Search Results
Director of Finance
JOB DESCRIPTION Major purpose: Responsible for the management of specified asset classes within the $11 billion securities portfolio, the Portfolio Manager position plays a pivotal role in achieving long term superior performance for our clients investment portfolio which includes MBS, CMO, CMBS, ABS, CLO, Municipals, Corporates, and other asset classes. The Portfolio Manager will provide thought leadership with regard to market opportunities, devise portfolio strategies, and drive portfolio allocations and securities selection to achieve long-term superior returns within risk tolerance and Read more […]
Senior Predictive Modelling specialist
A challenging role with opportunity for learning, professional development, and growth in a leading financial services institution. Qualified candidates should have a strong predictive modelling analytics background, and experience working with Marketing teams. Purpose and Principal Activities:Work with both the Marketing team to build models to allow more informed decision making Provide accurate and timely analysis of customer behaviours and identify revenue increasing opportunitiesUtilise a variety of analytical and statistical techniques including some of Regression modelling, mapping and Read more […]
Senior Manager, Valuation Control Methodology
Singapore Based Excellent Business Exposure Global Bank Job Description This role with be based in Singapore and will involve working closely with the Model Validation team mainly on Credit, Rates and FX issues. The role will also involve interaction with Front Office, the Modeling Analytics Group, Group Market Risk and Valuation Control. This role will involve the management of staff. Key Roles 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 Read more […]
Credit Portfolio Specialists
Job title: Credit Portfolio Specialist Job Category: Finance, Credit, Market Trading Risk Location: Canary Wharf, London About US: Our business is the exploration, production, refining, trading and distribution of energy. This is what we do, and we do it on a truly global scale. The Trading division is our face to the traded markets in oil, gas, power, chemicals and finance. Trading’s role is to enhance Group value through distinctive supply, commodity trading, risk management and information technology skills underpinned by a world class finance, control and compliance infrastructure. We foster Read more […]
VP/ED EQ Quant – *New Team Development*
Need: Quant AnalystRelevant experience: Equity finance, Prime Brokerage, collateral management, fundingRelevant skills: risk portfolio optimization, client analytics, curve construction modern discounting methodologies This experienced person will build out this new team/division with another quant (IR quant) and will be heavily supported by a strong Tech team. This team will be involved in supporting the business across risk, client analytics pricing, inventory optimization and collateral management. The Opportunity:Centralize risk (with the tech team) and devise hedging strategiesChallenge: Read more […]
Security Risk Analyst
Overview: The Security Risk Analyst will be involved in producing accurate single security analytics for the well over 100,000 instruments followed by Western Asset Management. These instruments comprise virtually all aspects of the global fixed income markets. Producing these analytics will require a deep understanding of the fixed income markets and of quantitative models. Daily production of measures such as duration, spread duration, weighted average life, and yields is accomplished by using a variety of vendor and custom models. The Security Risk Analyst will be responsible for a mix of production Read more […]
BI Domain Lead, Finance and Sourcing (Business Intelligence)
Key role in our Reporting Analytics Centre of Excellence (CoE) Drive our Super Regional Strategy Can be based in Melbourne / Bangalore / Manila / Chengdu ANZ realises that our greatest asset is our people. We are vibrant professionals on a journey to create a super regional bank that aims to be the best connected and most respected bank in the Asia Pacific region. ANZ is currently connected across 32 countries and provides world class learning opportunities and compelling career pathways for its people.We’re exploring new and better ways to progress the business with energy and enthusiasm. Backed Read more […]
C## Quant Developer Hedge Fund London £100K + Bonus
We are a new start-up Hedge Fund backed by legendary financiers and headed up by an experienced and well respected individual with excellent credentials and a track record to match. Our core ethos is to remain a leading technology company applying rigorous statistical and mathematical methods to investment management. We are looking for recent masters or doctorates graduates in computer science or other numerical discipline. Candidates must have worked on multi-thousand line+ coding projects and want to apply their programming skills to quantitative problems. An ability to be practical rather Read more […]
Fixed Income Attribution and Risk Analyst
A Fixed-Income boutique in Northern New Jersey is looking to hire an Associate in their Portfolio Risk and Attribution group. The associate will assist in maintaining and building the analytical infrastructure and implement portfolio performance attribution and risk framework across all fixed income products (High Yield, Investment Grade, mostly Cash). This would involve working closely with investment teams within the firm. The ideal candidate will have: A strong quantitative background, and programming skills (desirable: excel, sql, C++, xml, reporting software) experience in and knowledge Read more […]
VP – Model Validation – Counterparty Exposure Calculations, CVA, IMM, Basel 2/3
JOB DESCRIPTION The Counterparty Risk team is looking to have an experienced CVA risk quant to join the group. You will be engaged on various projects to strengthen counterparty credit exposures. Since Basel III is becoming a bigger focus, the team needs a subject matter expert who is well-versed in the regulatory requirements and has hands-on experience. We are looking for candidates who are currently in a counterparty credit risk team in a modeling or validation function. This role will allow you to gain a “bigger picture” exposure rather than focusing solely on a risk management type Read more […]