Junior Commercial Real Estate/Mortgage Backed Securities Credit Analyst – Credit and Payments Risk recruitment
The Credit and Payments Risk Group (CPR) leads and coordinates the Bank’s assessment of its financial risks, and its payments policy and oversight agenda. Within CPR, the Structured Products function is responsible for analyzing the credit and market risks arising from the Bank’s discount window lending, special lending arrangements and other activities. Additionally, the team monitors and advises on market and structured credit securities risks, including commercial real estate and commercial mortgage backed securities in support of facilitating real-time and independent analysis of credit risk Read more […]
Quantitative Credit Risk VP recruitment
Position Category: Risk ManagementPosition Title: Quantitative Credit Risk VPJob Level: Vice PresidentLocation: USA – NY – New YorkEducation Required: Masters DegreePosition Description:Morgan Stanley is seeking a strong quantative Vice President for its Credit Risk Department. The successful candidate will develop and document rating models that quantify various aspects of credit risk, such as probability of default and loss given default. They will work closely with other members of the Credit Capital and Rating Analytics Group and with Credit Research AnalystsSkills Required:• Masters degree Read more […]
VP/Director – Risk Management recruitment
Background:Experienced risk manager currently working for a clearing firm (multi assets with a major in listed derivative products) or holding a senior trading role in equity or fixed income derivatives.Position:Key Requirements:Risk Management• Overseeing daily portfolio risk reviews and analysis, escalation of margin call and risk decisions/risk identification process.• Ensuring the team is performing appropriate risk reviews with appropriate risk metrics and actions escalated accordingly.• Ensuring appropriate focus on daily risks, market developments and improving procedures.Risk/Margin Read more […]
Market Risk – Portfolio Risk Vice President recruitment
Position Category: Risk ManagementPosition Title: Market Risk – Portfolio Risk Vice PresidentJob Level: Vice PresidentLocation: USA – NY – New YorkEducation Required: Bachelors DegreePosition Description:Morgan Stanley seeks a professional with previous experience in a multi-disciplined risk management function as a Vice President or equivalent in the Risk Department. The Risk Department provides independent risk oversight across the Firm’s trading and lending activities.Based in New York, this individual will report to the Head of Portfolio Analysis. The role involves a diverse range of risk Read more […]
VP Global Margin Analyst recruitment
Global Margin Quantitative AnalystOur client, a global banking institution, is seeking a Quantitative Global Margin Analyst. This team works with the global risk managers, quantitative developers, business analysts, and operations groups located in 5 global locations and will be primarily responsibility of this role is to validate, document, articulate and help execute risk based margin, especially for non cleared OTC derivatives. This team is responsible for extending and supporting all the current business and system flows and developing the unified strategic platform across all asset classes Read more […]
VP Structured Products Quant Strategist, Modeling/Programming/Structuring 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) Preeminent modeling talent / programming quant skills (such as: C, C++, Matlab, VBA, Intex, SQL, R, Perl, and/or related proficiencies)ii) Ability to build / modify systemsiii) Very quick intelligenceiv) Excellent communication skillsv) Assiduousnessvi) Ability to get tasks done efficiently and error free (fast and accurate) vii) Ability to implement ideas / conceptsviii) Self-confidence – ability to work without supervisionix) Conceptual thinker Read more […]
Director, Market Risk – Investment Bank recruitment
The Director will be responsible for overseeing the market risks for client portfolios focusing on futures and OTC Clearing. They will handle the analysis and development of both margin framework and portfolio risk controls. 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 8-10+ years of market risk experience covering OTC markets underpinned by an excellent academic pedigree; an advanced degree is desirable. Must possess Read more […]
Manager, Economic Capital Job recruitment
Manager, Economic Capital-709286 Description Manager, Economic Capital Following the financial crisis, Capital Management has been an area of intense focus for regional and large banks. With the Basel II and Basel III implementations on the horizon for Capital One, Economic Capital is expected to be an area of growth during the next few years. Treasury is expanding its Economic Capital group to meet the growing demands in this area and this role offer the potential candidate an opportunity to help build out our economic capital infrastructure. The Manager of Economic Capital will be responsible Read more […]
Risk Manager – VaR Risk recruitment
The Bachrach Group is your source for leading edge Executive Recruiting and Consulting Services. Our reputation is built on over 30 years of success providing a broad range of services and solutions.Since 1974, The Bachrach Group’s philosophy has ensured excellence in providing services to our corporate clients and to our candidates. When first formed, The Bachrach Group specialized in the accounting and financial fields. Over the years we have successfully diversified and today we specialize in staffing solutions in the following areas: Accounting Finance, Technology, Administration Office Support, Read more […]
Sr. Quantitative Credit Risk Analyst (Residential Mortgages) – NY recruitment
Candidate must have deep experience with residential mortgages and a deep understanding of the credit lifecycle of a mortgage from origination, portfolio management to collection. A degree in a quantitative field [statistics, math, fin eng] and 10+ years of relevant experience in data mining massive amounts of mortgage information and then analyzing that data. The role will also mentor and coach more junior team members. Candidates must have experience using regression models that measure loss given default (LGD) and loss frequency for a residential real estate loan portfolio is required. The Read more […]