Senior Associate Quant (Excellent C++ Programmer / Modeler), Trading Analytics Group, Major Investment Bank, NYC recruitment
You may directly contact: Dirk Himes, The Polaris Group (an Executive Search Firm). Cell 312-961-4811; Dirk@ThePolarisGroupInc.comOur client is interested in candidates with perhaps 2-5 years experience as a trading/risk quant (analyst / strategist / front-office developer / etc.) with excellent modeling and analytical talent. Position Requirements:i) Preeminent C++ skills – and other skills such as Matlab, VBA, SQL, R, Java, Perl, and/or related proficienciesii) A quick intelligence and ability to learn new concepts very quicklyiii) Ability to work efficiently, effectively and without errors Read more […]
Risk Mgmt/Bus Accept Team Lead Job recruitment
Risk Mgmt/Bus Accept Team Lead (Job Number: 1202525) BNY Mellon is a global financial services company focused on helping clients manage and service their financial assets, operating in 36 countries and serving more than 100 markets. BNY Mellon is a leading provider of financial services for institutions, corporations and high-net-worth individuals, providing superior asset management and wealth management, asset servicing, issuer services, clearing services and treasury services through a worldwide client-focused team. BNY Mellon is the corporate brand of The Bank of New York Mellon Corporation. Read more […]
VP Equity Model Validation Control recruitment
Responsibilities: • Managing the Equities Model Control function including vanilla and exotic equity derivatives • Certification of models and their valuation methodologies prior to their use. • Testing for adherence to such methodologies, evaluating internal valuation marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuation assessment to senior management. • Complex transaction review and analysis. • Representing Finance in the firm’s Model Policy Governance control steering committee • Interact with Read more […]
Credit Risk Partner – World Leading Consultancy – NY – 240k USD recruitment
My client, a world leading consulting firm, with a leading name in Risk as well as the leading innovative tools/software in the market are looking to hire at Partner level to facilitate next phase of growth. They have been successfully growing as the Basel market grows in key areas such as Economic Capital, Portfolio Analytics and Model Development and Validation with the NY office bringing in multimillion pound revenues from projects covering North America and beyond. They are now focussing on hiring a Partner to focus their successful franchise on the current emphasis on the Basel 2.5 and III Read more […]
Vice President Quantitative Strategist, Trading Desk Quant Analyst, C++ Specialist, Multiple Asset Classes, Major Investment Bank, NYC recruitment
You may directly contact: Dirk Himes, The Polaris Group (an Executive Search Firm). Cell 312-961-4811; Dirk@ThePolarisGroupInc.comOur client is seeking experienced quants from top platforms, with outstanding academics and programming skills. They are recruiting for multiple positions in the following asset classes:Structured Products (MBS, RMBS, CMBS, or others)Interest Rates Flow Desk – Derivatives FX E-Trading DerivativesPosition Requirements:i) Strong C++ skills – and other skills such as Matlab, VBA, SQL, R, Java, Perl, and/or related proficienciesii) A quick intelligence and ability to learn Read more […]
Senor Statistician recruitment
Senior StatisticianJob DescriptionOur client is seeking an experienced statistician to join our rapidly growing start-up. As a senior member of the statistics group, you will lead efforts to design and prototype cutting edge statistical algorithms which are central to the company’s product rollout. You will interact closely with our molecular biology team, helping guide experiments and work with next generation sequencing platforms. We are seeking a motivated, creative statistician with algorithms and project lead experience. We value candidates that bring passion and focus to the role. Responsibilities:•Help Read more […]
Head of global risk – Highly Successful Quantitative US hedge fund seeks a Senior Multi Asset Class Risk Manager – New York based recruitment
The client is a multi-billion dollar hedge fund that adapts highly quantitative and fully automated approach to investing, with automated mathematical models that predicts movements, fluctuations on worldwide financial markets, across multiple asset classes We are now looking for a senior risk manager that can develop tools to provide a; clear, real-time macro view of the firms total risk exposure across all geographies (Americas, Europe, and APAC), and asset classes (Equities, Fixed Income, Currencies, and Commodities) working very closely with senior management and CxO team, reporting Read more […]
Collateral Inspection Officer recruitment
Collateral Inspection Officers are responsible for planning and conducting collateral inspection in order to monitor collateral securing Rabobank secured loans. Candidate will assist Dept. Head in performing other department functions, supervision and review as assigned.Key ResponsibilitiesCollateral Inspection PlanningCollateral Audit CompletionReport Writing of Collateral Audit FindingsCommunicate Audit Findings with LPO’s other Credit Staff Bank PersonnelSupervise and Review audit work product of assistants and contractorsAssist offices in evaluating loan structureCredit Risk AssessmentQualifications:Bachelors Read more […]
Director-Credit Risk Specialist-Credit Risk Analytics – New York recruitment
The role is focused on helping Financial Institutions develop and implement Risk Rating solutions: Credit Risk Rating Methodologies aligned with Basel II, Internal Risk Ratings System Validation, and PD, LGD, EAD estimation solutions.Applicants should have an advanced degree in a quantitative field, at least 5 yrs consulting on or implementing Credit Risk Models with a rating agency, commercial bank or consulting firm, demonstrated project management experience and very strong credit risk analytical skills This role requires superior communication and presentation skills and will be working very Read more […]
Risk Specialist – Financial Institution Supervision recruitment
The Counterparty Credit Risk (CCR) team’s primary mission is to supervise financial institutions’ measurement and management of counterparty credit risk resulting from traded products activities, particularly OTC derivatives activities. The Risk Specialist is responsible for leading firm-specific CCR supervisory coverage. The Risk Specialist will identify and investigate CCR in existing businesses and is expected to develop a deep understanding of risk-taking and risk management practices at a specific firm. The Risk Specialist will contribute to firm-specific supervisory risk assessments as Read more […]