Quant Risk Analyst – Exposure Measurement recruitment
This team is part of a Group wide Risk Methodology function and is dedicated to developing and improving exposure measurement capabilities of the Investment Banking division within the UBS Group. You will have the opportunity to coordinate and become the main global contact for to the improvement of methodologies, processes and parameterization of our Exposure Measures for banking book and trading book (OTCs/SFTs/ETDs). As a client of the Front Office exposure calculation engines you will be also responsible for ensuring the Risk Control requirements for capturing risk are delivered correctly. Read more […]
Quant Risk Analyst – Counterparty Risk – Tier 1 Investment Bank recruitment
Quant Risk Analyst – Counterparty Risk – Tier 1 Investment BankMy client, a leading Tier 1 Investment Bank has a vacancy for a Quant Risk Analyst, to work on Counterparty Risk Models. This team is responsible for independent point-in-time validations and annual reviews of credit models for internal risk management and regulatory capital. The teams mandate covers EPE/PFE Monte Carlo models; PD, LGD, and EAD models; and models for credit risk economic capital.Responsibilities include: Completing model reviews along with appropriate documentation and testing results Communicating key findings Read more […]
Quant Risk Analyst – Interest Rates recruitment
The candidate will need a very strong mathematical pedigree, ideally Masters or PhD in quantitative finance or similar mathematically focused quantitative discipline. The roles main focus will be on the development and maintenance of pricing models (including the implementation of pricing libraries) for vanilla OTC Derivatives (Interest Rate Swaps) and the quant analytics that support their risk management. Experience in Model validation and VaR methodologies will be essential (Historical VaR – non parametric) as will an in depth understanding of Interets Rate Swaps and the various ways of pricing Read more […]
Quant Risk Analyst – VP – Tier 1 Investment Bank – Great Team recruitment
Quant Risk Analyst – VP – Tier 1 Investment Bank – Great TeamMy client, one of the leading Tier 1 Investment Banks for Risk Management, has a Quant Risk positon open. This is an excellent opportunity to join a market leading Investment Bank working for a best in class team.This role sits in the Credit Emerging Markets area and the core tasks are as follows:Model Reviews, reviews of price-testing methodologies and valuation adjustments.The role has an excellent leevl of interaction with Senior Management, Risk Management and Model Development. They are looking for candidates with Quantitative Masters Read more […]