Credit Quants for Portfolio Risk (Economic Capital) Modelling Group | USA recruitment
A leading global investment bank is looking for junior credit risk modellers for its portfolio risk group as it looks to expand this function using profits from an excellent end to 2011. Candidates with 1-3 yrs experience will be offered great training, excellent career progression and a chance of an unrivalled bonus as this firm consistently out performs its competitors. The role will report directly into a senior team leader within the risk methodology group and will have a dotted line into the Head of Risk. This will allow plenty of senior management facing, vital for career progression. Also Read more […]
Sr Quantitative Risk Analyst: Advanced Analytics Group, Boston recruitment
The team is made up of heavy duty statistical quants with backgrounds combining statistics, math and programming. In this role you would be heavily involved with leadership groups from across the bank providing them with a sparring partner, to identify new and existing analytical needs, and managing analyses using advanced statistics and data mining techniques to enable better decision making. You will need to be able to build strong, persuasive relationships with opinion leaders in various groups and have a solution-focused approach.In essence, you would be responsible for structuring, developing, Read more […]
Regulatory Policy Manager recruitment
Position Category: Risk ManagementPosition Title: Regulatory Policy ManagerJob Level: AssociateLocation: USA – NY – New YorkEducation Required: Bachelors DegreePosition Description:The Firm’s Central Policy Office centralizes and rationalizes the process, updating, and structure for Firmwide policies. The Central Policy Office works with all Business Units to ensure that Firmwide policies contain minimum content requirements to ensure that policy may be consistently implemented, and manages the Firm’s PolicyPortal, a repository for Firmwide, divisional, and regional policies and procedures.Responsibilities Read more […]
Credit Modeling Quant – PD/LGD Modeling – Wholesale Products – Credit Modeling – Risk Management and Quantitative Analytics – Tier 1 Investment Banking – North East, United States recruitment
JOB DESCRIPTION This leading investment bank is seeking a senior team lead to manage a group of 8-10 quantitative analysts from Associate to VP level, specifically surrounding Probability of Default (PD) and Loss Given Default (LGD) models. IN ADDITION, there are multiple mid-level roles available within the same team. This job requires active design and delivery of various credit models. This role involves an analytical/quantitative mindset with the necessary leadership qualities to lead a new and growing team for this Investment Bank. Location: North East, United StatesThe role:• Provide Read more […]
GWM – Market Risk Associate recruitment
Position Category: Risk ManagementPosition Title: GWM – Market Risk AssociateJob Level: AssociateLocation: USA – NY – New YorkEducation Required: Masters DegreePosition Description:Morgan Stanley is seeking a professional with previous risk management experience to join the Market Risk Department in New York at the Associate level. The role is for a risk manager covering the Firm’s corporate treasury function and wealth management activities.Core Responsibilities Include: • Daily analysis of the risk profile of the Firm’s debt issuance, liquidity portfolio, and associated hedges• Daily risk Read more […]
Director – Treasury Model Validation recruitment
Responsibilities: • Plan and execute projects to assess soundness of the implementation, modeling approaches and business assumptions of key models used by the Treasury and Balance Sheet Management groups. • Thorough understanding of the relevance of the data utilized, the models’ conceptual framework, and how the models’ output is in ultimately used in making business decisions • Independently research, identify and prototype industry best modeling practices. • Interact with the business managers and developers • Present validation results to senior management • Coach Read more […]
Global Head of Credit Risk Analytics | Managing Director for a Global Tier 1 Investment Bank recruitment
Your responsibilities will include leading a Global team of 70 quantitative risk professionals as well as providing analytics support to the Risk Management Group. The areas you will cover will be firm-wide VaR, Exposure Management/CVA, Banking Book (IRB Modeling) and Portfolio Risk Analytics. You will also provide support to Market Risk and Prime Brokerage Risk Teams.Due to the changing regulations of Basel and ICAAP you will be responsible for designing the risk framework to ensure compliance and efficiency. You will be in constant communication with the Global head of Market Risk as well as Read more […]
Consumer Compliance Bank Eaxaminer – Financial Institutiion Supervisiion recruitment
Overview Compliance Examinations conducts specialized supervisory activities at state member banks, bank holding companies, and certain U.S. Branches and agencies of foreign banks to determine compliance with consumer protection laws and regulations including the Community Reinvestment Act (CRA). The department also investigates consumer complaints filed against state member banks. Responsibilities Conduct supervisory activities to determine banking organizations’ compliance with regulations and statutes related to consumers including fair lending and CRA Assess compliance risk management programs Read more […]
Analyst/Senior Analyst-Structured Credit-Correlation Trading Strategist recruitment
International Bank is seeking an Analyst/Senior Analyst-Structured Credit-Correlation Trading Strategist possessing an advanced degree in a highly quantitative field or computer science, and a strong programming backed ground (C, C++, Java, etc.) and familiarity with scripting languages, Linux systems. Candidate will work with the correlation trading desk on all quantitative aspects of trading and risk management, develop real time trading systems and trade analysis tools, and build new pricing models, etc. Ideal candidate will have worked on a trading desk as an intern, have experience coding Read more […]
Equities Long / Short Risk Analyst recruitment
Successful candidate will help to lead risk analysis for a multi-manager, fundamental research driven, long / short equities platform.Analyst will be responsible for created detailed risk reports representing the risk and portfolio construction of various equities portfolios. Knowledge of VaR, stress tests, regression analysis and tail exposure is required, as is previous equities exposure and general knowledge of finance and accounting. Must be experienced working with basic databases, SQL and have coding skills. Ideal candidate will have an advanced degree (masters or PhD in statistics, Read more […]