Displaying 16 jobs
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12 May 2008 01:59
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
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09 May 2008 14:57
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
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02 May 2008 16:34
London - £60000
My client is a tier 1 investment bank with a position for a quantitative analyst to join a middle office function. You will be responsible for reviewing commodity models developed by the front office team.
Responsibilities:
- Theoretical and functional validation
- Source Code analysis
- Independent Implementation/testing
- Propose reserve calculation methodology for model parameters.
- Proposes Market risk indicators.
- Review and examine models that... more
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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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29 Apr 2008 08:41
London - Competitive Package
Specialist Commodities Investment Management company seeks a quantitative analyst to work on their commodity desk.
Their job will be to ensure the independent validation of all models / pricers developed / used by the Front Office to valuate all Commodities Derivatives transactions and to define or propose if necessary any specific reserve methodology for model or market risk.
The successful candidate will have 5 years experience in model validation or in a ... 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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24 Apr 2008 09:33
London - £80,000 Basic
Quant Developer. C++. Int Rate Exotics Desk. C++ Excel VBA
Please note to apply for this role you must have experience working in exotic interest rates!
Model validation team across a number of asset classes is looking for another exceptional quant developer to work with the Interest Rate Exotics desk on model validation and library development and optimisation.
You should have 2 or 3 years experience in a C++ focused development environment exposed to ex... more
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24 Apr 2008 09:17
London - £110,000 Basic
Quant Developer. FX Exotics - C++ Excel VBA. Inv Bank
An extraordinary quantitative developer with circa 5yrs of experience is needed to work in front office team with a personal focus on the FX Exotics desk.
This investment banking is growing their quant dev function and the manager is looking for someone with the knowledge in both maths and exotic products.
Your role will consist of model validation and development across their 2 main libraries – the q... more
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16 Apr 2008 11:22
Singapore - $300-$500K USD
Leading Investment Bank
Market Risk
Leading investment bank is planning major 2008 expansion into new markets. Model Validation is seen as key to their modelling capabilities across all trading desks.
This role offers outstanding opportunities develop both technical and managerial skills and gain expertise in the application of advanced modelling techniques across asset classes.
Model Validation:
- Examine scope of the model, the mathematical and finan... more
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14 Apr 2008 14:48
New York - $$Highly Competitive
Top-tier US Investment Bank
Fixed Income
This prestigious Investment Bank seeks to recruit an experienced Risk Quant to work in the model control function of their valuation review group. You will focus on valuation and model risk across the Fixed Income business and will get direct exposure with trading, analytics modeling, and risk management.
KEY RESPONSIBILITIES:
- Work with Trading, Modeling and Market Risk on the evaluation of models to be used for ... more
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10 Apr 2008 09:27
London - Excellent
A leading European Investment Bank is currently looking for an Interest Rate Derivatives Model Validation Quant to their augment their highly respected, established team. You’ll be expected to be quite experienced (2-4yrs) and have a background as either an IRD’s Model Validation Quant or Front Office Quant. This is an excellent opportunity for someone to work alongside some of the industry’s finest in a team where responsibilities will be wide ranging, and inclu... more
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10 Apr 2008 09:26
London - Ecellent
A leading European Investment Bank is currently looking for a senior FX Options Quant / Model Validation Quant to validate their FX derivatives pricing models. You’ll be working quite independently in this capacity so will be expected to be very experienced (min. 5yrs) and have a background as either an FX Options Model Validation Quant or Front Office Quant. This is an excellent opportunity for someone who wants to utilise their range of skills in this area as r... more
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04 Apr 2008 14:42
London - £££ Generous Package Inclusive of guaranteed Bonus £££
A global Commodities Trading House is seeking a senior quantitative analyst with an exceptional background in Commodities to join their team in London.
The company is planning to develop a strong Commodity Derivatives activity; this activity will be developed around the Commodity Markets for Vanilla Products and through the set up of more exotic products, especially Hybrid Products. This will be via the implementation of a new Front Office system and in house ... more
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03 Apr 2008 17:28
London - ££ 80k to 90k + guaranteed bonus ££
A leading Investment Bank in The City is seeking a model validator / quant analyst with expertise in Interest Rates to join their innovative team in London. You will be working on the validation, modelling and re-implementation of models from the financial engineering team within Interest Rates. The Interest Rates function has recently been re-organised and is now more involved in Financial Engineering and trading risk management. There is a lot of liaison with... 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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13 Mar 2008 09:35
London - ££ Exceptional for this position ££
A Top Tier Investment Bank is seeking an experienced Model Validation quant for a high profile role in London. The role has arisen through the restructuring of the relationship between the risk department and the front desk and this role will act as a new conduit between the two functions. We need someone from either a FX or an Interest Rates background and you must have at least 3 years experience within model validation.
The role entails the validation of b... more
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