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Advanced Analytics VP Specialized Analytics Mgr 2 GDM Job in Long Island City, New York US
Reference Code: 11046936Location: Long Island City, NY, USAEducation Level: Doctorate DegreeDescription PhD/Post Doc from a renown institution in any advanced quantitative modeling oriented discipline including but not limited to Machine learning, Statistics, Marketing Science, Operations Research, Econometrics, Stochastic Finance, Distributed and parallel computing, Digital media analytics, etc.Field of post graduation – Computer Science, Mathematics, Operations Research, Statistics, Econometrics, Management Science and related fields. Could be any graduate degree holder.Strong Read more […]
Front Office Pricing Quantitative Developer- Excel/ VBA – London UK based recruitment
(Quantitative Developer, Front Office, Excel, Vba, Pricing)Our client is a leading and established European Investment Bank, well-known for its investment in the latest tools and technologies and is highly regarded particularly within the FICC space. Due to recent continued expansion within their Front Office Trading and Risk-Management spaces, they are currently looking to bring in a talented Quantitative Developer with exceptional Excel/ Vba experience to join the Front Office Quantitative Analytics team in London. The successful Quantitative Developer will play a key role in the design and development Read more […]
Quantitative Analyst recruitment
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 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. We’re looking for a Quantitative Read more […]
Quantitative Risk Specialist, Derivatives / Credit Products Risk Quant (3-5 Years Experience), Global Financial, New York City recruitment
Executive Search Assignment:Risk Aggregation Analyst / Quant SpecialistDerivatives / Credit Products SpecialistNew York, NYOur client is seeking a Quantitative Risk Specialist to join its Enterprise Risk Management Group in New York City. Total experience required for this position is (approximately) 3-5 years.The Risk Specialist (Quantitative Analyst) plays an essential role by providing the firm with superior analytical skills. Risk Specialists work collaboratively with other team members and senior managers on risk analysis, risk reporting, and value added strategies.Risk Specialists are Read more […]
Quantitative Analyst/Developer recruitment
UBS Delta is an award winning cross-asset portfolio management platform used by the top-tier clients of the bank. It is developed by a small team of dedicated quant and IT experts, working in close collaboration with the business and with opportunities for direct involvement with bank’s clients.Your job will give you the opportunity to work in an exciting and varied environment, where multiple skills are required including:• Liaising with clients and marketers to capture new business requirements (example: incorporation of new asset types into UBS Delta). You will occasionally attend client Read more […]
Quantitative/Technical Buy Side Opportunities recruitment
Currently in expansion mode, they are interested in speaking with outstanding talent in respect of a number of critical positions.We are interested in speaking with experienced and qualified professionals with experience (buy-side preferred) spanning quantitative research and analytics, financial engineering, business analysis, data management and technology architecture and development. Knowledge of financial products is a must. Successful candidates will have an excellent academic pedigree, typically holding a Masters degree and/or PhD in a quantitative discipline from a top school. Experience Read more […]
Quantitative Research Developer recruitment
Quantitative Research DeveloperWill build mathematical and financial models to support company’s trading business and to test hypotheses pertaining to credit markets, security pricing, and risk management. Develop analytical tools and Analytics library to analyze platform for quantitatively driven trades. Create monitoring tools indicating deviations from historical relationships. Conduct valuation of fixed income instruments and derivatives for all business units and asset classes, such as credit, FX, fixed income, emerging market, commodity, and equity. Provide practical solutions to complex Read more […]
Quantitative Market Risk Analyst – New York City Bank recruitment
You will join a quantitative Market Risk group to develop risk methodologies including sophisticated quantitative methodologies to measure risk exposures, Value-at-Risk model, stress testing methods, etc. Important focus on satisfying requirements of BASEL II, IAS, FAS, and other regulatory frameworks. You must have a strong understanding of front office quantitative models and be able to assess of the risk structure affects the price. Strong communication skills are important to discuss complex quant matters with risk managers, traders and business heads.Skills: Strong background in quantitative 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 […]
Senior Fixed Income Quantitative Developer recruitment
A new and exciting role working as a FI Quantitative Developer located has emerged in New York within a leading financial institution looking to expand their team. The successful candidate will be given a great deal of responsibility from day one and will be instrumental in trade approval. This is a Senior level role with further opportunities to head their own team in the future. Responsibilities: Developing and maintaining the analytics library.Developing and implementing quantitative models to validate different trading strategies.Implementing quantitative articles in C++ and SQL, Read more […]