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Job Search - Credit Derivatives
Displaying 7 jobs
Showing 1 to 7...
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03 Jul 2008 09:37
London - Total package circa £250K
Top-tier US Investment Bank
Multi-Asset Quant Research Group
This top-tier US investment bank is looking for a Desk Quant to join a local team of 3 analysts (9 analysts globally) and be responsible for developing and enhancing the firm’s Global Commodities Desk’s pricing and risk management models. A particular focus will be the support of the fast growing global Commodity and Hybrid exotic trading platform. Experience in supporting a derivatives trading desk... more
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24 Jun 2008 18:34
New york - Open
Top tier investment bank seeks Quantitative Analyst for Risk Analytics Group. This group is responsible for developing quantitative pricing and risk management models for credit risk and hedge fund risk. Credit risk projects include development of pricing and simulation models for interest rate, equities, commodities, FX and credit derivatives. Hedge fund risk management projects involve the development of methodologies to measure specific risk and will require ... more
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06 Jun 2008 20:08
New York - Excellent Base + Bonus
As part of the Product Control function ensure proper valuation of Structured Credit and ABS products.
Responsibilities:
•To analyze pricing components of derivatives products, including cds, credit linked notes, collateralized synthetic obligations, index (full and tranched)
•Ensure all aspects of the valuation (i.e. correlation, recovery rates, restructuring types, spreads) are being accurately reflected on the risk systems.
•Co-ordinate with the Middle ... more
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06 Jun 2008 15:09
New York - Open
Prestigious Investment Bank is looking to add a VP level Market Risk Manager to their Quantitative Risk Group. The successful candidate will have a solid market risk background with front desk coverage experience along with a strong quant background and portfolio risk management experience.
On a daily basis this person will be responsible for leading a group of quantitative finance specialists in Quantitative Risk Methodologies. They will also be responsible ... more
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04 Jun 2008 19:15
London - Top Tier Investment Bank -
A Tier 1 investment bank is seeking to hire a senior VP within their quantitative development global analytics team.
The role will involve management, quantitative analysis and system migration and development, including Financial engineering, front to back processing, trade capture, risk management and internal system architecture.
The project is quantitative; involving structured credit exposure. It is positioned within the analytics team.
The ro... more
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03 Jun 2008 09:09
London - Competitive
Prestigious top tier investment bank is seeking a Quantitative Analyst on the model validation team for credit derivatives.
This role involves pricing and risk management, model validation and trade approval concerning model issues, including the testing of pricing models used for the calculation of the Bank’s official P&L and risk figures.
Candidates will need a good quantitative BSc, MSc and/or PhD in Maths, Physics or Engineering, Good IT skills (C++), ... more
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22 May 2008 11:37
London - Package to £200K
Large Risk Management Firm
This major pan-European risk consulting firm Financial Risk Management group of approximately 300 consultants and plan to grow significantly over the coming years.
Part of this expansion is the further development of their Credit Portfolio Modelling Group which is responsible for credit portfolio management research, building cutting edge models and delivering solutions around this market leading technology to global clients.
Yo... more
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