Quantitative Analyst – Core Library recruitment
The Core Quant team is responsible for the common analytics library used as a basis for the valuation of derivatives positions throughout the investment bank.The principal responsibility for the role will be to support and develop the languages used to represent exotic and structured derivatives in the rates business (Razor / Scalpel / GPL). This will include providing support, language enhancements, performance improvement, and the addition of features for new markets and new instruments.In addition, the role would involve providing assistance with the general activities of the team – improving Read more […]
IRC (Incremental Risk Charge) Quantitative Analyst recruitment
Top Investment Bank requires an IRC Quant Analyst for a minimum 8 month Contract based in London.You possess excellent modelling exposure of IRC, direct experience of developing and implementing methodologies for IRC with particular focus on default and migration risk as well as comprehensive risk measure (correlation trading portfolio)You have strong Basel 2.5 exposure combined with excellent C++ programming skills. Email CV now to secure an interview.Contact : Ben BaxterTelephone: 0203 283 4096Email: darren@its-city.com Read more […]
Leading investment bank is looking for a Junior Equity Quant to join their team at Associate/AVP Level – £80k-£90K + bonus – C++/Java recruitment
The Equity team within Quantitative Analytics is looking to take on a junior quantitative analyst to join their ever expanding team. Successful candidates will work very closely with the business, supporting Equity Derivatives and Equity Hybrids teams globally. Your responsibilities include: • Modelling equity derivatives with risk exposures • Amending, extending and maintaining the core analytics library • Working closely with traders in the analysis of pricing and risk-related issues • Developing pricing and calibration tools to assist traders in their day-to-day activities Read more […]
CVA Quant – Risk Methodology recruitment
The Department Risk Methodology are responsible for the development and specification of quantitative methodologies used to measure market risk, including Value at Risk (VaR) and Credit Value Adjustment (CVA).The RoleYour responsibilities will include:Understand the products traded and trading strategies used.Identify all sources of market risk in the context of CVA.Develop and specify the VaR model in the context of CVA.Understand and monitor the VaR model’s performance.Collaborate closely with the Model Validation group to ensure that the risk sensitivities used for risk calculations are appropriate.Collaborate Read more […]
Lead Equity Quant recruitment
Experienced Equity Quant needed for a London and New York based top European Bank! Mai Hunter is in the process of looking for an exceptional Equity Quant for their respectable client.The Quant Analytics group are seeking a Quantitative analyst to work on their equity derivatives pricing library. Your responsibilities would include developing models for equity markets, formulating numerical methods for pricing derivatives utlising and constructing these models in high performance c++. You will also have the opportunity to liaise with both the Front office and IT departments,helping them to Read more […]
Manager recruitment
Our client, a leading financial services company, currently seeks a Manager, to be based in LondonThe Manager will be part of the Quantitative Analytics, Credit Portfolio Management team, and will be responsible for:-Proven experience of both implementing stress testing models in a credit risk management environment, and experience of credit risk modelling accompanied by demonstrable knowledge of related concepts, e.g. PD, LGD, EAD, rating migrations, model cyclicality, econometric modelling-Operational running, enhancement and governance of credit risk stress testing models used for impairment Read more […]
Experienced Quant required for Quant Analytics Role recruitment
Montash Associates has been retained by a Tier 1 Investment Bank, to secure top talent for their quant analytics team. The team has headcount for 3 contract roles and are looking for experienced (VP and above) quantitative hires. My client, a leading tier one Investment bank, is looking to build out the existing CVA analytics platform to absorb counterparty exposure using exchange traded derivatives. This will involve working closely with IT groups to build a consistent framework for identifying and managing counterparty risks. The team are looking for an exceptional individual from a quantitative Read more […]
Quant Analyst recruitment
Experience and Skills Required:Candidates should possess a Master’s or higher degree in a quantitative discipline, with experience in the quantitative modeling of financial instruments and experience in the modeling of derivatives, and strong programming skills. A successful candidate will have hands-on knowledge in several of the following areas:Calibration and efficient implementation of local and stochastic volatility extensions of the Black-Scholes model.Efficient calculation of Greeks using Monte Carlo.Accelerated simulations and semi-analytical techniques for options based on baskets of equities.Heuristic Read more […]
Quantitative Analyst – Equity Derivatives recruitment
This Associate level role role will include helping this client-focused group to use the analytics library and provide appropriate risk measures to clients, as well as developingthe library to support the Delta business.Candidate Requirements : Degree in a mathematical or scientific subject (PhD preferred but not essential).- A strong knowledge of equity derivatives and the associated models and pricing methods- Strong programming skills – especially C++ and Javascript- Solid experience in an equity derivatives environment, ideally as a front-office quant- please also submit your CV to us if Read more […]
Model Validation Quant Required – VP/SVP recruitment
Montash Associates has been retained by a leading Investment Bank, to find an experienced Quantitative Analyst to join their well-established, successful Quantitative Analytics team.My client, a leading Investment Bank, is looking to hire within the Quantitative Analytics team and are looking for experienced Equities, Credit, FX and Interest Rates Model Validation Quants.Working directly with the Head of Model Validation, you will assume a senior role within the team and be responsible for both the creation of new derivative pricing models and the validation of existing models created by front Read more […]