Risk Management Jobs
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Click on a requirement listed below to view details in full:
This truly outstanding alternative Asset Manager over $200 billion across a range of Credit, Real Estate, PE strategies for its institutional & private clients, employing disciplined portfolio construction & rigorous research techniques. They now seek to recruit a head of quant modeling & research to lead a small team responsible for quantitative risk models and statistical analyses. You’ll also need great communication
This top-tier investment bank seeks to hire a senior Quant Analyst for a lead role in their front office quant team in Paris. With a background in at least two of the above product areas, you will support the Global Markets platform, and focus on the Structured Credit Trading Desk, enhance the Quant analytics library and provide tools for Traders. Their goal
The global Quant Research group at this Tier-1 Investment Bank is seeking an enthusiastic Credit Quant to further develop their analytics for credit cash and derivative products and associated analysis tools to meet the needs of their Traders & Risk Managers. This is a great opportunity to work with traders & quantitative peers in developing a range of Credit products in a
This top-tier investment bank seeks to hire a senior Quant Analyst for a lead role in their front office quant team in Paris. With a background in at least two of the above product areas, you will support the Global Markets platform, which offers a multi-product approach across all asset classes. Their goal is to provide quality investment and risk
This global investment bank, seeks to hire a VP Quant Analyst to join a small Front Office team supporting exotic FX & Rates trading (with some Equity). You will be involved in multi-asset modelling & pricing of Exotic Derivatives and Hybrids and building Front Office tools & applications and developing the quant model library in C++ & C#. This is
This global investment bank, seeks to hire a VP level Quant Analyst to focus on optimisation of their Front Office VAR models and work closely with (as part of) the Front Office Quant group to provide modelling support for Interest Rate Vol & Curves modelling and associated VaR & Market Risk. models. This is an excellent leadership opportunity to work on cutting edge models in a
This global investment bank, seeks to hire several Quant Analyst to join their Front Office team supporting FX & Equity Hybrids and Rates trading. Depending upon your skills, you will be involved either in modelling & pricing of derivatives and tools (Equity/FX) or improving the Risk Systems and Risk Metrics (C++ & C#) or IBOR, SIMM modelling. Areas where we require your quantitative expertise are
The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk. As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.
KEY RESPONSIBILITIES:
Our client, a leading global Investment Bank, trades across the world’s most dynamic markets with a reputation for state-of-the-art technology. They now seek an experienced Quant Dev to help develop their Front Office strategic risk engine and integrate end-of-day, intraday and pricing systems as they replace the legacy valuation engine across asset classes. Youi will also assist in the deployment
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