Quant Strategist-Credit recruitment
Top New York City Hedge Fund is looking for a Quantitative Strategist with a solid background in credit and equities. This role entails conducting quantitative research aimed at enhancing their current strategies, as well as creating new ones. Responsibilities includes developing strategies, modeling the risk of those strategies, coding and implementation. Candidate must possess 3-5 years prior experience at a hedge fund or IB. Strong programming experience in C++ or C# required. Ideal candidate will have a PhD in quantitative discipline from a top university, and client prefers CFA. Prior Read more […]
Portfolio Manager recruitment
Duties include but are not limited to:Day-to-day execution of the Risk Management ProgramProvide risk analysis and risk reports using the quantitative risk systemWork actively across the asset classes to apply risk concepts and metrics at the individual portfolio, asset class, and total fund levelsDevelop more detailed metrics relevant for each asset class, and more general metrics that can be aggregated across asset classes to the total fundUse this framework for evaluating risk to allocate the total amount of risk approved by the Board among the various investment programs with the goal of maximizing Read more […]
Senior Risk Manager Commercial – West recruitment
Senior Risk Manager in US LCB Independent Risk. Senior approver for larger-sized middle market transactions typically with exposure levels in excess of $10mm / relationship. Responsible for managing risk as it impacts the P/L and balance-sheet of the business unit. Focus on West Region with specific geographic and product responsibilities to be assigned. · Assist in the structuring of credit opportunities to ensure that risk and reward are appropriately balanced in extending credit. · Ensure that all credit extensions are in compliance with target market, collateral, documentation, legal and Read more […]
Commercial Paper Product Manager, AVP, Worldwide Securities Services, Chicago recruitment
The Business:Worldwide Securities Services (WSS), a division of Treasury and Securities Services (TSS), is a global leader in providing innovative products and services to the world’s largest institutional investors and debt and equity issuers. With $10.2 trillion in assets under custody, the business also services $6.7 trillion in debt and $250 billion in equities worldwide. In more than 80 markets, JPMorgan Worldwide Securities Services leverages its scale and capabilities to help clients optimize efficiency, mitigate risk and enhance revenue through its custody and investor services as well Read more […]
Head of Credit Derivatives, Pricing and Valuations recruitment
The group is looking for a product team lead with a strong understanding of credit derivatives markets and experience in the valuation of vanilla and structured credit derivatives. Taking responsibility for all aspects of the valuation of credit derivative products for clients, including: Leading and managing the product development for all vanilla and exotic credit derivative instruments from the perspective of market data, analytics, client interface and commercials Leading a global team of credit derivative product analysts across NY, London and Singapore Applying best practice to the construction Read more […]
Counterparty Credit Risk Manager recruitment
Responsibilities will also include performing data analysis for various risk projects and defining data validation rules and default rules; developing and providing expertise regarding trading products and Counterparty Risk Management; teaming with Credit Analytics, Technology and Treasury groups on data sourcing and data mapping issues; coordinating with Credit Analytics team on Risk Methodology for trading products. Candidates are expected to have at least 8 years of Risk Management experience covering a variety or asset classes, with exposure to Credit Risk (PFE, Credit Capital) and/or Market Read more […]
Financial Institution looking for Risk Analyst – CT recruitment
Responsibilities: Working closely with businesses and cross-functionally with Risk, Finance, IT and Regulatory teams to source, validate, analyze, or report on key portfolio related metrics and attributes for senior leadership, ERMC, regulators, etc. Responsible for aggregating and validating commercial credit investment risk metrics Responsible for aggregating and validating portfolio growth and concentration, negative watch Become expert in risk data definitions and familiarity with risk key metrics across multiple business products Support regulatory and ad hoc risk reporting Read more […]
NYC Hedge Fund looking for Risk Analyst recruitment
This MultiStrat hedge fund is looking for a junior Risk Analyst who is excited and eager to join a growing team. You will cover the long/short credit fund and use your Risk reporting experience to support the team and gain experience working on the buy side. You will use your product exposure, credit or derivatives preferred to support the fund. This is an opportunity for an eager Risk candidate to get a good seat and gain valuable Risk experience on the buy side.Requirements:-2 or 3 years experience in Finance Industry, Risk preferred-Bachelors degree in Finance or engineering, Masters preferred-Experience Read more […]
Director of Sales- Enterprise Risk Solutions recruitment
They specialize in the research and development of software for Market Risk, Credit, CVA, and Regulatory calculations for Banks, HF’s, Asset Managers and Insurance Companies.-Identify and qualify revenue generating opportunities at target base.- Control Sales cycle, client presentations, porposals and strategies.-Delivering to an annual sales quota and contract negotiationRequirements:- 5 + years selling risk software at the enterprise level- strong existing network on the buy-side (Insurance and LATAM a plus)- Strong Knowledge of Risk Management and current regulatory demands Read more […]
Quantitative Risk Manager – Global Investment Management Firm / Quant Trading House – CT, United States recruitment
The advertised role is for an experienced Risk Manager from a Quantitative background, ideally with cross-asset coverage/background. The successful candidate will interact with various teams/personnel on a daily basis and provide a real-time overview of the firm’s risk across Equity, Fixed Income, Commodities and Currencies.The ideal candidate will come from an MSc/PhD background, having studied Maths, Physics, Operational Research, Comp Sci or Stats etc, have a strong understanding of FI/Equity and derivative pricing models and a solid knowledge of VaR (and also risk that is not included within Read more […]