Search Results
Quantitative Risk Analyst recruitment
Quantitative Risk Analyst ResponsibilitiesQuantitative Risk Analysts will be responsible for conducting research and analysis in the evaluation of securities utilizing fundamental, technical, statistical, and/or quantitative methods to provide support for Portfolio Managers on the fund platform. In addition, duties may include monitoring market, industry, product, and pricing trends by providing technical and product support. Responsibilities may also include:Research the risk and portfolio construction questions of the fundamental analysts and portfolio managersConstruct and apply multi-factor Read more […]
Associate, Investor Analytics (Investor Research/Analytics & Portfolio Analytics) Investment Management recruitment
Several new headcount still available!These are not entry level positions and do require a minimum of 6 months (for a super star) to a maximum of 5 years “total” full-time work experience given the level of these positions. NOTE: SAT or ACT Math scores (OR) GMAT/GRE Quant scores are required for this position. Please ensure you list these on your resume or entry questionnaire. All applications without this information will be considered incomplete.Strong quant and analytical skills are sought for three challenging positions:1) Investor Research/Consultancy team: this mid-level position Read more […]
MSCI – Risk Management Analytics Client Service Associate (Shanghai) recruitment
Risk Management Analytics Client Service Associate (Shanghai)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 risk and performance analytics covering global equity and fixed income markets; RiskMetrics Read more […]
Quantitative Developer recruitment
UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual.Description:UBS Corporate Management (Shanghai) Co. Ltd., located in Lu Jia Zui (???) in Shanghai, is a wholly owned subsidiary of UBS AG (??). Within this subsidiary holds the Quantitative Analytics team which engages in quantitative analysis, software development and data warehousing services to UBS Investment Bank and its subsidiaries and affiliates. Currently this team focuses more on the quantitative support Read more […]
Quantitative Financial Analyst recruitment
The primary responsibility of Capital Reporting and Analytics/Enterprise Capital Management team is to maintain, and communicate the results of the Bank’s economic capital models. These models estimate the capital required by the risks of the Bank’s activities. Economic capital is the basis used to calculate Risk Adjusted Return on Capital, or RAROC, which is used in organizational, customer, and product profitability; pricing models; strategic planning; and portfolio management initiatives. Capital Reporting and Analytics (CRA) value to business partners by evaluating the risk-reward relationship Read more […]
Leading Buy Side Firm are looking for a Quantitative Analyst – recruitment
The role focuses on the design, development and maintenance of their risk management models, tactical applications and analytics library alongside new product research and other quantitative tasks on an ad-hoc or project basis. The role also covers the model validation of an OTC clearing platform (Murex) native risk analytics and pricing models.Candidates require at least a Masters degree in a quantitative discipline (preferably with a strong mathematics focus) hands-on experience developing quantitative models and a specialist knowledge of either IR/FX products alongside other asset classes. Advanced Read more […]
Quantitative Credit Risk VP recruitment
Position Category: Risk ManagementPosition Title: Quantitative Credit Risk VPJob Level: Vice PresidentLocation: USA – NY – New YorkEducation Required: Masters DegreePosition Description:Morgan Stanley is seeking a strong quantative Vice President for its Credit Risk Department. The successful candidate will develop and document rating models that quantify various aspects of credit risk, such as probability of default and loss given default. They will work closely with other members of the Credit Capital and Rating Analytics Group and with Credit Research AnalystsSkills Required:• Masters degree Read more […]
Credit Derivatives Quantitative Analyst recruitment
Job Specification: Credit Derivatives Quantitative Analyst Date Open: 17 April 2012 Contact: jobs@opengamma.com Job Location: 185 Park Street, London, SE1 9BL OpenGamma is the author and sponsor of the OpenGamma Platform, the first Open Source platform for quantitative finance. Used by investment banks, hedge funds, and others, this revolutionary technology allows firms to focus on their proprietary approaches to the market, without having to recreate the same technology as other firms. We’ve put together a team that spans some of the best-of-the-best across financial services (Vega Asset Management, Read more […]
Excellent opportunity for INDEX, RISK AND PORTFOLIO MANAGEMENT ANALYTICS SALES SPECIALISTS 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.comWe are continuously looking for Experienced Index, Risk and Portfolio Management Analytics Sales Specialists with at least 5 years of institutional sales experience and strong quantitative background to join our rapidly growing Read more […]
Senior Quantitative Developer – Portfolio Products recruitment
Overview: The Portfolio Analytics (PA) Research Group in Thomson Reuters’ San Francisco office seeks a Senior Quantitative Developer with several years’ prior experience performing scientific / numerical / quantitative programming in both a production and RD environment. Primary duties involve working directly with the Quant / Research team to develop prototype software that implements the models developed by the team, which is the basis for large-scale testing of algorithms and serves as a validation benchmark for (separate) production code. The Senior Quant Developer is expected to have strong Read more […]