Quant Analyst recruitment
Alexander Black Recruitment is urgently looking for a Quant Analyst to join our high profile client in their Stockholm Office.We would also accept candidates based or looking to be based in Frankfurt, Milan or Dubai.Our client is a well-known Quant consultancy with a high academic pedigree. They offer the ability to work in multiple asset classes on multiple projects with a variety of very academic clients. This is a stable company so offers serious opportunities when banks are currently firing. The environment is focussed purely on derivatives in an academic yet business setting. With 70 quants Read more […]
Quant Analyst recruitment
RISK MEASUREMENT AND MANAGEMENT DEPARTMENT:• SRM is responsible for the measurement and reporting of all credit risk and market risk data for bank. SRM also contains bank’s independent market risk management and operational risk coordination functions. Some of the key functions of SRM include:- Measuring Value at Risk (VaR), banks in house risk and capital measure;- Monitoring VaR against limits and back testing vs. PL;- Analyzing risk measurement models;- Operational Risk;- Scenario analysis (i.e. stress Read more […]
Credit Portfolio Management – Quant Analyst recruitment
At AVP level, you will have responsibility for the following:Provide quantitative and market based portfolio analysis strategyEvaluate capital/risk appetite relief opportunitiesQuantitative portfolio analysisReturn on capital calculations for the portfolioGuide portfolio management and distribution through portfolio analysis based proposalsParticipate in strategic transactions and production of products that support the bank’s business unitsThe successful candidate should have:Bachelor’s degreeMaster of Financial Engineering or FinanceInvolvement in Credit Portfolio Management, credit solutions Read more […]
Quant Analyst recruitment
Quant Analyst sought by Tier 1 Investment Bank based in the city of London.Required tasks in the Quant team- Adapt existing OTC models to compute ETD: new calibration, extensive testing, possibly writing of (part) of new models- Write docs- Understand business requirements and capability of managing project / interacting with other peopleSkills required- Developing mathematical models- Implement the models (preferably in C# or possibly C++; no matlab, mathematica etc)- Ability to perform extensive tests and document models + process- Capability of manage the project and analyse problems- Would Read more […]