Displaying 93 jobs
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03 Jul 2008 22:49
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
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03 Jul 2008 16:05
London - Up to £180K total
Required Experiences and Qualification:
1.Minimum two years of experience working on structured credit products including ABS, CDO and synthetic CDO or on credit portfolio analysis
2.Minimum four years of experience working on mathematic or stochastic modeling
3.An advanced degree in Finance, Physics, Mathematics or Statistics
Essential Candidate Backgrounds:
1.Very strong analytical skill and solid programming skill
2.Very detail oriented and hand... more
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03 Jul 2008 15:57
London - Package up to £200k
My client is looking for a Quant Analyst with at least 2-3 years experience within FX Modelling. Most of the book is vanillas and first generation exotics (barriers, one touch etc). You will need to develop a mixed local and stochastic volatility model in a finite difference type framework.
The successful candidate will have an ability to communicate well with traders (who themselves may have been FX quants).
My client requires very strong IT (C++/C#).
If you q... more
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03 Jul 2008 09:46
London - Up to £250k Total Package
Top-tier US Investment Bank
The London offices of this Top-tier US Investment Bank represent one of the fastest-growing parts of the firm and for this reason they now require an experienced Quant Analyst to report to New York and work closely with his trading counterparts in London.
Largely utilising their US research infrastructure and gaining software development support from the algorithmic trading development group this quant group will be working on som... more
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03 Jul 2008 09:44
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
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03 Jul 2008 09:43
London - £200-400K
Top-Tier Global Investment Bank
ALM Group - Insurance & Pensions
This derivative structuring group analyses the needs of insurance costs and pension funds using internal m0dels for asset allocation, ALM and portfolio re-allocation. The role requires a strong quantitative ability in structuring solutions and applying models to client situations.
Your background:
- Very good experience in a quant and/or derivatives structuring environment which has included... more
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03 Jul 2008 09:42
London -
Top-tier US Investment Bank
Up to £175k Total Package
Great opportunity to join a leading edge group at this top-tier US Investment Bank which is expanding its High Frequency trading platform and now seeking to recruit another talented and experienced Quantitative Analyst to help them further develop strategies for the FX desk.
KEY RESPONSIBILITIES:
- Develop a range of high – low frequency strategies in different asset classes (focus on FX)
- Empirical... more
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03 Jul 2008 09:41
Singapore - Up to SGD850K Total Package
Leading Investment Bank
Base Metals & Agriculture
This leading Investment Bank has seen substantial growth in the Asia region over the last two years resulting in increased trading volumes and products coming from their pan-Asian HQ in Singapore. Being a leading player in the Commodity markets (Oil, Base Metals & Agriculture) and with Singapore running as the Asian centre, they seek to recruit an experienced Quant Analyst to develop structured products for the... more
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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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02 Jul 2008 19:16
London - £neg
The candidate will develop models, implement products, and support the trading desk.
JOB PROFILE
Develop models and implement them in software for pricing and risk managing derivatives
Develop pricing and calibration tools
Benchmark and compare results of various techniques
Implement products using pricing engines and models
Explain model behavior and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provi... more
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02 Jul 2008 10:11
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
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01 Jul 2008 19:35
New York - Open
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
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01 Jul 2008 12:51
London - Circa £250k Total Package
Leading Hedge Fund
Statistical Analysis / Signal Processing
A London & Bermuda based investment manager, already running with highly successful long-short equity and long-only accounts, is looking to run a fund with a more quant driven / signal processing approach and needs to recruit an experienced Quant Analyst to lead this process.
ROLE OVERVIEW:
Using a vast database of buy / sell ideas (equities) you will undertake statistical analysis of their histor... more
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30 Jun 2008 17:10
London -
My client is a tier 1-investment bank with a position for a quantitative analyst within the interest rate modelling division. The role will involve working directly with traders and the sales team. You will be responsible for taking trader requests, developing new models and implement these into the bond analytics library using C++.
Applicants should have experience using C++ and a background in mathematics.
(Stochastic Processes, PDEs and associated Analy... more
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26 Jun 2008 10:27
London - Excellent package reflective of this dynamic asset class
Top-tier Global Investment Bank
Front Office Commodities Desk
This is a desk-quant role for the Oil desk of this major investment bank''s Commodities business. The role is to develop models, implement products, and provide day-to-day support for the traders.
RESPONSIBILITIES:
- Develop models and implement them in software for pricing and risk managing derivatives
- Develop pricing and calibration tools
- Benchmark and compare results of various tec... more
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26 Jun 2008 09:36
London - £60,000-90,000 + Bonus
My client is a tier 1 investment bank with a position for an associate/VP quantitative analyst within the Quantitative Analytics group. This group is responsible for fixed income research, development and implementation of quantitative models across all Rates asset classes (Interest Rates, Equity, Foreign Exchange, Commodities, Emerging Markets and Derivatives Counterparty Risk Management).
The group works closely with each business area to understand their re... 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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24 Jun 2008 18:33
New York - Open
Top tier investment bank seeks experienced quantitative analyst for a market modeling group. Superior Math skills required. Candidate must have a Ph. D. in a hard science from a top university along with 2+ years of industry experience. Experience with parallel computing highly desirable. On a daily basis, the candidate will spend about 50% of the time working on mathematical solutions and then 50% in implementation. This is a core quantitative group and is n... more
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24 Jun 2008 09:08
New York - 200,000 - 400,000 USD plus bonus
Talented Mathematician/Quantitative Analyst – NY Based Hedge Fund:
A highly prestigious and growing hedge fund based in NY are looking for a talented Mathematician to join the quantitative research group to help generate and implement new trading strategies/models in various markets across different asset classes. The company place huge importance on creativity and the generation of new ideas, as well as strong realisation capabilities.
You should have a... more
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20 Jun 2008 19:21
New York - Open
Prestigious Investment Bank is looking to add a Quant Analyst to their Mark Risk group. On a daily basis this person will have a market risk oversight focus on the businesses of several hundred billion in size. The responsibilities include monitoring, reporting and analysis of market risk exposures incurred within CIB trading books and the portfolios consisted of assets including corporate credit products, ABS and CMBS, equities, FX, emerging markets, munis, trea... more
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