Lead – Investment & Market Risk recruitment
High Finance Group is working with one of worlds most respected Investment Management and Life Insurance companies to appoint a new senior member of their market, liquidity and investment risk management team. Individuals with a background in the quantitative analysis of Liability Driven Investment ( LDI ), fiduciary and Asset Liability Management ( ALM ) solutions for Life and Pensions companies are encouraged apply. Experience as a management consultant, in an investment bank or in-house for an insurer are all relevant. This cutting edge team is dealing with complex asset side and capital challenges 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 […]
Senior Quant Analyst recruitment
World Leading Online Betting Company West Midlands, England ESSENTIAL SKILLS EXPERIENCE: Post graduate degree with a quantitative field Experience in volatility estimation A strong background within Econometrics Time series analysis, including Z-transform, digital filtering, non-linear difference equations, Kalman filtering Excellent Matlab, C++ and Java programming skills
MSc or PhD Quant Analyst recruitment
Alexander Black Recruitment is urgently looking for a Quant Analyst to join our high profile client.Our client is a well-known Quant consultancy with a high academic pedigree. They offer the ability to work in multiple asset classes on multiple projects with a variety of very academic clients. This is a stable company so offers serious opportunities when banks are currently firing. The environment is focussed purely on derivatives in an academic yet business setting. With 70 quants in the business this is a role that will provide epic future career options.The ideal quant would have been doing Read more […]
Equity 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 […]