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发帖数: 2 | 1 这些职位都在nyc地区的major financial institutes
细节请联系f*****************[email protected]
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Quantitative Analyst
Main Duties :
• As a quantitative analyst you will be responsible for
independent verification and validation of the models and pricing
functions
• Supporting business growth by independently verifying
implementation of new products within the front-office and risk systems,
and the risk analysis necessary for one-off approvals;
• Independently validating new pricing models and/or changes to
existing pricing models used for risk management and P&L purposes, with
the scope ranging from independent re-implementation to numerical
testing;
• Providing quantitative risk support for Interest Rate Exotics
and Structured Products to other market risk managers, the front office,
treasury and the banking book;
• Assisting in the integration of the trading book of complex
interest rate derivatives by providing a quantitative opinion on the
pricing methodology, provisioning and risk management;
• Validating pricing functions with reference to academic
literature, existing models and/or numerical verification.
• Verifying that validated functions have been correctly
implemented by independently implementing the pricing functions.
• Ensuring that all validation work is well documented,
transparent and can be re-produced.
• Model risk assessment inherent in the choice of the valuation
models and recommending suitable reserving policies.
Skills:
• Strong mathematical skills – MSc/ PhD level in a numerate
discipline desired (e.g. Mathematics, Physics, Engineering,
Computational Finance )
• Experience in developing or validating derivative pricing models
• Strong analytical, problem solving & learning skills
• Sound judgement in assessing strengths or validating derivative
pricing models.
• Strong computational finance skills - software development and
programming (C/C++,VBA, SQL)
Knowledge
• Sound knowledge of financial mathematics (and related
disciplines) as well as derivatives products – a working knowledge of
BGM & LGM interest rate modelling, volatility smile modelling and
correlation modelling
• Sound understanding of probability/statistics, stochastic
calculus, Monte Carlo simulations, partial differential equations and
numerical methods
• Understanding of pricing and risk analysis of commonly traded
exotic multi-asset structured derivatives
• Sound understanding of financial markets and dealing activities
Quantitative Analyst/Developer - Associate
The model risk and analytics team provides independent oversight and
governance for senior managers of model analytics and their
implementation into the risk architecture that drives valuation, risk
and stress results.
Corporate title: Associate
A Passion to Perform. It’s what drives us. More than a claim, this
describes the way we do business. We’re committed to being the best
financial services provider in the world, balancing passion with
precision to deliver superior solutions for our clients. This is made
possible by our people: agile minds, able to see beyond the obvious and
act effectively in an ever-changing global business landscape. As
you’ll discover, our culture supports this. Diverse, international and
shaped by a variety of different perspectives, we’re driven by a shared
sense of purpose. At every level agile thinking is nurtured and at every
level agile minds are rewarded with competitive pay, support and
opportunities to excel.
Overview
The model risk and analytics team provides independent oversight and
governance for senior managers of model analytics and their
implementation into the risk architecture that drives valuation, risk
and stress results. Model validation as part of model risk and analysis
is responsible for the independent review and analysis of all derivative
pricing models used for valuation and risk across the bank.
Key Responsibilities
As a Quantitative Analyst/Developer, responsibilities will be to
independently develop and implement derivative models for price and risk
across multiple asset classes. Additional responsibilities will include
maintaining and extending the current C++ architecture used globally
across Model Validation.
Candidate requirements
You will have:
• Excellent mathematical ability with an understanding of stochastic
calculus, partial differential equations, monte-carlo methods, finite
difference methods and numerical algorithms.
• A strong interest in financial markets (especially derivative
pricing)
demonstrated by qualifications, general reading, or experience.
• Experience coding in at least one programming language – preferably
C
or C++.
You will be:
• PhD qualified in numerate subject such as mathematics, financial
mathematics, physics or statistics.
• A strong communicator both written and oral.
Quantitative Analyst for Client Facing Position
You will be joining a growing electronic trading team in a quantitative
portfolio analytics role where you will be responsible for speaking with
traders pricing trades and hedging risk. The ideal candidate will have a
PhD in Finance or Economics, exposure to Bayesian Factor Models and
strong C++ programming. Since this is a client facing position strong
communication skills are essential.
Requirements:
- PhD in Economics, Finance, Econometrics, Statistics or Operations
Research
- Expert knowledge of Bayesian Factor Models and Portfolio Analytics
- Strong C++ programming skills
- Exceptional Communication skills
- Experience with Portfolio Optimization is plus
Front Office Quant
Exceptional opportunity for an experienced Quant to join a rapidly
expanding Cross – Asset team. Situated in Southern Europe our client is
seeking to add to its Quantitative headcount to support the growth in
the organisation’s Global Markets Derivative Business and its
international expansion strategy.
The Position:
The role is positioned in the Front Office and entirely within the
trading floor, you will have close interaction with traders, structurers
and risk management and have a substantial role in the further
development of the organisations New Product Offering.
Responsibilities:
• Developing and implementing models focusing on exotic derivatives
within any one of the following asset classes Interest Rates, Credit and
Equity.
• Development of New Models based on Traders Requirements, published
research papers and the latest mathematical modelling techniques.
• Prototyping of models within C++ environments, document and
disseminate your solutions
• Research the standard model(s) used to price various derivatives.
Examples of such models might include Heston, Libor market models but
clearly not limited to.
• Design suitable numerical schemes.
Requirements:
• 3-7 years experience working in a front office quant group
within a leading institution
• Degree in a mathematical or scientific subject (PhD preferred
but not essential).
• Strong problem solving skills, including numerical and
logical
reasoning skills
• Strong computing skills including object orientated
programming
including: C++ or Java.
• Strong appreciation of current trends within Global Market.
• A personal affinity to the region.
Quant Developer - Fixed Income
Quant Developer is being hired by my Hedge Fund client in Midtown
Manhattan which focuses on Emerging Markets and Fixed Income.
My client is looking for a candidate with strong programming skills in
C++ . Any skills in Python, Perl, Shell would be strongly beneficial.
The fund has consistently grown by 20% since its inception 5 years ago
and they pride themselves on a small, collaborative and academic
environment. The team has been together for a number of years and they
are actively looking to bring on board a Quant Developer to work on
building analytics tools and optimizing strategies for the Fixed Income
traders. You will also be involved in automating strategies that are not
systematically driven as the fund is heavily made up of macro traders.
Requirements:
- Quant Development experience within the Fixed Income space
- PhD or Masters in Computer Science or Engineering
- C++ programming language
- Python, Perl, Shell
- Java/C# is a plus | a********6
发帖数: 118 | 2 zan!
【在 w*******l 的大作中提到】
: 这些职位都在nyc地区的major financial institutes
: 细节请联系f*****************[email protected]
: =====
: Quantitative Analyst
: Main Duties :
: • As a quantitative analyst you will be responsible for
: independent verification and validation of the models and pricing
: functions
: • Supporting business growth by independently verifying
: implementation of new products within the front-office and risk systems,
|
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