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Quant Analyst – Risk Methodology (Interest Rates & FXMM) recruitment
The Quantitative Risk Standards (QRS) team is responsible for defining the risk methodology for consistent risk capture across the firm. QRS mainly focuses on quantitative and model-related aspects of risk measures used for risk management and risk control. QRS is also responsible for defining the methodology for risk sensitivity based PL (Profit and Loss) explain, and quantitative aspects of stress testing and VaR (value-at-risk) methodology. The role primarily involves:Defining the methodology for complete and consistent risk capture for interest rates and FX derivatives in interaction with Front Read more […]
Derivatives Manager/Lead (Fixed Income, FX, Equitites) (C++, C#) – Green-Field Derivative, Structuring and Pricing System recruitment
My client is a Leading Global Financial Analytics firm, with a great reputation for its forward thinking and collaborative culture, as well as its heavy investment in cutting edge technology. Through continued expansion and a number of very exciting plans for 2012/2013, the team is building from scratch a green-field derivatives structuring and pricing system.The team is home to a number of highly capable developers and quantitative analysts, with impressive background in the derivatives space. The team is now looking for a lead quantitative developer/manager to take a critical role in the group. Read more […]
CMBS Data Modeler/Analyst recruitment
The Company Bloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The company’s strength – delivering data, news and analytics through innovative technology, quickly and accurately – is at the core of the Bloomberg Professional service, which provides real time financial information to more than 300,000 subscribers globally. Bloomberg’s enterprise solutions build on the company’s core strength, leveraging technology to allow customers to access, integrate, Read more […]
Senior Quant – Model Validation recruitment
A very profitable global investment bank is expanding their Front Office Quantitative Analytics team and looking to make a number of technical hires in the model validation space. The team reviews and validates the pricing models for the Valuation and the Risk Management teams. They will also get to advise on improvements to the current process and will be heavily involved in accurate documentation for senior management. The successful individuals for the role will be educated to PhD level with practical experience of C++ and solid experience in implementation and derivatives modelling across Read more […]
Sales/Coverage for Corporate Banking & Securities – Birmingham recruitment
A Passion to Perform. It’s what drives us. More than a claim, this describes the way we do business. We’re committed to being the best financial services provider in the world, balancing passion with precision to deliver superior solutions for our clients. This is made possible by our people: agile minds, able to see beyond the obvious and act effectively in an ever-changing global business landscape. As you’ll discover, our culture supports this. Diverse, international and shaped by a variety of different perspectives, we’re driven by a shared sense of purpose. At every level agile thinking is Read more […]
Junior Quant Analyst recruitment
Tier 1 Investment Bank looking to hire a new quant in our equity quantitative analytics team with up to 12 months experience, or a sraight graduate. The team is involved in research and development on market micro structure, liquidity analysis, portfolio construction and risk modeling for equity markets. The team is responsible for pre and post trade analytics, and helps various equity sales and trading desks such as program, electronic, delta1 etc. and the clients with their trading and investment decisions. The new hire would be expected to help the team to enhance their analytics offering, and Read more […]
Mortgage Independent Price Verification Analyst – VP Level | New York City recruitment
This internationally leading Investment Bank is looking to open its doors to a talented IPV Analyst with strong knowledge with RMBS and MBS or ABS products.The candidate will be joining the Valuation Group who are responsible for providing independent verification as to the accuracy of the mark to market values for all structured products globally. The main groups are located in London, New York and Asia, and all three locations are expanding rapidly, and due to the strong links between locations, will be opportunities to re-locate/travel.Responsibilities:-Work on the monthly price testing and Read more […]
Director-Business Development – Fitch Ratings recruitment
Offering a world of knowledge and experience behind every opinion, we transform information to deliver meaning and utility to investors, issuers and other market participants. Fitch Ratings’ global expertise draws on local market knowledge and spans across the fixed-income universe. The additional context, perspective and insights we provide help investors make important credit judgments with confidence.Since 2008, Fitch Solutions has offered a range of comprehensive data, analytical tools and risk services to fixed-income investors and other market participants. The firm also distributes Fitch Read more […]
Senior Quant Developer recruitment
Lead Index Pricing Quantitative Developer (C++Unix) Global Pricing Desk – Global Data Solutions Provider Circa $150,000 upwards plus bonus and benefits Senior Index Pricing Quantitative Developer (C++/Unix) Global Multi Asset Pricing Desk – Global Data Provider Circa $150,000 upwards plus bonus and benefits My client is a Leading Global Data Solutions Provider, with a profitable and successful Global presence. Through continued expansion of the product line, the team is seeking a senior (Vice President upwards) C++ Quantitative Developer, to take a key role on the Index Pricing Desk and Read more […]
Java Quant Developer (Python, R, Linux) Hedge Fund (London) recruitment
They are now looking to extend the platform to cover Portfolio Management, Trade Capture and STP and are looking to build out the team accordingly. This is a highly business facing role in a fast-paced RD intensive environment working with some of the newest and coolest open-source technologies.Essential requirements Core Java Python (or similar) Distributed Messaging i.e. JMS, Tibco EMS/RV Parallel / Concurrent Programming Spring, Guice or similar Strong Linux (any variant) Excellent academic record – ideally to PhD level Experience on open-source projects Read more […]