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VP, Quantitative Portfolio Risk Analyst recruitment
Qualifications:-Must have BS or BA-CFA/FRM license preferred-5+ Years of risk analytics experience-Must have excellent quantitative experience, understand and be able to explain risk measures, VAR, tracking error, volatility, Beta, drawdowns and create scenario analysis.-Superior Microsoft Excel, and Presentation skills are required and VBA / SQL, APL are a plus-Excellent analytical, problem solving, and troubleshooting skills-Superior project management skills, communication skills-Ability to work under a fast paced and chaotic environment with tight deadlines-Ability to clearly and concisely Read more […]
Market Data Analytics-Systemic Market Risk – New York recruitment
The firm is looking for this candidate to creatively build models that will link, integrate and analyze already existing financial markets data and unrelated networks to better understand and manage the firm’s risk. The Candidate must have a quantitative Masters or PhD and have demonstrated experience (5-7 yrs) in financial markets data mining, modeling, using SAS, Matlab, SQL. This is a newly created role and this candidate will have an opportunity to define the position. Candidates must possess the quantitative and analytic skills and will be expected to interact with senior trading and risk Read more […]
Wholesale Analytics Manager recruitment
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 for the Ulster Bank Wholesale portfolio. The successful candidate will be involved in credit risk model validation and calibration in addition to stress testing model development. The successful candidate will have a strong aptitude for logical problem solving and analytical reasoning as well as people management experience and strong interpersonal skills.Major Activities and ResponsibilitiesManage Read more […]
IB – Quantitative Research – Long-Dated FX / Rates Hybrids Derivatives – Analyst – London recruitment
Title: IB – Quantitative Research – Long-Dated FX / Rates Hybrids Derivatives – Analyst – LondonJob Summary:We are seeking a person who can make an immediate contribution while learning our Long-Dated FX and Rates Hybrids Derivatives business and the models we use. Some work experience is desirable, but we will also consider candidates with little or no relevant experience, if academic credentials are outstanding. We expect the person to share in a balanced mixture of responsibilities, including model research and development, pricing and risk investigation, discussions with the trading desk, and Read more […]
Risk Management Analytics Relationship Manager 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.com. POSITION OVERVIEW:The Relationship Manager team is composed of experienced financial professionals that provide first tier support for our clients around the world. This Relationship Manager is responsible for maintaining Read more […]
Quant developer / risk & analytics – alternative investment firm recruitment
This firm has done well since inception the team comprises high calibre individuals whom work in a collaborative manner.The investment committee is accessible and meets on a regular basis.The role will involve;- Creating / developing RM quantitative analysis tools – Assisting with risk management across all products, HF FoHF- Reporting internally externally as required- Ad hoc project work There is also scope for the below depending on your background- Dealing with existing potential investors- Participating in investment committee meetings- Advising investment professionals on risk mattersWe’re Read more […]
Junior / Entry Level – Front Office Rates Quant – Tier 1 Investment Bank – Desk Quant – Partnering Trading – Junior – Quantitative Analyst recruitment
Previous experience in Financial Services is not essential however an ideal candidate will have a proven interest in the financial markets. This small team is business aligned to all rates flow trading desks with huge exposure to senior members of the business and trading teams. This role will involve:Supporting the relevant desks on issues related to risk management and PLLead design development of a coherent analytics framework for Front Office Risk and PL systemsProvide the business with suitable and accurate representation (risk configuration updates, new risk measure implementation…)Working Read more […]
Senior Interest Rates Quantitative Developer recruitment
My client is an extremely profitable and global Investment Bank, widely renowned for its dominance in the competitive interest rates space. Over the past years, the business has consistently outperformed its competitors and continues to expand into 2011. Through this success and aggressive growth, we have an opportunity for a highly talented front office, trading strategy C++ developer to take an extremely trading focused role on the interest rate desk in New York. You will work directly alongside experienced traders and strategists, to design and develop front office trading systems and strategies. Read more […]
IB Tech – Equity Derivatives – Analytics Developer – Vice President – 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.The applications Read more […]
High Frequency Quantitative Trader recruitment
As a High Frequency Quantitative Trader you will recognise new opportunities and subsequently either create or help develop automated solutions to capitalise on this. Key Responsibilities: • Create and develop high performance, algorithmic trading models using maths and statistics. Requirements • Advanced Degree in Maths, Sciences with a focus on statistics • Previous exposure to high frequency quantitative trading/analytics • Expertise in C++ and data analysis such as ‘R’or Matlab For further information please contact Daniel Morrison on Daniel.Morrison@AnsonMcCade.comor Read more […]