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Quantitative analyst - equity derivatives
This Associate level role role will include helping this client-focused group to use the analytics library and provide appropriate risk measures to clients, as well as developing the library to support the Delta business. Candidate Requirements : Degree in a mathematical or scientific subject (PhD preferred but not essential).
Senior quantitative analyst - c++ - model validation
The portfolio of derivative products traded with its clients is vast and often they are customised making their market value hard to observe. Mathematical models are crucial in the pricing and Hedging. The Senior Quantitative Analyst will have all of the usual requirements for a role of this nature: - PhD in Maths, Financial Mathematics or Physics.
Quantitative research -ed- model risk group
Anson Mccade-London-UKSalary : Very AttractiveIn particular, the group reviews derivative valuation models, analyses complex model risk, and assesses appropriateness of risk measurement and reserve methodologies across all major lines of business including equities, FX, commodities, fixed income and credit.
Senior quantitative research analyst ? london
selby-jennings-london-London-United KingdomJob leading Global Asset manager (London, UK) : Senior Quantitative Research Analyst. PhD Preferred. Excel VBA or Access/SQL or C# Exposure to the investment process in addition to experience of back testing platforms.
Quantitative portfolio manager/strategist (high % pnl)
Anson Mccade-London-UKSalary : Highly Competitive – plus BonusA successful Portfolio Manager candidate will have over two years experience committing capital, must excel at risk management and be the primary force behind the trading strategy. Position Description My client is a proprietary trading firm which specialises in fully automated trading.
Credit risk quantitative analyst
Parker Fitzgerald-London-UKSalary : Market leading salary / rateOur Quantitative Risk Management practice focuses on the evolution of the Risk function, and the redesign of associated operating models and architecture to enable a responsive and proactive Risk posture within firms.
Mid-level quantitative researcher (equities stat-arb) london based
Jove International-London-UKThis is an exciting opportunity to join a relatively new unit within the business, focused on equity statistical-arbitrage strategies. As the successful candidate, you will focus on maintaining and improving the group’s current trading and execution systems, while partnering up with a senior portfolio manager.
Vp level quantitative researcher/trader for tier 1 investment bank (london based)
Jove International-London-UKSalary : £150k+This is an exciting opportunity for an experienced quantitative trader to take a driving seat within a new team, fully supported by the business and eager to get up and running quickly.
Junior quantitative credit risk analyst?hong kong
selby-jennings-hong-kong-Hong Kong-United KingdomJob credit risk management department (Hong Kong): Junior Quantitative Credit Risk Analyst.PhD in quantitative/statistical subject.Excellent reporting and analytical ability.Strong numerical skills.Ability to work effectively as a member of the team. Salary – $65,000 HKD per monthThe role will sit within the central credit risk management department and will work across both wholesale and corporate fronts.
Quantitative analyst
city of london - London-United KingdomContract : CONTRACT - Salary : 1Quantitative Analyst Quantitative Analyst, Developer, VBA, Java, Cross Asset Class, Investment Banking, London My client a Tier 1 Investment Bank is looking for a Quantitative Analyst, who has come from a developer background.
Experienced researcher in computational finance / quantitative analyst
Aldrich and Company-London-UKSalary : CompetitiveJob Details: Experienced Researcher in Computational Finance / Quantitative AnalystSector: Asset Management / Hedge Fund Department: Global Research Specialisation: Computational Finance / Quantitative Analysis Reporting to: TBA Compensation: Highly Competitive Location: Limassol, Cyprus Our Reference: 918954 Our client is an investment advisor that deploys quantitative hedge fund strategies to trade in the global financial markets.
Quantitative risk analyst-commodities specialist-singapore
selby-jennings-singapore-Singapore-United KingdomJob Market leading global commodities trading firm (Singapore): Quantitative risk Analyst-Commodities Specialist. MSc/PhD/Master/Engineer. strong numerical skills. Experience in the commodities trading sector preferably with oil/liquids experience. -Base Salary – $90,000 Sing –$120,000 Sing (Dependant on experience) + bonus and additional benefitsMarket leading global commodities trading firm is looking for a front office market risk analysts to work on their physical Oil desk.
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