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Job Search - Credit Derivatives

Displaying 17 jobs Showing 1 to 17...
30 Aug 2010 22:00 Strategist / Business Analyst New York City - Negotiable based on experience. Our client is looking to add a Business Analyst that will be part of a Surveillance Strategies Group and will assist the team in surveillance design and business process restructuring projects. This person will work along side team members to apply statistical concepts/models to surveillance design across all product types including fixed income, equity and credit derivatives. They will define criteria for technology automation, write technology specifications and... more
27 Aug 2010 17:03 Front Office Credit Derivatives Quant – Major Investment Bank London - £Very Competitive My client is one of the leading credit derivatives businesses in investment banking and the role is for a pure quantitative analyst. Sitting on the trading floor, very near the traders but far enough away not to be under constant pressure with no time to think, this role involves the research and development of trading strategies, pricing and risk models and tools for a leading credit business. The team quantitatively support several desks including flow, repo, ... more
27 Aug 2010 16:59 Credit Derivatives Quantitative Analyst – Top Tier IB London - £70-110,000 + Bonus Experienced credit derivatives and mortgage backed securities quant required for top tier US investment bank for model validation. The role is part of the London based model review team which is part of a larger global group responsible for the review, validation and risk assessment of models used to price and risk manage the trading of derivative products across all asset classes. Based on the trading floor, this position is part of a small team of credit deriv... more
20 Aug 2010 15:31 Quantitative Risk Analyst - Equity Derivatives London - Package circa £200K total Top-tier Investment Bank Global Derivatives Risk Team for Model Val & Trade Approval This top-tier investment bank seeks an experienced Quantitative Risk Analyst to cover EQUITY DERIVATIVES. The team covers all aspects of model val & trade approvals for Rates, Equity, FX & Credit Derivatives. This is an exciting high-profile role in a respected group based in 4 locations worldwide and which also develops methodologies for aggregating market & credit risks... more
09 Aug 2010 20:08 Strategic Business Analyst New York City - Exceptional compensation and benefit plan. Our client is looking to add a Business Analyst that will be part of a Surveillance Strategies Group and will assist the team in surveillance design and business process restructuring projects. This person will work along side team members to apply statistical concepts/models to surveillance design across all product types including fixed income, equity and credit derivatives. They will define criteria for technology automation, write technology specifications and... more
09 Aug 2010 16:37 Software Architect for Financial Engineering team London - n/a The main responsibility of the team is the development and maintenance of the bank’s derivatives pricing and risk management library. The candidate will work closely with the financial engineers in reviewing and improving the existing architecture. The library is written in C++. Interfaces include Excel, C++, C# and Java and xml. Requirements A software engineer/architect with the qualities listed below: • Innovating high performance computing strategi... more
03 Aug 2010 17:58 Credit Derivatives- Analyst London - Negotiable • Working on the valuation, quantitative, analytical and technology development work for the credit derivatives product. • Communicating with clients in order to confirm trade details, co-ordinate client trials, address queries and price challenges, ensure accuracy of results in addition to providing general support on derivative valuations. • Ensuring accuracy and consistency of market data and models used for valuation of all asset types within credit derivat... more
03 Aug 2010 03:03 Credit Derivatives Analyst New York, NY - 300K - 350K + bonus Prestigious financial firm with offices in New York City is looking for credit analyst who will provide quantitative research, direction and support to credit research group. The right applicant will be an important part of the credit research team and will be expected to build original models as well as to maintain and enhance existing models and take initiative in building new models, assist with security level valuation along an issuer’s capital structure, and ... more
26 Jul 2010 21:48 Quantitative Modellers for Credit Portfolio Modelling Consultancy - London London - Maximum £110,000 plus Car allowance, bonus and benefits Quantitative Modellers for Credit Portfolio Modelling Consultancy - London THE COMPANY AND SITUATION OVERVIEW: One of the biggest names in the world of professional services has launched a modelling team producing a unique service offering for which there is currently no equivalent in existence. This consists of advisory services relating to Credit Portfolio Modelling and Credit Portfolio Management for the financial sector. For this role they require what... more
16 Jul 2010 11:46 Head of VaR Analytics Group London - Circa £120K + Benefits Leading Investment Bank Market Risk Modelling This key Risk Modelling group at this leading investment bank develops Market Risk models and validates Front Office Derivative Pricing models. Risk models include VaR, PFE and stress testing models. The need is for an experienced manager for their VaR Analytics team to deliver VaR methodologies for the CAD2 environment and the banking book. This will involve prototyping systems and processes for VaR calculation,... more
12 Jul 2010 16:37 Quantitative Research Analyst London - Up to £75,000 base (DOE) + competitive bonus My client, a globally leading investment bank, has active headcount for a quantitative research analyst on their London desk. This group works across both front and middle office. Responsibilities: • Providing analytical research by mathematical pricing, modeling and programming • Execute quantitative analysis that supports the trading of Fixed Income, FX, Hybrid, structured funds and credit derivatives asset classes • Analyze the parameter insecurity thr... more
09 Jul 2010 21:22 Senior Risk Manager New York City - Exceptional compensation and benefit plan. Global Financial firm has an immediate need to add a Senior Risk Manager with experience working with single name CDS, Credit Derivative Indices and other Synthetic Credit products. The person will be responsible for daily reporting of VaR, stressed risk, Greeks and P& L of counterparty and house portfolios from a global perspective. They will also develop and enhance the quantitative approach and risk models to assess risk exposure at the position and portfolio... more
07 Jul 2010 19:59 Business Analyst - Strategies New York City - Outstanding Compensation and Benefit Plan Our client is looking to add a Business Analyst that will be part of a Surveillance Strategies Group and will assist the team in surveillance design and business process restructuring projects. This person will work along side team members to apply statistical concepts/models to surveillance design across all product types including fixed income, equity and credit derivatives. They will define criteria for technology automation, write technology specifications an... more
05 Jul 2010 19:38 Credit & FX Quantitative Risk Derivatives Analyst – London London - Up to £85,000 base (DOE) + competitive bonus Credit & FX Quantitative Risk Derivatives Analyst – London SALARY RANGE OR SPECIFIED NUMBER + BONUS Up to £85,000 base (DOE) + competitive bonus JOB DESCRIPTION My client, a globally leading investment bank, have active headcount for a quantitative risk derivatives analyst on their London desk. Responsibilities: • Pricing and modeling of Credit and FX risk derivatives • Execute quantitative risk analysis that supports the trading of FX & cred... more
01 Jul 2010 17:20 Risk Analyst New York City - Negotiable based on experience. Leading Financial Service firm would like to add a Risk Analyst to it's Risk Management team in NYC. This person will assist the team in detailed monitoring and decomposition of P&L, stress testing, analysis of market movements and their impact on the risk profile and continuous review and enhancement of risk management framework. Prefer candidates to have an advanced degree in Finance/Economics/Mathematics and a minimum of 3 years experience in Risk Management ... more
29 Jun 2010 16:40 Quantitative Risk Derivatives Analyst – London London - Up to £85,000 base (DOE) + competitive bonus My client, a globally leading investment bank, have active headcount for a quantitative risk derivatives analyst on their London desk. Responsibilities: • Providing analytical support to the Global Markets operations, by mathematical pricing and programming of risk management trading books • Execute quantitative risk analysis that supports the trading and marketing of Fixed Income, FX, Hybrid, structured funds and credit derivatives asset classes • Analyz... more
26 Jun 2010 20:55 Credit Derivatives Desk Quant- London LONDON - 100-130k pounds , plus bonus Prestigious Investment Bank is looking to add a Quantitative Analyst to their Credit desk in London. This person will support the front office credit correlation with model development and implementation. On a daily basis this candidate will be responsible for developing derivative pricing models to support the credit derivatives trading desk at the firm. Requirements include a PhD or equivalent in a quantitative field along with 2-4 years of financial experien... more