Displaying 18 jobs
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01 May 2008 10:26
London - (Entry Level) £45000 + Bonus
A Tier 1 Investment bank seeks an entry-level quantitative analyst for independent review of credit derivative models.
The role will involve working within the model validation team to examine the mathematical construct and assumptions of the credit derivative models, followed by independent implementation. You will interact with the front office quant group and other model validation members regarding pricing models. A strong emphasis is placed on integrat... more
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30 Apr 2008 19:31
London - Very competitive
Tier 1 investment bank is seeking a valuation control quantitative analyst to work on correlation trades and synthetic credit.
Candidates must have between 1-4 years experience within valuation or risk management, good credit derivatives knowledge, good quantitative skills, good VBA skills and a quantitative academic background at least to MSc level.
The role requires the following:
Obtain trade data
Set models
Set pricing
Analysis
Reporting
Ad-hoc pro... more
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30 Apr 2008 18:22
London - Excellent Base + Bonus
Lead the project management effort for all Product Control initiatives for a European investment firm
Responsibilities:
•Support of a integrated risk platform project within a Product control team
•Extensive liaison across the team, with internal business area, with the project participants.
•Organization of project related tasks over multiple locations, systems and delivery methods (reports, web, system-feeds etc.)
•Interfacing with the Project and the... more
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25 Apr 2008 18:26
Toronto - Excellent Base + Bonus
To develop and implement risk models and derivatives analytics for a Top Investment Bank
Responsibilities:
•Develop production quality platform independent code (C++ under Visual C++ environment) of the Market and Trading Credit Modules of the Risk Application Engine.
•Work in conjunction with other developers to build production quality software to risk manage various rates and credit derivative structures including but not limited to CDO, CDS Indices, an... more
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25 Apr 2008 14:47
New york - Open
Top tier investment bank seeks experienced candidate for model validation group. The ideal candidate should have 1-3 years of experience working with MBS/ABS products. Experience with prepayment modeling is essential. The candidate should have a Ph. D. in a hard science from a top university with strong quantitative and computer skills. Besides working with mortgage and asset backed products, candidate should have an interest in working with other asset class... more
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25 Apr 2008 14:44
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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18 Apr 2008 14:32
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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10 Apr 2008 09:32
LONDON - Market leading salary, and Guaranteed bonus
Quantitative Analyst – Credit Derivatives Specialist – Top Investment Bank – LONDON:
A leading Investment Bank are looking for an expert level quantitative candidate with a strong understanding of the Credit Derivatives Products space, as well as outstanding Technical skills. You will be carrying out the development of pricing, risk and modelling infrastructure for the Credit Single Name business. You should already some from a top institution, and have worked ... more
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02 Apr 2008 18:20
New York - $OPEN
Prestigious Investment bank is looking to add an experienced Quantitative Analyst to their Model Risk Group. On a daily basis this person will assist in coordinating the Model Control Process, where Trading, Analytical Modeling, Model Risk Group, Risk Management and IT provide sign off on new models and recertification of existing models. This person will be involved with the analyzing and performing review of newly developed models. They will provide technical an... more
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28 Mar 2008 11:52
City of London - Total Comp circa £150K
Global European Investment Bank
FX Exotics Trading
Responsible for all risk analytics within FX trading, London and reporting to the Head of Market Risk Analytics in London
KEY RESPONSIBILITIES:
Validation of Exotic FX Model developed by the Front Office Research:
Responsible for the independent Validation of all derivative pricing models used within the FX activity.
Implementation of alternative pricing model, study of model risk.
Involved in all produ... more
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27 Mar 2008 20:35
New York - Excellent Base + Bonus
Manage the credit derivative pricing/valuations function for a Global Investment Bank
Responsibilities:
•Complex trade review
•Price testing and provision policy
•Development of pricing procedures
•Complex new product / new model review
•Accounting policy liaison
•Risk and Price testing completeness
Requirements:
•Masters degree in Mathematics, Statistics, Engineering or Finance
•5-7 years experience in derivatives control and pricing analysis
... more
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27 Mar 2008 20:32
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 O... more
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20 Mar 2008 14:46
LONDON -
Top Investment Bank
A leading Investment Bank are looking for an expert level quantitative candidate with a strong understanding of the Credit Derivatives Products space, as well as outstanding Technical skills. You will be carrying out the development of pricing, risk and modelling infrastructure for the Credit Single Name business. You should already some from a top institution, and have worked on Single name CDS, bonds, warrants and convertibles.
You mu... more
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19 Mar 2008 16:09
London -
/C++/ATL/STL/COM/commodities/Power/Gas/Front Office/investment banking. The commodities team are part of the larger global currencies and commodities IT department. The same in-house platform is used for currency and interest rate derivative trading and although the role will be largely based around structured commodity derivatives, team members will be expected to build an all-round appreciation of all the business areas. Excellent opportunity to join this top ti... more
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19 Mar 2008 13:00
London - ££ Extremely Competitive ££
The world’s leading financial consultancy is seeking an experienced quantitative analyst to join its globally respected quantitative finance team, based in London. We work with the world’s leading financial institutions, including top tier investment banks and global asset management houses, are continuing our impressive growth and increasing presence and reputation within the industry as the market currently demands our services more than ever. You need to have... more
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17 Mar 2008 16:40
London -
Quant Analyst with experience in Fixed Income required to join the Multi-Asset Quantitative Research group of large financial organisation. You will work alongside 3 other Quants all with varying degrees of expertise within the role. Your duties will include working with your piers on various aspects of risk management (for new transactions, tail risk of the portfolio, exotic products and Hedge Fund Strategies). You will also be involved in pricing, modelling and ... more
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13 Mar 2008 18:11
London - Excellent Base + Bonus
Manage the daily trading operations processes.
Responsibilities:
•End-of-day settlements, cost-of-carry analysis, broker dealer funding, P&L production
•Establish and maintain effective working relationships with broker-dealers
•Ensure appropriate controls and procedures are in place to allow for the controlled and efficient financing of trading positions
•Work with clients to resolve all trade differences
•Assist in the management of collateral and mar... more
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11 Mar 2008 19:38
New York -
The Credit Strategy Group serves Moody's clients by providing objective, quantitatively-based research and advice to support their credit investment and risk management processes. A primary tool in this effort is the Moody's Market Implied Ratings (MIR) Service. Through analyzing market patterns and the information in the MIR database we seek to increase the value of the product to current and potential subscribers, thus supporting the growth of the platfo... more
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