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Director, Upmarket CLIP Job recruitment
Director, Upmarket CLIP-624703 Description This high profile position will be responsible for Running Fees and Authorizations Team in Card Customer Management. This is a critical business function reporting to the MVP of Yield Management and CLIP. Director will play a key role in the management of the Card portfolio managing a large portion of our revenues and key leverage points for managing customer experience and regulatory risk. Opportunity to run two credit programs and significant potential for Credit Officer development or accreditation. Also a role with important interaction with Operations, Read more […]
Manager recruitment
Our client, a leading financial services company, currently seeks a Manager, to be based in LondonThe Manager will be part of the Quantitative Analytics, Credit Portfolio Management team, and will be responsible for:-Proven experience of both implementing stress testing models in a credit risk management environment, and experience of credit risk modelling accompanied by demonstrable knowledge of related concepts, e.g. PD, LGD, EAD, rating migrations, model cyclicality, econometric modelling-Operational running, enhancement and governance of credit risk stress testing models used for impairment Read more […]
Model Validation Quant Required – VP/SVP recruitment
Montash Associates has been retained by a leading Investment Bank, to find an experienced Quantitative Analyst to join their well-established, successful Quantitative Analytics team.My client, a leading Investment Bank, is looking to hire within the Quantitative Analytics team and are looking for experienced Equities, Credit, FX and Interest Rates Model Validation Quants.Working directly with the Head of Model Validation, you will assume a senior role within the team and be responsible for both the creation of new derivative pricing models and the validation of existing models created by front Read more […]
***GQR | USA Quant Vacancies – February 2012*** recruitment
***GQR | USA Quant Vacancies – February 2012***USA – Nationwide, United States of AmericaGQR is the Global Quantitative Finance search specialist. We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities globally.A list of February’s most urgent hires:Commodities Quant – Front office Commodities Quant Analyst – North Carolina, USAA deep pool of experienced and talented quantitative professionals underpins every aspect of this leading investment banks commodities Read more […]
Director Level Head of Valuations – FX, Equity & Commodities – LONDON recruitment
The Valuations division works on pricing derivatives across all asset classes. Due to the growth of this group they require someone at Director level to join and take the lead management responsibility within the FX, Equity and commodity asset classes.The main roles and responsiblities of this role will include –Ø Managing a team of 8-10 product specialists, focused on FX and Equity derivative valuationsØ Participation in the Valuations management group, which deals with matters relating to organisation, strategy and business performanceØ Liaising with the head of the Quantitative Analytics Read more […]
Director, Operational Risk Statistical Analysis (USA) Job recruitment
Director, Operational Risk Statistical Analysis (USA)-708289 Description Director: Operational Risk Analytics Capital One is seeking an individual to lead the development of Capital One-s Basel II operational risk capital models, working within the Economic Capital Group which owns Capital One-s overall Basel II Economic Capital modeling effort. Specific Responsibilities: Lead the operational risk modeling team-s development of Basel II compliant Loss Distribution Approach (LDA) models and serve as a serve as a subject matter expert in development of statistical models and distributions to support Read more […]
Experienced Front Office Commodities Quant urgently required for a London Based Investment Bank – Commodity Quant – £140k + bonus . London. recruitment
Montash Associates has been retained by a London based Investment Bank, and are looking to find an experienced Front Office Commodities Quant to join their cross asset front office quant analytics team. We are looking for an experienced quant with a background in commodities to join a cross asset quant team to focus primarily on new modelling for the commodities desks: Power, Oil, Gas and precious metals. The successful individual will be part of the global quant team and will be the sole quant to focus purely on working with the commodities desks. The candidate must have: A PhD or Read more […]
Experienced / Senior Front Office Equity Quant – Tier One Investment Bank – £120k – £150k + package – London – Equity Quant recruitment
Montash Associates has been retained by a Tier One investment Bank to find an experienced Front Office Equity Quant with strong modelling skills team to join their front office quant analytics team.The successful candidate will sit on the trade floor and be responsible for all new modelling for the Equity Derivatives and Equity Hybrids teams globally. This is a senior role in the team, with responsibility over all modelling and guiding less experienced members of the group. As a senior member of the team you will be expected to: Create new pricing / risk models from scratchAmend and improve Read more […]
Risk Model Validation Quant – SVP/Director Level recruitment
Montash Associates has been retained by a Tier 1 Investment Bank, to find a Senior Risk Model Validation quant to join their Model Validation team. The model validation team is responsible for independently developing pricing and quantitative models to identify and evaluate risks within existing models. The team works in collaboration with Front-Office quant teams, Risk Analytics teams and Product Control to improve the validation process and management of risk. The emphasis of the role would be to examine the underlying assumptions and limitations of the model being validated to highlight and Read more […]
New York City based | Advanced Mathematical and Programming Junior recruitment
My client is a leading quant and technology firm in New York, adopting a highly innovative and dynamic approach to the fixed income markets. The firm is providing the first ever, fully independent, streaming, market-driven pricing and with a huge amount of capital invested in human capital and technology, they are proving to be a huge success. Unlike other market data vendors who aggregate prices supplied by large dealers, their proprietary technology carefully analyzes the relevance of millions of market inputs to generate unbiased prices, updated every 10 seconds, offering real-time access to Read more […]