Credit Risk Quant – Basel Team – Investment Bank – Boston recruitment
For a credit risk group that has identified a core group of model building statisticians and econometrical quants, this role will allow you to be involved in building models that produce Probability of Default, Loss Given Default and Exposure at Default. Using your expereince garnered from a background in credit risk, and your PhD, you will elevate the model development process to a better state through new model approaches and coordinate the development of wholesale or retail credit risk parameters and expected loss models by performing technical analysis. Your responsibility will lie in improving Read more […]
IB – Global Prime Services – Client Services – Team Lead – VP/ED – Boston recruitment
J.P. Morgan is a leader in financial services, offering innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years and we keep their interests foremost in our minds at all times. This combination of product strength, intellectual capital and character sets us apart as an industry leader. J.P. Morgan is part of J.P. Morgan Chase Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.J.P. Morgan Read more […]
Quant Risk Analyst: Credit Risk Modelling, Banking, Boston recruitment
You will be involved in various aspects of the further development and implementation of mathematical models and methods to quantify the credit risk on single derivative transactions, and portfolios of derivatives. In addition, you will perform statistical and econometric modelling of data. In quantifying the credit risk, you will collaborate closely with business users as well as other departments within Risk Management.The successful candidate will have performed a modelling role (combination of statistics, programming and problem solving skills) in a risk department for up to 3 years post PhD Read more […]
Snr Quantitative Rating Analyst – Banking – Boston recruitment
Ideally the candidate will have come from an external rating agency/regulator and be able to bring knowledge of the quantitative data analytics and tools that can effectively research, report and communicate rating rationale to the key leaders within the bank.The role is multi faceted and requires skill in a range of areas; excellent quantitative skills (handling large data sets, data mining, tools and techniques for data analysis), knowledge of the ‘science’ of credit risk management, the ability to make pragmatic connections between data and business processes, a thorough understanding of rating Read more […]
C++ Developer Fixed Income (Pricing/Risk Analytics) – Boston recruitment
The applications [risk calculation engines, risk based portfolio construction and portfolio attribution models are used to measure market exposures and duration: OAS, VaR for Fixed Income and Corporate Credit investments. The Candidate must have 5+ years of solid C++ development skills in a Linux environment, python, perl shell scripting skills, experience in Matlab and R are preferred and experience working on fixed income valuation and analytics applications and a quantitative degree. Project Management skills are also a plus.Keywords: C++ developer, model review, implementation, risk measures, Read more […]
Senior Quantitative Analyst (PhD)-Multi-Manager-Portfolio Construction/Optimization – Boston recruitment
The firm is quantitatively orientated and will expect the candidate to research, develop and implement leading-edge portfolio construction technology and optimization techniques to construct portfolios of mutual funds that will invest across many diverse strategies and assets. The candidate will have a PhD degree, 10+ years of relevant quantitative optimization experience applied to alpha generation using multi-manager funds, excellent analytical/problem solving skills, experience with scripting or mathematical programming languages such as Python and R and experience using portfolio construction Read more […]
AVP – Credit Risk Modelling (Economic Capital/Basel II) for Leading Global Consumer Bank – Boston recruitment
The role, with one of the world’s leading Banks consumer arm, represents an excellent opportunity for junior risk modelling candidates to gain an unrivalled step in their career. The role will report directly into several senior members of the risk management group, and will have a wide exposure across multiple counterparts within the consumer/retail space. The position will not only offer successful candidates a great working environment, excellent exposure but also offers unrivalled compensation and brilliant benefits bonus. The roles responsibilities will include: • Validating and Read more […]
Sr Quantitative Risk Analyst: Advanced Analytics Group, Boston recruitment
The team is made up of heavy duty statistical quants with backgrounds combining statistics, math and programming. In this role you would be heavily involved with leadership groups from across the bank providing them with a sparring partner, to identify new and existing analytical needs, and managing analyses using advanced statistics and data mining techniques to enable better decision making. You will need to be able to build strong, persuasive relationships with opinion leaders in various groups and have a solution-focused approach.In essence, you would be responsible for structuring, developing, Read more […]
Executive Assistant, Boston recruitment
TheExecutive Administrative Assistantwill help support ourFund ServicesOperations Executive. Successful candidate will possess structure, attention to detail, quality focus, high energy and flexibility to a high-paced deadline driven organization. This individual will need to work well in a team environment, be able to represent the manager/group with professional courtesy and acumen, and deliver flawless work output.Key Responsibilities:Manage calendar, handle meeting set up/physical logistics, conference call arrangements, and occasional special event planning. Work effectively with other administrators Read more […]
Financial Engineer, Risk Valuation products – Boston recruitment
The group is made up of quants with a strong development focus who are involved in a range of activities to develop risk valuation products to service clients across the banks, asset management companies and hedge funds. You are involved int he whole product from design to implementation in close association with users from the different clients. The products must be flexible but robust and compete with other risk products currently in the marketplace.The right candidate will have a Masters degree in financial engineering with a bachelors in a computational area. You should be a skilled developer Read more […]