Senior Quantitative Analyst – Cross Asset recruitment
You will join the first team of its kind to merge all aspects of quantitative risk management methodology into a single perspective. You will be working on a broad range of projects across counterparty and market quantitative risk. The team employ a matrixed project style allowing for a range of duties and the opportunity to negotiate your own product exposure (Rates, Credit, Hybrids, Exotics, FX and Equities). You would work with IT to ensure correct implementation of the new models while also facing off to the traders and risk managers providing them with quantitative support. Ideally the candidate Read more […]
Team Lead, Architect, Java, High Frequency, Low Latency, Algorithmic Trading, FX/Cross Asset recruitment
Join an award winning global top-five bank. Lead an extremely highly skilled high frequency algorithmic trading Java team as they expand from FX into Credit, Fixed Income and Commodities.Team:• The team is entirely focused on high frequency, low latency, algorithmic trading• They provide ALL hedging and pricing for the top five global investment bank’s flagship FX platform• They have expanded into other areas (Credit, Fixed Income, Commodities), and this hire will be driving the cross-asset roadmap and development• The bank has won numerous awards in Foreign Exchange, ranging from Read more […]
Quantitative Analyst – Cross Asset recruitment
Quantitative Analyst – Cross Asset urgently required to work in the front office on the CVA Desk.You possess a minimum of 4 years modelling experience with typical asset Classes like Credit Derivatives, Commodities, Equities Interest Rates IR, FX etc., ideally you will have CVA pricing expertise aswell.You need to have strong C++ or C# coding skills combined with excellent Exchange Traded Derivatives knowledge and means testing experience.You will work opposite the Model Validation Risk Control Teams, in a World Class Quant Analytical environment.Submit your CV now to secure an interview.Contact Read more […]
Quantitative Counterparty Risk Specialist – Cross Asset recruitment
The role involves interacting to a high degree with front office business areas as well as other areas in Risk. You will be reporting directly to the Head Quant based also in London.The team covers all products and works with both structured and flow transactions.The role involves:–Responding to questions on reported exposure and assisting with portfolio exposure analysis.-Creating new exposure models for the credit system.-Working closely with the Risk and CVA teams.-Support structured and non-standard transactions.-Explaining the effects of complex models in plain English to business users, Read more […]
Project Manager – FO Change, Cross-asset recruitment
Our client is recognised as a global leader in the investment banking sector and is responsible for the origination, sale, structuring and trading of fixed income, equity, commodity, FX, derivative and MM products. The company has an immediate requirement for a VP to join their Business Delivery Group (BDG), a project-based team responsible for delivering complex change across all business lines.The team, currently c50 strong, is comprised of experienced project and programme managers and is split between London, New York and Hong Kong. The new VP will be responsible for the delivery of a Read more […]
Quantitative Risk Analyst – Director – Cross Asset recruitment
You will join the first team of its kind to merge all aspects of quantitative risk management methodology into a single perspective. You will be working on a broad range of projects across counterparty and market quantitative risk. The team employ a matrixed project style allowing for a range of duties and the opportunity to negotiate your own product exposure (Rates, Credit, Hybrids, Exotics, FX and Equities).You would work with IT to ensure correct implementation of the new models while also facing off to the traders and risk managers providing them with quantitative support.The ideal candidate Read more […]