Quantitative Analyst – Front Office Model Validation – Investment Bank recruitment
The team independently develop re-implement front office pricing models and evaluate the models used across the group, often using Monte Carlo simulations.You should have strong experience within equity derivatives or Fixed Income pricing and hedging models, C++ Matlab programming for model implementation, knowledge of Derivative/Exotics and come from either Model Validation, Model Risk or Front-Office background.Experience of challenging traders’ valuations and models and independently developing alternatives, as opposed to just re-implementing the front office models.The client can offer Read more […]
Quantitative Analyst, Derivatives – Fixed Income, 75k recruitment
Vacancy: A quantitative Analyst position has opened up with one of my clients who is looking for someone with 2-3 years experience in front office derivatives (mainly Fixed Income, FX, equities and/or interest rates). This is a unique opportunity at this time of year, and it solely comes down to the fact that my client is actually looking to expand and grow into 2012 unlike many other places. They are the leading analytics software provider in their market, and given the current market, this is one place where you can go work without fear of losing your job!In terms of career progression, my Read more […]
Quantitative Analyst, Credit Portfolio Modelling recruitment
The team undertakes credit portfolio modelling CPM, risk-return performance assessment, loan fair valuation and hedging analysis, building credit portfolio models.Technical credit risk aspects of their work includes (e.g. loan fair valuation, RAIR, RAROC methodology, Hurdle Rates, etc). They design, build and manage a full range of credit portfolio models as required.Your experience should cover version control, testing and documentation, loan pricing and Economic Profit Calculator, validation of all new models, risk transfer / reduction techniques, Portfolio Optimisation, portfolio credit risk Read more […]
Credit Risk Analytics, Quantitative Analyst, London recruitment
This team has a number of roles for talented individuals with significant knowledge of credit portfolio modelling or knowledge of the advanced mathematical techniques required to build models to assess various aspects of Portfolio Credit and other types of risk.Working in a team at the cutting edge of CPM you will be expected to build and implement complex credit portfolio models to develop prototypes, explain models internally and externally, and implement solutions for clients.Requirements:Experience in Credit Portfolio ModellingPhD or MSc in Quantitative Discipline, preferably Mathematics or Read more […]
Quantitative Analyst/Financial Engineer, Analytics Software, 70k recruitment
Vacancy: A quantitative Analyst position has opened up with one of my clients who is looking for someone with 2-3 years experience in front office derivatives (mainly Fixed Income, FX, equities and/or interest rates). This is a unique opportunity at this time of year, and it solely comes down to the fact that my client is actually looking to expand and grow into 2012 unlike many other places. They are the leading analytics software provider in their market, and given the current market, this is one place where you can go work without fear of losing your job!In terms of career progression, my Read more […]
Quantitative Analyst, Quant Research, Junior, Commodities recruitment
Vacancy: this is a junior position for a Quantitative Analyst to perform quantitative research around my clients algorithmic trading service. This is an independent role and project, however you will have access to direct communication with the traders, risk managers, managers and chairmen of the company. As such, I am looking for an individual who is confident enough to work on their own and take initiative to make their own decisions.The skills which are required, and which will be enhanced are your statistical abilities (particularly around time series analysis), your technical/programming Read more […]
Quantitative analyst – Model Validation | NYC recruitment
This position is a Model Validator in our clients Model Validation and Approval group. The group is responsible for validating and approving all qualifying/stochastic models used. These models are primarily for pricing and risk measurement of derivative instruments on various underliers including commodities, equities, foreign exchange, interest rates, municipal products, asset backed securities and structured products. Review and assess the appropriateness of models underlying assumptions. Review and assess the theoretical and conceptual soundness of models. Verify models performance (correct Read more […]
Quantitative Analyst/Developer recruitment
UBS Delta is an award winning cross-asset portfolio management platform used by the top-tier clients of the bank. It is developed by a small team of dedicated quant and IT experts, working in close collaboration with the business and with opportunities for direct involvement with bank’s clients.Your job will give you the opportunity to work in an exciting and varied environment, where multiple skills are required including:• Liaising with clients and marketers to capture new business requirements (example: incorporation of new asset types into UBS Delta). You will occasionally attend client Read more […]
Quantitative Analyst – Model Validation – Investment Bank recruitment
The team independently develop re-implement front office pricing models and evaluate the models used across the group, often using Monte Carlo simulations.You should have strong experience within equity derivatives pricing and hedging models, C++ Matlab programming for model implementation, knowledge of Derivative/Exotics and come from either Model Validation, Model Risk or Front-Office background.Experience of challenging traders’ valuations and models and independently developing alternatives, as opposed to just re-implementing the front office models.The client can offer the right candidate Read more […]
Quantitative Analyst, Credit C++ recruitment
Within CPM, the Quantitative Development Research team is responsible for the development of robust model implementations and for performance optimisation.They undertake credit portfolio modelling CPM, risk-return performance assessment, loan fair valuation and hedging analysis, building credit portfolio models.Technical credit risk aspects of their work includes (e.g. loan fair valuation, RAIR, RAROC methodology, Hurdle Rates, etc). They design, build and manage a full range of credit portfolio models as required.Your experience should cover version control, testing and documentation, loan pricing Read more […]