Quant Developer – Rates recruitment
A prestigious buy-side firm is seeking an experienced quantitative developer in the rates space. The successful candidate will be based in London and working closely with the head of rates modeling team. The candidate must have an advanced degree in hard science such as math, physics, computer science to understand stochastic process, and at least 3 years of working experience in extensive c++ programming and market data such as SABR volatilities and curve fitting at a top tier financial firm. Candidates must have: 1) Prior hands-on experience in designing and programming framework Read more […]
Director Level Head of Valuations – FX, Equity & Commodities – LONDON recruitment
The Valuations division works on pricing derivatives across all asset classes. Due to the growth of this group they require someone at Director level to join and take the lead management responsibility within the FX, Equity and commodity asset classes.The main roles and responsiblities of this role will include –Ø Managing a team of 8-10 product specialists, focused on FX and Equity derivative valuationsØ Participation in the Valuations management group, which deals with matters relating to organisation, strategy and business performanceØ Liaising with the head of the Quantitative Analytics Read more […]
Model Validation Quant Analyst- 6 months+ Experience- Cross Asset Team- London- Negotiable recruitment
Role:- The team is responsible for assessing model risk, deconstructing models to check their integrity, analyzing the model assumptions, assessing model limitations, checking code, producing documentation and validating the model for use. The team works across assets. In addition to the standard financial model validation work, the team has exposure to hybrid and insurance-linked models. Your role will involve:- Conducting comprehensive model tests and preparing technical documentation. If necessary, develop benchmark models. Review quality of risk and stress information. Perform portfolio Read more […]
Fixed Income Quant Analyst recruitment
Alexander Black Recruitment is urgently looking for an Fixed Income Quant Analyst to join our high profile client.Our client is a well known boutique risk consultancy. They hold market share for Fixed Income Quant analysis in London and are well known to be small but very quant focused.Their quant team solely comprises front office practitioners (traders, structure’s and quants) from the world’s leading investment banks. The role is for a quant, ideally with counterparty risk expertise, looking for new challenges and a less stressful environment and more family orientated working schedule.You Read more […]
Credit Quantitative Analyst recruitment
His / her broader responsibilities will include: Assisting clients with pricing methodology / model implementation and validation; Supporting the senior quants in their various RD projects; Working closely with FX, Credit and IR products, gaining wide insight; Implementing in-house pricing tools and models. The successful candidate will benefit from a strong training regime under the supervision of several senior quants, all formerly heads of quantitative analysis at major US and European banks. Desired Skills Experience At least 3y experience within an investment bank is required. PhD Read more […]
Risk Model Validation Quant – SVP/Director Level recruitment
Montash Associates has been retained by a Tier 1 Investment Bank, to find a Senior Risk Model Validation quant to join their Model Validation team. The model validation team is responsible for independently developing pricing and quantitative models to identify and evaluate risks within existing models. The team works in collaboration with Front-Office quant teams, Risk Analytics teams and Product Control to improve the validation process and management of risk. The emphasis of the role would be to examine the underlying assumptions and limitations of the model being validated to highlight and Read more […]
Junior Structurer in Frankfurt recruitment
For an international Hedge Fund in Germany I am looking for an Securities Structurer with a strong modelling background.As part of a international team of the fund you will be responsible for designing the models of all sorts of possible investments.Sought profile:- strong mathematical background, 2-4 years of experience – very good modelling skills, enjoying modelling, keen perception and the love to the detail- experience with at least one asset class, ideally MBS or even credit card securities- desire to work in an competitive enviroment and to be part of a fast growing successful investment Read more […]
Experienced Quant required for CVA role recruitment
Montash Associates has been retained by a Tier 1 Investment Bank, to secure top talent for their CVA 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 the counterparty exposure using exchange traded derivatives. This will involve building a consistent framework for identifying and managing counterparty risks. The team are looking for an exceptional individual from a quantitative background that has an excellent Read more […]
Senior Credit Analyst recruitment
The Senior Credit Analyst covers a set of global financial institutions relevant to AXA’s credit portfolio. The main tasks of the Senior Credit Analyst are: • Surveilling a portfolio of financial institutions on a continuous basis• Performing credit assessments of financial institutions, assigning and maintening Internal Credit Ratings• Providing presentations to the Group Investment Committee on recommendations involving and/or eligibility of financial institutions• Supporting Group Risk Management’s counterparty risk management process and other queries from the rest of Read more […]
High Frequency Trading C++ Quant Developer recruitment
Quant algo, stat arbitrage, high frequency, trader trading, CTA, trend following, low latency, sub second, stats, C++ Linux, Data, MatlabLondon-based High Frequency Fund has an outstanding opportunity for a C++ Quant Developer to join the team.Our client is a $1 billion strong High frequency fund with performance figures of 28%. They are currently looking to expand their strategy from 10 to 20 people.This is an opportunity for someone that wants to work with a smart people in a collaborative environment that is solely focused on high Frequency trading. This is a small for so decisions are made Read more […]