VP, Quantitative Risk 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 […]
Senior Infrastructure Risk Manager / Technology Risk Manager – Market Risk or Credit Risk recruitment
Due to the success of their business and the growth they are experiencing, my client has a number of openings for both Credit Risk professionals as well as Market Risk Professionals. There are vacancies at different grades and levels of seniority so whether you have 3-5 years experience, 5-10 years experience or 10+ years there is an opportunity to join at the relevant level with a salary that is commensurate to your experience. CREDIT RISK MANAGEMENTTypical responsibilities – advise on a variety of business process services that help identify, assess, manage and measure the organization’s capabilities. Read more […]
Executive Director – Operational Risk Methodology recruitment
Position Category: Risk ManagementPosition Title: Executive Director – Operational Risk MethodologyJob Level: Executive DirectorLocation: USA – NY – New YorkEducation Required: Doctorate DegreePosition Description:Morgan Stanley is seeking an Executive Director to join its Operational Risk Methodology (ORMG) Group. The group is responsible to:• Calculate operational risk capital, economic and regulatory• Produce analysis and reports related to operational risk measures and capital • Establish and document compliance of the operational risk models with regulatory requirements• Perform Read more […]
Quantitative Analyst- Market Risk Methodology recruitment
You will be responsible for developing and improving the Value-at-Risk modeling framework and the measurement platform that quantifies the market risk of the banks trading positions. As an integral part of the Market Risk Methodology team, your challenge is to pro-actively and continuously- advance the methodologies, processes and parameterization for measuring Value-at-Risk,- improve the risk representation of the VaR model,- develop and implement new models to capture/represent the market risk on new products. You will work closely with risk officers, other business units, the reporting team Read more […]
Top Investment Bank – Equity Market Risk Manager – NYC recruitment
You will join the Equities Risk group to look at all traded Equity products globally, and sit with the traders to fully understand and monitor the daily Market Risk is within the established risk appetites. You will use your quantitative understanding to explain the Value at Risk to the traders and fully understand the trade. You will speak with traders, finance, reporting and regulators to calculate the capital. You will have the opportunity to analyze new products and non-standard trades in close collaboration with trading desks and senior risk management.This is an opportunity to use your Read more […]
ERM/Risk Analytics and Modeling-Liability Valuation Methodology recruitment
Major Firm located in New York City is seeking Director for ERM position. Candidate must possess a PhD in a quantitative field and 5-10 years of working experience in capital markets in the area of portfolio risk management, asset liability management, and strategic asset allocation. In addition to strong communication skills, candidate must be energetic, team player and capable of motivating and building consensus. This individual must have a strong understanding of factor models and risk attributions, in addition to exposure to capital models and rating agency models. The candidate will be dedicated Read more […]
Quant-Model Validation (Credit Derivatives) recruitment
Responsibilities: -Model Validation and sign off -pre-trade approval -designing and assessing valuation adjustments and calibration methodologies -Price check on Exotic and Illiquid trades Requirements: – 10 plus years in Quant Risk – PhD – Extensive Modelling experience with Credit Derivatives – Equity Derivatives a plus
Market Risk Quant – CVA Modelling recruitment
Position Category: Risk ManagementPosition Title: Market Risk Quant – CVA ModellingJob Level: Executive DirectorLocation: USA – NY – New YorkEducation Required: Bachelors DegreePosition Description:The Model Re¬view Group has global responsibilities for the independent review of all valuation models used by the business divi¬sions of Morgan Stanley. Model review professionals are located in New York, London and Budapest, and work closely with desk strat¬egists (Quant Research) and risk managers in the Market Risk Department. The group is currently looking for a (senior) VP or ED level person Read more […]
Director (PhD) Statistical Modeler- (PD, LGD)/Commercial Loans – NY recruitment
The role is to build, document and support Basel II, PD, LGD models. Candidate must have deep experience with integrating Basel II models and have knowledge of credit and market risk software [KMV, RiskCalc, CMM, CreditEdge, COMPASS]. A PhD degree in a quantitative field [econometrics, Statistics or Math ] and 5+ years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for a wholesale corporate, industrial and commercial real estate loan portfolio. The Candidate must also have implemented large credit risk models and will need solid SAS programming Read more […]
Director Global AML Program Management – Consumer Banking recruitment
The roleThis role is a hybrid role ideally suited to an individual who views themselves as a Commercially minded senior AML Compliance professional. This role actually reports in to the CAO and takes accountability for Global AML Program Management and ensures a communication strategy exists between the Business and Compliance.This role sits within the Consumer Banking Business and so the successful candidate MUST have significant knowledge of the Consumer Banking market as it pertains to Retail, Wealth Management, Cards and or Mortgages.This is a critical role where you will be responsible for Read more […]