Director – AML Analytics and Risk recruitment
Responsibilities include:Develop and manage Enterprise-Wide AML measurements and analyze results and trendsDesign and manage team in the creation and updates of AML dashboards for periodic reporting on AML key risk, performance and compliance indicatorsProvide research, analytical and reporting to senior management and participate in various governance forums and incorporate feedback into process; create a risk based escalation and tracking processCompile risk analytics data from a variety of sources needed to identify trending and root cause analysis on key risk indicators of AML riskGather, consolidate Read more […]
Quant Risk Analyst: Credit Risk Modelling, Banking, Boston recruitment
You will be involved in various aspects of the further development and implementation of mathematical models and methods to quantify the credit risk on single derivative transactions, and portfolios of derivatives. In addition, you will perform statistical and econometric modelling of data. In quantifying the credit risk, you will collaborate closely with business users as well as other departments within Risk Management.The successful candidate will have performed a modelling role (combination of statistics, programming and problem solving skills) in a risk department for up to 3 years post PhD Read more […]
**Fantastic Opportunity for a Risk Manager with a multi asset focus** recruitment
The ideal candidate will need to be able to understand the business goals and translate them into deliverable tasks.Requirements:• Good understanding of both Business, Quant and IT requirements for risk systems • Strong knowledge of market data and derivatives across assets with a focus on IR and FX• Proven track record working and / or developing risk systems for front and middle office for a Tier1 bank• Strong knowledge of trade processing and life cycle• Good quantitative background and understanding of risk measures and usage• Good experience in PL explanation, scenario analysis Read more […]
Associate, Credit Risk Methodology, Risk Management Division recruitment
Position Category: Risk ManagementPosition Title: Associate, Credit Risk Methodology, Risk Management DivisionJob Level: AssociateLocation: USA – NY – New YorkEducation Required: Refer to Position DescriptionPosition Description:Morgan Stanley Co. LLC seeks Associate, Credit Risk Methodology, Risk Management Division in New York, NY to provide live trade exposure simulation and pricing for OTC derivatives contracts over a broad range of asset classes including fixed income, inflation-linked securities, credit derivatives and equities as part of a quantitative research group to support credit risk Read more […]
Consumer Credit , Quantitative Risk Specialist recruitment
The Credit Risk Department within the Financial Institution Supervision Group promotes a safe and sound banking system and a stable financial system by effectively identifying existing and emerging credit risk trends. The Consumer Credit Analysis team contributes to the Bank’s financial stability objectives by proactively monitors and identifies inherent/emerging risk related to consumer credit businesses (Residential Mortgage, Credit Card, Auto and other retail lending) through continuous monitoring, exams, horizontal analyses and advanced analytics, in collaboration with on-site teams and Read more […]
Regional Head of Risk Management recruitment
Covering Operational Risk, Credit Risk and Market Risk this standalone position will see you take responsibility for leading the America’s risk division of a global banking organization You will work across a detailed product line ensuring global policies and procedures are applied to the US operation. You will be expected to provide strategic insight to the Global Head of Risk on key risk management issues associated to the US business and work with the local committee for new products. This role is an excellent opportunity for an individual seeking an all-encompassing, senior position that Read more […]
Senior Credit Risk Officer (DTC) recruitment
Background The Inter-American Development Bank, established in 1959, is the oldest regional multilateral development bank with approximately $90 billion in assets. The Office of Risk Management (RMG) is seeking a talented and experienced senior credit risk management professional to strengthen its risk management group to identify, measure, and manage the credit risk of the Bank’s non-sovereign guaranteed operations. Main Activities •Performs the independent credit risk assessment of complex project finance, corporate, and structured finance transactions as well as of subordinated Read more […]
Market Risk Associate recruitment
DEPARTMENT DESCRIPTIONIt is the objective of Lyxor Risk Management team to protect the hedge fund investments of its clients and of Lyxor. Additionally, in the current market climate, it is critically important to protect the reputation of Lyxor and Société Générale by maintaining the highest level of professionalism in our investment process. A key aspect of achieving these objectives is through prudent risk management. Our overall risk management philosophy is to be extremely thorough in our knowledge of each hedge fund investment we make. It requires that we fully understand the risks inherent Read more […]
Quantitative Modeler -PhD Math Physics recruitment
Quantitative Analyst We are seeking exceptionally talented quantitative analysts. To apply mathematical techniques and write software to develop and analyze deivaive pricing models across all asset classes The ideal candidate combines strong programming skills with a solid theoretical background in math, physics or engineering, superb data-mining intuition and a high level of drive and enthusiasm. Experience and Skills • Excellent applied programming skills – C++ or other major language. Statistical packages desirable. • Superior performance in a top scientific, engineering or financial Read more […]
Head-Model Risk Mgmt-Experience Manager/Hands-on recruitment
A Major Financial Services Company is seeking a Head of Model Risk Management (VP level), possessing 10+ years of experience in quantitative financial analysis and modeling, with experience managing a quant team. Advanced degree in a quantitative discipline (Mathematics, Statistics, Finance, Physics, Engineering, etc.) from a major university a must. This individual must have 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, Read more […]