Exceptional CVA Quant analyst/dev role based in NYC at IB – NYC (CESR) recruitment
This leading New York Investment Bank is looking for a talented individual who is looking for quick career progression and a new challenge. They are seeking an exceptional individual to join their Front Office CVA team at the head offices in NYC. The successful individual will come on at a very competitive level and will take on a great deal of responsibility from day one and should not be afraid to take the initiative and bring new ideas to the team. The manager and head of the quantitative space needs a person to be able to come in and implement CVA models to a high standard and also take over Read more […]
Senior Derivatives Operations Analyst recruitment
POSITION OVERVIEW:Provides day to day derivative operational support to Traders and Fund Managers to ensure a smooth settlement of all Derivative Trades and Collateral movements.RESPONSIBILITIES:•Performs related derivative security master set-up, including the review of trade tickets and trade confirms to determine and verify the detailed characteristics of each transaction.•Notifies management of settlement exceptions or issues as they arise.•Resolves post-purchase adjustments related to security trades, as well as reconciles reports and communicates discrepancies.•Verifies and audits Read more […]
Senior MV Quant | NYC based recruitment
This position is a Model Validator in our clients Model Validation and Approval group. The group is responsible for validating and approving all qualifying/stochastic models used. These models are primarily for pricing and risk measurement of derivative instruments on various underliers including commodities, equities, foreign exchange, interest rates, municipal products, asset backed securities and structured products. Review and assess the appropriateness of models underlying assumptions. Review and assess the theoretical and conceptual soundness of models. Verify models performance (correct Read more […]
OTC Derivatives-Subject Matter Expert – New York recruitment
Candidates should have 5 – 7 yrs of relevant, hands-on market experience and be equally comfortable working directly with major Institutional Clients and internal Product Development teams. The candidate should have broad and in-depth knowledge of fixed income and derivatives math in conjunction with expertise in OTC derivatives and the components of their analytical valuation such as discount curves, forward rates, Black Scholes option pricing and convexity bias. This position offers a base salary, competitive bonus and a comprehensive benefits package. This position can be a great next role for Read more […]
EVP/Director Mortgage Quant | NYC recruitment
This strong NYC tier one investment bank is looking to grow its outstanding modelling team by the beginning of 2012 and is now looking for one excellent candidate to join the team. This candidate should have a strong skill set both combining communication and programming skills and the ability to make an impact from day one. This team is a very successful and hardworking group of highly qualified individuals and the candidate who has the opportunity to join this team needs to be experienced in this space. This is a front office and the successful candidate will work on the trading desk delivering Read more […]
Quantitative analyst – Model Validation | NYC recruitment
This position is a Model Validator in our clients Model Validation and Approval group. The group is responsible for validating and approving all qualifying/stochastic models used. These models are primarily for pricing and risk measurement of derivative instruments on various underliers including commodities, equities, foreign exchange, interest rates, municipal products, asset backed securities and structured products. Review and assess the appropriateness of models underlying assumptions. Review and assess the theoretical and conceptual soundness of models. Verify models performance (correct Read more […]
VP, Strategic Vendor Solutions Manager recruitment
The MarkitSERV Buyside Product Management team delivers post-trade processing solutions for buy-side institutions, such as asset managers, hedge funds or their 3rd party partners, who are active in the OTC derivatives market. The product management organization at MarkitSERV is responsible for all aspects of the product life-cycle, from inception through to development, implementation and post-implementation. The product team works with the full MarkitSERV organizational support structure, including the account management, implementation, client services and development departments.Duties and Read more […]
Model Validation Quant | NYC recruitment
This position is a Model Validator in our clients Model Validation and Approval group. The group is responsible for validating and approving all qualifying/stochastic models used. These models are primarily for pricing and risk measurement of derivative instruments on various underliers including commodities, equities, foreign exchange, interest rates, municipal products, asset backed securities and structured products. Review and assess the appropriateness of models underlying assumptions. Review and assess the theoretical and conceptual soundness of models. Verify models performance (correct Read more […]
Statistical Modeling-(PhD) – New York recruitment
The ideal candidate must have a Quantitative PhD, and have:[a clear understanding of the fundamentals of different statistical estimation methods, hands-on experience working with data, an appreciation of practical data and estimation problems, good economic intuition to explain micro and macro economic situations to an economist and an ability to communicate ideas in verbal and written form]. The Candidate may be in Academia or business with 4-6 years of relevant experience. The Candidate must have knowledge of SQL and Matlab statistical platforms, expertise in one [SAS,S-Plus, or Stata] and Read more […]
Associate Level Commodity Quant Analyst – Investment Bank | Houston recruitment
This top tier Investment Bank has been enjoying a successful year, and is predicting further success for 2012. This international leading bank is now opening its doors at its offices in Houston, to expand their renowned Commodity derivatives Quant team. This team is known well in the market for its exceptional training scheme and opportunities to work with some of the best Quants and traders in the business. They are looking for exceptionally talented junior candidates who are able to come on board and hit the ground running.Skills, education and experience:-Candidates with internship experience Read more […]