Quantitative Risk Manager recruitment

Responsibilities: Independent and objective review of the internal model – PL attribution, calibration validationAnalyse performance of the internal model and produce quarterly performance reports for Solvency 2 Governance Committee Co-ordination of validation activities reportingProduce quarterly Own Risk Solvency Assessment (ORSA) Manage the group stress and scenario testing programme to ensure that it supports the ORSA process and validation of internal model Development of KRI’s and Risk reportingAct as Internal Model Change Manager in accordance with Internal Model Change PolicyOversight Read more […]

July 14, 2012 • Tags: , • Posted in: Financial • Comments Off on Quantitative Risk Manager recruitment

Quantitative Risk Manager recruitment

As one of the leading Middle East banking groups, our client is a premier regional player with an impressive global reach. They are currently looking to recruit a Quantitative Risk Manager with an in-depth technical knowledge of Fixed Income Securities (Vanilla, bonds Sukuks, structured products), Hedge Funds, ETFs and GCC Equities. Daily responsibilities will include:Oversee the following desks: Fixed Income Securities, (Trading AFS book), Proprietary Investments (Hedge Funds) and Equities Portfolio.Analyze risk in the Proprietary Portfolios and periodically prepare the performance report.Analyze Read more […]

June 30, 2012 • Tags: , • Posted in: Financial • Comments Off on Quantitative Risk Manager recruitment

Quantitative Risk Manager recruitment

At Ernst Young we are currently looking for Quantitative Risk Managers to join our Financial Services Quantitative Advisory Team. The team can help you expand your market knowledge and build a valuable cross-disciplinary network. We offer a wide variety of challenges, working with different clients in different situations. If you’re ready to develop new skills and discover insights that will make a difference to our clients and your career in Quantitative Risk, these opportunities could be the key to your progress. Your responsibilities as a Quantitative Risk Manager will include: – Working with Read more […]

February 13, 2012 • Tags: , • Posted in: Financial • Comments Off on Quantitative Risk Manager recruitment

Quantitative Risk Manager recruitment

Quantitative Risk Manager (LONDON)A leading alternative investment firm is seeking an experienced Quantitative Risk Manager to join their team here in London. The successful candidate will be responsible for development and improvement of quantitative risk systems and portfolio analytics covering all aspects of Market, Credit and Liquidity Risk.Responsibilities•  Maintain and update earnings volatility model in line with changes in market environment•  Run earnings volatility model and analyse output for stress testing, economic capital, ICAAP and other ad hoc purposes•  Maintain and update Read more […]

December 30, 2009 • Tags: , • Posted in: Financial • Comments Off on Quantitative Risk Manager recruitment