Excellent CVA quant role based in NYC at a top IB – USA (CESR) recruitment
This leading New York Investment Bank is looking for a talented individual who is looking for quick career progression and a new challenge. They are seeking an exceptional individual to join their Front Office CVA team at the head offices in NYC. The successful individual will come on at a very competitive level and will take on a great deal of responsibility from day one and should not be afraid to take the initiative and bring new ideas to the team. The manager and head of the quantitative space needs a person to be able to come in and implement CVA models to a high standard and also take over Read more […]
Senior Strategic Risk Quantitative Researcher recruitment
Strategic Risk Research (SRR) responsible for Bloomberg’s research effort into cutting edge risk models. Current projects involve research into the appropriate use of fat tailed distributions in risk models, blending statistical models with economic structures, developing regime switching models, formulating early warning signals for crisis detection, and developing robust risk measures for use in determining risk of stressed markets. The Role Senior SRR quantitative analysts will be hands-on researchers in the effort to build out our new risk models. This senior member will formulate a regime-switching Read more […]
Associate ALM / Market Risk Governance recruitment
Responsibilities: • Assist in the research and analysis into issues involving market risk, basis risk, curve exposure and foreign exchange risk. • Development of quantitative and empirically supported risk targets for interest rate risk to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits. • Integral part of the FAS 133 compliant strategy development including researching FAS 133 accounting implications. • Recommend and enhance existing risk measurement methodologies to provide greater line of sight to market Read more […]
Head of Market Risk recruitment
The Head of Market Risk will be responsible for overseeing, measuring, reporting and monitoring risk at the portfolio level.Responsibilities include but are not limited to:* Oversee the current portfolio and recommend ways to control or reduce risk.* Suggest methods to hedge risk at both a strategy level and a firm wide level. * Monitor individual teams to ensure the maintenance of risk for each portfolio.* Participate in investment meetings and contribute to the investment analysis process.* Perform comprehensive attribution analysis to ensure returns are commensurate with risk being taken.* Lead Read more […]
Senior Associate recruitment
Financial Market Risk Management (FMRM) is part of the Enterprise Risk Management (ERM) organization. It is the group that leads the analysis/communication of income implications of equity market, interest rate and foreign exchange risks. This includes recommending hedge strategies and providing input regarding enterprise risk appetite/tolerance. For interest rate risk, FMRM is currently developing analytical and technological capability to maintain a quarterly view of interest rate earnings sensitivity with defined policy and governance processes. This risk measure based on earnings risk would Read more […]
Credit Analyst III recruitment
THE COMPANYFannie Mae exists to expand affordable housing and bring global capital to local communities in order to serve the U.S. housing market. Today, our focus is on preventing foreclosures, making mortgages and rental housing as affordable as possible, and supporting the housing recovery. We are rapidly building and realigning our company to better serve the market as we support the Administration’s Homeowner Affordability and Stability Plan.Join our dedicated, diverse, high-performing workforce and put your unique talents to good use as we work with our partners to advance our nation’s housing Read more […]
Credit Restructuring Analyst recruitment
Department Overview Barclays 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 […]
Operational Risk Quantitative Analysis Manager recruitment
Headquartered in San Francisco, UnionBanCal Corporation is a financial holding company with assets of $84 billion at September 30, 2011. Its primary subsidiary, Union Bank, N.A., is a full-service commercial bank providing an array of financial services to individuals, small businesses, middle-market companies, and major corporations. The bank operated 404 full-service branches in California, Washington, Oregon and Texas, as well as two international offices, on September 30, 2011. UnionBanCal Corporation is a wholly-owned subsidiary of The Bank of Tokyo-Mitsubishi UFJ, Ltd., which is a subsidiary Read more […]
Senior OTC Risk Manager recruitment
Overview:CME Group is the leading exchange and clearing house for listed products. In its unique position as the most diverse clearing house, it is in the forefront of the clearing of OTC products, which is mandated by the financial reform. Position Description: CME group has an immediate opening for a senior Risk Manager for cleared OTC products. This is an Associate Director level position or Risk Manager depending on experience. CME offers a very competitive compensation and a benefits package. The immediate focus of this role will be on the development of Risk Management Policies and Procedures Read more […]
Prime Brokerage Risk Management- New York recruitment
Reporting to the bank’s Global Head of Risk for Prime Brokerage, these roles involve managing the development and implementation of quantitative models that capture the margin risk of client portfolios across OTC Derivatives including Interest rate Swaps and credit default swaps. Applicants should have an advanced quantitative degree, deep understanding of risk measurement methodologies and a minimum of 3-5 yrs of experience in market risk management [fixed income strategies] at a major bank or hedge fund. Superior communication skills are a must. Refer to Job#18924-EFC and email MS Word attached Read more […]