Quantitative Risk Analyst, Portfolio Risk Management recruitment
The Team:The Market Model Risk team is a front office team primarily in charge of measuring and monitoring the Bank’s exposure to market risk. The team also validates or develops pricing models for the capital markets instruments traded by the Bank.Market Model Risk team works in close co-operation with the desk, quants, other Risk Management teams, the Treasury and Banking.The products handled encompass the whole range of interest rate, foreign exchange, credit and equity instruments available in the financial markets, with a strong bias towards either equity or debt instruments of limited Read more […]
Quantitative Risk Analyst, CVA/Credit Exposure recruitment
The team covers model validation, assessing the impact of models upon valuation, market and credit risks.In essence the role will involve validation of models to identify those that are mis-specified or not applicable to a given product/market, additionally identifying mathematically flawed models and proposing solutions.This is a highly interactive role, supporting fellow team members in their projects/tests whilst collaborating with front office quants and model owners.Candidates will need a strong background in financial mathematics, typically educated to Masters degree level in a quantitative Read more […]
Quantitative Risk Analyst – Energy Portfolio recruitment
A Global Energy Trading business experiencing rapid growth requires a technically strong Quantitative Risk Analyst to support sustained growth and assist with the development of a world class trading and risk management capability. The team itself will be growing further over the next two quarters, requiring individuals experienced across a broad range of Energy products. The key objective of the role is to build and validate quantitative models to value energy contracts and assess risk. Prior experience building models for transaction value, financial exposure calculations and VAR methodologies Read more […]
Quantitative Risk Analyst – ALM – Market/Liquidity Risk recruitment
The Quant Risk Analyst will need at least 5 years experience in ALM, Product development, product control or structuring. Must understand instruments for Hedging and be able to construct hedges.Ability to price interest rate swaps, caps, floors and Swaptions.Good understanding of pipeline risk and option adjusted spread methodologies, VaR, NII simulation, Market Value and application of stochastic processes.Excellent Communication skills and Leadership abilities are also a must.The role will involve developing modelling capabilities and quantification of market risk and liquidity risk, identifying Read more […]
Quantitative Risk Analyst, Global Energy Trading Business, Houston, $175k recruitment
Our clients are known globally as one of the most successful energy trading firms. Due to rapid growth they are looking for a Quantitative Risk Analyst with robust programming skills to support and sustain this growth. Their aim is to be the world leaders in trading and risk management capability within the energy sector. The team itself is highly likely to grow in addition to this role in the next two quarters, requiring individuals experienced across a broad range of Energy products. The key objective of the role is to build and validate quantitative models to value energy contracts and Read more […]
Quantitative Risk Analyst – Market and Credit Risk Methodology recruitment
Quantitative Risk Analyst – Market and Credit Risk MethodologyA leading international investment bank is seeking a Quantitative Risk Analyst to join their Market and Credit Risk Methodology team in London. The team will be responsible for developing new risk models and provide quantitative support to the risk function.Responsibilities:• Leading and conducting research on emerging techniques for modelling market risk and counterparty credit risk• Prototyping and proposing new risk models, including VaR, CVA, PFE models• Ensuring models are subject to adequate review and ongoing validation• Read more […]