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IRD Quantitative Analyst – Sydney recruitment
My client, a leading Investment Bank is looking to hire strongly experienced IRD Quantitative Analyst with Investment Banking background to join their team based in Sydney. The position is a highly quantitative modelling role, assisting on day to day pricing and hedging issues, explaining model behaviour predictions, developing curves models implementing them for pricing risk management. The position consists of working in the front office team of quantitative analyst pricing the latest interest rate derivatives products for the traders. The role also involves working on a number of Read more […]
Statistical Modeler- Claims Analytics Job in Walnut Creek, California US
Statistical Modeler / Insurance Analyst II – Claims Analytics A Statistical Modeler is part of the Insurance Analytics team that supports AAA NCNU insurance’s quest for performance improvement and business intelligence. The Insurance Analytics team supports a wide range of internal customers including Claims, Insurance Product Management, Actuarial, Insurance Product Operations, Underwriting, and Membership. This particular position focuses on Claims Analytics. A Statistical Modeler will develop metrics, reports and studies to monitor and recommend improvements to Claims performance and perform Read more […]
Quantitative Modeling (C++,SQL,Matlab) Securitized Credit, Leveraged Loans, CRE – New York recruitment
A major financial firm with offices in New York is building-out its capital markets risk analytics effort for the valuation and risk management of a large Securitized Credit, Leveraged Loan, Commercial Real Estate, Private Equity portfolio and is seeking candidates with 5 years of relevant market-risk, credit-risk, VaR, or financial product valuation methodology experience.The candidate must have solid and current C++ programming skill working on structured finance risk models, demonstrated experience with large datasets using R or Matlab, experience using Trepp and PPR and in-depth computer science Read more […]
Cross Asset Quantitative Analyst – Systematic Trading recruitment
An opportunity exists within a leading financial institution for a mid-level Quant Analyst. You will be working as part of the pricing analytics team, which is independently responsible for developing pricing models and evaluating the models used across the group. Your role will include, but is not limited to:- developing alternative pricing models and making comparisons between models used by the trading business arms- approving / rejecting trades which fall out of the scope of agreed models- Critically assessing pricing models and commenting on how well they capture different risks- Independently Read more […]
Quantitative Risk Developer recruitment
Responsibilities: • Interface with Quantitative Strategists and Quantitative Modeling teams to support the valuation mechanisms and pricing tools for a variable annuity hedging portfolio • Working within a federated Monte Carlo system in C/C++ in the CUDA environment for a GPU cluster, provide tools to increase efficiency and standardization of model libraries • Specify, test and enhance analytics and technology framework to ensure accuracy and reliability of existing valuations. • On-going development of model components for risk solutions with the internal quantitative library Read more […]
Quantitative Analyst – Market Risk (Pricing Models) recruitment
The RoleReview and price set asset classes models with positions available within; FX, Equity Derivatives Interest RatesCarrying out a full life cycle approach to reviewing validating pricing modelsEffectively communicate with senior stakeholders within the business and make recommendationsThe CandidateSubstantial experience within Quantitative Analytics, in particular Pricing Models within Market RiskExcellent academic background, preferably PhDPrevious experience working in a high profile Investment BankImmediately available or short notice period.If you would like more information, please Read more […]
Quantitative Prop Trader recruitment
Key responsibilities of the position include:• Developing, implementing, and back-testing strategy ideas for automated trading.• Identifying profitable trading opportunities through back-testing and optimization. • Maintaining a profitable P L trading account. • Maintaining in-depth knowledge of financial markets, and staying abreast of market research and trends. • Identifying and quickly responding to changes in market conditions as it affects positions and PL trading. • Effectively using tools such as Bloomberg for analytics, research, and communication. • Monitoring Read more […]
Energy Trading Giant is looking for a Senior Commodities Quant to lead a team of quantitative analysts – Up to £120k + package. recruitment
The analytics team of this leading Energy trading firm plays a pivotal role in providing the quantitative expertise that is needed to model the price and risk of complex commodity derivatives. As a senior member of the team you will be expected to be very ‘hands on’ – researching, implementing and testing new quantitative models, as well as maintaining existing ones. You will also be expected to provide day-to-day support to junior members of the team, educating them about new models and methods. Your responsibilities include, but will not be limited to: – Applying and Read more […]
Quantitative Analyst – Core Library recruitment
The Core Quant team is responsible for the common analytics library used as a basis for the valuation of derivatives positions throughout the investment bank.The principal responsibility for the role will be to support and develop the languages used to represent exotic and structured derivatives in the rates business (Razor / Scalpel / GPL). This will include providing support, language enhancements, performance improvement, and the addition of features for new markets and new instruments.In addition, the role would involve providing assistance with the general activities of the team – improving Read more […]
Sales Associate – Portfolio Management Analytics (PMA) Specialist recruitment
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 market and credit risk analytics; ISS out-sourced proxy research, Read more […]