast Asia and South Asia. The bank’s strong capital position, as well as “AA-” and “Aa1” credit ratings that are among the highest in the Asia-Pacific region, earned it Global Finance’s “Safest Bank in Asia” accolade for three consecutive years, in 2009, 2010 and 2011.ResponsibilitiesResponsible for Read more […]
Corporate — Quantitative Research — Basel Model Process Reviewer– VP — New York recruitment
J.P. Morgan is a leader in financial services, offering innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years and we keep their interests foremost in our minds at all times. This combination of product strength, intellectual capital and character sets us apart as an industry leader. J.P. Morgan is part of JPMorgan Chase Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.Business Description:The Read more […]
Director-Credit Risk Specialist-Credit Risk Analytics – New York recruitment
The role is focused on helping Financial Institutions develop and implement Risk Rating solutions: Credit Risk Rating Methodologies aligned with Basel II, Internal Risk Ratings System Validation, and PD, LGD, EAD estimation solutions.Applicants should have an advanced degree in a quantitative field, at least 5 yrs consulting on or implementing Credit Risk Models with a rating agency, commercial bank or consulting firm, demonstrated project management experience and very strong credit risk analytical skills This role requires superior communication and presentation skills and will be working very Read more […]