C#.Net, Winforms, SQL Server- Market Risk Programmer – New York recruitment
The team is seeking candidates who have 7-10 years of IT development experience with a major trading arm of a bank and have hands on experience working on PL Analysis/Reporting and/or a Trade Monitoring/Limits systems. This role will work closely with traders, controllers, and risk managers developing, enhancing and customizing these applications to meet the specific needs and requirements of the NY based Market Risk team. The role requires an advanced degree in a computational field, object oriented programming with C#.NET 2.0 and 3.5, Winforms, SQL Server 2008, .Net connectivity, JavaScript Read more […]
Financial Institution – Sr Risk Manager Consumer Analytics – CT recruitment
You will work use your quantitative background to lead research projects to enhance the Stress Testing and Economic Capital Frameworks to cover the Consumer Portfolio. You will act as the expert for the economic capital and stress testing models, processes and systems. As the lead for the Consumer Portfolio, you will interact with all Consumer business units, including the Consumer CRO. You will work with regulatory reviews of the portfolio models and process. This is an opportunity to gain valuable exposure to different parts of the business and gain direct experience working with Economic Read more […]
Quantitative Modeling-(PhD)(Stochastic Processes,C++,PDE) recruitment
Responsibilities will involve: creating and developing and testing Risk Management methodologies, analyzing exposures using stress testing and VAR techniques, research new methods for capturing risk exposure, and evaluating risk/reward across multiple asset classes (OTC Derivatives, Equities, Rates, FX, and Commodities). Applicants must have a quantitative PhD degree (Finance, Math, Statistics, Economics, or Econometrics), strong statistical programming skills (C++,VBA and SQL) and knowledge of [derivative pricing and risk management practices, numerical methods, Monte Carlo simulations, VaR, probability Read more […]
Credit Risk Senior Analyst, Investments Risk recruitment
This position will report to the Director, Credit Risk -Investments Risk, and will work with Quantitative, Credit, and IT Analysts in the design and maintenance of risk reporting tools needed to help manage and monitor investment performance, and ensure compliance with the relevant limits, procedures and investment policy guidelines.RESPONSIBILITIES• Development of credit risk reporting and surveillance tools • Ensure compliance with issuer, asset and country risk limits• Monitor issuer, asset and portfolio concentrations, and changes in risk exposures• Monitor and assist in the integrity Read more […]
Risk Manager – Counterpary Risk 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 Read more […]
Bloomberg Quantitative Researcher recruitment
The CompanyBloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The company’s strength – delivering data, news and analytics through innovative technology, quickly and accurately – is at the core of the Bloomberg Professional service, which provides real time financial information to more than 300,000 subscribers globally. Bloomberg’s enterprise solutions build on the company’s core strength, leveraging technology to allow customers to access, integrate, Read more […]
Engagement Manager – Anti Money Laundering Advisory recruitment
Engagement ManagerAnti Money Laundering AdvisoryGlobal Professional Services and Management Consulting FirmOur client, a world leader in professional and advisory services, is seeking an accomplished and experienced professional to join their Regulatory Advisory Services team. This practice is made up of a prominent group of regulatory professionals with qualifications in government, financial services and legal that provide cutting edge consulting and advisory services to a distinguished group of global financial institutions on a range of issues in regulatory risk management (analytic, compliance, Read more […]
US FIC Non-Market Risk NY Associate / VP Position recruitment
Position Category: Fixed Income Sales TradingPosition Title: US FIC Non-Market Risk NY Associate / VP PositionJob Level: Associate/Sr AssociateLocation: USA – NY – New YorkEducation Required: Bachelors DegreePosition Description:FIC Non-Market Risk DepartmentFIC Non-Market Risk Management is responsible for managing the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events for the Fixed Income, Commodities and Bank Resource Management divisions in Morgan Stanley’s Institutional Securities Division. These responsibilities include determining Read more […]
Market Risk Officer recruitment
This person will assist the risk and portfolio management staff in assessing portfolio risk exposures taken within the Corporate Credit desks, understanding benchmark characteristics and determining trade allocation parameters. Other responsibilities will include Modeling (creation and maintenance) of securities and benchmarks as needed to support the firms risk management / data integrity reporting processes; Perform quantitative analysis on portfolios and strategies as required by senior risk management staff; Interface across departments to resolve any issues pertaining to risk analytics. Candidates Read more […]
Basel II Risk Analyst recruitment
Principal Accountabilities:• Analyze internal and external data for portfolio segmentation and validation• Scorecard development and validation for modeling probability of default (PD), loss given default (LGD) and exposure at default (EAD) under the framework of Basel II• Determine, develop and document data requirements, modeling assumptions and model results for best practice methodologies deployed and alternatives approaches considered• Work with lines of business to ensure models are business-driven and empirically derived• Communicate and respond to internal model validation Read more […]