counterparty quant jobs
1-10 of 26 jobs counterparty quant
* Top investment bank needs a Director with strong quantitative skills for their Counterparty Risk team * The department is responsible for assessing credit risk methodologies, whilst also developing and documenting formal
United Kingdom,City of London England - London - City
Company: OTC ComputingSalary: £550 - £650 per day
Leading Investment Bank seek a Business Analyst to work on a new project to migrate all OTC derivative products onto a Monte Carlo counterparty risk exposure platform. The role sits within a Risk Change management team... functional test plans and execute functional testing. Work closely with Risk Methodology team and Quant Business Analysts to gain appreciation, data requirements and operation running of models (simulation, calibration and valuation
Contract: Contract
Switzerland Europe
Salary: €Neg - €86,000 per annum
Produktetypen • Liaison mit den internationalen Niederlassungen /鈁erpr�ung von Standards • Mitarbeit in Projekten • Due Diligence, Kredit Analysen von Banken/Brokern • Stellvertretung des Head Counterparty Risk F� diese Position ben飆igen... Erfahrung als quantitativer Analyst Counterparty Credit Risk • Sehr gute IT Kenntnisse (Excel/Access/SQL), Monte Carlo Simulation/Frontarena von Vorteil • Selbst鄚dige, organisierte, exakte und effiziente Arbeitsweise • Belastbar
Experience: quant analysis
Requirements: Skill 1: Analyst Counterparty Credit Risk, Skill 2: SQL, Skill 3: Frontarena, Skill 4: Monte Carlo Simulation
Contract: permanent
Counterparty Risk Trading System Developer required by City Based Investment Bank. Contract... will risk manage the firms Counterparty risk exposure. This is a new Front Office trading function... . Partnering with the Front Office Quant and Technology team, the Senior Developer will be responsible
Contract: Contract
Salary: £90000 - £120000 per annum + Circa £100k + Bonus + Bens
(Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets and Derivatives Counterparty Risk Management). The group works closely with each business area to understand their requirements and propose solutions... Experience * Working in a quant development team on FX models * Use of code profiling tools Essential Skills and Knowledge Required * Expert level C++ programming * Good communication skills * Investment Banking experience Preferred
Contract: Permanent
United Kingdom,City of London England - London - City
Company: Cititec AssociatesSalary: £600 - £750 per day
Front Office Quantitative Research Team requires an experienced Quantitative Developer to build core components of a Counterparty Risk Analytics Engine in C++. The Risk Engine sits across multiple asset classes... ++ with an Excel/VBA front end. This will allow Sales people to more accurately and efficiently calculate exposures to counterparties risk. The team currently consists of two Quant Analysts and a Project Manager of the very highest calibre
Contract: Contract
A requirement exists at an investment bank in the city for a counterparty risk quantitative analyst. The successful candidate will join a small team and will focus on changing the risk methodology of existing C++ based... systems. For the role you must be highly versed in counterparty risk methodology from both a practical and theoretical perspective. Please email c.pearse(at)huxley.com or call 0207 --- ---0
Jobs similar to "counterparty quant": huxley associates quant uk
London
Company: Tier One Investment Bank
I am working on a search for a Flow Rates Quant desk in a Tier 1 US bank, who are looking to expand... the team by two. They feel that the optimal mix would be two experienced profiles – 1 Rates Quant and 1... Quant Developer. The group is responsible for the research, development and implementation... who can come on board and immediately add value to the team. 1) Quant Position – They are looking
Contract: Employee
England - London - City
Salary: Negotiable
I am working on a search for a Flow Rates Quant desk in a Tier 1 US bank, who are looking to expand... the team by two. They feel that the optimal mix would be two experienced profiles – 1 Rates Quant and 1... Quant Developer. The group is responsible for the research, development and implementation... who can come on board and immediately add value to the team. 1) Quant Position – They are looking
Contract: Perm
Jobs similar to "counterparty quant": quant developer c
England - London - City
Company: Huxley Associates UK
developer. The role will involve working in a small team of quant developers within the risk management... group, and will focus on implementing the counterparty exposure systems, changing the methodology... counterparty exposure and VAR. Models are implemented in C++ therefore you must have a solid grasp