VP- Credit Quants recruitment
THE COMPANY:Our client is the Corporate Banking arm of a global financial group. Headquartered in London, the team analyse global portfolios. They are seeking an experienced Credit quant to assist with asset valuation and portfolio analysis.RESPONSIBILITES:Fixed rate loan and derivative valuationSupport the optimisation team through the evaluation and implementation of technology driven solutions to meet evolving business needsPrepare portfolio analysis to help inform efficient decision processesRun stress and scenario analysisIdentify trends, developments, and information anomalies using internal Read more […]
Associate to Director – Quantitative Risk Consulting recruitment
OverviewThe team services prestigious Investment Banks across a variety of risk management disciplines including; Pricing Market Risk Model Validation, Counterparty Exposure Management and CVA Hedging RWA / Portfolio Optimisation. Due to growth, they’re looking for a number of consultants to come in at varying levels to offer excellent quantitative solutions to their prestigious clients.The RoleReviewing and validating counterparty risk exposure methodologies and associated fair value adjustments (CVA / DVA) Performing model validation for valuation models across asset classDeveloping tools Read more […]
__ Counterparty Exposure Modelling – X Asset, Front Office __ recruitment
You will be responsible for developing and reviewing new and existing counterparty exposure models, analysing and approving derivative pricing methodologies whilst providing explanations to the trading desk regarding a number of key risk issues. Successful candidates need to match the following criteria: – Solid academic record in a numerate/ mathematical subject (PhD preferable not essential) – Relevant experience in credit exposure calculation and – Experience of analysing and developing credit, counterparty or risk models – Exposure to a range of derivative products (preferably exotic) – Ability Read more […]
IMM Basel II/III SME recruitment
The Main Duties of the role include: • Application for and maintenance of Basel II / Basel III IMM regulatory approvals • Liaising with Subject Matter Experts • Pre and post notifications for both IMM and AIRB Ideally the suitable candidate will have the following experience • Basel II/III knowledge in relation to counterparty exposure models (IMM approach) • Derivative product knowledge • Credit Risk and AIRB approach • IMM waiver application experience
Financial Services Quantitative Specialist recruitment
(Actuarial, Actuary, Quant, Basel II, Models, Modeller, Modelling, Stress Testing, Market Risk, Credit Risk, Exposure Modelling, Portfolio Modelling, PhD, Counterparty Credit Risk, Fixed Income, FX, Equities, LGD, EAD, PD, Loss Given DefaultThis role involves liaising with a large variety of different stakeholders and very high levels of exposure (CRO, CFO, CEO etc), so good communication skills and strong gravitas is mandatory.A strong academic background is mandatory – ideally a Ph.D in a financial/mathematical subject. A Masters from a top university could be considered. CFA and CQF would Read more […]
Business Management Support Officer recruitment
This management support role is in the UK regional team, which covers the following main responsibilities:Maintains effective and efficient cost controls across risk functions for various cost types and coordinates sign-offs in accordance with cost guidance policyCoordinates activities across various office management tasks, e.g. user equipment procurement, premises space movesManages the interface with supporting units in the region, i.e. HR, Legal, Compliance, Finance and Controlling, CREASProvides ad hoc support for key initiatives, coordinates business-wide action plans and information Read more […]
Desk Quant – Structured Finance/ ABS – VP/ Director – US Investment Bank recruitment
You will be working closely to trading and sales, the role is suited to someone who would enjoy combining there quantitative experience with a client facing position. Core requirements Ø Deep Structured Finance experience (ABS, RMBS, CMBS) Ø Highly Quantitative (MSc or PhD in a quantitative subject) Ø Experience with pricing and risk of ABS
Associate – Russian speaking Credit Analyst recruitment
My client, a top tier Investment Bank, is currently looking to hire a Russian speaking Credit Analyst for their Emerging Markets team. The role will focus purely on the credit analysis of new transactions within Russia. Key responsibilities of the role will include:Credit Analysis of a broad range of transactions from traditional lending to derivative and trade finance transactions.Analysis of Financial Institutions, Corporate Clients and Sovereigns.Monitoring and assessment of target markets and industries.Supporting the front office by helping with credit solutions.Contributing to a more effective Read more […]
Compliance Testing Officer recruitment
Job Purpose: The goal of the Compliance Testing Team in EMEA is to ensure adherence to regulatory requirements, and to perform planned reviews against regulatory requirements and pertinent processes. The Compliance Testing Officer will be expected to perform reviews of specific areas of regulatory compliance and coordinate the execution of testing on a region-wide basis by other Compliance staff, operating as a virtual team. The Officer will also be expected to review regulatory requirements to determine appropriate test programme coverage. Job Background/context:The Compliance Testing team exists Read more […]
VP – Market Risk Quant – Tier 1 Bank recruitment
My client, a Tier 1 Investment Bank, is going through unprecedented growth as it develops the most diverse of asset classes/products in the city. Its Risk Department is going through a period of exciting change as it wants to maintain its stature as a standard bearer on all Basel III standards as well as forthcoming legislation in this area. They are looking to hire a VP in Market Risk Model Validation to focus on a wide variety of exotic derivative transactions on a global platform. You would need a good quant background and been involved in quant development or review of some exotic product models Read more […]