Country Risk Manager – Emerging Markets recruitment
Key Responsibilities:• Assist in the preparation and annual review of Country Limit applications for Developed Markets and Emerging Markets• Prepare presentations for senior management (e.g. Management Board, Cross Risk Review Committee, Group Credit Policy Committee, Capital and Funding Sub-committee) as well as regulators• Assist in the preparation of the Ratings Gap Minder and the Developed Markets Risk Matrix Model which are market-based risk models• Annual review of country risk policies• Reporting of country risk exposures and profitability measures. Monthly maintenance of Read more […]
Hedge Fund Credit Analyst recruitment
ResponsibilitiesQuickly establish good working relationships with key business partners through responsive proactive contact and provide excellent serviceEstablish good working relationships with Hedge Fund clients, ensuring a smooth onboarding process and continuous dialogue to build insight knowledge of their business requirementsPossess a comprehensive understanding of the Hedge Fund due diligence process (in particular an understanding of trading strategies market risk management), documentation requirements and successfully take the lead in underwriting several new renewal credit approvalsPerform Read more […]
Junior Quantitative Analyst, Investment Banking, London recruitment
This role is the ideal entry level quant position for the most talented of junior candidates, jumping in at the deep end with one of the larging trading businesses in the industry and the most technically complex and diverse analytics library on the street.Joining a team of some of the best talent in the business you will engage in all aspects of front office quantitative analytics, including pricing development, trading strategy and model implementation. You will be on the front line working on a desk with some of the most succesful traders in the business, and gaining invaluable insights in Read more […]
Quantitative Desk Strategist- Equities/Fixed Income- Hedge Fund – London recruitment
The role will involve assisting the senior trader in creation and implementation of systematic trading models, including optimization of the strategies as well as development of quantitative tools for the desk.This is a rare opportunity to join a systematic trading team that offers such career development potential, as a desk strategist you will be working directly with the head trader on the systematic team in London and you will have exposure to futures across all markets. Requirements: A strong academic background in a quantitative field Three years experience working in a trading environment Read more […]
Senior Research Manager – Technology, Media and Telecommunications recruitment
About Gerson Lehrman GroupGerson Lehrman Group (GLG) is a fast-growing firm which manages the world’s most sophisticated marketplace for professional expertise. Since 1998, our platform for consultation and collaboration has helped the world’s leading financial services firms, consultancies, corporations, and nonprofits find, engage, and manage experts in a broad range of industries and disciplines. Gerson Lehrman Group’s unparalleled network of the world’s leading expert consultants, known as the GLG Councils, includes more than 250,000 subject matter experts who educate and provide insight Read more […]
Equities Market Risk Manager recruitment
Candidates with a working experience in Equity products, and equity derivatives in Market Risk, Trading, or research roles are of interest. Candidate must also have a through knowledge of pricing, as well as the risk management of various equity instruments including cash and derivatives. Candidates must have degree level qualification or its equivalent (ideally of a quantitative nature) as well as strong analytical skills, and risk methodology skills.
Quantitative Research FO – Credit Products recruitment
Role DetailsRebuild real time risk and PL system in a more stable, robust, scalable and, more importantly, shared fashion. Sharing will be within trading. Shared information could also be accessed by risk at their convenience.Combine all this tools with both static and dynamic databases. These databases will withhold the following information:Definition of corporate entitiesClean and up to date balance sheet informationClean and up to date corporate cash debt information (incl. ref obs)Credit derivative layerClean and up to date information about ratingsScenario analysis.Risk drill down abilities.Possibility Read more […]
Credit Risk Officer – Corporate Emerging Markets Central & Eastern Europe, Middle East and Africa recruitment
Responsibilities:Acting as principal credit officer for a portfolio of Corporate counterparties in the CEEMEA region.Managing all aspects of the credit relationship for a portfolio of clients. Accountable for all transaction risks in the portfolio including. This includes responsibility for: client selection; underwriting; structuring; accurate and timely risk rating; documentation and the ongoing monitoring of these risks.Establishing strong working relationships with business partners. Working pro-actively with business partners to balance risk and reward, optimising client relationship.Ensuring Read more […]
Quantitative Global Macro Strategist recruitment
This role involves the full cycle of quantitative portfolio management, from strategy development, research, implementation and hedging. Therefore the successful candidate will have a strong track record and an excellent skill set. Responsibilities: Managing a systematic global macro portfolio across global equity, bond, currency, and commodity markets Designing and back-testing systematic currency alpha trading strategies based on macro economic fundamentals. The candidate: Must have experience managing systematic Excellent academic background, MSC/ PhD in Financial Engineering, econometrics Read more […]
Quantitative Credit Risk Analyst recruitment
Role Details :Research and development of new credit exposure analytics.Business analysis and development of modelling prototypes.Support the global rollout of the exposure models and their extension to the equities businesses.Provision of quantitative support to the trading desks for pre-deal portfolio risk and CVA analysisQuantitative analysis required to meet Basel 2/3 modelling standards, including backtesting and stress-testing of EPE.Skills Qualifications RequiredKnowledge of the financial markets and derivatives pricing techniques.Strong analytical and problem solving skills.Proactive Read more […]