Quant Analyst – package attractif ! recruitment
Senior QuantNous recherchons pour un cabinet de conseil prestigieux un ou une Quant confirmé(e) entre 5 et 10 ans dexpérience. Vous participerez à des missions à forte implication quantitative, vous interviendrez sur des problématiques de modélisations, de pricing et statistiques très pointues.Si vous êtes issue dune grande école dingénieur, ou dune formation équivalente, que vous avez déjà une expérience dans un organisme financier ou dans un cabinet de conseil et que vous disposez des compétences suivantes : Fortes compétences sur la modélisation et en pricing Fortes Read more […]
Director Level – Quantitative Risk Systems – Quant Analyst / Risk Manager – New York recruitment
It is essential you are able to understand the business goals and translate them into milestones and deliverable tasks. You will be given resources and will have to work with different groups, including quants, product managers, RD and Application Specialists to design and deliver solutions.This position will ideally suit some who comes from a Quant, Trading or Risk Management background, who wants to leverage their proven track records to design and build a state of the art front/mid desk derivatives risk system. Utilising your extensive business, modelling and product experience.Proven compulsory Read more […]
Quant Analyst, FO Derivatives, Asset Management , Entry Level recruitment
Both quantitative graduates and Quantitative Analyst who have recently embarked on a career in Finance are welcome to apply for this fantastic position in one of London’s leading Asset Management Companies. You will be joining the Derivatives team that covers a range of asset classes, from Interest Rates, Equities, FX and Credit. This role boasts full exposure to the business, giving you the platform to learn about every component of the Front Office and what typically goes on within the buy-side. You will be responsible for designing, developing and enhancing a range of quantitative models that Read more […]
Quant Analyst – CVA Model Validation recruitment
Quantitative Analyst – Cross Asset urgently required to work in the front office on the CVA Desk.You possess a minimum of 4 years modelling experience with typical asset Classes like Credit Derivatives, Commodities, Equities Interest Rates IR, FX etc., ideally you will have CVA pricing expertise aswell.You will be testing CVA models to ensure they meet new Basel III regulatory requirements.You need to have strong C++ or C# coding skills combined with excellent Exchange Traded Derivatives knowledge and means testing experience.You will work opposite the Model Validation Risk Control Teams, in Read more […]
Quant Analyst, Pension Fund Industry, Entry-level recruitment
Quant Analyst to join a fast growing organic company who specialise in managing defined-benefit scheme Pension Fund Risk, Assets and Liabilities. London based – West End. This is a great opportunity for graduates to enter the financial world and gain immediate exposure to a broad range of financial instruments – Fixed Income products, Interest Rate products, Equities, OTC Derivatives and Real Estate. It is a highly quantitative, numerate and analytical role where you will be involved with modelling your client’s asset portfolios in a sophisticated asset trading platform and carrying out asset Read more […]
Quant Analyst – Fixed Income Front Office facing Model Validation Team recruitment
My client is a large prestigious global investment bank with mandate to add 1 x Quant Analyst into the Fixed Income Model Validation team that covers Credit (Structured and Flow), Interest Rates (Exotics and Flow) and Inflation Pricing models.The team is responsible for the independant development of models to benchmark against the pricing models developed in the front office, mainly across Credit, Rates and Inflation desks, although there will be some exposure to Equity, FX, Hybrids and Commodity pricing models too,as the wider Model Validation covers these areas too. Additioanally there is Read more […]
Quant Analyst/Trader recruitment
Quant Analyst/TraderResponsibilities:Developing quantitative models, building forecasting and transaction cost models, creating new trading concepts and optimizing risk/return.Requirements:Bachelors degree in financial engineering, math or computer science3 to 6 years of trading / research analyst experienceLanguage proficiency in Korean or Japanese preferred*Interested applicants are welcomed to send their detailed resume in word format to:The Account ManagerMr Anthony PohAnthony.poh@searchasia.com.sg*All information would be treated with strictest confidence. We regret that only short-listed Read more […]
Quant Analyst – Risk Methodology (Interest Rates & FXMM) recruitment
The Quantitative Risk Standards (QRS) team is responsible for defining the risk methodology for consistent risk capture across the firm. QRS mainly focuses on quantitative and model-related aspects of risk measures used for risk management and risk control. QRS is also responsible for defining the methodology for risk sensitivity based PL (Profit and Loss) explain, and quantitative aspects of stress testing and VaR (value-at-risk) methodology. The role primarily involves:Defining the methodology for complete and consistent risk capture for interest rates and FX derivatives in interaction with Front Read more […]
Quant Analyst – Equities recruitment
The successful candidate will have in-depth understanding and experience of Equity products including derivatives as well as more complex and exotic products. It is essential that you have a good understanding of pricing methodologies.Responsibilities:• Model Reviews• Consideration of complex valuations and appropriateness of booking methodologies• Participation in the product valuation governance process• Collaboration with Senior Management, Risk Management and Model Development to highlight valuation risks inherent in current methodologies• Design/evaluation of valuation adjustments Read more […]
Quant Analyst/Developer- Hedge Fund- New York recruitment
The group is comprised of four traders and three analyst/ developers, the opportunity exists as a part of their growth plans. The team is multi asset within high frequency and systematic short term trading. Requirements: Excellent Academic background- PhD in quantitative discipline e.g Operations Research/ Statistics Strong C++, Java skills. Additionally Python highly desirable. Knowledge of market microstructure Experience developing quantitative models in a trading environment Responsibilities: Research and Development of trading strategies Transaction Cost Analysis Development of Read more […]