CVA Trading & CCR, Quantitative Analyst recruitment
You will need to have strong Structured Credit, Credit Derivative and CDS understanding along with fair value principles, model calibration and model reserve issues. You are likely to come from either a Pricing IPV (Independent Price Verification), Market Risk or Model Validation background. This role could also suit a Credit Quantitative Analyst.You will also need strong mathematical / quant skills including familiarity with the Gaussian Copula model, how it is built and how it works. MSc in Mathematics or similar preferredThe client offers the attractive opportunity to become a subject matter Read more […]
Quantitative Analyst recruitment
Qualifications:Solid background in financial engineering and in-depth knowledge of various securities and derivatives pricing models, numerical methods, portfolio optimization, arbitrage relationship, and risk managementPractical experience in statistical arbitrage and market making with a professional organization is desiredSolid training and experience in statistics and data analysis such as regression, neural networks, pattern recognition, artificial intelligence, Kalman filter and support vector machinePractical experience in processing and analyzing large scale data sets and programming Read more […]
Market Risk and Model Development / Quantitative Analyst recruitment
Market Risk and Model Development / Quantitative AnalystOur client, a major financial institution in Toronto is expanding its Market Risk and Model Development Team. Currently there are 3 open areas of responsibility. Salary expectations for either area of focus fall into varying ranges, adjusted accordingly depending on experience. Senior Manager, Model Development (market, credit, operational risk): The Senior Manager Model Development will oversee the development and implementation of analytical models for measuring operational risk as part of the Basel II AMA (Advanced Measurement Approach). Some Read more […]
QUANTITATIVE ANALYST recruitment
• Buy side Opportunity• Asia Pacific focusReporting to the Senior Portfolio Manager, your main task is to work together with investment team members to develop and maintain the global investment solutions for the clients. Daily responsibilities include developing and maintaining analytics for global portfolio risk analysis; design and implementing the financial models to measure various risks of equity and fixed income portfolios, including macro risk, event risk, fx risk, asymmetric risk, VAR etc.; developing financial models, analytical reports and as well as constructing optimal portfolios Read more […]
Greenfield Interest Rates Project – Quantitative Analyst recruitment
A well-recognised financial institution is looking for x2 Quantitative Analysts to contribute to the build out of their new Interest Rates analytics library, to provide quantitative support for the front office in pricing and risk.The successful candidates will have at least two years experience working on the rates derivatives market within a front office team. You will be responsible for the development of pricing and risk management tools for the fixed income rates business. As the successful candidate you will have: – A PhD/MSc in Mathematics, Physics, Computer Science Read more […]
Quantitative analyst recruitment
About us:Zhejiang Zhongda Futures Co., Ltd is a leading company in derivative industry in China, which provides a broad range of financial services, including futures brokerage, industry chain financial solution, and investment advisory.Zhejiang Zhongda Futures Co., Ltd is a subsidiary company of Zhejiang Zhongda Yuantong Group (ticker:600704), which is one of the first listed companies on the Shanghai Stock Exchange and the member of Zhejiang Materials Industry Group (Global 500 by Fortune).Key Responsibilities:The strategist will have responsibility of taking an idea from initial conception through Read more […]
Team Lead – Quantitative Analyst recruitment
Team Lead – Quantitative Analyst – Investment BankingA major global investment bank is looking for a Team Leader in the Wholesale Credit Risk modelling space. Our client is looking for a well experienced candidate who has good experience as a Team Lead / Manager overseeing a Quantitative Analyst.Essentially my client is looking for an experienced quantitative risk modeller with previous management experience and strong understanding of wholesale credit risk models, within either a banking or finance environment.The profile of the candidate must have:- Previous management experience at Director Read more […]
AVP – Quantitative Analyst recruitment
Gifted Junior PhD graduate, from red brick / Tier 1 University, needed to fill position(s) of Junior Quant. The successful candidate will be working in an established Investment Bank with global presence. The role will be working alongside the Head of the Flow Rates Quant Team. The successful candidate will come from a highly academic background, will have competed academically at University and will have an eagerness to be constantly learning. You will be required to perform mentally challenging tasks on a daily basis and make business / PnL critical decisions from an early point in your career. Read more […]
QUANTITATIVE ANALYST recruitment
In addition, the role involves the dissemination of technical knowledge of those developments amongst their team and to their clients.Core Responsibilities:Working with product managers, perform focussed research tasks designed to meet client challenges.Building prototype stochastic models and calibration techniques to assess the suitability of new modelling solutions.Actively working with the software team to deliver model implementations, including providing model specifications, performing testing and signing-off model output as well as contributing to the improvement of working methods and Read more […]
Quantitative Analyst recruitment
An exciting opportunity to learn and develop and a Quantitative Analyst with some of the worlds leading Quantitative Managers. The role will require candidates to have worked with pricing models such as BJM, HJM, Heston, Black Scholes etc. Candidates should have the ability to code in C++, and VBA and have a strong commercial knowledge. If you are interested in discussing the role further, please get in touch with Josh Lawson from Eames Consulting on josh.lawson@eamesconsulting.com