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                <title>Latest jobs: Senior Operational Risk Quant Jobs | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Senior Operational Risk Quant Jobs ()</description>  
      
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14125</guid>
            <title>Operational  Risk SOX Senior Team Lead Role  - Washington DC, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14125</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:16:31 GMT</pubDate>  
            <description><![CDATA[Operational  Risk SOX Senior Team Lead Role  -  Operational Risk Control Regulatory Analytics Team   -   SOX Control Methodologies Risk Reporting Governance Driven Quant Model Group   –    Operational Risk Aggregation Analytics   -   Leading Financial Firm -   Washington, USA -  (Ref: 20130510)

JOB DESCRIPTION 
Calling all operational, control and risk analysis quants! Already a dominant presence within the quantitative risk markets, this leading financial institution is expanding its operational quant group in line with the changing regulations and business growth. This Is a team lead role at the Director level. The qualities they are looking for include excellent risk control, SOX and aggregation abilities. Offering an experienced Operational Risk Quant the exposure to leading a team and working extensively with the business and CRO.
Locations:   Washington, USA 
The role:
•	This is an operational risk role overseeing aggregation of risk assessments & control.
•	Working to ensure risk analysis and reporting is consistent and in line with regulations. 
•	Formulating and communicating methodologies 
•	Execute operational risk assessments regularly and identify risk.
•	Interact with the CRO and other business areas to make critical business decisions. 


Requirements:

•	7-15years operational risk exposure, working on aggregation, risk identification and risk control.
•	Ideally will have experience to SOX and writing control methodologies.
•	Should have experience leading a team or at least interacting with senior management.
•	Sharp presentation and communication skills, whilst be up to speed with regulations.
•	FRM and CFA would be a plus but not essential.

KEY WORDS:
Operational risk, risk identification, control methodologies, risk assessment, risk control, risk aggregation, SOX, basel II, basel II, audit, risk analysis, operation risk. 
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.


Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14066</guid>
            <title>Risk Analyst/Software  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14066</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Sat, 27 Apr 2013 00:25:33 GMT</pubDate>  
            <description><![CDATA[
The Risk Management Team of the top financial company in NYC is seeking experienced and detail oriented risk analyst/developer for their analytic and research group that contributes directly to the company’s investment performance.  In this role, right candidate will work closely with teams across the company, including Research, Portfolio Analytic, and Compliance to help manage existing and develop new daily and intraday risk reports, monitor critical risk input data, help develop methods to analyze various output risk metrics, and help maintain and extend the existing risk system analytic and reporting software. This position is combination of strong programming, analytical, quantitative, math and financial knowledge skills. Your main duties will be to specifies, develops, implements, and calibrates quantitative models for the measurement and management of risk capital and risk exposures across all risk types, in close cooperation with other units in risk control, contributes to the assessment of methodological alternatives and provides documentation of risk models. 

The ideal candidate will have PhD/MS degrees from a top university, a strong academic record, good communication skills, and at least 3 years of work experience in industry.  PhD in Computer Science, Operations Research, Physics, Mathematics, Engineering, or any quantitative field.

In addition to being hands-on and detail-oriented, successful candidates will have solid quantitative, technology, mathematics and problem solving skills, and extensive experience in C/C++ and various UNIX shell and Java programming with a strong written and interpersonal skills and good team player. Familiarity with UNIX/LINUX OS is a big plus.

Please right candidate submit your resume to: dinka@martingaleinternational.com
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14044</guid>
            <title>Model Risk &amp; Performance Testing  - Boston, United States, Chicago, United States, Houston, United States, Los Angeles, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14044</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:44:19 GMT</pubDate>  
            <description><![CDATA[ 
TITLE – LOCATION

Model Risk & Performance Testing – Senior Vice President/SVP level  – Model Validation Team – Top-Tier Bank – Los Angeles, USA   -  ref: 20130412 
SALARY RANGE OR SPECIFIED NUMBER + BONUS 

$120-130k base (DOE) + very competitive bonus structure  

JOB DESCRIPTION 
We are working with a leading bank that is growing out its model validation team. This team is involved in supporting the development of the latest modeling methodologies to comply with the new regulatory framework of the bank. The SVP will be managing a group of 5-6 quants who will be responsible for model risk and performance testing. The manager will be hands-on in model stress testing, and assessing & documenting model risk, breaks in performance and control. 
Because it is in its nascent stage, the SVP will be able to enjoy the opportunity to mold and provide vision for the embryonic group. This position plays a vital part of how models are used by the firm, thus you will be exposed to a wide variety and array of models (1000+!).  
Location: Los Angeles,  USA  
Requirements: 
•	PhD in a quant discipline REQUIRED
•	Minimum 3+  years industry experience in model validation or model risk; model development experience a plus
•	Minimum 2+ years managerial experience (especially managing quants)
•	Working experience with derivatives pricing models, market risk, VaR, etc 
•	Strong quantitative skills
•	Excellent communication skills
•	Proficiency with C++, Python, VBA, Matlab a plus
In Return:
•	A huge opportunity to attain progression within a leading quantitative team
•	Very analytical and quantitative exposure
•	Career advancement and competitive compensation structure

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key words: quantitative risk, risk models, model validation, derivative pricing model, market risk, VaR, model performance testing, model risk, stress testing, model usage, metrics, model benchmarking, revalidation, C++, Python, VBA, Matlab, Los Angeles 
APPLY | risk@gqrgm.com
VISIT US | www.g-q-r.com/vacancies 


Search Consultant: James Friend

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 020.3207.9090 
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Quant,  GQR Global Trading,  GQR Global Markets


We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East. 
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.


 			










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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14042</guid>
            <title>Senior Credit Relationship Manager, California - Chicago, United States, Los Angeles, United States, Washington DC, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14042</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:23:34 GMT</pubDate>  
            <description><![CDATA[Senior Credit Relationship Manager, California
Salary $120,000 - $140,000

US investment bank is looking for a senior credit relationship manager for it’s San Jose office.

Responsible for developing an expanding business in middle market ($15M - $75M) commercial credit relationships and also managing an existing portfolio of credit relationships generating considerable revenues.  The main focus will be developing  medium sized business, principally privately held which has credit facilities with a single lender.  Underwrite and structure credit transactions and obtain credit approval.  Work with clients to present solutions to short and long-term strategic objectives.

Major Responsibilities:

Business Development: 
Focus on the achievement of new business goals, as determined by their manager.  Develop and call on a qualified list of prospects and referral sources with calling activity goals.  Network with referral sources. Telemarket in order to establish face to face meetings with cold and warm prospects and referral sources. Demonstrate the ability to initiate, advance and close new business opportunities.  Responsible for cross-selling a wide range of bank products and services to both clients and prospects, including capital markets products

Financial:
Responsible for increasing annual NOI of existing portfolio, as well as contributing towards region's annual new business goal.

Qualifications

•	Normally requires 7-10 years commercial banking experience.
•	Strong sales skills.
•	Understanding of credit underwriting, structuring skills and banking/capital markets products.

APPLY | jobs@gqrgm.com 

VISIT US | www.g-q-r.com/vacancies 


While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 020.3207.9090 
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Quant,  GQR Global Trading,  GQR Global Markets


We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East. 
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.

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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14041</guid>
            <title>VP/ Director Product Control – Base &amp; Precious Metals Commodities Division  - Hong Kong, Tokyo, Japan, Singapore</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14041</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:21:07 GMT</pubDate>  
            <description><![CDATA[TITLE – LOCATION

VP/ Director Product Control – Base & Precious Metals Commodities Division | Top Tier Investment Bank | Singapore, Asia 

SALARY RANGE OR SPECIFIED NUMBER + BONUS 

Excellent Total Comp (depending upon experience) 

Overview: 

Tier One Investment Bank is currently looking for a Director of Product Control for their Base & Precious Commodities team, covering APAC region. The group is primarily Physical but does handle financial commodities also. The group will handle all relocation & visa costs. 

– Tentative enquiries are welcome for more detail - 

Location:  Singapore, Asia  

The Role:

+ Integrate the Trinity Brady project system for base metals 
+ Reporting into the Head of Commodities PC & CFO 
+ Driving closer alignment between Product Control & in-country finance teams
+ Assisting a strong internal control environment, which will ensure the Physical Commodity Trading business, continues to grow in a stable and well-controlled manner.
+ This role will be expansive across the APAC region, supporting the country CFO & head of Commodities Product Control
+ This is a senior position and carries a lot of responsibility & weight within a thriving business 
+ Help build out the base metals division, assisting with the expansion of the preexisting Singapore office and then into Chinese markets
+ Assisting local & global finance teams with training, PnL analysis & new product launches
Requirements:

+ Extensive knowledge and practical work covering physical metal products (base, precious etc) 
+ Hands on experience of the P&L line for the physical metals division 
+ Internationally recognized accountancy qualification and/or strong mathematical/accountancy background (CFA, ACCA, ACA) 
+ Experience with Trinity Brady booking systems is highly desirable 
+ At least 4 years experience working within metals industry, (LME, Base, Precious, Copper, Gold, Aluminum)
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key words:  Product Control, Financial Control, CFO, Commodities, Commodity, Base Metals, Precious Metals, LME, Precious commodities, Singapore, Asia, Profit & loss, P&L, Trinity Brady, accountant, accountancy, ACA, ACCA, ACMA, CIMA,CFA 
APPLY | quant-jobs@g-q-r.com 

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
Search Consultant: Nathan Haynes 
Contact Telephone Number: +44 (0) 203 141 8036
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Quant,  GQR Global Trading,  GQR Global Markets

We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East. 
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.

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