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Trading Book Analyst
We are working on behalf of a leading global bank who are looking to expand their Credit Risk reporting team in Glasgow. You will sit as part of a team which is tasked with producing credit metrics for the wider business.The role itself will focus on Trading Book Exposure and AIRB model implementation. You will work closely with production reporting and Capital teams to assess monitor and develop the infrastructure for credit risk reporting and will also be responsible for the production of these controls. Candidates such have a good awareness of Basel II and Basel III contents and policy.We are Read more […]
RECENT PHD/MASTERS GRADS
My client is a leading Commodities Trading Firm headquartered in the Philadelphia area looking for strong RECENT GRADS with a PhD, MsC, or MFE to join their Quantitative Analytics group and assist in support of their portfolio management in the analysis, design, and risk management of structured deals, trading strategies, and physical asset management. You will work in a dynamic group composing of engineers and analysts with exceptional academic backgrounds from some of the top universities in the country. Key Responsibilities:- Develop and implement derivative pricing methods Read more […]
Commodities Library Quant Role
A Tier 1 Investment Bank is looking for a mid-level Commodities Quant to work on the cross-asset Commodities financial library that is instrumental to a number of trading functions within the bank. As a member of this team you will be responsible for the integration of the pricing libraries and implementation of the next generation environment, among other responsibilitiesThis is an exciting role as you will have the opportunity to support a number of trading functions within the likes of oil, gas, ags etc. , thus giving you visibility to areas of the business you would not normally be exposed Read more […]
Recent PhD/MSC/MFE C++ Quant Developer Analyst
A globally leading commodities trading firm is presently looking for bright RECENT GRADUATES at both the Masters and PhD level. This firm currently serves millions across the nation, thus having the largest portfolio in its trade. They are presently looking for someone to join their Quantitative Analytics group, where you will join a dynamic environment to identify risk factors, as well as developing and executing approaches for pricing and risk analysis of transactions. Responsibilities: – Develop and implement derivative pricing methods- Structure and price Read more […]
X-Asset Derivatives/ Structured Products Sales – Benelux coverage – Structured Products Boutique
The firm:Is a structured products boutique owned by a larger financial services group, but with their own independent management group. The firm is exclusively focused on selling their own in house structured solutions to independent: Private Banks, Asset Managers, and Investment Managers in pan-Europe. The boutique employs their own, structuring, and quantitative analytics team to support their sales people in offering client focused solutions. The corporate culture is entrepreneurial, with a flat management structure, designed to both encourage team work, and to individually reward strong producers. The Read more […]
Recent PhD/Masters Grads C++ Quant Developer Analyst
A globally leading commodities trading firm is presently looking for bright RECENT GRADUATES at both the Masters and PhD level. This firm currently serves millions across the nation, thus having the largest portfolio in its trade. They are presently looking for someone to join their Quantitative Analytics group, where you will join a dynamic environment to identify risk factors, as well as developing and executing approaches for pricing and risk analysis of transactions. Responsibilities: – Develop and implement derivative pricing methods- Structure and price Read more […]
Experienced / Senior Risk Quant. Leading Commodity House
JOB DESCRIPTION A leading commodities house is looking to recruit an experienced risk methodology model validation analyst for their team in London. The senior analyst will be the main POC for all methodological queries within the local risk sector. Working alongside local traders structuring groups, the candidate will assist with development, risk control model validation of the commdities business. Location: London, UK The role:Validation verification of models used for both PL reporting risk managementDesign, implement maintain complex risk management modelsClose liaison with local Read more […]
Cross-Asset Derivatives/ Structured Products Sales – Benelux coverage – Structured Products Boutique
The client:Is a structured products boutique owned by a larger financial services group, but with their own independent management group. The firm is exclusively focused on selling their own in house structured solutions to independent: Private Banks, Asset Managers, and Investment Managers in pan-Europe. The boutique employs their own, structuring, and quantitative analytics team to support their sales people in offering client focused solutions. The corporate culture is entrepreneurial, with a flat management structure, designed to both encourage team work, and to individually reward strong producers. The Read more […]
Mathematical Tactical Developer
My client is a highly esteemed, global buy-side institution who has won multiple awards and boasts some of the most intelligent minds in the global financial industry. The firm currently seeks a senior quantitative developer in the rates space to be based in London and work directly with the head of the rates modelling team. The role will be split between rates modelling, curve building, stochastic/mathematical process as well as the development (in C# C++) of the analytics framework used throughout the firm. The successful candidate must have: -Advanced Degree from a top university in Maths, Read more […]
C++ Risk Engine Developer – Grid Computing
C++ Risk Engine Developer – Grid Computing – Front Office RiskC++ Risk Engine server side developer is required by this Tier 1 Investment Bank to join their Cross Asset Risk Team. The team is responsible for providing the common frameworks and applications for distributed risk generation used by all front office Risk Systems.You would be working closely with Quantitative Analytics, high performance computing and business-aligned IT in a team held in the highest regard within the Bank to design, develop, test and support new Risk Services software. It is a position ideally suited to a passionate Read more […]