Exposure Management – Tier 1 Investment Bank – AVP / VP recruitment
My client, a Tier 1 Investment Bank has 4 vacancies in their Derivatives Credit Exposure Measurement Team. The function of the team is to provide live credit risking for exotic derivative products, to provide advice and structuring expertise to the Credit Sanctioners and the Front Office and to work on projects to ensure that this bank is Basel III compliant.This role acts as an excellent bridge between Credit Risk and the Front Office, and will give successful candidates exposure to exotic derivatives, restructuring credit risk modelling, reporting, systems as well as projects. Successful candidates Read more […]
Quant Risk Analyst – VP – Tier 1 Investment Bank – Great Team recruitment
Quant Risk Analyst – VP – Tier 1 Investment Bank – Great TeamMy client, one of the leading Tier 1 Investment Banks for Risk Management, has a Quant Risk positon open. This is an excellent opportunity to join a market leading Investment Bank working for a best in class team.This role sits in the Credit Emerging Markets area and the core tasks are as follows:Model Reviews, reviews of price-testing methodologies and valuation adjustments.The role has an excellent leevl of interaction with Senior Management, Risk Management and Model Development. They are looking for candidates with Quantitative Masters Read more […]
Credit Risk Analyst – Tier 1 Investment Bank – Canary Wharf recruitment
Credit Risk Analyst required for the Credit Risk Reporting Team at this Tier 1 Investment Bank based in Canary Wharf.The successful candidate will have at least 2/3 years in a Credit RIsk role and have excellent VBA skills to modify and enhance the Reports. The role will consist of reporting the excess management within the Credit Risk department.This is an excellent opportunity to join a market leading Investment Bank based in Canary Wharf with excellent career progression opportunities. Please get in touch to discuss this role in more detail. Read more […]
Java Financial Engineer, Tier 1 Investment Bank, Hong Kong, $Above market recruitment
The successful Java Quantitative Engineer will play a crucial role in the full lifecycle research, design and development of cutting-edge tools to enable the continued success and expansion of the Equity trading business. Due to the fast-paced nature of the group, the role will be highly challenging with a broad range of diverse projects. This is an exciting opportunity for a quantitatively minded Java developer who has had several years experience of multi-threaded coding and the creation of high performance, low-latency e-trading systems. There is tremendous opportunity for growth. As your Read more […]
Credit Risk Analyst – Tier 1 Investment Bank – Canary Wharf recruitment
Credit Risk Analyst – Tier 1 Investment Bank – Canary WharfThe role is a permanent AVP Credit Risk Analyst position at a Tier 1 Investment Bank based in Canary Wharf. This role will involve corporate credit analysis and preparation, presentation and recommendation of credit proposals to relevant sanctioning level. The role will also involve ongoing monitoring and review of credit exposures. The successful candidate will have experience of working within Credit Risk in an international banking environment and will be educated to at least undergraduate degree level in a finance / mathematical / numerate Read more […]
Tier 1 Investment Bank/Credit Risk/Financial Institutions/APAC/V recruitment
This is the chance to join one of the most prestigious Investment Banks in the world who dominate the market place globally by setting and raising standards.Job Duties:- Perform all necessary credit due diligence and analysis on FI counterparties that may range from banks, broker dealers, insurance companies, hedge funds, private equity funds, mutual funds, SPVs, sovereign and sovereign related entities – Work closely with different business units in identifying and developing alternative transaction structures and credit risk mitigation solutions – Review, approve (within delegated authority) Read more […]
Director – Operational Risk Analytics – Tier 1 Investment Bank – New York & Virginia, USA
JOB DESCRIPTION Lead the operational risk modeling team’s development of Basel II compliant Loss Distribution Approach (LDA) models and serve as a serve as a subject matter expert in development of statistical models and distributions to support other areas of economic capital modeling. This effort includes assessing the quality of internal data, incorporation of external data where appropriate, development of loss frequency and severity distributions, and monte carlo simulation to estimate capital requirements for operational risk. This individual will also be called on to establish rigorous Read more […]
Basel II Modeling Manager – Tier 1 Investment Bank – New York & Virginia, USA
JOB DESCRIPTION – Build Basel-II compliant scorecards and models for measuring obligor and facility risk – Engage with Credit Approval and Underwriting organizations to understand loan and deal structures, facilitate discussion and drive agreement on proposed modeling approaches – Take ownership of the model development process; lead all stages of model development from data collection, model building, model validation, testing and calibration – Develop comprehensive model documentation that stands up to Capital One and regulatory standards – Contribute to the development of a robust credit data Read more […]
Senior C++ Developer for Equity Algorithmic Trading Infrastructure, Tier 1 Investment Bank, NEW YORK recruitment
Senior C++ Developer for Equity Algorithmic Trading Infrastructure, Tier 1 Investment Bank, NEW YORK(Algorithmic Trading, Market Making Desk, High Frequency, US Equity Knowledge, Futures, C++)(Circa $175,000 – $200,000 + Competitive Bonus Package and Benefits)The prestigious High Frequency Algorithmic Trading group at a top tier 1 investment bank are seeking a highly skilled lead developer to join their team. The High Frequency Algorithmic trading group are responsible for implementing the technical trading for the cash and futures market and are well recognized for their strengths and global Read more […]
Basel II Modeling Senior Manager – Tier 1 Investment Bank – New York & Virginia, USA
JOB DESCRIPTION Our Client is searching for an experienced statistical leader to become the team lead for Retail Model Validation for Basel II models relating to Pillar I and Pillar II capital requirements. The role will be part of the Scoring Office (within Risk Management), which is responsible for the governance of all models and predictions across the enterprise.Responsibilities:• Lead a team in charge of directly validating all Basel-related models for all Retail portfolios• Ensure defendability of modeling results by providing effective challenge and independent review• Directly contribute Read more […]