Senior Quant Analyst – Investment Bank France Based recruitment
Key words: Quant, Quantitative, Senior, Credit risk, Credit, Counterparty, CVA, VaR, modelling, model validation, risk methodology, risk, investment bank, finance, France, ParisSenior Quant Analyst – Investment Bank – Paris An investment bank in Paris is looking for a Senior Quant Analyst with a strong understanding of VaR and Counterparty Credit Risk (CVA). The contractor must have good experience of model validation; as they will be working autonomously and will be responsible of validating the VaR and CVA models. An understanding of C++ is also necassary.Skill set – Senior Quant Analyst – Investment Read more […]
Senior Quant Analyst / Financial Engineer – Backtesting recruitment
Senior Quant Analyst / Financial Engineer – Backtesting – £60-95kA Tier 1 Insurance company is implementing Algorithmics Riskwatch product to enable Solvency II reporting and ALM. A team of Financial is being created to ensure ongoing development of the Algorithmics solution optimising both the modelling capability and the process and performance. Key Responsibilities:• Provide financial specifications for the design of new risk management analytics functionality • Modelling of proxy models • Work with business units to incorporate advanced risk management and financial functionality Read more […]
Senior Quant Analyst / Financial Engineer recruitment
Senior Quant Analyst / Financial Engineer – Risk Solution ImplementationA Tier 1 Insurance company is implementing Algorithmics Riskwatch product to enable Solvency II reporting and ALM. A team of Financial is being created to ensure ongoing development of the Algorithmics solution optimising both the modelling capability and the process and performance. Key Responsibilities:Provide financial specifications for the design of new risk management analytics functionalityModelling of proxy modelsWork with business units to incorporate advanced risk management and financial functionality Internal Read more […]
Senior Quant Analyst – Interest Rate and Exotic Options (Trading Model building) recruitment
Interest Rate and Exotic Options Trading model developmentGlobal banking organisationInternational posting to AustraliaThis opportunity is responsible for model development, implementation and ongoing support for the Interest Rate Options and Exotic Derivatives trading desk of a reputable Institutional Bank. A two year rolling contract is on offer and the position is open to international applicants. Key competencies include: Considerable experience as a Interest Rates Quantitative Analyst Must have successfully implemented term structure models, i.e. Hull White, HJM and LMM for one, two or Read more […]
Senior Quant Analyst – Commodity Trading recruitment
In this challenging role, you will be working closely with the traders on the trading floor developing and maintaining systems for the proprietary derivatives business. Besides coding strategies and conducting analysis, you will also participate in strategy development and execution of commodity futures and have strong exposure to all front office activities.Our client is looking for a proactive and professional candidate with strong programming skills. The successful candidate possesses the following attributes:- Strong Degree in Computer Science or similar- 3 – 5 years experience, preferably Read more […]