Displaying 21 jobs
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27 Aug 2010 16:59
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
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26 Aug 2010 12:50
London - £100K +Bonus
European Investment bank are looking for a mid level quantitative risk analyst.
The role will involve working with the quantitative risk team in the areas of model validation, credit analysis of derivative transactions and the validation of internal risk models as well as other areas of risk methodology. You will be expected to make contributions to deployment of new credit risk systems and more exotic product validation.
Requirements:-
PhD in a quant... more
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24 Aug 2010 11:00
CT -
TITLE LOCATION
Top Tier European Investment Bank located just outside of New York
Interest Rates (derivatives) Quantitative Risk Analyst / Model Validation
1-8 years experience
SALARY RANGE OR SPECIFIED NUMBER + BONUS
Dependant on experience
JOB DESCRIPTION
The 25 strong team based across three locations worldwide cover Rates, Equity, FX and Credit products. They are looking for a strong profile, predominantly working on IRD but will ultimat... more
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20 Aug 2010 15:31
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
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17 Aug 2010 16:36
New York City - Negotiable based on experience.
Global Financial Firm is seeking candidate for its Quantitative Risk Audit team. This person will be part of the team that is responsible for independently assessing and validating Quantitative Risk management models from an institutional oversight and regulatory perspective. This position will work closely with the Risk Management Division, Valuation Review Group and Desk Strategists to insure that quantitative pricing models are appropriately validated and used.... more
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12 Aug 2010 16:25
London - £75K Base + Bonus
My client is a looking across all asset classes for strong & talented Model Validation Quants for a front office role on their London desk (2 years experience)
My client is a leading tier one investment bank who are seeking to recruit a junior into their global mod-val team. The areas covered are primarily upon Equiites, FX, Rates, Fixed Income. Reporting limes will be to the regional head of Model-Val.
Requirements:
-2 years front office model-val experi... more
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03 Aug 2010 02:32
Sydney -
Quantitative Analyst - Interest Rates
Iconic Investment Bank - Asia Pacific Focus
Front Office Interest Rates Desk
BGM Modeling
Six Figure Salary Package + Uncapped Bonus
With an outstanding presence in Asia Pacific in both retail and institutional domains, my client boosts an impressive global markets team of dedicated and talented quantitative analysts, traders, product managers, developers and research associates. As a result of significant growth tr... more
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29 Jul 2010 12:31
London - £180K
Top UK Bank is looking to hire a mid level quantitative analyst with ideally 4 plus years of experience to be based in their model validation team.
Role:-
Your role will involve having a thorough understanding of quantitative mathematical models used to price financial derivatives. You will independently re-implement the front office models, often using Monte Carlo simulations as well as developing alternative pricing models and making comparisons with front ... more
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27 Jul 2010 12:38
Singapore - SGD Highly Competitive
With accelerated growth in the Asia region, this leading Investment Bank is seeking an experienced Quant Analyst to join its market risk team. You will perform Model Validation for the models & pricing functions used by the Interest Rate Derivatives traders, and assist across other asset classes when necessary.
PURPOSE OF THE ROLE:
- Verify the implementation of new derivative products for both front-office and risk systems, and conduct risk analysis for one-... more
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26 Jul 2010 09:39
London - Circa £250K
Major European Banking Group
Group Treasury
This large European banking group seek a risk professional to understand & articulate the market risk appetite of Group Treasury in its key roles of managing the Groups balance sheet, ensuring that procedures are developed to measure, monitor and report on all market risk exposures and mitigating actions.
This is a senior role responsible for ensuring recognition, reporting & management of market risk exposure... more
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26 Jul 2010 09:38
London - £££ Excellent including Bonus & Banking Benefits, London
Major European Investment Bank
Portfolio Risk & Research Group (CVA, VaR, Correlation, etc.)
This major European investment bank provides financial services to private, corporate and institutional clients with offices in over 50 counties around the world. They seek a flexible Credit Portfolio Quant to lead the analysis and presentation of the Bank's credit risk portfolio and advise senior management in interpretation of the portfolio model outputs, recommendi... more
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21 Jul 2010 11:46
London - £££ Highly Competitive Salary
Award Winning Global Investment Bank
An award winning Asian Investment Bank viewed as one of the strongest players in the FX markets seeks to expand its global team with the hire of an experienced Quant Analyst to model and implement both structured and vanilla exotic products for their FX business.
KEY RESPONSIBILITIES:
- Model and implement parametric local vol models, local-stoch vol model, Jump Diffusion models
- Provide front office with models for ... more
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21 Jul 2010 11:45
Singapore - SGD Highly Competitive Salary
Award Winning Global Investment Bank
An award winning Asian Investment Bank, among the largest by market capitalisation, seeks to recruit an experienced Quant Analyst for its global Model Validation team. You will validate front office and vendor systems relating to risk and P&L computation and provide guidance on model related issues.
KEY RESPONSIBILITIES:
- Develop benchmark models to validate front office pricing functions and prepare technical document... more
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16 Jul 2010 11:48
London - Package £300K
Top-tier investment Bank
Interest Rate Model Libraries
Within this top-tier investment bank, the FICC group offers innovative derivative products & risk solutions for Rates, Credit, FX & Commodities trading. They seek an experienced quant analyst for their London FICC Quant team and to help build out their Interest Rate Model Library.
KEY RESPONSIBILITIES:
- Work directly with traders providing modelling & valuation services across product range
- Res... more
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14 Jul 2010 14:36
London - £170,000
My client is a leading Investment Bank with a very good reputation within the model validation space. They are now looking to hire a model validation quant analyst to work in their cross asset class team.
Role:-
Your role as a model validation quant analyst on the team will involve validating models for the front office quants, carrying out independent validation of derivatives pricing models used by the Firm for valuation and risk calculation. You will wo... more
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12 Jul 2010 16:37
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
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08 Jul 2010 08:02
Sydney or Melbourne -
Senior Quantitative Analyst - Market Risk
Sydney, Melbourne, Singapore & Hong Kong
Multiple Roles - Investment Banks, Funds Managers & Prop Houses
Validation Library & Exotics Validation
Experienced Based Salary up to $200,000 + bonuses
Tis the season for model validation
This is a great time for quantitative professionals opportunity for a relatively experienced, motivated and talented quantitative analysts to join a large banks working in the mark... more
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08 Jul 2010 08:01
Sinagpore - SG$200,000
Senior Quantitative Analyst - Market Risk
Sydney, Melbourne, Singapore & Hong Kong
Multiple Roles - Investment Banks, Funds Managers & Prop Houses
Validation Library & Exotics Validation
Experienced Based Salary up to $200,000 + bonuses
Tis the season for model validation
This is a great time for quantitative professionals opportunity for a relatively experienced, motivated and talented quantitative analysts to join a large banks working in the market... more
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05 Jul 2010 19:38
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
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01 Jul 2010 16:43
New York - Up to $230,000 + Bonus
My client arguably the best investment bank in the world has an exciting opportunity in their newly formed model validation group within internal audit.
They are looking for an enthusiastic Quant to join their desk to be responsible for the development and validation of credit risk rating models.
Requirements:
PHD in Quantitative Field, Economics or Econometrics
At least 5 years with specific focus of counterparty credit risk
Experience calcul... more
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