New Quant Jobs
 

Click on a requirement listed below to view details in full:



New

Model Risk Audit Manager, Risk Models (AVP), Birmingham, Edinburgh, London

Ref: SMRAM-0604

New

Lead Machine Learning Data Scientist (Director)

Ref: SMLDS-0103

New

(Director) Market Risk Manager, XVA Trading, London

Ref: XVAMR-2006

New

Snr Credit Risk Manager, Issuer Risk (VP & Director)

Ref: CRMIR-0904

New

Model Validation, Credit Risk, CCR & FIxed Income Models (VP, Dir), Luxembourg

Ref: MVCR-2603

New

Market Risk Manager, Interest Rate Derivatives, London

Ref: MRIR-1503

Senior Bond Trading Analyst Developer, Java (VP)

Ref: BTSD-2311

Market & Liquidity Risk Director, Treasury Market Risk (Dir/ED)

Ref: MLRD-1111

New

Market Risk Manager (AVP, VP), London

Ref: MRAVP-0507

Rates Structured Notes Quant Analyst, (Dir), New York, London or Toronto

Ref: RSNQ-3008

Market Risk Methodologies Quant (VP & AVP)

Ref: RMQ-1604

Front Office Java Analyst Developer - Cloud Architecture Trading Platform

Ref: FOJD-2103

Lead Machine Learning Data Scientist (ED)

Ref: SMLDS-0103

Lead XVA Quant Analyst (Director), Copenhagen

Ref: XVAQ-1602

Senior Quant Library Architect (Director), London or New York

Ref: SQLA-2012

Front Office Java Analyst Developer - Cloud Architecture Trading Platform (AVP)

Ref: FOJD-2410

Market Risk Analyst, Mortgage Trading (AVP, VP), London

Ref: MPMR-0501

Portfolio Market Risk Manager (VP)

Ref: PMRM-0912

Structured Lending Desk Quant, Fixed Income

Ref: SLDS-1803

Market Risk Analyst (AVP, VP), London

Ref: MRAVP-0507

Senior PPP Specialist Public Sector (VP, Dir), Luxembourg

Ref: PPPS-0107

Risk & Stress Models Validation Quant (VP & AVP)

Ref: RSMQ-2103

Rates Market Risk Manager (VP), Copenhagen

Ref: RMRM-1406

Director, Liquidity & Non-Traded Market Risk Stress Testing, Copenhagen

Ref: MRMST-2505

Director, Stress Testing, Liquidity, Banking Book, Treasury, Copenhagen

Ref: MRMST-2505

Risk Manager for Liquidity & Non-Traded Market Risk Stress Testing, Copenhagen

Ref: NTMR-2203