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03 Jul 2008 22:49

quantitative analyst/model validation - Investment Bank

New York - commensurate with experience
Premier global investment bank seeks a quantitative analyst/developer to join a group that supports the analytics for Equities Derivatives Trading business. The candidate will be required to have strong quantitative, problem solving, communication and leadership skills to influence and deliver effective derivatives trading, pricing and risk management solutions to the Equity Derivatives businesses. The candidate will liaise with modeling, trading, and IT devel... more

03 Jul 2008 09:44

Quant Analyst - Front Office Commodity Trading

City of London - Package range £160K-£240K total, depending on experience
Top European Investment Bank Commodity Derivatives Fantastic opportunity for a talented Quant (either senior or a very good junior) at this top European Investment Bank to join a quantitative research function for global Commodities Trading. The role involves defining and implementing mathematical pricing models, ensuring correct implementation and dealing correctly with all aspects of the trade that affect the valuation, including providing risk measures t... more

02 Jul 2008 10:11

Snr Quant Analyst, Market Risk

Singapore - SGD$ Highly Competitive
Leading Investment Bank Market Risk Management Group Substantial growth in the Asia region over the last few years has meant this leading Investment Bank needs to expand its Market Risk efforts. Reporting directly to the regional head they seek to recruit an experienced Quant Analyst who can work on the validation of pricing models across market risk management. ROLE PURPOSE: - Verification and validation of pricing functions and methodologies used for ma... more

24 Jun 2008 18:18

Financial Engineer: Multi-Asset Derivative Pricing

London - £55,000 - £65,000 basic + bonus
With the increasing volatility in the market and tighter restrictions on the use of advanced models within trading and structuring frameworks, my portfolio of clients have placed a greater emphasis in hiring individuals capable of understanding the importance of the robustness of existing quantitative models in place within the business. This client is no exception and are currently seeking a strong financial engineer to be involved in heavy model validation and c... more

11 Jun 2008 21:57

Model Validation Quant- U.S. Investment Bank/ New York

New York - 125-150k Base salary plus bonus
Tier one global investment bank seeks experienced PhD Quant Analyst to validate pricing and risk models. As an integral part of the Risk Management group, the successful candidate will test, code, and implement new models for the front office trading desk. Ideal candidate will have a background in fixed income derivative products and at least 3 years of experience working as a quantitative analyst for a top investment firm. You will be responsible for the maint... more

03 Jun 2008 12:50

Equity Exotics Risk Manager

City of London - Total Package to: circa £400K
Global Investment bank Exotic Equity Trading The equity market risk team within this Top-tier US Investment Bank is responsible for monitoring and reporting on the positions across all of the European Equity Trading, covering: Cash Equity, Futures, Listed options, Convertible bonds, Variance swaps, Exotics, Fund derivatives and Hybrids' including flow, structured products and exotics. This role reports directly to the CRO, Europe. RESPONSIBILITIES: ... more

03 Jun 2008 09:09

Quantitative Analyst - Top Tier Investment Bank - Competitive Salary

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

12 May 2008 01:59

Senior Quantitative Analyst - Pricing Derivatives

Sydney -
The role exists within the Quantitative Modelling area of the Market Risk Management (MRM) group. The latter is a unit within the Financial and Risk Management Division. The role reports to the Executive Manager - Quantitative Modelling, whose technical responsibilities include: (a) the validation, maintenance and documentation of pricing and risk measurement models; (b) the development of models and various forms of analyses aimed at quantifying the risk takin... more

09 May 2008 14:57

Senior Quantitative Analyst – Fixed Income – Fund of Funds– LONDON:

LONDON - Extremely Competitive - flexible depending on experience
Senior Quantitative Analyst – Fixed Income – Fund of Funds – LONDON: A leading Fund of Funds based in London are currently growing their Fixed Income operations and are currently investing heavily in their Investment Management and Risk Management techniques that are applied across the group. You will be working in the Trading division of the company who have seen immense growth over the last 12 months, (from around 60 to 100 people). They are now looking f... more