Senior Risk Manager – Top Hedge Fund recruitment
Requires significant risk management experience with the following asset classes: CDO, RMBS, high yield, leveraged loans and distressed fixed income products. Reporting directly to the CRO, the Analyst will be hands-on and work closely with the traders and Portfolio Managers to assess market and credit risk exposures and impact investment decisions. Must be able to think strategically, solve problems and work in a fast-paced team environment. The Senior Risk Quant will play an integral role in helping the firm make investment decisions and have high visibility in presenting Read more […]
Market Risk Manager -Asset Management recruitment
Asset Management firm that employs a unique hybrid model managing part of the capital internally and part through an array of external mangers. very well diversified portfolio investing in both public liquid markets such as fixed income, credit, currencies, commodities, equities as well as illiquid ones such as private equity, natural resources and real estate. The portfolio is diversified not only across asset classes but also across trading strategies. RESPONSIBILITIES:• Analyze and understand PL of internal desks and returns of external managers. Develop tools to examine PL through quantitative Read more […]
Risk Project Manager recruitment
Background:Project Manager is responsible for the overall management and execution of market risk and credit risk analytics and infrastructure projects. Success of the position is evaluated against the following metrics:Project initiation by thorough planning with project sponsor and key stakeholdersSet up robust project governance commensurate with best practiceProgram schedule execution, issue escalation and resolutionMaintenance of all project artifacts and robust documentationClient relationship managementWritten and verbal project update and management information to stakeholders and senior Read more […]
Vice President Market Risk ALM Strategy recruitment
Responsibilities: • Drive the cross-functional development, where needed, of sophisticated balance sheet optimization modeling, taking into consideration multiple factors including earnings, rate risk profile, funding, capital, hedge accounting and other factors • Lead development of additional balance sheet management capabilities and hedging tactics, including FAS 133-compliant strategy development • Establish interest rate risk targets and tolerances, develop strategies to achieve these objectives, and quantify the Bank’s market risk – including rate risk, basis risk, curve Read more […]
Risk Analyst recruitment
DescriptionThe Market Risk department consists of multiple teams and members analyzing different aspects of market risk of Trading desks. Products include Interest Rates, Equities, Structured Credit Products, FX, Commodities, High Yield, High Grade, ECP and Distressed Debt.Responsibilities: • Mathematical analysis of front office valuation and risk models.• Product analysis: Identifying the primary risks associated with complex derivative products and their suitability for being risk managed in specific models.• Independent model implementation in the departmental quant library with Read more […]
Quantitative Market Risk Associate recruitment
Responsibilities: • Analyze and understand PL of internal desks and returns of external managers. • Develop tools to examine PL through quantitative statistical techniques. Gain insights into PL drivers through in-depth knowledge of markets, instruments, positions and trading strategies and information gained through interactions with internal and external portfolio managers. Compile relevant reports. • Write insightful PL commentaries for management. Participate in development of a framework to predict returns of external managers. • Understand risk, trading positions and strategies; Read more […]
AVP, Credit Restructuring & Advisory Group recruitment
Department OverviewBarclays Capital is the investment banking division of Barclays Bank PLC. With a distinctive business model, Barclays Capital provides large corporate, government and institutional clients with a full spectrum of solutions to their strategic advisory, financing and risk management needs. Barclays Capital has offices around the world, employs over 23,000 people and has the global reach, advisory services and distribution power to meet the needs of issuers and investors worldwide. For further information about Barclays Capital, please visit our website www.barclayscapital.com. Read more […]
Market Risk Data Analyst – Financial Institution Supervision recruitment
The Market Risk Analysis Team within the Financial Institution Supervision Group covers broad quantitative topics such as market risk data, reporting and modeling. Its main focus is on providing and further developing cross-firm, systemic market risk reporting and analysis of the trading books of Systemically Important Financial Institutions (SIFIs). The team is tasked with regularly producing high quality reports and presentations that are shared with very senior audiences within the Federal Reserve System, including members of the Board of Governors and the President of the NY Federal Reserve.ResponsibilitiesLearn Read more […]
Quantitative Market Risk Analyst – New York City Bank recruitment
You will join a quantitative Market Risk group to develop risk methodologies including sophisticated quantitative methodologies to measure risk exposures, Value-at-Risk model, stress testing methods, etc. Important focus on satisfying requirements of BASEL II, IAS, FAS, and other regulatory frameworks. You must have a strong understanding of front office quantitative models and be able to assess of the risk structure affects the price. Strong communication skills are important to discuss complex quant matters with risk managers, traders and business heads.Skills: Strong background in quantitative Read more […]
Portfolio Management Analyst recruitment
Responsibilities: • Analysis of daily market data (e.g., curves, prices, vols, etc) used to value portfolio positions. • Preparation of PL/Performance predicts and explanatories, as well as the analyses thereof, including PL due to delta, gamma, vega, basis, new trades, etc. • Developing and validating portfolio risk reports and analyses thereof in conjunction with the Portfolio Managers to include, • Prepare Greek sensitivity reports (e.g., delta/gamma ladders, etc.) as required by the Portfolio Managers. • Run Scenario analyses based upon various risk factors as agreed with Read more […]