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                <title>Senior Quant Jobs | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Senior Quant Jobs ()</description>  
      
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14133</guid>
            <title>Counterparty Credit Risk Quant Analyst  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14133</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:33:51 GMT</pubDate>  
            <description><![CDATA[Counterparty Credit Risk Quant Analyst  -  IMM Internal Model Method Risk Modeling Analytics Team   -   Counterparties Statistical VaR Stress Testing Time Series Driven Quant Model Group   –   Counterparty Credit Risk Models Analytics   -   Counterparty Credit Risk Analytics Leading Global Investment Bank   -   New York, USA -  (Ref: 20130509)

JOB DESCRIPTION 
Calling all counterparty credit risk quants! Already a dominant presence within quantitative risk markets, this leading investment bank is expanding its counterparty credit risK quant group in line with the changing regulations. They need those with stress testing, VaR, risk modeling abilities across counterparties. Offering experienced Counterparty Credit Risk Quants the exposure to internal model method (IMM). This global investment bank is looking to add an experienced risk modeling quant on their NY desk, where you will get to work with their senior quant and CRO. 
Locations:   New York, USA 
The role:
•	This is a quant risk role incorporating risk factors and developing counterparty credit risk models for the firm.
•	Working within a  market leading team in the quant risk markets alongside senior risk quants and the CRO. 
•	Developing new counterparty credit risk quant models. 
•	Covering Basel and statistical analysis for existing counterparty credit risk models.
•	Responsibilities in leading new projects, products and analytical efforts.


Requirements:

•	2-7 years counterparty credit risk modeling and exposure to statistical techniques.
•	Should be very statistically minded i.e. experience using VaR, time series analysis, simulations etc.
•	Ideally will have experience to IMM (internal model method) and/or developing counterparty market models .
•	A quantitative degree in finance or technical discipline is preferred – masters or above. 
•	Experience with counterparty credit risk and statistical analysis. 
•	FRM and CFA would be a plus but not essential.

KEY WORDS:
Counterparty Credit Risk Modeling, Counterparty credit risk models, quantitative internal model method, quant credit risk modeling, Basel II, Basel III, VaR, Value at risk, time series analysis, Statistical analysis, stress testing.
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=14101</guid>
            <title>Sr. Financial Engineer, Associate Director Level position  - Los Angeles, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14101</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 11:52:50 GMT</pubDate>  
            <description><![CDATA[Sr. Financial Engineer, Associate Director Level position – Variable Annuity Hedging & Risk Management – CFA or FSA – Leading Insurance Company – Los Angeles, CA, USA (Ref: 20130507)

JOB DESCRIPTION 

We are working with a top-tier insurance company specifically in their VA hedging team. We’re looking for a highly quantitative financial engineer to join the group! 
You will be expected to act as the senior quant for the team, leading efforts in stress testing of liability and hedging models & performing scenario analysis. You should be very familiar with regulations (Basel, Dodd Frank, etc) and able to speak with regulators in regards to the stress testing results. Hedging strategies product coverage include: equity & interest rates options, future, swaps, and some exotic derivatives & volatility products. 
Location: Los Angeles, CA, USA 
Qualifications: 
•	Min MS/PhD quantitative discipline
•	CFA or FSA highly preferred
•	Min 5+ years of relevant experience with variable annuities and risk management
•	Experience with stress testing, scenario analysis, & preferable interacting with regulators
•	Product knowledge of equity & interest rates options, future, swaps, and some exotic derivatives & volatility products
•	Familiarity of Heston model & other stochastic volatility models
•	Computer skills (required): Matlab, C++, Excel/VBA, SQL
•	Excellent communication skills (written & verbal)

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=14055</guid>
            <title>Senior Power Markets Quant Engineer/ Zurich/ $Negotiable - Zurich, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14055</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 23 Apr 2013 14:01:13 GMT</pubDate>  
            <description><![CDATA[Leading fund in Zurich are looking to hire a Senior Quant specialized in energy.

Responsibility:-

You will be expected to work in the research, development and delivery of quant tools and services for their clients in the power markets.  They are looking for an entrepreneurial, self-starter with an engineering background, eager to provide solutions in structured energy, such as optimization of pump storage plant, hedging in illiquid markets, fundamental market modelling, risk modelling & management, ETRM processes & consulting, gas tolling agreement pricing, plant valuation, optimal dispatch, and energy derivative pricing. 
In addition to excellent technical capabilities, project management skills and sufficient IT and programming know-how, you will be required to contribute business development and client relationship management. Specifically, this part of your job will include client acquisition, and client facing work. Assistance in the sales and marketing of our decision support systems is therefore a part of the job description and you are expected to possess strong written and oral communication skills. 


Requirements:-


PhD or MSc in Engineering or Applied Sciences with a strong background in mathematics and statistical modelling, optimization, and related fields.
Strong knowledge of energy and commodity markets and a strong motivation to develop further in that field
Relevant professional experience in power markets with at least 3 years exposure to clients. Previous consulting experience will be considered favourably.
Project management experience, particularly having managed a successful project to completion. You must have previously held a position of leadership in a non-academic setting.
Computer programming skills, particularly in MATLAB® / Java
You must be a native German speaker and also be fluent in English , both written and spoken.

You will ideally hold a Swiss work- permit or be a Swiss citizen.


Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14032</guid>
            <title>Leading Swiss Firm Recruiting Senior Quant Risk Manager/ Zurich/ $ Neg - Zurich, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14032</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 16 Apr 2013 11:23:22 GMT</pubDate>  
            <description><![CDATA[Leading Swiss company are looking to recruit a senior quantitative manager for their risk modelling team.

Role:-

You will lead a risk modelling team and your main responsibilities will be business development, team leadership, and the development of new products and services for risk management. You will work very closely with the junior team members on the desk also and bring them up to speed and be a strong mentor for them.

You will be expected to use your networking skills  from proven client relationships  and your strong presentation skills to propose the company’s risk management practice to established and prospective clients. You will service existing clients with your thorough knowledge of risk management issues and deep industry knowledge as well as building a network of new clients.


Requirements:-

PhD or Masters  in Finance, Economics, Engineering, Physics, Mathematics or Econometrics ideally.

You will have at least 5 years of experience in risk management consulting, risk management for a financial services organization or risk management software company in Switzerland or Germany.

Proven track record and leadership in market or credit risk.

Strong technical skills in risk management and risk modelling in a non academic setting.

Proven track record in risk management and deep industry know how.

Previous consulting experience will be highly regarded.

You must be fluent in German and English and have excellent presentation skills.

Strong client facing skills
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