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Model Monitoring recruitment
This role will work closely with other members of the team to develop and improve the existing backtesting of the portfolio. Major functions of the role are:: Working with partners in Derivatives Counterparty Exposure Management (DCEM), Quantitative Analytics (QA) and IT to redesign and implement a new backtesting reporting process that will be fit for transition into Basel III. Identify and fix data quality issues Agree with stakeholders and implement a Basel III compliant template for presenting the results at key governance committees. Any other tasks as required in support of CRR Basel III Read more […]
FX Strategist | Emerging Markets | Director | Global Investment Bank | recruitment
This is an excellent opportunity for the right candidate to be part of a leading research team, whose regional coverage of the FX, Fixed Income and Rates markets is widely regarded as the best in the industry.They have a current requirement to take on a Senior candidate to expand their focus on the emerging markets of Asia; to liaise with traders, the sales team and institutional clients to further improve the banks position global brand.Key ResponsibilitiesDesign an assist in the implementation of quantitative analytics that map the FX markets of the regionInitiate and contribute to the high calibre Read more […]
Mid- Senior level Fixed income Quant – AWARD WINNING Global Asset Management Firm – Boston | Very active mandate recruitment
JOB DESCRIPTION My client, a global asset management firm with an AUM in excess of $3 trillion is seeking to hire a mid-senior level quantitative analyst for their fixed income division. Their fixed income division is without question one of the countries’s leading with over $700 billion in fixed-income assets managed by more than 100 investment professionals. The opportunity is for an experienced fixed income quant to join this very strong team and operate as a quantitative researcher. Location: Boston/ USA The role:Enhance fixed income asset allocation models for managing global bond portfolios Read more […]
AVP, Commodities Valuations recruitment
Reporting to the Head of Exotic Commodities IPV, you will be heavily involved in driving improvements to processes by working with Valuations to establish best practice and working with controllers to ensure this best practice is implemented and followed.You will face off directly to Commodities product controllers, Senior Management in Front Office and Finance, and these interactions will cover the range of daily, weekly and monthly reporting communications as well as project work and ad hoc queries.Key responsibilities include:• Independent price verification, model Read more […]
Project Manager / Business Analyst Team Lead recruitment
The primary focus of the role is to act as a team lead business analyst within the Market Risk Projects team. The candidate will demonstrate the ability to lead a team of business analysts, delivering best practice business requirements and user acceptance testing.The candidate will be able to solve complex issues, and drive the related solutions to completion. There is a high degree of interaction with the risk managers, quantitative analytics team, and IT.Subject matter expertise in Market Risk is required, in particular approaches to VaR and recent regulatory initiative (CRDIII, Basel III). Read more […]
Model Methodology & Control
Full Job Description – Working with partners in Derivatives Counterparty Exposure Management (DCEM), Quantitative Analytics (QA) and IT to redesign and implement a new backtesting reporting process that will be fit for transition into Basel III.- Identify and fix data quality issues- Agree with stakeholders and implement a Basel III compliant template for presenting the results at key governance committees. – Any other tasks as required in support of CRR Basel III projects.- Working on systems developments-enhancements to meet users requirements- Read more […]
Senior Manager, Statistical Analysis: Operational Risk Model Validation Job recruitment
Senior Manager, Statistical Analysis: Operational Risk Model Validation-718896 Description Responsibilities: A Sr. Manager, Model Validation will lead a group in the validation of operational risk models used for general enterprise risk management as well as calculating regulatory and economic capital. The work will encompass: – Contributing to a team in charge of validating operational risk models across business units at Capital One – Utilizing advanced statistical, financial and economic concepts to produce analysis that can be used by management to quantify and control operational risk – Organizing Read more […]
Cross Asset Start Up – Quant Needed recruitment
My client is a start-up Financial Services company, which is currently looking to hire a senior Fixed Income Quantitative Analyst.My client offers a service to Institutional Investors (II) that helps run/monitor their portfolios. The II only gets information once a month from the fund manager on the exposure/returns etc, they also don’t interact with the Prime Brokerage, Fund Accountant, Broker etc or have a detailed picture of what is happening with their portfolio. The successful candidate will be responsible for: – Measuring risk and performance metrics across multi-asset Read more […]
Quant Developer recruitment
Top Tier Investment Bank is looking for a highly skilled Quant Developer to join their Quantitative Analytics – Exposure Analytics Team. Skills required are: • Proficiency in C++ (mathematical development and good code design) Combined with at least one of (both would be an advantage): • Experience in derivatives pricing or risk (market or counterparty credit) • Understanding of statistics
Fixed Income C++ Quant Developer recruitment
Skills: Fixed Income, Credit, Interest Rates, C++, Quantitative, AnalyticsThis is great opportunity for a talented C++ Quantitative Developer who wants to work for a leading Global Asset Management company alongside some of the most talented Quants and Analysts in Europe. The C++ Quant Developer will be responsible for the design and development of analytic and quantitative tools and applications in C++ for the Fixed Income, Interest Rate and Credit business space. The C++ Quantitative Developer will also have the opportunity to work in an open, collaborative environment, working directly with Read more […]