Search Results
Quant Analyst-MBS Analytics recruitment
Bulge Bracket Bank is looking for a Quant Analyst covering MBS Analytics. Successful candidate will have a very good understanding of Agency MBS Prepayment models and development. This position will focus on the analytics, making sure the libraries are properly implemented, operate efficiently, and are producing desired results. Must have strong analytical background, strong computers, Intex, C++ and R. A PhD in a quantitative discipline, and excellent communication skills desired. Contact Gary McKelvie for more details.Please refer to JO# GLM5962; Gary McKelvie;Integrated Management Resources, Read more […]
Credit Risk Quantitative Analyst recruitment
Job Description We seek a risk quant to model, quantify and explain derivatives’ counterparty exposure to help the decision-making processes of risk management business. The role will also involve developing analytical models / tools needed for derivatives’ exposure calculation and counterparty credit risk system related projects. In addition, risk quant will be involved in stress testing, back testing and wrong way risk calculation. Key Roles Responsibilities Develop risk factor simulation models Calculate Counterparty Exposure on derivative products across all markets/asset classes Discuss Read more […]
Senior Quantitative Portfolio Construction Equities Analyst recruitment
Responsibilities:Assist in designing Active Equity Investment Risk Strategies and effective implementation of Risk Budget for portfolio managers. The role will work closely with the Portfolio Management teams, as well as continuous interaction with the various teams within the Quantitative Research Group. Optimise the structure of the funds by seeking new ways of constructing portfolios and challenging investment ideas. Be responsible for developing quantitative techniques that support portfolio managers in their investment decisions. In particular, there will be strong interaction between Financial Read more […]
VP Quantitative Market Risk Manager recruitment
The Company Our client is a global financial institution offering retail banking, direct banking, commercial banking, investment banking, asset management, and insurance services. The Role The role of this VP Quantitative Market Risk Manager is to analyze organization’s market risk exposure on a day-to-day basis for various financial products within the Interest Rate Derivatives (main focus), the Equity Derivatives and the FX Derivatives books as well as other quantitative related topics. It involves the analysis of the pricing models and its sensitivities that are used in the various non-linear Read more […]
Director, Senior Risk Officer, Liability and Risk Valuation, Asset / Liability Management, Quantitative / Analytical Specialist, NYC recruitment
You may directly contact: Dirk Himes, The Polaris Group (an Executive Search Firm). Cell 312-961-4811; Dirk@ThePolarisGroupInc.comThe candidate is expected to be familiar with risk characteristics and quantitative risk analytics across a broad spectrum of fixed income securities and asset classes – with expertise in portfolio risk modeling, and risk factor components. Programming experience is required (Excel/VBA, Matlab, R, and/or others).Qualifications include:• PhD / MS with strong quantitative skills; modeling, statistical analysis, Monte Carlo simulation, etc.• Over 5-10 years working Read more […]
ERM/Risk Analytics and Modeling-Liability Valuation Methodology recruitment
Major Firm located in New York City is seeking Director for ERM position. Candidate must possess a PhD in a quantitative field and 5-10 years of working experience in capital markets in the area of portfolio risk management, asset liability management, and strategic asset allocation. In addition to strong communication skills, candidate must be energetic, team player and capable of motivating and building consensus. This individual must have a strong understanding of factor models and risk attributions, in addition to exposure to capital models and rating agency models. The candidate will be dedicated Read more […]
Senior Quantitative Analyst – Options Trading recruitment
Proprietary Trading – Quantitative Risk ManagementAsia Pacific – Hong Kong Location Global Position – Managing US and Asia Pacific Competitive Salary Package + Bonus Incentives Asia Pacific is fast becoming an integral center for financial markets, attracting quantitative research and sophisticated trading technologies previously based in London and New York. Recent changes in the market have seen Singapore, Hong Kong and Shanghai take center stage with increase demand of quantitative analysts, especially those working in proprietary trading, equity derivatives and volatility strategies. Read more […]
RMBS Credit Modeler/Quantitative Analyst recruitment
The Company: Bloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The company’s strength – delivering data, news and analytics through innovative technology, quickly and accurately – is at the core of the Bloomberg Professional service, which provides real time financial information to more than 300,000 subscribers globally. Bloomberg’s enterprise solutions build on the company’s core strength, leveraging technology to allow customers to access, integrate, Read more […]
Risk Analytics recruitment
My client is a leading investment bank with offices spanning the globe. Glasgow has become an operational centre of excellence, while the company offers excellent opportunities for those who wish to explore working in non-domestic locations. A recruitment drive within a highly visible team (Credit Risk Reporting) in the bank has created a number of opportunities for experienced analysts, associates, team leaders and managers. The build out of this team is further evidence of investment in the Glasgow campus as it strives to offer a best-on-the-street solution. Within the organisation the development Read more […]
PhD C++ Quantitative Developer / Trading System Developer recruitment
My client is a leading, Investment Management firm well recognised for its strength and focus on cutting edge technology. Following successful business growth and profits, we have an opportunity for a talented and highly motivated C++ developer to join the core analytics trading team in London. This is a small and focused team of top computer scientists/mathematicians, located in London/New York/Asia, working closely with global front office business teams on a daily basis. The team writes a front office risk and trading platform using highly complex mathematical techniques. Technically the role Read more […]