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VP/Director: TEAM LEAD
LOCATION: NYC or LondonThis privately-held global financial services provider is looking for a team lead for the structured credit derivatives product specialist team – this is a key flagship offering. Responsibilities would include managing a global team of 3 product specialists, collaborating with quants and developers to drive product enhancements and working with Management and Sales to drive the commercial initiative for the offering and communication of methodology to clients and prospects. DUTIES:Leading and managing product development for all credit derivative instruments from the perspective Read more […]
HIGH PRIORITY: TEAM LEAD
LOCATION: NYC or LondonThis privately-held global financial services provider is looking for a team lead for the structured credit derivatives product specialist team – this is a key flagship offering. Responsibilities would include managing a global team of 3 product specialists, collaborating with quants and developers to drive product enhancements and working with Management and Sales to drive the commercial initiative for the offering and communication of methodology to clients and prospects. DUTIES:Leading and managing product development for all credit derivative instruments from the perspective Read more […]
Portuguese Speaking Quant Analyst | Emerging Markets | Tier ONE USA Investment Bank
JOB DESCRIPTION A leading tier one USA Investment Bank in Sao Paulo is looking to bring onboard a number of exceptional PhD or Master’s level Quant’s within their front office analytics division. Candidates with less than 4 years experience are of particular preference. This is an exceptional opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere. Those who speak Portuguese are of considerable interest but this is not a prerequisite. The group will relocate for the right candidates. Location: Sao Paulo, Brazil. The role: Read more […]
Associate / VP level Model Validation, Counterparty Risk Quant, C++ Library
JOB DESCRIPTION A Tier One Investment Bank in London is looking to bring onboard an associate – VP level model validation quant to join their impressive interest rates desk in London. Candidates with 2-4 years relevant experience are of particular preference either within a front-office environment or counterparty risk space. A strong mathematical/ quantitative degree is a prerequisite this is an exceptional opportunity for a junior quant to join arguably the most technical model validation team on the street. Location: London, UK The role: Detailed review of front office pricing models Validation Read more […]
TEAM LEAD, NYC | Pricing, Specifying, Building
LOCATION: NYC or LondonThis privately-held financial services provider is looking for a team lead for the credit derivatives valuation product stream – this is a key flagship offering. Responsibilities would include managing a global team of 3 product specialists, collaborating with quants and developers to drive product enhancements and working with Management and Sales to drive the commercial initiative for the offering and communication of methodology to clients and prospects. DUTIES:Leading and managing the product development for all vanilla and exotic credit derivative instruments from Read more […]
TEAM LEAD
LOCATION: NYC or LondonThis privately-held financial services provider is looking for a team lead for the credit derivatives valuation product stream – this is a key flagship offering. Responsibilities would include managing a global team of 3 product specialists, collaborating with quants and developers to drive product enhancements and working with Management and Sales to drive the commercial initiative for the offering and communication of methodology to clients and prospects. DUTIES:Leading and managing the product development for all vanilla and exotic credit derivative instruments from Read more […]
TEAM LEAD
LOCATION: NYC or LondonThis privately-held financial services provider is looking for a team lead for the credit derivatives valuation product stream – this is a key flagship offering. Responsibilities would include managing a global team of 3 product specialists, collaborating with quants and developers to drive product enhancements and working with Management and Sales to drive the commercial initiative for the offering and communication of methodology to clients and prospects. DUTIES:Leading and managing the product development for all vanilla and exotic credit derivative instruments from Read more […]
VP, FX Settlement Risk (nightshift)
Our client, an international financial institution, is seeking an FX Settlement and Risk specialist to join their New York desk. This role is responsible for running the firm’s overnight desk and is a night-shift role. The role will involve monitoring and reporting on the daily settlement; monitoring market trends and FX volatility; and project management work relating to the firm’s systems. The successful candidate will have a minimum of 3-5 years’ relevant experience in FX Operations and ideally strong quantitative analytics experience, to include risk modelling and model validation. Read more […]
Multiple Temp & Perm tress Testing Vacancies for Risk/Data/Quant Professionals
We are looking for temporary and permanent individuals across a range of seniorities and backgrounds to play a central part in this process. Responsibilities include: liaising with the firms; collating historical and current risk data – using portfolio-specific expertise and judgement to ensure the inputs are accurate and in the appropriate form; maintaining and monitoring of the stress tests; and quantitative modelling constant improvement of the underlying methodologies. If you have experience working in retail/wholesale credit risk; structured finance; or liquidity risk management with Read more […]
Quant Analyst /Developer – Associate – VP level – C##, VBA Pricing
A leading investment bank in Paris is looking to hire a strong quantitative analyst / developer to join their front-office analytics team with focus on fixed income interest rates modelling. Candidates with 2-5 years’ experience within a front-office environment with hand’s on experience in C# VBA are of particular interest. This is an exceptional chance to join an already established desk work alongside some of the brightest mathematical quantitative minds in Paris. Location: London, UK The role: Detailed review of front office pricing models Enhancement of groups pricing library within Read more […]