Valuations, Models & Methodology, FICC Flow & Exotics
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 Modelling Analytics Group, Group Market Risk and Valuation Control. 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 the individual Read more […]
Cross asset quantitative derivatives strategist/structurer – Associate Level – Asset management
An asset management firm, dedicated to delivering structured products to retail clients is currently looking to add an experience derivatives strategist to their team in London.This is a cross asset position therefore applicants can have experience in any asset class provided that you have worked within asset management and understand how to create returns within the options space. Ideally you should have experience trading / designing derivative-based algo strategies. Your responsibilities will include:- – Implementing derivative based trading strategies – Read more […]
Commercial Support Supervisor
About Us ABN AMRO Clearing Bank N.V. is a leading global services provider clearing 16 million trades per day and covering 85 exchanges worldwide. Our international network provides comprehensive market access to exchange-listed instruments such as stocks, futures and options. It also covers non-exchange listed investment instruments and alternative products including bonds, OTC derivatives, warrants, forex, forwards and energy and commodities. http://www.abnamroclearing.com/ Opportunity ABN AMRO Clearing is a third party clearer and a member of all major exchanges around the globe. As a third Read more […]
VP/Director level VaR Model Quant required for leading Investment Bank
VP/Director level VaR Model Quant required for leading Investment Bank New York City, USA Base: $160,000 – $180,000 + excellent bonus and benefits package My client, a leading US investment bank, is looking to build their cross-asset VaR modeling team with a VP level hire. This team is regarded as one the top performing teams within the institution and due to the newly placed importance on developing the quantitative risk teams, this team has been given mandate to expand. The successful candidate will work on the architechture and development of brand new, state of the art VaR models and methodology. Read more […]
Risk Manager required
Risk Manager required for Dallas based risk position with leading financial services firm Location: Dallas, TX Base: $100,000 – $120,000 + bonus and additional benefits A leading financial institution is looking for a market risk manager at level to cover the cross-asset desk. The initial and ongoing area of focus is envisaged to cover globally risks related to a number of different derivatives and to cover the Emerging Markets Cross-asset businesses across the USA. The individual will be expected to help in the development of monitoring tools and to take ownership and drive various projects Read more […]
Test Manager / UAT (Summit, OTC derivatives)
UAT Test Management / Summit / OTC derivatives / Derivatives Clearing / Test scripts My client is a leading global player in custodian banking. iThey are now going into functional acceptance testing phase of a program of work and require the following skills. Must Have’s: Summit detailed knowledge Testing skills – both performing UAT and Test management Derivatives Clearing Knowledge – Interest Rate Swaps and Credit Default Swaps Ability to coordinate and execute detailed testing scripts Trouble shooting issues related to testing OTC Experience is essential Experience with Dodd Frank based projects Read more […]
Risk Methodology Analyst
As a Margining Methodology Risk Analyst you will be responsible for working in collaboration with market risk management, operations and analytics instruments validation team to get regulatory approval for the uncleared margining framework (methodology, controls and governance). Front office interaction will also be critical to defining and agreeing on the margining framework to implement and to submit for regulatory approval. You should apply for this role if you have: · Strong mathematical and statistical background. · VAR, valuation and margining approaches Read more […]
Junior Options Trader
Responsibilities: Trade and manage the equity derivative portfolio Follow closely and monitor the market information and corporate announcements Maintain correct pricing of derivatives and manage risk in portfolio during trading hours Make statistically based and process driven decisions, develop techniques to apply trading decisions acrossa large distributed portfolio Use diverse systematic trading platform to develop new trading tactics Troubleshoot and improve the efficiency the operation of the trading system Work closely with IT and QR teams to test and implement software changes, develop Read more […]
HIGH PRIORITY: TEAM LEAD
LOCATION: NYC or LondonThis privately-held global financial services provider is looking for a team lead for the structured credit derivatives product specialist team – this is a key flagship offering. Responsibilities would include managing a global team of 3 product specialists, collaborating with quants and developers to drive product enhancements and working with Management and Sales to drive the commercial initiative for the offering and communication of methodology to clients and prospects. DUTIES:Leading and managing product development for all credit derivative instruments from the perspective Read more […]
MUREX INTEGRATION HEAD
To be considered for this role you must have strong experience on design and implementation of large scale complex system development in Murex with hands-on experience on Murex 2.11 / Mx.3 versions. You will be in-charge of Delivery Management of any work involving Derivatives Changes (front to back through Murex) Main Duties: Responsibility of overseeing all Derivatives changes within Murex. Management Status Reporting for all Derivatives changes and resource allocation updates Evaluation of Functional Specifications involving Derivatives changes. Drafting of the Technical Specifications for Derivatives Read more […]