Quantitative Risk Analyst recruitment
Main DutiesThe successful candidate would be responsible for: Reviewing structured trades and OTC exotic transactions to ensure trade payoffs are correctly structured within exotic trade capture systems and that pricing models are appropriate. Assisting more senior members of the team on development of new reserving techniques, or performing observability assessments on illiquid market data. Assisting more senior members of the team on application of model controls and calibration. Performing monthly pricetesting on exotic derivatives. Providing due dilligence Read more […]
Quantitative Risk Analyst recruitment
OrganisatieFor our client, ING Bank, we are looking for a Quantitative Risk Analyst.ING Model Validation Bank (MVB) is looking for an experienced risk professional (Quantitative Risk Analyst) to strengthen the Credit Risk team. MVB is part of ING Bank/Corporate Risk and consists of 18 team members in total. The team is responsible for validating the risk models used by ING Bank worldwide (approx. 140 models). These models are used for measuring and managing credit risk at ING Bank. In particular, the models in scope are used for calculations of the Loan Loss Provisions (LLP) as well as the Economic Read more […]
Risk Management Officer / Quantitative Risk Analyst recruitment
Role description:• Perform regular portfolio risk analysis which include but not limited to VaR, Greeks and stress testing, counterparty risk and liquidity risk analysis, as well as review on leverage and portfolio turnover• Coordinate and prepare regular risk reports to the risk management committee and investment management team• Assist to identify new risk areas, setup and implement related control measures• Evaluate the adequacy, effectiveness and efficiency of risk management procedures and provide recommendations to senior management• Assist to prepare and update risk management Read more […]
Quantitative Risk Analyst recruitment
This role consists of a mix of risk and financial engineering. The Quantitative Risk Analyst will analyze derivative portfolios and help develop strategies and tools for mitigating residual risks while also providing financial markets, quantitative and technical advice to the Global Head of Risk. In this role you will utilize your excellent communication skills to build relationships with traders, back office and technology staff to ensure that residual risk to the business is effectively managed and mitigated.Responsibilities include: . Setting up and developing risk models for the various trading Read more […]
Quantitative Risk Analyst recruitment
Quantitative Risk Analyst ResponsibilitiesQuantitative Risk Analysts will be responsible for conducting research and analysis in the evaluation of securities utilizing fundamental, technical, statistical, and/or quantitative methods to provide support for Portfolio Managers on the fund platform. In addition, duties may include monitoring market, industry, product, and pricing trends by providing technical and product support. Responsibilities may also include:Research the risk and portfolio construction questions of the fundamental analysts and portfolio managersConstruct and apply multi-factor Read more […]
Start Up – Quantitative Risk Analyst recruitment
This is a new venture to develop a transparent investment platform which applies a unique method for clients to invest into the funds universe. This platform is looking to become the market standard in providing financial clarity and latest risk advisory when it comes to the selecting of funds and giving the most accurate breakdown of returns. Due to the expansion the firm are looking to hire a Quantitative Analyst to be the main point of contact. The role will include: – Measuring risk across multi-asset portfolios – Develop, from a grass roots level, models and methodology of the platform – Read more […]
Quantitative Risk Analyst recruitment
Quantitative Risk AnalystCalling all Quantitative Risk Analysts……….Our client is looking for a Quantitative Risk Analyst who will Report to the Head of Risk Change and will contribute in the development and maintenance of risk management models and tactical applications, quantitative analysis and financial modeling. Key Responsibilities • Ensure that quantitative risk management techniques are kept in line with best practise.• Review and assessment of existing and proposed margining methodologies.• Design, development and maintenance of risk Read more […]
Metal & Mining Financial Modelling / Quantitative Risk analyst recruitment
You will be responsible for financial risk measurement by:Developing models of financial market risk driversDeveloping stochastic models and probalistic distributions for exposuresDefining and calculating risk measures e.g. volatility, VaR, CFaR etcBuilding a cash flow at risk modelAnalysing the impact of various financial metricsStatistical analysis and quantitative techniques in wider areas such as short term cash flow forecasting valuations.Crucial is also you ability to look beyond the analysis to understand the big picture impact these measures have on business.You must be:Intellectually Read more […]
Quantitative Risk Analyst recruitment
Main FunctionThe successful candidate will provide the quantitative analysis, development and specification for all risk management requirement for new products or services that are been introduced to the business. This will include the development and maintenance of risk management models and tactical applications, quantitative analysis and financial modelling, new product research and development, and other quantitative tasks as required on an ad-hoc or project basis. The role will involve close liaison with the wider OTC Risk management team and OTC Risk Change team, and other internal/external Read more […]
Quantitative Risk Analyst recruitment
OverviewThe Clearing House needs to provide robust and prudent risk management in order to meet its overriding objective: to provide Clearing Members with a central counterparty of the highest quality and to safeguard the interests of the company’s shareholders and contributors to its Clearing Funds.The goal of the Risk Management department is to manage the risk appetite of the Company in a manner which: Is prudent in risk management terms; Is robust operationally; Is consistent with its regulatory status and responsibilities; Is in line with market best practice; Supports the company’s development Read more […]