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Award Winning Quant Fund Hiring Senior Rates Quant / NYC- $ Competitive
Role:- You will be the first and main quant research resource in New York as the quant team are based in London and you will sit with the traders. You will support all the desks and the products that you cover will be quite simple. This is a cross asset class team and the aim will be to hire further quants in New York this year and next also and to grow the team. Requirements:- You must have at least 5 years experience , preferably in rates. Additional knowledge of credit/ fx/ mortgages / EM would be regarded as useful. You should be confident programming in C++ and have a background Read more […]
Senior CVA Quant (Credit, Interest Rates, Forex) Team Lead Role| Leading Buy-Side Group, NYC
JOB DESCRIPTIONA Globally, award winning Buy-side firm seek a VP-Director level senior Quantitative Analyst with extensive experience in Credit or Interest Rate models, with CVA exposure, to spearhead develop their new CVA hybrid quant platform. The desired candidate will have a minimum of 3 years direct CVA exposure and previous experience leading a team is advantageous although not a prerequisite. The group will allocate IT Quant’s to develop the platform through said candidates direction oversight.Location: New York, USA Requirements:VP – Senior Director Level, 6-15 years experienceExtensive Read more […]
Private Markets Research Analyst, Hong Kong
The BusinessThe Investments business provides consulting and advisory services to Pension funds, Sovereign Wealth Funds, Endowments, Foundations and Charities and Wealth Managers across the globe. It has its history steeped in actuarial and pension fund advisory and has grown over the past two decades into one of the most respected financial advisory firms to institutional investors.Our work covers all aspects of the investment function and focuses on better equipping our clients to make good, well researched, well thought through investment decisions. In doing so, we help clients manage investment Read more […]
VP/ Director
JOB DESCRIPTION A global U.S. Investment Bank is proactively seeking a VP-Director candidate to join their Structured Credit Derivatives team. The ideal candidate will provide hands on front office support to traders, quant researchers and work proactively within the credit team. The candidate should demonstrate strong quantitative methods, problem solving abilities and excellent communication skills. Those that will be successful in this position will be able to work with derivatives pricing models, create prototypes and enhance current models. As a senior hire, this needs to be someone who is Read more […]
Entry Level Model Validation Quant Analyst
JOB DESCRIPTION As an expansion growth, we’re looking to add skilled model validation quants to our wholesale credit risk management team, validating and assessing our risk models. This is a very hands on role in a team who are all PhD or Masters Quants and very strong with financial mathematics. In validating the models and independently rebuilding them, this will go beyond purely model comparison, calibration and checking performance.Location: Atlanta, Georgia, USAThe role:Validate existing new complex quant pricing models across the Commercial Real Estate, Commercial Banks and Pension Read more […]
Zurich – Alternative Investment Management Fund
A key client based in Zurich, Switzerland, is looking to build upon its excellent investments team by adding a fundamental bottom-up analyst to pick European stocks from a generalist perspective. The fund are a boutique Hedge Fund with 9 investment professionals spanning fields including equity trading and quantitative analytics, alongside the lead Fund Manager and Operations staff. They have nearly $1.1B in capital under management and were incepted around 2006. What the client are currently looking for is a fundamental equity research analyst to lead the idea generation, financial modelling Read more […]
Quant Group seeks Developer
Risk Model Development and Deployment – C# and SQL – 30%Significant time will be spend on working with the Quantitative Risk Management Team in London in taking ownership for the maintaining and extending the capabilities of the risk models for the QAG group in New York Data Analytics Development – SQL, DB2, VBA, Matlab and R – 35%Work with the wider business to develop complex reports, analyses and models using SQL, BI statistical tools against the data warehouse (DW)Contribute to the development / enhancement of the data warehouse and related reporting and modelling systemsImplementing, Read more […]
Active Mandate – Senior Vice President Model Validation
JOB DESCRIPTION As an expansion growth, we’re looking to add skilled credit risk model validation quants to our wholesale credit risk management team, validating and assessing our risk models. This is a very hands on role in a team who are all PhD or Masters Quants and very strong with financial mathematics. In validating the models and independently rebuilding them, this will go beyond purely model comparison, calibration and checking performance.Location: Alabama, USAThe role:Validate existing new Corporate/Wholesale/Enterprise/Commercial credit risk models.Knowledge of risk models including, Read more […]
VP / Director Senior Quant CVA/ CD/ IR Hybrid’s desk.
JOB DESCRIPTION A Globally, award winning Buy-side firm seek a VP-Director level senior Quantitative Analyst with extensive experience in Credit or Interest Rate models, with CVA exposure, to spearhead develop their new CVA hybrid quant platform. The desired candidate will have a minimum of 3 years direct CVA exposure and previous experience leading a team is advantageous although not a prerequisite. The group will allocate IT Quant’s to develop the platform through said candidates direction oversight. Location: New York, USA Requirements: • VP – Director Level, Read more […]
Associate
JOB DESCRIPTION Located in New York, the senior quant will support the local currency trading emerging markets desks both locally and across LATAM regions. The team covers FX, Rates credit for the emerging markets business. The candidate will be responsible for conducting quantitative analytical research modeling projects whilst developing new models for the Global EM trading team.Location: New York, USA The role:Detailed review of front office pricing modelsDeveloping and implementing derivatives EM pricing modelsChance to work on a variety of complex Emerging Market models across CVA, FX Read more […]