Quantitative Analyst/Developer, Investment Bank, CVA, 100k base recruitment
Vacancy: Quantitative Analyst, CVA, Exotic Fixed Income Derivatives Credit Hybrids, 100k baseRole: Quantitative Analyst to help build the production code in C++ for calculating CVA for exotic fixed income products (namely exotic interest rates and credit hybrid derivatives). This will involve developing and improving pricing models for these financial products, with the potential element of mentoring those less experienced members within the team.Skills required: Good stochastic mathematics Clear communication skillsExpert C++Experience working with more than one derivative product within Front Read more […]
Quantitative Analyst, CVA & Credit Hybrids, C++, Analytics, 70k+ recruitment
CVA Quant, 3 years experience, Strong C++, Financial Derivatives, Software Development HouseVacancy: I am looking for a Quantitative Analyst who has had experience working on CVA products for more than 2 years, and who is interested in a career change. This opportunity is at a software development house who specialise in financial derivatives, and lead the market in terms of how advanced they are in analytics. Their clients are all the top investment banks, as well as certain companies and funds on the buy side. This company embodies a corporate culture skin to that of the buy side casual, laid Read more […]
Associate, Quantitative Analyst – Energy Trading, Major Energy Corporate, USD $Exceptional; Houston Texas recruitment
RoleWorking with a close knit energy trading team, you role will include:• Research, development and C++ implementation of energy derivatives models• Gas and Power asset valuation and hedging modelling• Pricing support for structured / complex derivative product transactions.This is an exciting opportunity for a junior quantitative analyst to join and experiences trading team within a major corporate. The team operates a fairly flat structure. In our experience, the Head of Desk has always sought to encourage diversification of skills and experience. Quantitative analysts in the team have Read more […]
Quantitative Analyst, Interest Rates recruitment
You should have 3+ years similar experience that covers Pricing Models for Interest Rate cash and derivative products, Hybrids, Structured Rates etc. You should understand rates products and how they are traded on the market.The client expects you to be able to review from valuation side the new model/product combination as well as develop valuation methodologies.This requires combined knowledge of Interest Rate term structure models (their usage and limitation, etc), IR exotic products (their risk profile and pricing) and market (how products are traded/quoted, and existance of market basis Read more […]
Quantitative Analyst – Options Desk recruitment
Quantitative Analyst – Options Desk Trading The RoleWorking closely with a successful options trading desk and as part of the wider Quant team, you will be responsible for:developing and testing automated trading strategiesdeveloping bespoke data analysis toolsassisting with the optimisation of trading modelsanalyse large volumes of historical datawork with sortware developers to implement trading strategiesWorking within a leading international trading firm, you will have the opportunity to train and learn from some of the most experienced minds in quantitative finance.The CandidateCandidates Read more […]
Quantitative Analyst, QRV Analytics recruitment
We currently have an exceptional opportunity for a Quantitative Analyst to join our Quantitative Risk and Valuations (QRV) Group. This is a centralised, specialist team dedicated to:Independent review of Front Office and Risk (Value-at-Risk and Counterparty Risk) models. Support of Product Control in the proposition, refinement and implementation of fair value adjustment methodologies. Development and support of quantitative tools and resources to enhance the control framework. Quantitative support, where required, to Product Control and Market Risk Management. The position will have the primary Read more […]
Quantitative Analyst/Developer – Tier 1 Investment Bank recruitment
Responsibilities Requirements:• Analyze, generate and build investment ideas• Develop strategies and explain potential hedging opportunities to clients, sales traders• Work closely with Portfolio Trading, Delta One, Sales and Trading and Future Flows• Client facing marketing of index products and investment strategies to the Banks key external clients• Masters degree from a top academic institution is required, PhD preferred• At least 2 years in a similar quant function within portfolio analytics, program trading, delta one strategy, index arbitrage trading, equity research• Excellent Read more […]
Quantitative Analyst – Group Market Risk recruitment
The role is to contribute to the Market Risk Analytics team, which is in charge of the definition of methodologies for portfolio market risk metrics, in particular VaR, supervision of the market risk platform and compliance with regulatory requirements. Key Roles ResponsibilitiesAssist in defining and implementing all methodological improvements for portfolio market risk metric. This includes – Creating explanatory methods and related tools to analyse VaR and other metric better – Testing new pricing models in risk metrics before they are released into production – Producing reports on model performance, Read more […]
Quantitative Analyst, Entry Lvl, Commodities, Market Maker, 50k recruitment
Client: Market Maker/brokerage who specialises in trading commodities. Subsets include: Base and Precious Metals, Agriculture, Energy, Freight. They are growing and expanding now as well as into the majority of 2012 especially in the Quantitative domain. They were crowned Broker of the Year for each consecutive year since 2005 and continue to go from strength to strength. Vacancy: Quantitative AnalystYour job will be to analyse vast amounts of internal trading and financial data to uncover trading patterns and to discover the associated risks in the professional trader business. The aim of this Read more […]
Quantitative Analyst/Developer — Fixed Income recruitment
Our client, a major investment bank in North Carolina, has an opening for a quantitative analyst/developer. The successful candidate will work on a team that develops fixed income and structured credit analytics, especially RMBS analytics.The position affords the opportunity to work with front office traders, as well as other groups, including risk management and model validation.The analytics that this team develops are written in C++.Candidates must have 5+ years capital markets experience and have graduate degree(s) in a hard science.Candidates must be US citizens or have a green card.This Read more […]