Senior Counterparty Risk Manager-Trading Room – New York recruitment
There will be significant interaction with both clients and internal senior management. Candidates must have at least 7 years experience in risk management and strong knowledge of market risk related to structured finance/credit products. Knowledge of OTC derivatives and good communication skills are also a strong requirement. Excellent understanding of ISDA documentation including Netting and Collateral Agreements used for trading products and ability to set credit terms is required. Strong quantitative skills and experience with VaR methodologies is also required.Keywords: Counterparty credit Read more […]
VP, Quantitative Risk – OTC Products recruitment
The VP will handle the analysis and review of both margin models and portfolio risk controls. They will focus primarily on fixed income and FX products. This is a highly visible position that requires regular interaction with senior management, external clients and regulators/auditors on any risk related issues to the business.The successful candidate will have a minimum of 4+ years of quantitative risk and modelling experience covering OTC markets underpinned by an excellent academic pedigree; an advanced quantitative degree is a must. Must possess excellent written and verbal communication skills. Read more […]
Credit Risk Senior Reporting Analyst recruitment
This position will report to the Director, Credit Risk -Investments Risk, and will work with Quantitative, Credit, and IT Analysts in the design and maintenance of risk reporting tools needed to help manage and monitor investment performance, and ensure compliance with the relevant limits, procedures and investment policy guidelines. RESPONSIBILITIES Development of credit risk reporting and surveillance tools Ensure compliance with issuer, asset and country risk limits Monitor issuer, asset and portfolio concentrations, and changes in risk exposures Monitor and assist in the integrity Read more […]
Senior Application Risk Manager (ARM) – MOT -Philadelphia – Permanent recruitment
Macquarie Group (Macquarie) is a global provider of banking, financial, advisory, investment and funds management services. Founded in 1969, Macquarie operates in over 28 countries and employs more than 15,000 people. Macquarie acts on behalf of institutional, corporate and retail clients and counterparties around the world.Market Operations and Technology (MOT) provides technology and market operations to Macquarie’s businesses. The Technology Division is responsible for the management of Macquarie’s technology infrastructure, the support and development of existing business systems and the delivery Read more […]
Senior Associate 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 interested in candidates with perhaps 2-5 years experience as a trading/risk quant with excellent modeling and analytical talent, and experience in any of the following areas:Structured Products (MBS or Cross-Asset)Interest Rates Flow DerivativesFX 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 new concepts Read more […]
Model Validation- Risk & Economic Capital recruitment
Leading financial firm is seeking an Associate level Model Validation analyst to join Washington DC based team. You will be instrumental in the validation of loss forecasting and Basel-related models used to measure risk of a wide arrange of financial assets, as well as calculating regulatory and economic capital.Responsibilities include:contributing to a team in charge of validating Basel-related and/or loss forecasting models for commercial banking products. conducting research and data analysis using advanced statistical, financial and economic concepts and software programs.Requirements Read more […]
EQ – Core Services – Test Analyst – Vice President – New York recruitment
J.P. Morgan is a leader in financial services, offering innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years and we keep their interests foremost in our minds at all times. This combination of product strength, intellectual capital and character sets us apart as an industry leader.J.P. Morgan is part of JPMorgan Chase Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.The teamInvestment Read more […]
Quantitative Developer, Equity Risk Management (IRC31616) recruitment
Lincoln Financial Group is a Fortune 500 company offering a diverse range of financial services and solutions. With a strong focus on four core business areas — life insurance, annuities, retirement plan services, and group protection — our business is built around supporting, preserving, and enhancing our customer’s lifestyles and providing better retirement outcomes. Led by over 8,000 employees, Lincoln Financial provides the tools and advice to help individuals take charge of their futures.Responsibilities would include: leading technical design discussions on assigned projects;documenting Read more […]
Director, Credit Risk recruitment
Sr. level Credit Risk professional needed to lead a team of professionals in the development and implementation of expanding Risk Management and Risk reporting function for Credit products. Interface with both business line managers and outside regulators to ensure success and compliance. Facilitate and lead the team in the development of economic capital business needs. Partner in the introduction and use of risk adjusted return metrics and economic capital models. Effectively design and lead the quantitative risk modeling methodologies for estimation of Economic Capital requirements, Read more […]
Director, Quantitative Analysis: Model Validation – Market Risk and Treasury Models Job recruitment
Director, Quantitative Analysis: Model Validation – Market Risk and Treasury Models-718014 Description Capital One, a top 5 bank, is looking for a Director for its Market Risk Model Validation team. This individual, along with their peers, would be responsible for ensuring the accuracy and robustness of the firm-s key Market Risk, Asset Liability and Treasury models. Clients of the group include senior management, business heads, internal audit, and the regulators. The individual would report into to the Model Risk Office and work closely with the Treasury and Balance Sheet Management groups. Responsibilities: Read more […]