Quantitative Analyst / Model Validation Quant Analyst Job in New York 10004, New York Us
1. Perform model validation across various asset classes. 2. Suggest enhancements to existing risk models. 3. Back test risk models over historical data. 4. Set up processes to improve existing model validation process infrastructure. 5. Review and Validate Risk management models; and Interest Rate models. 6. Develop algorithmic strategies using C++, Matlab for financial or health care industry. 7. Use Interest Rate Models to analyze portfolio risks. Read more […]
Quantitative Analyst – Risk Methodology recruitment
Quantitative Analysis roleInternational BankAttractive remunerationOur client is a top tier investment bank. Due to growth, they are looking to recruit two quantitative analysts responsible for the VaR model methodology (General Market Risk, Specific Risk and Incremental Risk Charge). The position holder will participate in the definition, implementation and maintenance of effective controls around the VaR model. Key roles and responsibilities – Test new pricing models configuration before they are integrated in risk reports – Produce Quarterly VaR model performance report – Develop Read more […]
Quantitative Analyst
Quantitative Analyst – ReportingFor my client, an international company providing factoring and consumer finance solutions, I am looking for a Quantitative Analyst – Reporting.The person will be involved in:- building a tool and methodologies to develop reporting system,- maintenance and monthly updates of the tool and implementation of the changes,- acting as a sparring partner for the business users to understand their needs and translate them into technical solutions. The ideal candidate shall meet the following requirements:- Master or PhD degree in mathematics, physics, econometrics, it, Read more […]
Quantitative Analyst -Exposure Analytics recruitment
Main Function The Basel III back testing project is driven by Basel III reforms that require the firm to extend the back testing of IMM approved models. The supervisory authority will specify a number of qualitative criteria that banks would have to meet before they are permitted to use a models-based approach to be able to keep. This calculation is required in addition to EEPE calculated using parameters calibrated to the current period.The primary focus of the position involves working on the methodology developments for back testing that will be necessary based on Basel 3 requirementsMain Read more […]
Quantitative Analyst – Credit Risk Metics recruitment
One of the worlds leading financial institutions has opened up three excellent opportunities as a Quantitative Analyst within their Credit Risk Metrics team on the banking book side. This team is part of the Quantitative Analytics Group which is a global department within the firm that provides quantitative leadership to all departments. As the chosen candidate you will need to have strong focus on implementing credit exposures generated through Monte Carlo simulations and a great experience programming with C/C++, R, LaTex. You will need good communication skills, great interpersonal skills and Read more […]
Quantitative Analyst/Developer, Software Analytics, 70k recruitment
My client is looking for a quant to be part of their London and/or Paris office to help support their Sales team and clients. They have been crowned the Technology Innovation Provider of the year for the last 4 consecutive years, and are looking to expand their business. The corporate culture is very friendly and all-encompassing, and due to the flat corporate structure that they have adopted, you get full exposure to all of the business. They are looking for a candidate who has good working knowledge of structured products and any front office derivatives. Strong mathematics and ability to code Read more […]
Quantitative Analyst – Sydney – Finance recruitment
My Banking client is looking for a Quantitative Analyst to join their Credit Risk Analytics team. The project the selected candidate will be joining is at conception stage therefore we are looking for someone who is not afraid to speak up and be vocal with their ideas. The successful candidate must have knowledge of Trade Markets, FX Interest Rates, Commodities, Power, Gas or Futures experience. Each applicant must also have previous experience with Risk implementations. Also, it would be beneficial if you have been involved in an Accreditation process in your career. Start ASAP Location Sydney Read more […]
Quantitative Analyst
Responsibilities Develop quantitative models and proprietary trading algorithms for the traded products.Develop statistical models and systems to facilitate electronic trading of futures and options derivatives.Will have a significant part in the development of new ideas, new models and the functional specification of the new trading algorithms.Qualifications An advanced degree in a quantitative field with advanced mathematical skillsStrong financial market knowledge in futures, options and other derivativesExperience in programming languages such as C++, Java, or .NET and Matlab.You Read more […]
Quantitative Analyst
World prestigious Financial firm located in central Edinburgh is looking for Quantitative Analyst with experiences in modelling, hedging and financial risk management. Reporting into Head of Balance Sheet Management, you will work with the other members of the Quant Finance team to: – price and analyse products with investment guarantees so that these products can be offered without exposing the company to unacceptable risks or capital requirements – build models that simulate the behaviour of assets and liabilities in various economic scenarios enabling the business to effectively explore and Read more […]
Quantitative Analyst/Developer recruitment
Ronin Capital, LLC (“Ronin” or the “Company”), is a proprietary trading firm headquartered in Chicago, Illinois. Ronin is a registered broker dealer with the U.S. Securities and Exchange Commission and its designated examining authority is the Chicago Board Options Exchange, Inc. In addition to its headquarters, Ronin has offices in New York and California as well as subsidiaries located in Europe. Ronin’s proprietary trading operations cover a variety of markets including, but not limited to, equities, equity options, index options, government securities, corporate bonds, energy Read more […]