Credit Analyst, Infrastructure Debt, Global Investment Fund recruitment
Our client is a major asset management firm, with significant assets under management. They are a long established long only fund manager, managing investments for private individuals, foundations and pension funds.They are now looking to add a Credit Analyst to their team, who will focus on the analysis of loans, credits and bonds issued by global infrastructure firms – both investment and subinvestment grade. You will work closely with the portfolio managers and make buy and sell recommendations on credits and monitor investments once made. Day to day, the position will involce credit research, Read more […]
Manager of Fixed Income Operations recruitment
Job SummaryIpreo Fixed Income Deal Support is being expanded to encompass full product support for the entire Fixed Income product suite (IssueBook UK-ASP, US ASP and In-house as well as IssueNet). The team will be responsible for answering all second line support queries and ensuring that the SLA’s are met. We are looking for an experienced, talented individual with good Finance knowledge, management skills, ability to work independently and drive change and provide a professional service to our clients by managing the new FI Support Team. This role involves handling stress and coping with Read more […]
FID, Quantitative Developer, Associate, London recruitment
Overview: Credit Suisse is investing significantly in its Fixed Income eCommerce platform, building a comprehensive suite of client-focused services and tools encompassing pre-trade, execution and post-trade components. This initiative covers products in Foreign Exchange, Interest Rates, Credit, Commodities, Emerging Markets and Securitized Products (Mortgages). Fixed Income eCommerce is seeking a quantitative developer to develop advanced analytics for electronic trading and put them in production. The ideal candidate will have a strong knowledge of trading and risk analytics and the sufficient Read more […]
Linear Rates Quant (Curve construction / Modelling specialists) – Tier-1 Investment Bank recruitment
The Linear Rates Team is responsible for supporting multiple trading desks and providing the necessary analytics relating to pricing and risk management issues.The team currently seeks a senior Quant Analyst with specific skills in curve construction complex modelling for both linear and exotic interest rates. The candidate must have expert mathematical and technical ability (C++/VBA coding skills) Requirements: MSc/PhD in Mathematics / Statistics or Numerate Equivalent (Top Universities only)Experience constricting multiple curves and studying the impact of multiple curves.Knowledge of BGM Read more […]
Documentation Analyst – Flow Credit/Rates recruitment
This role is part of the Dodd Frank Program delivery team and will involve a dedicated follow the sun model globally ensuring regulatory requirements and exceptions are reported dailyThe role will support daily reporting and exception management for the full spectrum of products traded by UBS The role of the Reporting team includes:• Reporting exceptions • MIS production metrics • MIS RCA and resolution • Reconciliations • Implement changes to rulemaking • Reporting CBT • Vendor reporting Requirements:• Proven track record of working in the relevant product environments Read more […]
C++ Developer – Pricing – London – £50-70k recruitment
C++ Developer – Pricing and Risk -London- £50-70k A Top Tier Investment Bank is looking to hire an C++ developer to work on pricing and risk products for the fixed income business. This team is renowned for the work the products they produce and the amount of business interaction they have. If you are looking for front office interaction and have very strong C++ this is the role for you. The role involves working across the full development lifecycle, working at the cutting edge of a pricing and risk. The current product is built in C++ on Windows with extensive use of STL. The front end is Read more […]
Front Office C# Quant Developer – C#, WPF, LINQ recruitment
Quant Developer – C#, LINQ, SQL Server – Investment Bank. My client, a leading London based Investment Bank, are seeking an extremely strong permanent Quant Developer, to join their asset management business. The team effectively operates like a Hedge Fund within the Investment Bank, and they are currently involved in cutting edge technical development, using latest C# .Net technologies. The Front Office team is a cross asset team, combining business skills with deep technological skills. This team, working with other teams, the trading desk, middle office and portfolio engineering are building Read more […]
Senior sales – Governance, Risk and Compliance recruitment
My client, a leading financial technology vendor with global presence, is seeking a senior sales executive to sell their Governance, Risk and Compliance Solutions to financial institutions throughout to the UK and Europe. The ideal candidate will need to have a solid understanding of Compliance, Risk Management and Tax and knowledge of the Foreign Account Tax Compliance Act. You will have experience selling to financial services, law firms, accounting firms, regulators, insurance, energy and other industries undergoing regulatory change.To be successful you will have at least 5 years experience Read more […]
Senior Credit Analyst – European Distressed Debt and Credit Special Situations Hedge Fund recruitment
A London based hedge fund focused on the trading of European stressed and distressed loans and bonds seeks to hire an additional senior credit analyst. The role will be focused on the full credit analysis of potential investment opportunities, from sourcing through to investment recommendations for the portfolio manager. We are interested in meeting with candidates with:* 3-5 years of distressed, high yield, or leverage finance experience, gained either at an investment bank or hedge fund* Excellent financial analysis and modelling skills* Exceptional academics* Proficiency in one or more continental Read more […]
Experienced Quantitative Analyst recruitment
Quantitative Analyst with between 3 and 7 years experience required to join top Flow Rates team to developand implementat models used for pricing and risk management, focused on Rates Linear Products. The role will include the preparation of quantitative research, the Design of innovative analytic approaches, the Development of new derivative related research tools and finally the Support of trading desks on pricing and hedging of complex products. Top Investment bank looking to bring on a proven and experienced Quantitative Analyst to add to their dynamic team. Strong C++ or Python required. Great Read more […]