VP Quantitative Credit Risk Modeling recruitment
Responsibilities:• Develop internal credit rating models to quantify various aspects of credit risk • Creation of models to benchmark Counterparty Credit Risk across both lending and trading portfolios and ensure consistency among ratings throughout the firm. • Quantify various aspects of credit risk, such as probability of default (PD), loss given default, ( LGD ), and Exposures • Work closely with other members of the Internal Rating Models Group, Credit Research, and Market Risk • Lead project-specific working groups Requirements: • 7+ years quantitative modeling Read more […]
Credit Risk Quant – Basel Team – Investment Bank – Boston recruitment
For a credit risk group that has identified a core group of model building statisticians and econometrical quants, this role will allow you to be involved in building models that produce Probability of Default, Loss Given Default and Exposure at Default. Using your expereince garnered from a background in credit risk, and your PhD, you will elevate the model development process to a better state through new model approaches and coordinate the development of wholesale or retail credit risk parameters and expected loss models by performing technical analysis. Your responsibility will lie in improving Read more […]
IB – Risk Reporting – Securitized Products – Associate – 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 J.P. Morgan Chase Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.IB Risk Read more […]
Senior Quantitative Specialist-Econometrician recruitment
A Major Financial Services Company is seeking a Senior Quantitative Specialist – Econometrician possessing 5+ years of experience in financial data modeling/analysis, experience in working with VaR and a PhD in statistics or econometrics from a leading university. Candidate must has expertise in applied statistics and econometrics, strong knowledge of issues of financial risk management, and strong knowledge of risk models such VaR and other risk measures. This individual must have hands-on experience with R or SAS. Experience with SQL programming is a plus. This position entails being responsible Read more […]
Investment Officer II – 8530/JH recruitment
Working under the direction of the Portfolio Manager (PM) of Risk Management (RM), the Investment Officer II (IO II) performs duties within the following areas:Risk AnalyticsInvestment MonitoringPortfolio Risk ManagementThe Investment Officer II specializes in the analyses of relative value of investment grade and high yield bond investments. The incumbent also conducts analyses and research of domestic fixed income securities in order to formulate investment recommendations and asset allocation strategies.Investment Officer (IO) II Minimum qualifications (MQs)• Equivalent to graduation from Read more […]
Risk Management Associate recruitment
Risk Associate The Risk Management team at this major hedge fund has direct responsibility for monitoring market, credit, liquidity, model and funding risk exposures of firm-managed investments, providing reports and other tools to the Principals, portfolio managers and traders. Firm Risk Management works with the Risk Committee to oversee the design and production of risk reports, and to analyze risk issues and partners with other departments to encourage best practices in risk management. Credit Risk Management works in conjunction with our Counterparty Committee to review, approve and monitor Read more […]
Structured Credit – Credit Risk Capital VP recruitment
Position Category: Risk ManagementPosition Title: Structured Credit – Credit Risk Capital VPJob Level: Vice PresidentLocation: USA – NY – New YorkEducation Required: Masters DegreePosition Description:Primary Responsibilities:• Develop and maintain methodologies for identifying securitization exposures• Develop and maintain methodologies for calculating Basel II/III capital for securitization exposures• Work closely with credit professionals, regulatory controllers and other groups on securitization identificationSkills Required:• The position requires a master’s degree or an equivalent Read more […]
NYC Hedge Fund looking for Senior Credit Risk Manager recruitment
You will be a senior member of the Global Risk Management credit group, being responsible for all Financial Institutions. You will delegate authority to approve Credit and Counterparty exposures while also identifying potential credit exposure and risk factors in new products and businesses and integrate them into the Risk framework. You will use your Mortgage and MBS expertise to assist in the product and credit analysis as well. You will use your communication skills to interact with Senior Management and Traders to explain the Credit Risk. You will also use your managing experience to manage Read more […]
Associate Front Office Quantitative Developer recruitment
Responsibilities: • Provide high quality strategic Trading Analytics tools within a large multi-strategy trading team • Develop Real Time order automation processes • Build Risk Management and position monitoring tools, including scenario analysis and pricers • Assist in the analysis of Trading strategies • Ongoing improvement and enhancement of tools to provide coverage to equity and fixed income trading strategies Requirements: • 3+ years experience as a Quantitative Developer or similar role in a trading environment • Strong programming skills in Excel Read more […]
Director of Risk Management recruitment
Candidates should have a minimum of 8 years of financial experience in risk management and modeling, with experience managing a team. Advanced degree in a quantitative discipline is required. Requirements include strong experience in quantitative finance with emphasis on valuation models (curve building methodologies, term structure models, option models, credit models), and risk management models and methodologies (Greeks, VaR, back testing), and a good understanding of the regulatory environment surrounding model risk management. Excellent written and oral communication and presentation Read more […]