Quantitative Risk Manager – Global Investment Management Firm / Quant Trading House – CT, United States recruitment

The advertised role is for an experienced Risk Manager from a Quantitative background, ideally with cross-asset coverage/background. The successful candidate will interact with various teams/personnel on a daily basis and provide a real-time overview of the firm’s risk across Equity, Fixed Income, Commodities and Currencies.The ideal candidate will come from an MSc/PhD background, having studied Maths, Physics, Operational Research, Comp Sci or Stats etc, have a strong understanding of FI/Equity and derivative pricing models and a solid knowledge of VaR (and also risk that is not included within Read more […]

February 14, 2012 • Tags: , , , , • Posted in: Financial • Comments Off on Quantitative Risk Manager – Global Investment Management Firm / Quant Trading House – CT, United States recruitment

Quantitative Risk Manager – Buy Side / Hedge Funds recruitment

The ideal candidate will have previous experience working in the Risk Management function of a major asset management, fund management or investment management institution.You will have significant risk management experience working with derivative products, specifically within equities, hedge funds or Fund of Hedge-Funds. Required Technical skills (Essential)  Strong quantitative skillsAdvanced Excel and IT skills including strong knowledge of Macros desirableExcellent knowledge of derivatives (types, valuation / pricing, risks)General knowledge of equity funds and / or hedge funds markets Read more […]

February 13, 2012 • Tags: , , , • Posted in: Financial • Comments Off on Quantitative Risk Manager – Buy Side / Hedge Funds recruitment

Quantitative Risk Manager – Internal Validation recruitment

Quantitative Risk Manager – Internal ValidationReference C00851Location: LondonContract type: PermanentThe UK Internal Validation Team has a diverse remit covering credit risk model validation across Corporate, Retail and Wholesale Banking. In addition, the UK IVT remit also includes validation of Economic Capital methodologies, Stress Testing, Pillar II models and exposure to market risk methodologies. The UK validation team is responsible for Group interests across North-East Europe, as well as the UK. This provides team members a unique experience working across multiple geographies and areas Read more […]

February 5, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Risk Manager – Internal Validation recruitment