Top Hedge Fund looking for Equity Quantitative Risk Manager – CT recruitment
This unique Buy Side Risk team is looking for a highly Quantitative Equity Risk Manager to develop, test and implement risk models. You will use your skills to construct short and median term equity portfolios used by the traders. You will create and back test alpha signals based on fundamental, macro and statistical mean-reversion signals. You will use your strong communication skills to effectively communicate with the traders and senior staff. This is an opportunity to gain exposure across the business and wear multiple hats within the firm. Requirements:-Masters from top school in highly Read more […]
VRG Global Products Head for Credit Derivatives and Equities Derivatives, DIR recruitment
THE ROLE INVOLVES: As the VRG Global Product Head on Credit Derivatives and Equity Derivatives, this individual will be responsible for: • Signing-off the appropriateness of valuation models, model calibrations, and the significant unobservable parameters and prices • Particitaing in pre-trade approval process, and reviewing any approximating bookings • Participation in the valuation governance processes, such as IVR / SUPP / model review (PIP) as a signitory member. • Identifying valuation issues in complex products, and escalating Read more […]
Sr. VP- Statistical Analysis recruitment
Leading Financial firm in the Washington, DC area is seeking an experienced Quantitative Risk modeler with several years of experience conducting statistical analysis (linear regression, data analysis, neural networks, decision trees, logistic regression). Successful candidate will possess an advanced degree in Statistics, Mathematics, Physics/Engineering and have proficiency in statistical analysis techniques as well as strong communication skills. Ideal candidate will come from a financial markets background and will have developed or validated risk models at a large bank or insurance company. Read more […]
Product Risk Director recruitment
Well known Financial Services Company is seeking a Product Risk Director possessing a Bachelor’s degree in Finance, Economics, Accounting, Business (MBA or MS Preferred), and 8+ years of related experience. This position entails overseeing and resolving issues related to market risk exposures. Ideal candidate will have strong risk management experience, specifically exposure to various trading products, experience in market risk and product management preferably with an emphasis in the brokerage industry. Among the skills required for this position are; expert knowledge of valuation and/or transaction Read more […]
VP or SVP, Credit Risk Modeling Manager or Senior Manager recruitment
Develop and assess long term-term analytical plans for consumer portfolios from a scoring, modeling and advanced analytics perspective. Identify business opportunities and problems, and develop and execute solutions. Develop empirical formulas (mathematical models or scores) and other sophisticated analytical projects used by the bank’s international consumer businesses in the ongoing management of their customer loans and credit card portfolios.DescriptionUse sophisticated statistical techniques to develop scorecards, customer segmentation schemes, profiles, and other analytically based Read more […]
Commercial Real Estate Underwriter (Brooklyn) recruitment
1. Interact with the loan officers, management, bank counsel and mortgage brokers related to the underwriting process of commercial real estate loans. 2. Initial loan sizing and screening of submitted loan request. 3. Underwrite commercial loans, preform due diligence and analyses of guarantor financial statements. 4. Analyze cash flow statements, rent rolls, review property leases and related tax returns for entities. 5. Review partnership agreements 6. Analyze third party reports. 7. Read more […]
Credit Risk Capital Associate recruitment
Position Category: Risk ManagementPosition Title: Credit Risk Capital AssociateJob Level: AssociateLocation: USA – NY – New YorkEducation Required: Bachelors DegreePosition Description:Morgan Stanley seeks a professional with extensive financial service experience for a role in the Credit Capital and Ratings Analytics Group. The successful candidate will be responsible for various procedural aspects of the Basel II credit capital calculation, and will collaborate closely with a number of Morgan Stanley functions, such as Credit Reporting, Credit Policy, Credit Regulatory Relations and Regulatory Read more […]
Credit Intermediation Staff Coordinator – Markets recruitment
The Financial Stability Market Monitoring directorate of the MOMA function is seeking a Staff Coordinator to lead the Credit Intermediation staff (CI).CI is responsible for contributing to analysis of financial sector firms that are integral to the credit intermediation process including banks, non-bank financial companies, insurance companies. The group is responsible for providing short- and medium-term analysis of these sectors within the context of global asset market monitoring and financial stability more broadly. Responsibilities The CI Staff Coordinator is responsible for Read more […]
VP, RMBS/CMBS Portfolio Specialist, Major Financial Firm, NYC recruitment
You may directly contact: Dirk Himes, The Polaris Group (an Executive Search Firm). Cell 312-961-4811; Dirk@ThePolarisGroupInc.comPosition Requirements:i) Experienced structured products trading strategist covering RMBS or CMBS; or as a portfolio manager in RMBS or CMBSii) Very quick intelligenceiii) Insightful intelligence into trading / profit generating opportunitiesiv) Excellent communication skillsv) Assiduousnessvi) Ability to implement ideas / conceptsvii) Self-confidence – ability to work without supervisionviii) Conceptual thinker – ability to synthesize ideas / concepts and communicate Read more […]
Senior Associate – RMBS/CMBS Quant / Trading Strategist, Major Financial Firm, NYC recruitment
You may directly contact: Dirk Himes, The Polaris Group (an Executive Search Firm). Cell 312-961-4811; Dirk@ThePolarisGroupInc.comPosition Requirements:Candidates must have direct work experience as a structured products quant. Preferably, candidates will have either general structured products backgrounds (various asset classes) or a focused expertise in RMBS. Also Required Are:i) Strong programming abilities / database skills (such as: C, C++, Matlab, VBA, SQL, R, Java, Perl, and/or related proficiencies)ii) A quick intelligence and ability to learn new concepts very quicklyiii) Read more […]