Quantitative Analyst recruitment
Your responsibilities will therefore include, but are not limited to: • Develop validate pricing and risk models for portfolio management• Investigating of mathematically imperfect models, quantifying errors and proposing more adequate solutions• Analysing models under review: the choice of model, its performance and optimal use of the model• Managing validation projects• Writing reports for different stakeholders as well as interaction with supervisory authorities• Performing general risk management functionsOur ideal candidate must have the following background and abilities:• A Read more […]
Quantitative Analyst recruitment
This well-established group focuses on equities, covering the global market, enabling you to build on your research knowledge. While working on the trading desk, the role will also incorporate back-testing of the current strategies and along with creating new strategies. Successful candidates will need:Experience working with equities.Excellent programming knowledgeJapanese literateWithin this large, successful investment bank, this already successful team are offering the opportunity to move to a position that will primarily involve developing strategies giving you the platform to build Read more […]
Quantitative Analyst recruitment
Quantitative Analyst (Data Side)Job Description You will be responsible for analyzing market data and data inputs from our proprietary sentiment engine, then determine trading strategies to optimize trading performance of equities, commodities and forex. These automated strategies can have varying time horizons. 1. Develop and implement high-frequency statistical trading strategies in US equities2. Design and implement equity pair strategy search environment3. Design and implement high-performance statistical analysis/backtest framework on multi-CPU Linux cluster Read more […]
Quantitative Analyst recruitment
Company ProfileHong Leong Assest Mangement Bhd is a member of a capital firm that carries out the business of an investment bank, merchant bank dealing in securities, stocks, debt and derivatives, stock broking, trading in futures and options contracts, fund management, asset management, corporate finance advisory, investment advice and financial planning, etc. Job ResponsibilitiesLooking to hire a quantitative analyst, with quantitative research experience to assistin building investment research infrastructure; to undertake quantitative research; toassist in dealing with client portfolio issues, Read more […]
Counterparty Credit Risk CCR – Quantitative Analyst recruitment
Counterparty Credit Risk CCR – Quantitative Analyst required at Top Investment Bank based in LondonYou will be responsible for providing advice on best practice in Credit Portfolio Management modelling Counterparty Credit Risk and Credit Value Adjustment.You will join an unprecented World Class Team, building and implementing Counterparty Credit Risk with particular focus on internal model method IMM, including risk factor simulation, product valuation and risk weighted asset calculation RWA.Strong knowledge and practical understanding of the Credit Valuation Adjustment CVA, from a regulatory Read more […]