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Quant Analyst, CVA Desk, Analytics Software, C++, 70k recruitment
CVA Quant, 3 years experience, Strong C++, Financial Derivatives, Software Development HouseVacancy: I am looking for a Quantitative Analyst who has had experience working on CVA products for more than 2 years, and who is interested in a career change. This opportunity is at a software development house who specialise in financial derivatives. Their clients are all the top investment banks, as well as certain companies on the buy side. The are known for being the leading providers of analytics, and the corporate cultures very much reflects that of the buy side casual, laid back, but hard working Read more […]
Analytics QA Engineer (Beijing, China) 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 […]
Methodological Validation Officer (Quantitative) (h/f) recruitment
Votre mission :L’accord de Bâle II sur les fonds propres encourage les banques à utiliser des mesures de risque internes pour le calcul des fonds propres réglementaires. Pour le pilier I, la BIL applique l’approche avancée fondée sur les systèmes de notation internes, définissant en interne les paramètres de risque de crédit tels que: Probability of Default, Loss Given Default et Credit Conversion Factor. Pour le Pilier II, BIL apprécie économiquement l’ensemble des risques encourus et met en place des approches quantitatives en conséquence. Au sein de la direction des Risques Read more […]
Quantitative Analyst – Tier 1 Investment Bank recruitment
Responsibilities Requirements:• Analyze, generate and build investment ideas• Develop strategies and explain potential hedging opportunities to clients, sales traders• Work closely with Portfolio Trading, Delta One, Sales and Trading and Future Flows• Client facing marketing of index products and investment strategies to the Banks key external clients• Masters degree from a top academic institution is required, PhD preferred• At least 2 years in a similar quant function within portfolio analytics, program trading, delta one strategy, index arbitrage trading, equity research• Excellent Read more […]
Quantitative Analyst – Equity Derivatives recruitment
This Associate level role role will include helping this client-focused group to use the analytics library and provide appropriate risk measures to clients, as well as developingthe library to support the Delta business.Candidate Requirements : Degree in a mathematical or scientific subject (PhD preferred but not essential).- A strong knowledge of equity derivatives and the associated models and pricing methods- Strong programming skills – especially C++ and Javascript- Solid experience in an equity derivatives environment, ideally as a front-office quant- please also submit your CV to us if Read more […]
(VP/Director Level) C++Derivatives Quantitative Developer – New York recruitment
This is an amazing opportunity to join a dynamic, collaborative and cutting edge global institution, currently investing a huge amount of budget in building a green field derivative structuring and pricing system for banks, hedge funds and other financial corporations. You will join a team of highly experienced and respected technologists and quants, taking a lead role in building the advanced framework for calculators, pricing and analytics. You will work closely with senior business managers to establish requirements and use your extensive experience in both software development and mathematics. Read more […]
Counterparty Credit Risk Analytics VP recruitment
Role Details:Daily responsibilities will include responding to questions on reported exposure and assisting with portfolio exposure analysis. Development responsibilities involve creating new exposure models for the credit system, prototypes to evaluate future models, and related tools such as a RAROC calculator. We also partner closely with the Risk Capital and CVA groups, teams that use the Credit results.The candidate will serve as the Product Lead for Credit Product within counterparty credit risk analytics. In this role, the person will be the central point of contact for Credit Derivative Read more […]
Quantitative Analyst (Stress Testing) recruitment
But we have a clear goal and we’re making steady progress towards it. We’re working together to become one of the world’s most admired, valuable and stable banks. To do that we need good people. People who are passionate about delivering great service for our customers and working hard for each other. We’re starting an exciting new chapter in our history – it’s a big challenge, but it’s also a great opportunity. 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 Read more […]
Quantitative Strategies Developer recruitment
Quantitative Strategies Developer Model financial instruments and perform statistical studies using statistical arbitrage techniques, as well as diagnose and fix modeling problems using quantitative and computational skills. Develop and adjust quantitative reporting tools, systems integration, investment analytics and other tools for company use. Research new datasets and look for forecasting models or quantitative/systematic strategies to add to company’s trading system using quantitative techniques such as multivariate regression, principal component analysis, optimization, dynamic programming, Read more […]
Rates Business Aligned Analytics recruitment
Key Responsibilities*Assist with the definition and delivery of a book of work that provides key stakeholders with timely information covering a wide range of attributes including performance metrics, revenues, costs, balance sheet data etc.*Provide ad-hoc analysis to assist stakeholders in business decision making Skills / KnowledgeEssentials:*Robust knowledge of the rates business and products from previous investment banking roles (product control background preferred)*Adept at utilising data and producing quantitative and qualitative reports to support strategic and business panning process*Ability Read more […]