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Quantitative Analyst - Model Validation - New York Post Date: Tue, 04 Nov 08 15:46:18 +0100 Global Investment Bank is looking to add a senior quantitative analyst to their Global Financial Research team in London and New York. This person will be part of a team that is responsible for innovation, model enhancement, quantitative solutions and cutting edge research for structured finance products and securitisations in the fixed income markets. The ideal candidate will have at least seven years of quantitative financial experience with a focus incredit de... Autor of the post: ian@comprehensiverecruiting.com VP-Corporate Risk Group - New York Post Date: Tue, 04 Nov 08 15:45:12 +0100 Top tier investment banks seeks experienced candidate for Corporate Risk Group. Responsibilities include calculating and reporting market risk capital, analyzing trends, back-testing VaR model and providing analysis. In addition the candidate will work with periodic regulatory filings and answer to ad hoc requests from regulators. The candidate will also develop methodologies for risk capital calculations such as jump/stress based add-ons and study implications... Autor of the post: ian@comprehensiverecruiting.com Senior Risk Analyst - New York Post Date: Tue, 04 Nov 08 15:42:59 +0100 Prestigious NYC Hedge Fund is looking to add a Senior Risk Analyst that will be responsible for building and maintaining risk systems and overseeing data integrity for risk analytics and reporting. This person will also be responsible for developing and monitoring risk limits, model and analyze trading strategies, develop and monitor methodologies for capital allocation and portfolio optimization, advise on hedging methodologies, and assist in validation of p... Autor of the post: ian@comprehensiverecruiting.com CATastrophe Risk Modelling Analyst - Hartford, CT Post Date: Tue, 04 Nov 08 13:30:50 +0100 I am looking for an individual who has built a solid track record of success in applying their statistical/mathematical modelling ability within insurance/re-insurance markets and keen to translate their experience into a franchise opportunity for a successful and growing re-insurance firm (commercial). The team are currently seeking an individual to provide core expertise within the on-going development of Catastrophe risk modelling techniques to be used acro... Autor of the post: quants@atlas-fm.com Statistical Arbitrage Trader - Hedge Fund - London Post Date: Mon, 03 Nov 08 10:52:41 +0100 International hedge fund seeks a statistical arbitrage trader for a critical role within their established London business. Exceptional and sustained performance has led this house to expand their global presence. The firm runs a successful mutli-asset stat arb, quant trading and market-making platform. They have significant capital to back the right individuals, possessing a proven track record. Ideally you will have a grounding of trading equity arbitrage,... Autor of the post: B.Scott@huxley.com PhD Quantitative Trader - Hedge Fund - London Post Date: Mon, 03 Nov 08 10:48:33 +0100 European fund seeks a talented systematic trader for a position within their London business. The firm runs an extremely successful mutli-asset quantitative trading platform, and have recorded strong returns this year. You will join the systematic black-box trading and statistical arbitrage group as a junior quant trader. You will play a key role in researching, designing, implementing, back testing and executing automated strategies from high to low frequency.... Autor of the post: B.Scott@huxley.com Senior/Principal Risk Manager, Exposure and Portfolio Risk - London Post Date: Fri, 31 Oct 08 17:51:38 +0100 Portfolio Risk Management ("PRM") is, within the Risk Management, HR & Nuclear Safety Vice Presidency, the quantitative group responsible for the Bank-wide identification, measurement, monitoring and mitigation of market and credit risks. It is currently participating, with the help of external consultants, in the design and implementation of a new risk engine as part of a major "Risk Management Systems Project", with the integration of market and credit risk ... Autor of the post: champion@ebrd.com Head of Financial Modelling Audit - London Post Date: Fri, 31 Oct 08 15:45:59 +0100 This Head of Financial Modelling role is a great opportunity to work with key stakeholders within our client''s organisation. Working with heads of areas, you will gain an insight into how their departments use financial modelling techniques and help them to understand how this will expose their businesses to risk. Looking at key controls around model validation you will help your clients understand what they are designed to do and how they help the business remai... Autor of the post: nickturberville@michaelpage.com Financial Modelling Auditor - London Post Date: Fri, 31 Oct 08 15:35:06 +0100 This is an excellent opportunity for a PhD/MSc qualified professional to join a departmental centre of excellence within the financial services sector. Working with business auditors you will be looking at the valididity of the models the various business lines are using. This role offers excellent exposure across the wider organisation. You will be expected to build and maintain strong relationships with your client base across the from office. You must be: A... Autor of the post: nickturberville@michaelpage.com Java Developer - High Frequency/Algorithmic Trading Firm - New York Post Date: Fri, 31 Oct 08 15:23:29 +0100 New York based Algorithmic Trading firm looking for an experienced Java developer with previous experience in the financial industry. The successful Candidate will be required for coding and analysis of high frequency equity and foreign exchange alpha seeking strategies. Strong quantitative and analytical skills are essential. Prior experience in high frequency algorithmic trading is advantageous. C++ experience helpful. Main duties will be programming and analyzi... 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