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Contract – Forefront of Quantitative Risk Analytics – Exposure Analytics recruitment
Ideally you will be proficient in C++, and/or in VBA or RAD. Your experience should already be in derivatives pricing or risk (market or counterparty credit). You must also have a proven understanding of statistics.An ability to work independently, be up and running quickly and work to tight deadlines while maintaining a high quality in the deliverables is also essential.You will join a strong team within the Quant Analytics Group, and this will give you the opportunity to extend your skillset in several directions. Another advantage of the positions is the exposure to the Basel III environment Read more […]
Quantitative Researcher – Investment analytics recruitment
In this role you will be supporting the Head of Financial Engineering by: Review existing and new hedging programs, participate in the design of new derivative strategies and provide support on their execution and on-going review, optimization and restructuring.Expanding the existing, current and new product libraries maintain/develop efficient tools in the monitoring of derivatives exposures and assist the Head of Financial Engineering and relevant Regional Investment Managers and local CIOs in the analysis of complex financial products.Effectively communicate and express complicated methodologies Read more […]
Quantitative Counterparty Risk/Wholesale Analytics recruitment
Support the development and review conformance with appropriate credit risk policies, including Group Model Risk policy, Pre and post notification and Senior Management Awareness
Quantitative Risk Analytics AVP or VP level Jobs New York City
This is a risk analytics position in the Risk Management Department. The position will functionally focus on four main, interrelated areas: 1) Design/Develop market risk models for stress tests and VaR calculations 2) Design/Develop models counterparty credit risk measurement 3) Validate level 2/3 front office pricing models 4) Liaise with Risk IT to develop short term and strategic solutions per the Departments strategy and day-to-day needs 5) Develop risk measurement methodologies and solutions 6) Liaise with Risk IT to develop short term and strategic solutions per the Departments strategy and Read more […]
Quantitative Analyst -Exposure Analytics recruitment
Main Function The Basel III back testing project is driven by Basel III reforms that require the firm to extend the back testing of IMM approved models. The supervisory authority will specify a number of qualitative criteria that banks would have to meet before they are permitted to use a models-based approach to be able to keep. This calculation is required in addition to EEPE calculated using parameters calibrated to the current period.The primary focus of the position involves working on the methodology developments for back testing that will be necessary based on Basel 3 requirementsMain Read more […]
Personal Insurance -Performance Analytics Senior Market Analyst w/ quantitative analytical skills Job in Hartford, Connecticut US
Personal Insurance -Performance Analytics Senior Market Analyst w/ quantitative analytical skillsSolid reputation, passionate people and endless opportunities. That’s Travelers. Our superior financial strength and consistent record of strong operating returns mean security for our customers – and opportunities for our employees. You will find Travelers to be full of energy and a workplace in which you truly can make a difference. Summary: The performance analytics team is tasked with articulating a clear strategic vision for assessing the performance of the personal insurance product lines. In Read more […]
Quantitative Analyst/Developer, Software Analytics, 70k recruitment
My client is looking for a quant to be part of their London and/or Paris office to help support their Sales team and clients. They have been crowned the Technology Innovation Provider of the year for the last 4 consecutive years, and are looking to expand their business. The corporate culture is very friendly and all-encompassing, and due to the flat corporate structure that they have adopted, you get full exposure to all of the business. They are looking for a candidate who has good working knowledge of structured products and any front office derivatives. Strong mathematics and ability to code Read more […]
Principal Researcher-Quantitative Modeling, Predictive Analytics Job in Winston-Salem 27103, North Carolina Us
Altisource™ Consumer Analytics is a unique organization that blends theoretical research, analytical modeling and operational strategy to solve challenging questions in the mortgage and financial services. We are part of the Altisource family of companies that employ over 4,000 people worldwide. Altisource is publically-held (NASDAQ: ASPS) and creates knowledge-based solutions across the lifecycle of mortgage servicing and customer relationship management. Read more […]
Quantitative Risk Analytics AVP or VP level recruitment
This is a risk analytics position in the Risk Management Department. The position will functionally focus on four main, interrelated areas: 1) Design/Develop market risk models for stress tests and VaR calculations 2) Design/Develop models counterparty credit risk measurement 3) Validate level 2/3 front office pricing models 4) Liaise with Risk IT to develop short term and strategic solutions per the Departments strategy and day-to-day needs 5) Develop risk measurement methodologies and solutions 6) Liaise with Risk IT to develop short term and strategic solutions per the Departments strategy and Read more […]
QUANTITATIVE AND MODEL RISK ASSURANCE
An excellent opportunity currently exists in the Quantitative and Model Risk Assurance team within a large global bank.This role has a quantitative focus within the Group Assurance team and will focus on contributing to the development of the assurance plan. This is a 3rd line of defence function and will look at model risk management and the independent validation of models of various risk classes across the different areas of the bank as a whole. You will perform test managed credit scorecards and transaction managed risk grading models. You will look at the whole credit risk rating system Read more […]