OTC Derivatives-Collateral/Margin Manager-Client Facing – New York recruitment
The firm has created a network service that allows OTC derivative counterparties to identify trade discrepancies, highlight trade exceptions, manage collateral and margin and provide an electronic interface to solve and re-solve problems. The client facing role is to represent the firm to mid-tier, regional financial institutions,[Credit Unions, Regional Banks, Regional Broker-Dealers].Candidates must have deep understanding of the lifecycle of Derivative trades, [processing, settlement, and confirmation] and be able to work with clients and customer service team on operational and margining issues.Candidate Read more […]
Controller – New York recruitment
Working with the Senior VP Finance in our New York office, this is an exciting opportunity to join a well-established company with a global presence and significant growth potential. Our Company RIMES (www.rimes.com) is the premier provider of financial data flexible applications, and has been servicing the buy side with data and analytics since 1998, by providing one of the first cloud-based, highly-customized financial data aggregation platforms via the Internet. More than a decade later, the management of quality benchmark data built to fit any in-house or third-party solutions, coupled Read more […]
FID, Asset Finance Originator, ANL, New York recruitment
Many different asset types are covered in the group including autos, credit cards, student loans, aircraft, railcar, timeshare, triple-net lease, drug royalty, music royalties, insurance products, residential and commercial real estate mortgage products, equipment, intellectual property, small business loans, etc.Key Responsibilities• Work in a team oriented environment within Asset Finance as well as with other groups within Securitized Products – Trading, Sales and Research.• Liaise with divisions and groups outside of Fixed Income such as IBD/GMSG, Alternative Investments, Private Banking, Read more […]
Algorithmic Trading C++/C# Developer – Next Generation Futures Algorithmic Trading System – Manhattan, NEW YORK recruitment
Skills; C++, C#, Windows, Linux, Quantitative/Mathematical, Exchange Connectivity, Low Latency, Networking (TCP/IP/UDP), FuturesMy client is a leading Investment Bank based in New York recognised for its industry leading futures trading platform. In order to maintain this industry leading position in the futures trading market, the bank is seeking to bring on board several developers comfortable in both C++ and C# on Windows to work on replacing the existing legacy system on Windows and revamp it to create the firms next generation futures trading platform on Linux. The business has performed Read more […]
Director-Advanced Analytics-Commercial Insurance – New York recruitment
This is a senior role, but a hands-on role, that will be leading teams of quantitative modelers, data, and business analysts working on models that will be used to:1. Identify and segment insurance agents to identify valued agents and reward and leverage them better; 2. Develop Media Mix Analytics for when, where, how and how much marketing dollars to spend on marketing and distribution. The ideal Candidate will have an advanced quantitative degree, significant experience working on Commercial Insurance (PC) marketing and distribution problems and have advanced programming (SAS), and current data Read more […]
Quantitative Valuation Analyst-Exotic Equity Derivatives – New York recruitment
The role is responsible for improving and developing analytical capabilities for independent valuation of Exotic Equity trades whose value cannot be validated by means of external pricing services. The candidate will have 3 yrs of capital markets experience either in research, structuring or pricing complex equity derivative products (Barrier, Cliquet, Compound, Binary, Lookback, Range Accruals, Bermudan Options and Variance Swaps.) Knowledge of complex models, excellent communication skills and solid VB/VBA, Matlab and or SPlus skills is a plus. An advanced quantitative degree from a Top school Read more […]
FID, Quantitative Strategies Risk Strategist, VP, New York recruitment
This includes, but is not limited to:? Analysis of positions and trades ? Taking in account the host of new capital measures and understanding their impact across existing and proposed trading strategies? Identification of potential-loss scenarios ? Specification of loss-mitigating or profit enhancing strategies and hedges, ? PL analysis and diagnostics ? New product and business risk analysis ? Establishment of meaningful risk and reward metrics for evaluating capital allocation and setting risk limits. The Risk Strategist will develop methodologies, analytics and technology, leveraging off of Read more […]
OTC Derivatives-Dual Curve Pricing – Quantitative (PhD) – New York recruitment
The Candidate will join a team that is developing state of the art dual curve valuation models that incorporate market segmentation, counterparty risk and interest rate dynamics. Candidate must have a PhD and have a deep understanding of volatility surface (cube), skews, Greeks and swaptions liquidity. The Candidate must be a hands on developer [C++, Matlab, VBA] who has worked on interest rate curve models. Ideal Candidate will have 3+ years of experience building swaptions risk models. Strong Communications skills are a strong requirement. This opportunity is for someone who can help determine Read more […]
Model Validation (PhD) Insurance Analytics – New York recruitment
The role of the group is to bring the development of Insurance Analytics valuation and risk models into a structured process for independent review, testing, reliability, approval and documentation. The role will examine everything from data use, to model setup, to the development of key assumptions to how the model is utilized for effective decision making. The Candidate will use best practices (OCC-2011-12) and advanced statistical modeling and data mining to develop GLM risk models and will manage large scale data to improve the data accuracy and decisions made from data analysis. The Candidate Read more […]
Interest Rate Options Desk Quant – New York recruitment
The successful candidate will be responsible for developing, maintaining and enhancing financial models required for the IR trading desk. Types of transactions include, among others, BMA swaps, caps and swaptions, and callablesRequirements:-MS or PhD in mathematics, engineering, or physics-Prior fixed income derivates, flow rates experience-Strong programming skills, particularly in C/C++ -Prior experience with BMA and OIS curves, SABR a plus-Excellent communication skills, as this will be an on-the-desk trader facing role. Read more […]