Quantitative Analyst, Interest Rates, FX recruitment
You should have 4+ years similar experience that covers Pricing Models calibration for Single Currency Interest Rate Exotics (Callable Libor Exotics, Spread Option and Mid-curve options, Volatility Bond and Ratchet, etc), IR Hybrids Exotics (PRDC and other long-dated FX options, IR/Equity hybrids, IR/Equity hybrids, etc), Short-dated FX products (Barrier options, Var/Vol swaps, etc) and Emerging Markets.Working in close collaboration with the IPV team, Front Office Quants, Finance Product Controllers, Model Validation Quants, Market Risk and Traders to address the valuation issues and model Read more […]
Quantitative Analyst – Interest Rates Derivatives recruitment
Immediate responsibilities will involve the development and enhancement of in-house analytics library, modeling, pricing and hedging interest rates models, interacting with traders and technology team developers on integration and testing. Requirements:Candidate’s background must include advanced educational background (preferably PhD in numerical science, strong skills in probability theory, stochastic processes, partial differential equations, numerical analysis/numerical methods, etc.), extensive industry experience in interest rate modeling , familiarity with the latest developments/trends/publications Read more […]
Quantitative Analyst – Equity recruitment
The Company Global Research firm is looking for a Quantitative Analyst with strong equity research experience. The Role The role would suit a current quantitative analyst looking to pursue their career in the equity market. The candidate would have experience working on portfolio construction, multi factor models. Fundamental equity data and data mining.Your Profile The profile for this candidate would be an Equity Quantitative Analyst with 3 to 4 years experience on the buy side preferably from an Asset Manager. Experience on working on index providers (MSCI Barra) etc. would be an advantage. Read more […]
Quantitative Analyst, Valuation, South Africa recruitment
You will have a Masters or PhD in Financial Mathematics or Quantitative subjectss along with 5-10 years industry experience having worked their way in a valuations control or middle office role with a top tier Investment Bank.The position involves the Calculation and implementation of fair value adjustments of the Trading Positions, especially price testing, bid offer and model risk adjustments, across all desks or product/asset class (i.e. Rates, FX, Commodities, Equities, Credit)You will be facing off with the trading desk, providing alternative valuation methodologies when parameters aren’t Read more […]
Quantitative Analyst – Rates 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 / Associate recruitment
As a house, my client looks at global large-cap transactions across all industry sectors including TMT, Consumer, Retail, Real Estate, Mining Mining, Industrials and FIG. Suitable candidates will have the following: 3+ years experience as a Quantitative Analyst. Quant Strategy/Research – possibly in structuring if doing so vigorously. Rates/Quant Credit Strategy/Structured Products/Research CDOs/ Quant Equity/ABS. Asset managers quants experience (rather than exotic derivatives quants) and must be able to think about managing a portfolio. Strong educational background in Maths/Physics, maybe PhD Read more […]
Quantitative Analyst, Sovereign Wealth Fund recruitment
Responsibilities:Build tools to visualize portfolio and new opportunities.Make presentations to board on investment suggestions.Monitor equity and fixed income market news flow and trends.Monitor and manage a portfolio of financial institutions across the capital structure.Liaise with the rest of the team on assessing, structuring and execution of new investments.Requirements:Mathematical/Engineering background.Background in top tier global bank or leading asset management firm in the GCC.Strong experience with derivatives and option pricing theory, with a good knowledge of options.Excellent presentation Read more […]
Quantitative Analyst – Cross Asset 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 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 a World Class Quant Analytical environment.Submit your CV now to secure an interview.Contact Read more […]
Quantitative Analyst/ Developer – Global Market Maker – Sydney recruitment
Global Automated Prop FirmCutting Edge Trading StrategiesMulti Asset TradingI am urgently recruiting a Quantitative Analyst/ Developer for an extremely successful, innovate and growing automated trading firm based in Sydney CBD. The firm are enjoying sustained success and are true market leaders in their field; have a number of leading names in the field, are using cutting edge technique and the latest technologies. The role sits on the trading desk and will work closely with trading and technology teams to determine price, develop multi asset market making systems, manage risk, and identify Read more […]
Quantitative Analyst, South Africa recruitment
Top Tier Banking client is looking for a Quant Analyst for their Independent Valuation Model Control team.You will have a Masters or PhD in Financial Mathematics or Quantitative subjectss along with 5-10 years industry experience having worked their way in a valuations control or middle office role with a top tier Investment Bank.The position involves the Calculation and implementation of fair value adjustments of the Trading Positions, especially price testing, bid offer and model risk adjustments, across all desks or product/asset class (i.e. Rates, FX, Commodities, Equities, Credit)You will Read more […]