USD LiquidRates trader – Office in NYC recruitment
Senior risk taking position for the G10 rates business of a global investment bank in NY. The ideal candidate will have a proven track record market making USD swaps/ Inflation swaps across the entire curve and must be senior enough to manage own risk. This is a market making position, however the trader must have the technical capacity to price on behalf of financial institutions such as Hedge funds and asset managers.Responsibilities for: USD Interest Rate Swap / Inflation trader, NYC . $Salary: Highly Competitive. (Rates, swaps, US Dollar, Trading, USA, Derivatives)• Market Make USD inflation Read more […]
Research Specialist – Fixed Income recruitment
The individual will have exposure to a broad array of global fixed income investment strategies and vehicles across the maturity and credit quality spectrum including treasuries, credit, mortgages, municipals etc. Responsibilities include interviewing, analyzing and evaluating investment managers, analyzing investment structures, and assisting with client related fixed income investment inquiries.
Institutional MBS Sales and Trading Roles recruitment
PrinceRidge Group is expanding our existing MBS platform. We are currently seeking proven, experienced MBS salespeople and traders. We are well capitalized and have significant balance sheet committed to this effort. PrinceRidge Holdings has offices in New York, Chicago, DC Area, and Florida.About the Firm: PrinceRidge is a financial services firm built upon extensive industry experience, professionalism and integrity. The firm is client oriented, fixed income focused, and offers a variety of financial services to an institutional customer base. PrinceRidge is committed to employing quality professionals Read more […]
Interest Rates Exotic Structurer required – Tier One Investment Bank – VP level – $250k base – New York or London recruitment
Montash Associates has been retained by a Tier One American Investment Bank to find an experienced Interest Rates Exotic Structurer for their rapidly growing organisation.The team is responsible for idea generation within the Rates Exotic space. The successful individual will be responsible for the backtesting and development of these ideas, as well as working closely with a number of different business units to ensure that the maximum revenue is generated.This individual will be working as part of a collaborative group, expanding the existing offering as well as working on new, greenfield projects. There Read more […]
New York – High Yield institutional sales. recruitment
One of the most aggressively growing, and industry leading houses in the US markets, is looking to expand its Fixed Income sales desks in New York, Austin, Los Angeles, and Chicago, the addition of strong and experienced sales people. Applicants should have a product focus upon High Yield, Distressed Debt, Investment Grade or Mortgage Backed Securities (or be a generalist covering some or all of the above).Responsibilities of the role will be to expand the desk’s coverage of the US Institutional markets, and aid the continued establishment of the firm as one of the leading Fixed Income houses Read more […]
Quantitative Analyst/Developer — Fixed Income recruitment
Our client, a major investment bank in North Carolina, has an opening for a quantitative analyst/developer. The successful candidate will work on a team that develops fixed income and structured credit analytics, especially RMBS analytics.The position affords the opportunity to work with front office traders, as well as other groups, including risk management and model validation.The analytics that this team develops are written in C++.Candidates must have 5+ years capital markets experience and have graduate degree(s) in a hard science.Candidates must be US citizens or have a green card.This Read more […]
Director Quantitative Risk Developer – Interest Rates and MBS| SQL and C++ recruitment
Director Quantitative Risk Developer – Interest Rates and MBS| SQL and C++Location | New YorkPackage offered.Salary: $150,000-$180,000 + 30% Guaranteed bonusBonus: On target-40%-uncapped bonus dependant on team overall performanceBenefits: The firms executive level benefits package and relocation (if required) is offered for this seniority of hire-including stock options, car and housing allowance.A new and exciting role working as a Quantitative Risk Developer located has emerged in New York within a leading clearing house looking to expand their team. The successful candidate will be given Read more […]
Residential / MBS / Loan / Home Price / HPI AVM Modeler recruitment
The ideal candidate will have 10 – 15 years of experience working in a modeling capacity in regards to residential property valuation, loan defaults and home-price ( HPI ) models. Candidates should be experienced in working with MBS, mortgage property and defaults data and home-price data towards creating delinquency, default, loss-severity and foreclosure timeline models using either SAS, S-Plus, SPSS for example. The ideal candidate should be comfortable managing a small team of modelers in addition to possessing client-facing skills. An advanced degree in Physics, Engineering, Mathematics Read more […]
Operations, Mortgage Backed Securities, Project Manager recruitment
MUST HAVE STRONG KNOWLEDGE AND EXPERIENCE WITH MORTGAGE BACKED SECURITIES OPERATIONSSince the project manager does not work in IT, but needs to be able to ensure that the projects are well managed and under control, the candidate MUST have strong Influencing skills in addition to project management experience. The candidate will need to be able to build a plan with very little information and grow the plan as information is uncovered. Requirements • 5+ years – Project Management experience • Strong Influencing skills • Managing groups without direct control • Ability Read more […]
Quantitative Analyst recruitment
Our client, a leading multinational bank, is seeking a Quantitative Analyst to join their team working on the Municipal Derivative desk. The position purpose is the ongoing and advanced mathematical modelling and programming to support and facilitate trading. Key Accountabilities: Research, development and implementation of mathematical models for the pricing of municipal derivatives.Ensure that any models developed are fully and properly integrated into the quant libraries.Carry out special projects related to pricing models, trades, and risk management.Support the modelling requirements Read more […]