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Experienced FX Derivatives Quantitative Analyst – Stochastic Local Vol Modelling – Leading Investment Bank
JOB DESCRIPTION A leading Investment Bank in Milan is looking to hire an experienced (5-10year) quantitative analyst to join their expanding FX derivatives desk covering predominantly stochastic local volatility modelling within C++. A strong FX background within a front-office quant arena, coupled with good experience in C++ development would be highly desired. This is an immediate hire with a group who are looking to hire urgently. Interviews are taking place asap. Location: Milan, Italy The role: Detailed review of front office FX pricing models Developing and implementing derivatives pricing Read more […]
Lead Quantitative Analyst, Restructuring
Our CompanyState Street Corporation (NYSE: STT) is the world’s leading provider of financial services to institutional investors including investment servicing, investment management and investment research and trading. With $25.42 trillion in assets under custody and administration and $2.18 trillion in assets under management at March 31, 2013, State Street operates globally in more than 100 geographic markets and employs 29,460 worldwide. For more information, visit State Street’s website at www.statestreet.com.Promoting a culture of excellenceWith more than 29,460 employees across 29 countries, Read more […]
Quantitative Analyst, Global Restructuring, Officer
Our CompanyState Street Corporation (NYSE: STT) is the world’s leading provider of financial services to institutional investors including investment servicing, investment management and investment research and trading. With $25.74 trillion in assets under custody and administration and $2.15 trillion in assets under management as of June 30, 2013, State Street operates globally in more than 100 geographic markets and employs 29,225 worldwide. For more information, visit State Street’s website at www.statestreet.com.Promoting a culture of excellenceWith more than 29,225 employees across 29 countries, Read more […]
Senior Quantitative Valuations Opportunity, Model & Methodology, FICC Coverage
The Valuation Control Methodology Group formulates model reserve and valuation adjustment policies, gives guidance on price testing methodologies and their implementation, assists on model calibration and model appropriateness across all asset classes. The role will also involve interaction with Front Office, the Modeling Analytics Group, Group Market Risk and Valuation Control. Key Responsibilities: To review model validation memos and formulate and implement model reserve methodologies to address any model limitations that are highlighted in theses memos To work with the individual Valuation Read more […]
Manager Modeling Analytics
As a Fortune 200 financial services company with more than $113.5 billion in owned and managed assets, USAA is on a mission – to facilitate the financial security of our members, the men and women of the U.S. military and their families worldwide. Headquartered on a showcase campus in San Antonio, TX, USAA attributes its long-standing success to its most valuable resource, our 23,000 employees. They are the heart and soul of our member-service culture. Recently Ranked 100 Best Companies to Work For by Fortune in 2012, we are proud to receive consistently outstanding awards and ratings for member Read more […]
System Trading Quantitative Strategist/Researcher -Top-tier Financial Institution
Responsibilities Requirements: In charge of monetization of high-frequency equities strategies running across Asia Identify new high frequency alpha signal through large-scale data mining for one existing strategy; redesigned the strategy and significantly improved its performance Responsible for conducting customized research analytics for traders and clients Built the complete monetization framework from scratch for back testing and production trading PnL optimization Conduct region-specific alpha research and development to improve statistical arbitrage trading strategies Utilize machine learning Read more […]
Director Quantitative Risk Management
The Quantitative Risk Director will be responsible for leading the development of Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, and also developing tools for Portfolio Analytics (Sensitivities, Risk Reports, Margin Coverage, etc.). This Director will also lead the development of strategies to perform back-testing of risk methodologies to ensure adequacy of different models and assumptions, and will be responsible to present and defend his work to key stakeholders. Read more […]
Portfolio Manager / Quantitative Strategist
TradeLink provides capital, direct market access, algorithmic trade execution platforms, performance reporting, trade and risk analytics and complete operational support. Through varying business models, “payouts” are dependent upon alpha generation and capital required. We can help successful strategists to make the move into running their own fund or provide them everything needed to “just trade”. Minimum Requirements: A strategy with a clear market statement and definable alpha. 2 Year track record with returns of 20%, Sharpe ratios 1.5, and net profits $2.0M. Strategies without a Read more […]
Senior Quantitative Business Analyst – Interest Rate Swaps Pricing
Our client is a global Tier-1 Bank with leadership positions in Rates, Derivatives and Electronic Trading. They are now embarking on a five-year programme to deliver the next generation of Electronic Trading platforms with coverage across Rates, Credit, FX and Commodities. This position requires a highly quantitative Senior Business Analyst with expertise in IRS pricing who will work directly, on a day-to-day basis, with the Senior Quants to devise an implement one single Curve per all G10 and Emerging Markets Swaps. Requirements Expertise in pricing flow Interest Rate Derivatives, especially Read more […]
USAA Capital Corp Group Data & Analytics Exec
As a Fortune 200 financial services company with more than $113.5 billion in owned and managed assets, USAA is on a mission – to facilitate the financial security of our members, the men and women of the U.S. military and their families worldwide. Headquartered on a showcase campus in San Antonio, TX, USAA attributes its long-standing success to its most valuable resource, our 23,000 employees. They are the heart and soul of our member-service culture. Recently Ranked 100 Best Companies to Work For by Fortune in 2012, we are proud to receive consistently outstanding awards and ratings for member Read more […]