BFA emploi (Banque Finance Assurance)

Deputy head of market risk for investment bank in the Middle East.

Background to the role:
-Understudy to the Head of Market Risk Management for all matters related to the Department Management.
-Act in the Market Risk Management team as the focal point in following areas:
-Definition and Maintenance of the Group Financial Instruments valuation methodologies (Specification, Implementation and Validation).
-Definition and Maintenance of Group Liquidity and Market Risk measurement methodologies (Specification, Implementation and Validation).
-Quantitative support in the Group Credit and Operational Risk measurement methodologies (Specification, Implementation and Validation).
-Tuning and Maintenance of the Market Risk systems in collaboration with System support.

Responsibilities within this position:
-Assess and provide a consistent and coherent methodology for instruments valuation, Market and liquidity risk across the portfolios and the branches of the Group.
-Define, test and implement Systems functionality specifications to support any enhancement to the overall Market Risk systems in collaboration with other MRM team members.
-Assist Department Head in keeping contemporary the Group Valuation, Liquidity and Market Risk frameworks : Review and implementation of model and quantitative aspects of all Internal and Regulatory requirements; Alternate Secretariat of the Valuation Committee and ALCO Sub Committee; Keeping up to date Group Policies and Procedures related to models and methodologies; Liaison with Branches, advice on Valuation, Liquidity & Market Risk Models and methodologies.
-Act in lieu of the Head of Market Risk Management when circumstances require it (representation in meetings, Unit business continuity, and supervision of the other team members). Assist Head of Market Risk Management in Department management issues.
-Work with other Market Risk Management team members and other risk stakeholders in the models and methodologies aspects of new products risk assessment.
-Provide quantitative support in collaboration with business analyst for the implementation and maintenance of Credit and Operational Risk models and methodologies.

The successful candidate will have the following background and skill set:
-Graduate University Degree and/or CFA/FRM. 7+ years experience.
-Strong quantitative and conceptual skills driven by a proactive and solution-providing mindset.
-Excellent theoretical and practical knowledge of financial instruments and risk measurement methods and models.
-Good knowledge of statistics and simulations methods.
-Relevant hands-on experience in the implementation and testing of models and methodologies in valuation and market & liquidity risk measurement.
-Exposure to Credit and Operational Risk quantitative methods will be a plus.
-Demonstrated supervisory capabilities.

If you would be interested in moving forward with this role please send your CV by mil.

Référence : 4878]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Market risk professional-compliance and regulatory-New York-Base Salary-$70,000–$90,000 + bonus & additional benefits]]>

A leading global investment bank is looking to expand its risk team.
The Market Risk Analyst's primary objective is to ensure there is a clear and transparent flow of independent information about market risk issues to senior management on a daily basis.
Daily Risk Analysts are responsible for classical, independent risk analysis of trading desks.

The market risk analyst will have these responsibilities:
-The Compliance & Regulatory Market Risk Analyst will be reporting to the COO of Market Risk for the Americas.

The candidate will be expected to perform the following tasks:
-Provide information to auditors and regulators,
-Meet with Federal or State regulators to provide Market Risk data and explanation on exams,
-Liaise with Risk Managers to understand and produce formal documentation to examiners,
-Manage and coordinate internal audits and inspections affecting Market Risk in the Americas,
-Market Risk Policies Management,
-Assess and monitor compliance with policies and procedures,
-Recommend changes to policies and procedure that affect operations,
-Coordinate with the head office to adapt global market risk in the Americas,
-Participate in the implementation of Market Risk new regulatory initiatives (documentation project, breach reporting global system ...),
-Participate in the limits follow-up process from a definition and an oversight perspective,
-Define and maintain the department data structure for simple and fast access to the information,
-Assist in analyzing and providing Market Risk data on different desks for management,
-Assist in managing the activities of the department including permanent supervision, time allocation, operational loss review, budgeting etc,
-Coordination with head office COO group on global initiatives,
-Ensure proper implementation of a Business Continuity Plan for the department.

The successful candidate will have the following responsibilities and skill set:
-Fundamental understanding of different classes of financial products related to Rates, Credit, Equities, Commodities,
-Solid analytical skills and ability to understand complex Market Risk documentation,
-Very strong organizational skills and ability to manage time and resources to meet deadlines,
-Experience as an analyst in market risk or trading with exposure to regulation and compliance,
-Undergraduate degree in Finance, Economics, Computer Science or related field,
-Fluency with MS Excel and experience with VBA; Need to be comfortable using many tools to obtain and understand risk information,
-Experience and knowledge of Bloomberg and MS Sharepoint will be advantageous.

This role provides an excellent opportunity to move into a top investment bank and gain exposure across all desks within the front office.

Please send all applications by mail.

Référence : 4876]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Market risk analyst–commodities-Paris-Base Salary–40,000–45,000 Euros + bonus & additional benefits]]>

Market risk analyst needed for front office commodities desk in tier 1 investment bank.

The bank is looking for a market risk analyst with experience in commodities to join an over achieving commodities team in Paris.
Their global team delivers consistent results and speed of execution to clients across multiple products, including complex derivatives, while managing significant market and credit risk.
The bank is looking to further build on its risk team's global success in the commodities trading market with this key hire.

The main responsibilities for this role are:
-Detailed analysis of the positions in portfolio and treated markets:
-Evaluation of cross commodity markets (Oil, Gas, Electricity, Coal),
-Study the relative the liquidity of the market and valuation of products,
-Analysis of particular deals and new products,
-Assessment of new limits and the regular review of the existing limits,
-Daily production and explanation of the analyses of risks (VaR, stress tests),
-Develop the methodologies of how risk is measured and procedures of follow-up of the risks,
-P&L and strategies across all commodity desks,
-VaR and risk measures/limits, volatilities and correlations,
-Validation of input parameters used in pricing models, scenario and stress testing, validation of forward curves used for position valuation.

The successful candidate is likely to have the following background and skills:
-Master degree level schools of engineer or business,
-Ideally completed by a 3rd cycle in financial markets or equivalent (POST-GRADUATE DIPLOMA or MASTER DEGREE of mathematics and finance ),
-Good knowledge in financial markets and\or market risks on derivatives,
-You have a robust mathematical base, and are interested in the quantitative aspects of financial products,
-Knowledge in Excel, Visual Basic and Access are also indispensable,
-Excellent communication skills to work with all areas of the business,
-A good capacity of writing and synthesis are necessary.

The position is an excellent opportunity for a market risk analyst to gain banking experience within commodities trading in a fast paced front office environment.

Please send all applications by mail.

Référence : 4877]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Ingénieur MOE Finance de marché H/F]]>

Référence : 4870]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[C++ Software Developer-Fixed Income and Rates-Top French Corporate and Investment Bank, Paris-Circa 90,000 Euros plus bonus and benefits]]>

Our client is a highly successful and leading French Investment Bank with over $500 billion in assets and 20,000 employees.
They are seeking experienced C++ Software Engineers, with strong technical ability, to join their booming Development Team.
You will be responsible for maintaining and developing cutting-edge technologies to maintain the bank's technology infrastructure and play a critical role in enhancing tools in place.
Working in the front office, you will also work closely with the traders and quants.

The successful Software Engineer will have the following skillset:
-C++,
-Calypso,
-Experience in FX or Rates is preferred,
-Recent experience in the financial world is essential,
-Ability to speak French would be advantageous,
-Verbal and written communication skills.

The responsibilities of the Software Developers include:
-Maintaining the financial library,
-Work closely with front office users,
-Enhance and improve current systems and tools,
-Develop cutting-edge technologies.

This is an exciting opportunity to join a dynamic and successful team of forward-thinking developers and gain immense exposure to the financial environment.
You will have the chance to work with the latest cutting-edge technologies and work alongside traders and other front office users.
As a highly successful and profitable business, compensation, bonus and benefits will all be extremely competitive.

To apply for this position, please contact by mail or call 00 44 207 019 4163 0r 212 231 8223

Référence : 4875]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[Senior Quantitative C++ Developer–Exotic Fixed Income-Top Investment Bank, London-Circa £85,000 plus bonus and benefits]]>

My client is a top European Investment Bank based in London. The firm is best known for its highly successful rates business and its strength in the quantitative space.

Following recent high profits and continued business growth, we have an opportunity on the front Exotic Fixed Income quant desk for a very talented and well educated C++ quantitative developer.
You will take a critical role in the business, focusing on pricing, analytics, application development and risk tools.
Sitting on the front office, you will regularly liaise with the quants and traders in the business and be expected to work quickly and efficiently in a high paced, challenging environment.
The trading desk trades a huge variety of products and your financial exposure will be huge.

Ideal Skill Set:
-C++,
-Unix/Linux,
-STL/Boost,
-Design Patterns,
-Msc/PhD in Computer Science/Physics/Mathematics,
-Strong quantitative/mathematical finance background,
-Good communication,
-Ability to work under pressure.

Responsibilities:
-Introduce new models and new pricers,
-Extend existing products and models,
-Liaising with and working closely alongside front office quants,
-Assist and work with traders,
-Become an expert in derivatives products.

This is a great opportunity for a strong quant developer to working on a very successful desk at a top bank.
The team structure and culture will allow you to develop your interest in analytics/models/optimization thus this is a great role for somebody looking to focus more on the quantitative side.
Since this is a front office role, the opportunity is ideally suited to a C++ quant developer who thrives under pressure and time constraint.
Compensation, bonus and benefits will all be highly competitive and with regular performance reviews, you will have every prospect of furthering your professional career.

If you are interested in the C++ quant developer role, please contact by mail or call 00 44 207 019 4163

Additional Keywords: C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, Unix, windows, rates, FX, fixed income, front office, London

Référence : 4874]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[Tier 1 Investment Bank–C++ Developer-New York–(C++, Equities, High frequency, Low latency, Unix, Windows)-Circa $160,000 + bonuses and benefits]]>

An opportunity has arisen at a top tier Investment Bank for the position of Senior C++ Developer within their high frequency equities team.
The team focus on low level development and the C++ developer will be experienced in working with kernels and high frequency trading.
You will be involved in full project life cycle development and will report to the Global head of Electronic Trading.
The team is well known for its strong technologists and the C++ developer will be surrounded by some of the strongest technologists in the industry.

Responsibilities:
-Development of multi-threaded systems,
-High frequency and low latency experience,
-To play a lead role in the design, implementation and support of some of the most critical functions of the business,
-Actively use your development skills on highly visible projects that add significant value to their clients,
-Take the lead on some development projects.

The person:
-Experience writing object-oriented software using the C++ programming language,
-High frequency, low latency experience,
-Proficiency in both UNIX and Windows,
-Equities experience is a bonus,
-Low level development including knowledge of kernels.

Keywords: C++ developer, C++ programmer, software engineer, software developer, equities, C++, high frequency, low latency, unix, linux, windows, Multi-threading, New York, Computer Science

Primarily, my client is looking to see excellent C++ programming ability and a self-confident ambitious personality.
As a leading and innovative global house, the firm has a progressive culture and is known to be a hugely challenging and enjoyable place to work.
Continued growth has led to more senior hires than last year and as a result, the C++ developer will expect to receive a very competitive compensation package, combined with an impressive bonus structure.

To apply for the role of C++ Developer, New York, please contact by mail or call 00 44 207 019 4163 or 212 231 8223

Référence : 4872]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[Senior Interest Rates C++ Developer-New York–Leading US Investment Bank–Front Office Interest Rate Derivatives Trading Desk-Circa $175,000 plus bonus and benefits]]>

Are you an experienced C++ developer, with a strong background in rates and an ability to lead mission critical software design/development projects ? Are you seeking a new challenge on a fast paced and successful desk in the world's largest fixed income business? If so this opportunity could be for you...

My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes.
Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York.
As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders/modelers to build risk calculation systems for risk, pricing and p&l.
You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading.
You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.

The successful Senior Interest Rates C++ Developer will require the following skill set:
-Extensive background in C++ development,
-Ability to pick up new in house languages/systems quickly,
-Numerate background,
-Background in interest rate derivatives,
-Good team leading skills and ability to mentor large scale projects,
-Excellent communication skills,
-Business focused and well versed with the markets.

This is a unique, senior opportunity to work in a very successful and highly respected rates business.
The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also.
The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential.
The structure of the company will give you every opportunity to establish yourself and fulfill your career potential.
If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.

To apply please contact by mail or call 00 44 207 019 4163 or 212 231 8223

Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives

Référence : 4873]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[C++ Risk/Quant Developer–FX & Rates Trading Desk-Number One European Investment Bank-London-Circa £80,000 plus unbeatable bonus/benefits]]>

My client is recognized as one of the Leading European Investment Banks, with a great reputation for its growing Rates Business and its excellent front office quant dev teams based here in London.

The quant teams provide a fast paced and challenging front office environment, and through continued desk expansion, there is an opportunity for a talented C++ risk/quant developer, coming from a strong mathematical background to join the team.
The successful quantitative developer will take a focus on financial applications, risk applications, pricing, analytics and P&L and you will leverage off your strong mathematical fundamentals as well as your interest knowledge of finance and derivatives.
The team itself consists of very experienced and academic individuals, allowing you to gain a huge amount of knowledge and face a very rapid learning curve.

Ideal Skill Set :
-Strong background in C++ on Linux/Unix,
-Impressive academic background,
-Ability to pick up new languages quickly,
-Very good mathematics,
-Good communication skills,
-Quick thinking and ability to work quickly and under pressure,
-Understanding of financial derivatives,
-Background in rates is a huge plus.

Responsibilities:
-Full software development lifecycle,
-Financial applications/risk applications/pricing/analytics/P&L,
-Liasing with and working closely alongside quants/traders through whole project lifecycle.

This is a great opportunity for a strong technologist looking to get true exposure to the quantitative business.
The team structure and culture will allow you to develop your interest in analytics/models/optimization and if strong enough, there will be opportunities to take a stronger quantitative focus.
Since this is a front office role, the opportunity is most suited to a C++ quant developer who thrives under pressure.
Compensation, bonus and benefits will all be highly competitive and with regular performance reviews, you will have every prospect of furthering your professional career.

If you are interested in the role, please contact by mail or call 00 44 207 019 4163

Additional Keywords: C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, Unix, windows, rates, FX, fixed income, front office, London

Référence : 4871]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[C++ Quantitative Developer–Interest Rates-Paris-European Investment Bank-Front Office–Paris, France-Circa 80,000 Euros plus competitive bonus and benefits]]>

My client is a leading European Investment Bank, with a fantastic reputation for having some of the strongest front office quant teams in Paris.

Through continued success of the rates business in Paris, an opportunity has arisen for a talented C++ developer to join their front office quant desk in a role which will provide a great amount of technical and quantitative exposure.

You will take an instant impact on a number of cutting edge development projects, working closely with the experienced quants to develop innovative solutions using C++.
You will work on the pricing libraries, taking a key involvement in pricing, analytics and P&L. With constant front office interaction you will be expected to become well versed in all financial terminology and develop a strong understanding of the mathematical fundamentals.
The team is ideally looking for a motivated C++ developer, someone who codes for fun and somebody who is keen to face a challenge in a quantitative team.

The ideal C++ Quant Developer, Paris, will possess the following skill:
-Solid C++ Programming Experience,
-Windows and Unix,
-Full software lifecycle experience,
-Recent PhD in Computer Science/Physics/Financial Engineering,
-Good communication skills,
-Strong mathematical background,
-Ability to speak French is a plus.

Responsibilities for C++ Quant Developer, Paris:
-Introduce new models and new pricers,
-Extend existing products and models,
-Liaising with and working closely alongside front office quants,
-Assist and work with traders.

This is a fantastic opportunity for an intelligent and quantitative C++ developer to step into a leading and successful Investment Bank.
The role itself will provide a steep learning curve and an opportunity to really widen your skill set.
The team will want to see candidates who are motivated, enthusiastic and keen to move into a challenging and reward driven front office environment.
Compensation, bonus and benefits will all be very competitive.

To apply for C++ Quant Developer, please by mail or call 00 44 207 019 4137

Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, Paris, France

Référence : 4867]]> Tue, 9 Feb 2010 0:00:00 <![CDATA[Quantitative Derivatives Valuation and Independent Price Verification, Vice president, London-Salary £80,000- £100,000]]>

Top US investment bank is seeking a strong mathematically minded candidate for a vice president level role within its Derivative Valuation and IPV group in London.

The bank is a top tier IB which has one of the largest and most profitable derivative trading operations globally.
The Derivative Valuation and IPV group supports this operation across all asset classes and markets and is the biggest group of its kind in the industry.

This role will be challenging and intellectually stimulating as you will be using complex mathematical techniques on a day to basis, but also working closely with the business.
You will be responsible for development of processes and tools to allow for independent verification of derivatives portfolio.
This role is focused on valuation and price validation for derivatives. Metrics need to be developed to quickly ensure reasonability of prices and highlight outliers immediately.
You will be working with traders, sales people, quants and structurers on a daily basis to ensure that the models used for pricing are correct and show a fair value.

Qualifications
-PhD, MSc, DEA level in a highly quantitative field e.g. Mathematics, Econometrics, Physics, Financial Engineering,
-Experience in financial services/investment derivatives/valuation functions,
-Comprehensive understanding of derivatives and valuation,
-Excellent level of mathematics for derivatives i.e. stochastic calculus, PDE modeling, Black-Scholes, Monte carlo, etc,
-Clear communication skills.

To apply or for more information please contact by mail.

www.selbyjennings.com, 00 44 207 019 4137

Référence : 4866]]> Tue, 9 Feb 2010 0:00:00 <![CDATA[Equity derivatives structuring, London, £120,000 + BONUS]]>

My client is a highly respected Director who is responsible for equity derivative products.
He works for a well renowned German investment bank and has contacted me requesting an associate to V.P level equity derivative structurer to join their London based team.

The team requires someone with experience in Asian based equity derivative products to help push products on Asian underlings, to their European clients.
You will be responsible for interfacing between the sales and trading teams and overseeing development and sales strategies.
You will also be responsible for overseeing productivity of the sales teams in expansion of the target market.
This is a relatively unique position, which will offer great rewards such as the opportunity to develop your own team with people reporting in to you.

My client requires
-Someone with some experience of "secondary research" - ie using other sources to write about an Asian theme,
-Ability to present structured product ideas, based on an Asian theme, to European clients,
-Someone with experience in a client facing experience,
-Someone with experience in equity derivative structuring.

For more information please contact the Structuring team by mail or call us on 00 44 207 019 4139.
Please send your CV in word document and not PDF file.
www.selbyjennings.com

Référence : 4869]]> Tue, 9 Feb 2010 0:00:00 <![CDATA[Leveraged Finance/Structured Finance, London, £85,000 + Bonus]]>

A director from a highly reputable Investment bank is looking for a candidate with experience in leveraged finance origination.
The position is for a junior to senior associate.

As a member of this team you would be responsible for the following, origination and structuring/restructuring of bespoke financing solutions for complex multi asset transactions and the evaluation and execution of debt transactions in private and public companies, incl. debt financing of LBOs, IPOs and mergers & acquisitions, across all industries.
You would be responsible for the production of credit papers and leading internal meetings with risk.
This role will also require you to help in the development of the market; you will be pitching, screening market intelligence and assisting in the valuation of potential transactions to the bank.
You will also be preparing and leading pitches to clients.

Skills required
-You will need to be coming from a Leveraged finance background either (loan capital markets, M&A and Debt),
-My client will consider any one between second year analyst and senior associate,
-Anyone from a structured finance background.

For more information please contact the Structuring team by mail or call us on 00 44 207 019 4139.
Please send your CV in word document and not PDF file.
www.selbyjennings.com

Référence : 4868]]> Tue, 9 Feb 2010 0:00:00 <![CDATA[Hedge Fund Credit Officer-Credit Risk-London-Salary: £60-80,000 (Dependant on Candidate) ]]>

Top Global Bank seeks a Hedge Fund Credit Officer for underwriting hedge fund credit exposures supporting all business lines that trade within Hedge Funds.

The Role require working within Global Markets Risk Management (GMRM) is which is formed of both credit and market risk professionals.

The candidate will sit within a team of seven that has responsibility for underwriting hedge fund credit exposures supporting all business lines that trade with this client type (“Hedge Fund credit team”); business lines include Global Markets Financing & Services (Prime Brokerage / Repo) and derivatives trading across equity, interest rate, credit, FX, ABS and commodity asset classes.

The Role:
-Working side by side with Market Risk partner looking at all aspects of risk with support partners,
-Working closely with FI & Corporate credit analysts to ensure that they understand the risks of the transaction,
-Ownership of the Global Markets Credit Risk Management Policies and Practices,
-Work closely with Global Markets Documentation to set standards for trading documentation,
-Key participant for assessment and development of the Global Markets counterparty credit system,
-Active involvement in managing/reducing credit risk to deteriorating trading counterparties,
-Underwrite hedge Funds,
-Possess a comprehensive understanding of the Hedge Fund due diligence process, underwriting standards, documentation requirements and successfully take the lead in underwriting several new & renewal credit approvals,
-Establish good working relationships with Hedge Fund clients, ensuring a smooth on boarding process and continuous dialogue to build insight & knowledge of their business & requirements,
-Possess excellent Capital Markets product knowledge, will be deal focussed & used to making timely decisions,
-Calculate initial margin on a transactional basis using various calculators,
-Liaise with Credit Analytics where necessary to perform valuation override processes, and update product initial margin grids,
-Use market risk techniques to manage and monitor largest exposures (eg VAR margin, greeks, stress tests).

Ideal Candidate:
-Prior relevant Credit Risk Management work experience, preferably having covered NBFI/Hedge Fund credits,
-Broad knowledge of financial products especially derivatives,
-A graduate with good analytic skills,
-Strong computer skills in particular strong Microsoft Excel, ideally VBA macros and functions,
-Understanding of credit exposure methodologies,
-Strong interpersonal & communication skills with ability to build networks and work across lines of business,
-Leader, ability to demonstrate best practice and motivate others.

Keywords: Credit, Risk, Hedge Fund, NBFI, Officer, Analytics, London, UK, England

Please send all enquiries by mail.

Référence : 4859]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Junior Quantitative Analyst in ABS and Credit Risk Models-London-Circa: £60,000 + Significant bonus structures]]>

Within this leading European Investment Bank the Group Risk Management team is looking to expand massively in London and throughout the rest of Europe.
The successful candidate will be offered exceptional training, which will be tailored to ensure that candidate will gain as much exposure and provided with peers who will be able to take that individual under their wing during the first 6 months.
These peers are likely to be Directors/Senior Management who can offer that individual insight into how other business functions work, so that individual can gain an all round perspective of the role.

Key Responsibilities of the ABS and Credit Quant Analyst role:
-Ensure adequate pricing and risk management by analyzing and validating all models used for official valuation and risk reporting for credit and credit-related hybrid instruments
-Contribute to and subsequently take on model development and validation and trade approval concerning model issues, including the testing of pricing models used for the calculation of the Bank's official P&L and risk figures. Responsibilities in this regard will include:
-Analysis and evaluation of the underlying assumptions and the mathematics of pricing models developed by the front office, or present in trading systems.
-Testing the implementation of such models, usually through the development and implementation of independent benchmark models.
-Identifying potential model weaknesses and proposing appropriate action.
-Analyzing and valuing complex structured credit deals, possibly with third party software
-Contributing to overall model and infrastructure developments of the team.

Requirements of the ABS and Credit Quant Analyst role:
-A strong quantitative background (with MSc or higher in Mathematics, Physics or Engineering).
-Good IT skills, with some knowledge of C++ highly desirable.
-Experience in a banking environment.

The Person:
-Good communications skills.
-Team player, but able to work independently.
-Have strong leadership skills, as candidate will be expected to be managing his/her own team eventually.

Key words:
Quantitative; Analyst; Asset Back Securities; Credit Derivatives; Modeling; London; Europe; Vice President; Risk.

To apply for this Credit Quant Analyst role please press the apply button or call 00 44 207 019 4137.

Référence : 4864]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Front Office Equity/Credit Derivatives Quant Analyst-London-Circa: £90,000 + BONUS STRUCTURE]]>

This leading Broker House is looking to expand a lot of their teams globally, due to a successful quarter.
They are looking to take someone on who has already had experience as a Front Office Equity/Credit Quant Analyst, who is looking for a new challenge and promising long-term career.
This Broker House is widely known for their cutting edge and forward thinking approach to finance; with their advanced modeling techniques and reputation for staying ahead of their competitors, they are without a doubt at the forefront of the market.

Responsibilities for this Front Office Equity/Credit Derivatives Quant Analyst role:
-Supporting the Equity and Credit traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management

Requirements for this Front Office Equity/Credit Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience) or with Credit Derivatives experience.
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.
-Strong coding skills.
-Good programming skills, e.g. C++, VBA.

Key words:
Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Credit; CDS; CDO; Europe; London; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.

To apply for Front Office Equity/Credit Derivatives Quant Analyst role please press the apply button or call 00 44 207 019 4137.

Référence : 4865]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Multi asset, emerging market structurer, London, £100,000 BASE + BONUS]]>

This is a fantastic opportunity for anyone who is looking to develop their career in a well established U.S investment bank.

This role is highly challenging and is suitable for someone who is ambitious, intuitive and highly driven.
This role will allow the successful candidate a wide and varied career path with the opportunities to develop new skills and run a team.

My client is looking for a senior associate/ junior V.P. who will be willing to take on a varied and challenging role.
He is looking for someone who has experience in multi asset emerging markets structuring specifically focused on CEEMEA regions.
You will be involved in developing strategies to expand the team's client base and business interests in Eastern Europe.
As a V.P you will be responsible for junior members of the team, in regards to training and overseeing day to day activities such as developing products and pitching materials to clients.
As a senior member of the team you will be highly client facing, working closely with the sales teams pitching new products.
You will also be involved in the education of local sales force on latest structured product developments and providing pricing and structuring (idea-generation) support for specific clients as well as general marketing.

My client requires the following:
-Emerging market, multi asset structuring experience with specific experience in CEEMEA regions,
-This role dose not require someone with local language knowledge however Russian or Turkish is a plus,
-You will need to be experienced in a client relations.

For more information please contact the Structuring team by mail or call us on 00 44 207 019 4139.
Please send your CV in word document and not PDF file.
www.selbyjennings.com

Référence : 4858]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Technical Lead-Java/C#/C++ Developer (Java, C++, C#, Unix/Windows, Grids, Databases, Equity, Electronic Trading)-London-Circa £110,000-£130,000 + significant bonus package]]>

Tier 1 Investment bank known for their pioneering approach and global remit are seeking a highly ambitious technical lead to take responsibility for delivering a reliable, extensible, high-performance and cross-product electronic trading system here in London.

The significant growth of the area in New York has lead to huge investment in developing a team here in London, of which the successful technical lead will be responsible for developing/architecting the trading system, as well as growing the team.
The position will require someone to work within a high pressured, fast paced environment that wants to engage with all aspects of the business.
A highly skilled technologist who can demonstrate their leadership ability and take the team forward is of vital importance.

Required skills:
-Understanding of distributed application development across Unix/Windows, Java/C++/C#, Grids and databases,
-Delivering application and/or functional architectures,
-Experience of having performed architecture/permit to build/governance function is highly desirable.

Responsibilities:
-Work with senior management to identify critical technology investments,
-Deliver communication regarding the quality of the application portfolio,
-Participate in application portfolio management (buy/hold/sell strategy and inventory).

The person:
-Excellent team, communication and organisational skills.
-Strong verbal and written communication skills.
-Ability to cope with rapid front-office development and to respond to and address

Key words: Technical Lead, Java Developer, C++ Developer, C# Developer, Quantitative Developer, Unix/Windows, Grids, Databases, Equity, Electronic Trading Systems Development, eTrading.

Primarily, an exceptional all round technologist with significant experience of distributed application development across Unix/Windows, Java/C++/C#, Grids and databases is of most importance to the client. This is a very exciting opportunity to make a real name for yourself within the investment banking business whilst growing a team of developers and contributing yourself to the overall development of the trading system. This position reports directly into senior management, so candidates with experience in this area is key.

To apply for the technical lead role in LONDON please send an up to date resume through by mail or contact 00 44 207 019 4137

Référence : 4863]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Front Office Quantitative Analyst-London-Top Investment Bank–Front Office Interest Rate Derivatives Trading Desk-Circa £100,000 plus bonus and benefits]]>

This is a mid level model development position aligned with the Interest Rate Exotics Trading business.
The candidate will develop models, implement products, and support the trading desk + structurers.

My client is a leading US Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analyst.
Due to continued success and growth of the Interest Rates Business, we have an opportunity for an intelligent Quantitative Analyst to join the team in London.
As a Quantitative Analyst, you will leverage off your background in mathematics/finance and develop models and implement them in software for pricing and risk managing derivatives.
You will use your passion for maths to quickly pick up a number of in house proprietary technologies and your strong numerate background to become well versed in many financial derivatives and products.
You will be expected to explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance/debug analytics.

The successful Quantitative Analyst will require the following skill set:
-2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity, FX, etc,
-Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives),
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis,
-Very strong analytical and problem solving abilities,
-C/C++ coding with emphasis on numerical methods,
-Good communication skills,
-PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering.

This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk.
The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional.
As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive.
Further, the exposure to the rates business will enable you to establish yourself as a business expert.

To apply please contact by mail or call 00 44 207 019 4137

Key Skills: quantitative analyst, quantitative programmer, front office, interest rates, fixed income, rates, derivatives

Référence : 4862]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Commodities Traded Credit Risk Analyst-Credit Risk-London-Salary: £50,000-£70,000]]>

One of the UK's leading Banks is looking for a Commodities Traded Credit Risk Analyst.
They are looking for someone who will be responsible for credit risking trades, credit limit monitoring, monitoring the impact of market moves on the counterparties' portfolio, and being the main point of contact to approve new products within the Bank.

Working within the commodities asset class, the Credit Analyst duties include: trade risking, trade clearing with front office, exposure investigation, the development and implementation of risking approaches for vanilla and structured transactions.
Own risk modelling as well as liaising with Credit Risk Analytics and Structuring for more complex modelling.
A particular focus of change the bank projects will include designing a new credit risk engine for our physical oil operations, as such the candidate is expected to be knowledgeable in physical oil trading.

The Role:
-Experience in physical oil is a pre-requisite, ideally with European and US exposures.
-Experience working within a trading environment in any role that deals with the pricing and trading of Commodities Products (Front Office/Risk/Product Control Group function). Operations backgrounds will be considered with good quantitative exposure.
-General market understanding across a variety of Commodities is preferable.
-Application of credit and/or market risk methodologies and concepts.
-Familiarity with derivatives instruments.
-Knowledge of legal documentation utilised in commodities trading.

Ideal Candidate:
-Ability to think and make decisions under pressure and under short time-frames,
-Very strong attention to detail,
-Maturity and presence to 1) manage competing priorities in the best interests of meeting the bank's objectives, and 2) communicate effectively with colleagues at various levels of the organisation,
-Capable of detecting any improvements that can be made to systems and risking processes solutions,
-Strong Excel and Access skills and ability to use these tools to gain efficiency in daily process,
-Experience in OpenLink and/or SRA trading systems,
-Understanding of VBA.

Key Words: Risk, Credit, Commodities, oil, physical, front office, commodities

Please send responses by mail.

Référence : 4860]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[IR/FX Derivatives Front Office Quantitative Analyst (VP), London-£90,000-£110,000]]>

Large Top Tier U.S. investment bank is seeking an experienced individual with a background in model validation to join the highly technical Front Office Quant group in London.
The role will allow the successful applicant to further develop their knowledge of derivatives pricing models review with a specific focus on interest rates and FX, but with some additional oversight on credit/mortgage.
Working directly with the Head of Fixed Income, you will assume a senior position (Vice President) within the team and will have a degree of responsibility for the supervision of more junior members of the group. This is a progressive and dynamic role with superb opportunities for promotion and future levels of remuneration.

Requirements
The successful applicant will ideally be able to demonstrate a proven track record validating and reviewing models for front office trading and structuring teams–preferably with a direct experience of interest rates or FX derivatives.
Your impressive technical proficiency in VBA, C/C++ and/or Java should be complemented by a superb academic background in a highly quantitative subject.
Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assume a position of further seniority in the near future.

To apply, or for further information, please submit your CV in word document format by mail,00 44 207 019 4137
www.selbyjennings.com

Référence : 4861]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Ingénieur d'étude C++ Risques]]>

YXENE, société de conseil à taille humaine spécialisée dans le secteur Banque/Finance auprès des grands comptes, recherche de nouveaux talents pour partager sa croissance.

Au sein de l'activité de gestion de la clientèle "Hedge Funds" d'un Grand Groupe Bancaire Français, rattaché(e) au DG, vous intègrerez les équipes IT en charge de la mise en oeuvre des services de financement, prêt de titres, reporting, règlement livraison et calcul de risque.

Mission

Dans le cadre d'une unification des plateformes techniques déployées sur différents sites à l'international, nous recherchons un ingénieur d'étude C++ afin de faire évoluer ces outils et d'en assurer la maintenance corrective et évolutive.
Le candidat sera intégré à une équipe de 3 à 5 personnes dédiée au développement du moteur de calcul de risque client. Il sera en relation directe avec les analystes de risques du Front-Office.

Profil

Diplômé(e) BAC +5 (Ecole d'Ingénieur ou équivalent), vous justifiez d'une expérience de 3 à 5 ans acquise idéalement en banque de financement et d'investissement.
Vous avez une bonne connaissance des produits financiers et des notions de calcul de risque.
Vous maîtrisez C++ sous UNIX.
Une bonne connaissance des méthodes de calcul de la VaR serait appréciée.
Anglais impératif.

Référence : 4857]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[C++ Front Office Quantitative Developer-New York City-Interest Rates, Fixed Income, Pricing, Analytics-Salary-circa $150,000 per annum plus substantial bonus and benefits]]>

A leading Global Investment Bank with significant reach and reputation, is seeking to hire an exceptional C++ Quantitative Developer to join their Front Office Fixed Income Business in New York.

The business itself is rapidly expanding and has a strong foothold in the global market, trading a variety of products including foreign exchange, bonds, loads, repos and interest rate products.
The role will focus on the Emerging Markets division of the FICC group and your role will encompass analysis, trade capture, pricing, risk models, analytics and P&L. The successful C++ Quantitative Developer will report into the Head Quant of the FICC business in New York, and will work closely with front office traders, quants and technologists.

Responsibilities:
-Work closely with the business to design, develop and implement cutting edge solutions,
-Introduce new models and new pricers,
-Extend existing products and models,
-Liaising with and working closely alongside front office quants,
-Assist and work with traders,
-Become an expert in derivatives products.

The Person :
-Strong C++,
-UNIX/Windows,
-VBA/Excel,
-SQL,
-Perl/Python,
-A desire to have a successful career within a growing front office team.

Key words: C++, C++ developer, quantitiative developer, FICC, fixed income, emerging markets, front office, interest rates, unix, windows, linux, sql, perl, python

Primarily, and what is going to be most important to the client is that the successful C++ quantitative developer has a strong desire to become a versatile, pro active, motivated front office developer within the FICC Emerging Markets Space. To apply for the role of C++ Quantitative Developer, please send an updated, word formatted CV by mail or call 00 44 207 019 4163 or 212 231 8223

Référence : 4844]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[C++/Python Developer (C++, Python, Linux System Administration)-Singapore–Tier 1 Investment Bank-Circa 150,000 SGD + bonuses and benefits]]>

A top tier Investment Bank has an opening for a C++ Developer with strong python skills.

Due to their continued success this year, they are looking for a developer with strong Python and Linux experience, to work in one of their core teams.
The C++ developer will get the chance to work in a leading team at a globally renowned financial institution.
As a C++ developer, you will take a hands on approach to projects within the team and will play an integral role in the decisions that are made on a day to day basis.
The ongoing expansion of the team means that opportunity for progression is inevitable.

Responsibilities:
-Report directly in to the Head of the Infrastructure team,
-Take the lead on certain projects,
-Liaise with the teams in New York and London,
-System administration and coding on a brand new system.

The person:
-Strong C++ skills,
-Python scripting experience,
-Naturally bright and able to pick up new skills such as Python or Linux System Administration,
-Fluency in spoken and written English,
-Capable of meeting tight deadlines and working under pressure/multi-tasking,
-Strong sense of personal responsibility,
-Good team player. Capable of working under a fast pace and dynamic environment.

The ideal candidate for my client will be a strong C++ developer who has strong Python and has used Linux System Administration in the past.
However, somebody who has one out of the three and the ability to learn new skills quickly will be considered.
The C++ developer can expect to progress through the business as a result of their continued hard work and also to be paid a highly competitive basic salary with an extremely generous bonus scheme.

Keywords: C++ developer, C++ programmer, software engineer, software developer, C++, python, unix, linux, Singapore, Asia

To apply for the role of C++ Developer, Singapore, please contact by mail or call 00 44 207 019 4163

Référence : 4846]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Senior Quantitative C++ Developer–Exotic Fixed Income-Top Investment Bank, London-Circa £85,000 plus bonus and benefits]]>

My client is a top European Investment Bank based in London.
The firm is best known for its highly successful rates business and its strength in the quantitative space.

Following recent high profits and continued business growth, we have an opportunity on the front Exotic Fixed Income quant desk for a very talented and well educated C++ quantitative developer.
You will take a critical role in the business, focusing on pricing, analytics, application development and risk tools.
Sitting on the front office, you will regularly liaise with the quants and traders in the business and be expected to work quickly and efficiently in a high paced, challenging environment.
The trading desk trades a huge variety of products and your financial exposure will be huge.

Ideal Skill Set:
-C++,
-Unix/Linux,
-STL/Boost,
-Design Patterns,
-Msc/PhD in Computer Science/Physics/Mathematics,
-Strong quantitative/mathematical finance background,
-Good communication,
-Ability to work under pressure.

Responsibilities:
-Introduce new models and new pricers,
-Extend existing products and models,
-Liaising with and working closely alongside front office quants,
-Assist and work with traders,
-Become an expert in derivatives products.

This is a great opportunity for a strong quant developer to working on a very successful desk at a top bank.
The team structure and culture will allow you to develop your interest in analytics/models/optimization thus this is a great role for somebody looking to focus more on the quantitative side.
Since this is a front office role, the opportunity is ideally suited to a C++ quant developer who thrives under pressure and time constraint.
Compensation, bonus and benefits will all be highly competitive and with regular performance reviews, you will have every prospect of furthering your professional career.

If you are interested in the C++ quant developer role, please contact by mail or call 00 44 207 019 4163

Additional Keywords: C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, Unix, windows, rates, FX, fixed income, front office, London

Référence : 4845]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Front Office Quantitative Counterparty Credit Risk Analyst-London-Salary: £ 65,000–95,000]]>

A Top British bank is looking for a Counterparty Credit Risk Analyst. The role is a Front Office Credit Risk Analyst position with a background in statistics who can come in and implement new risk strategies.

A top 3 British investment bank is trading a significant amount of exotic and structured products defying the trend to vanillas.
The bank is committed to growing and building an elite FO exposure management team to assess the portfolio risk across all the different business lines, to implement new risk strategies, work with market risk to approve trades and advise the business on how much exposure the bank can take.

Actual responsibilities:
-Counterparty Credit Risk-exposure measurement on derivatives transactions (trading book),
-Deal and Trade Approval analysis in conjunction with market risk,
-Methodology and calculation of credit, CVA and regulatory measures (e.g. PFE, EPE, EEPE, RWA) on a wide range of vanilla and exotic derivative products for uncollateralised and collateralised portfolios,
-Calibration and implementation of models ranging from variations of Vasicek, OU, CIR to semi-parametric historic simulation models,
-Extensive project management exposure,
-Development of risk strategy,
-Continually communicate effectively with both quant/IT as well as Front Office audience,
-Experience of analysing the time series data,
-Good knowledge of stochastic processes,
-Knowledge of Monte-Carlo techniques and numerical methods.

Ideal candidate:
-Counterparty credit risk analyst,
-Strong knowledge of PFE, EPE, EEPE,
-Knowledge of Basel II, BIPRU requirements with regards to CCR,
-Ability to code in at least one of C++/C#/F#/Matlab,
-Background in Statistics,
-Project management and leadership experience.

Key Words: Credit, Risk, PFE, Exposure, C++, Counterparty, Quantitative

All applications by mail.

Référence : 4847]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Quantitative Credit Risk Modeller-Credit Risk-Singapore-Salary: $90-120,000 SGD-Highly Competitive Rate]]>

Tier 1 Global Investment Bank seeks VP Counterparty Risk Analysis to work within their Exposure Management Team.
The bank is growing and building an elite exposure management team to assess the portfolio risk across all the different business lines, to implement new risk strategies, work with market risk to approve trades and advise the business on how much exposure the bank can take.

Actual responsibilities:
-Counterparty Credit Risk-exposure measurement on derivatives transactions (trading book),
-Deal and Trade Approval analysis in conjunction with market risk,
-Methodology and calculation of credit, CVA and regulatory measures on a wide range of vanilla and exotic derivative products for uncollateralised and collateralised portfolios,
-Extensive project management exposure,
-Development of risk strategy,
-Continually communicate effectively with both quant/IT as well as Front Office audience,
-Experience of analysing the time series data,
-Good knowledge of stochastic processes.

Ideal candidate:
-Counterparty credit risk analyst,
-Knowledge of Basel II,
-Background in Finance,
-Project management and leadership experience.

Key Words: Credit, Risk, Analysis, Analysts, Exposure, Counterparty, Asia, Singapore, VP

All applications by mail.

Référence : 4854]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Risk Manager-Credit Risk-Shanghai-China-Salary: Competitive (Will be told upon application)]]>

Top British Bank seeks a Risk Manager within their Secured Lending team.

The Bank is one of the most eminent Banks in Asia and this role is ideal for someone looking for a new challenge and a step up into management.

The Role:
-Review/propose Product Programs and Pre-approval Programs for new and existing products submitted by business units for approval, ensuring that all risk dynamics are properly addressed and controlled.
-Formulate, implement and review Credit Policies for Mortgage in a view to ensure competitive advantage is being maintained and within the acceptable level of risk appetite.
-Approve/decline/recommend credit proposals for project under construction in accordance with the bank's underwriting standards, credit policies, product program parameters & in compliance with banking regulations & local legislation.
-Effectively manage the assigned portfolios to ensure that the performance is within the targeted benchmarks with a focused approach to balance the risk and reward equation
-Monitor & manage Mortgage concentration risk with respect to credit exposures by Product, Region and Business Segment
-Develop, implement and monitor effective risk management tools to improve data-based credit decision.
-Maintain good portfolio quality through sound management of credit policies, development, maintenance and execution of state of the art quantitative credit MIS for portfolio monitoring
-Foster professionalism & a strong risk culture in the department, and mentor less experienced credit staff to build up bench strength of credit risk management function.
-Ensure strict compliance with all regulations and controls as set by the Bank and external regulatory authorities by staff

Ideal Candidate:
-Msc degree or above from a reputable university,
-Strong foundation in Credit analysis and the principles of credit risk management in financial services,
-Extensive knowledge on local Chinese banking regulation and credit environment,
-In-depth knowledge of products, services and delivery channels,
-Strong analytical power, sound logical thinking ability, and good problem solving, decision-making and financial management skills,
-Ability to multi-tasking and work under immense pressure,
-Excellent communication and interpersonal skills,
-Fluent in both English and Mandarin,
-Administrative and leadership/supervisory skills, including good organization, planning and coordination skills.

Key Words: Risk, Credit, retail, Secured Lending, Management

Please send in all replies by mail.

Référence : 4853]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[PhD, C++ Quantitative Developer–Interest Rates-European Investment Bank-Front Office–London-Circa £65,000 plus competitive bonus and benefits]]>

My client is a leading European Investment Bank, with a fantastic reputation for having some of the strongest front office quant teams in London.

Through continued success of the rates business here in London, an opportunity has arisen for a talented C++ developer to join their front office quant desk in a role which will provide a great amount of technical and quantitative exposure.
You will take an instant impact on a number of cutting edge development projects, working closely with the experienced quants to develop innovative solutions using C++.
You will work on the pricing libraries, taking a key involvement in pricing, analytics and P&L.
With constant front office interaction you will be expected to become well versed in all financial terminology and develop a strong understanding of the mathematical fundamentals.
The team is ideally looking for a motivated C++ developer, someone who codes for fun and somebody who is keen to face a challenge in a quantitative team.

The ideal PhD, C++ Quant Developer, will possess the following skill:
-Solid C++ Programming Experience,
-Windows and Unix,
-Full software lifecycle experience,
-Recent PhD in Computer Science/Physics/Financial Engineering,
-Good communication skills,
-Strong mathematical background.

This is a fantastic opportunity for an intelligent and quantitative C++ developer to move out of academia and step into a leading and successful Investment Bank.
The role itself will provide a steep learning curve and an opportunity to really widen your skill set.
The team will want to see candidates who are motivated, enthusiastic and keen to move into a challenging and reward driven front office environment. Compensation, bonus and benefits will all be very competitive.

To apply for PhD, C++ Quant Developer, please contact by mail or call 00 44 207 019 4137

Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, London

Référence : 4850]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Front Office Equity Derivatives Quant Analyst-London-COMPETITIVE SALARY + BONUS STRUCTURE]]>

This leading European Investment Bank is looking to expand a lot of their teams globally, due to a successful quarter.

They are looking to take someone on who has already had experience as a Front Office Equity Quant Analyst, who is looking for a new challenge and promising long-term career.
This bank is widely known for their cutting edge and forward thinking approach to finance; with their advanced modeling techniques and reputation for staying ahead of their competitors, they are without a doubt at the forefront of the market.

Responsibilities for this Front Office Equity Derivatives Quant Analyst role:
-Supporting the Equity traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management.

Requirements for this Front Office Equity Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience),
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school,
-Strong coding skills,
-Good programming skills, e.g. C++, VBA,
-Some knowledge of general Equity models used, although not completely necessary.

This bank has an exceptional Equity Exotics team, and is offering bonuses rare in this market.

Key words:
Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Asia; Singapore; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.

To apply for Front Office Equity Derivatives Quant Analyst role please press the apply button or call 00 44 207 019 4137.

Référence : 4849]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Senior Interest Rates C++ Developer-New York–Leading US Investment Bank–Front Office Interest Rate Derivatives Trading Desk-Circa $175,000 plus bonus and benefits]]>

Are you an experienced C++ developer, with a strong background in rates and an ability to lead mission critical software design/development projects ?
Are you seeking a new challenge on a fast paced and successful desk in the world's largest fixed income business? If so this opportunity could be for you...

My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes.
Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York.
As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders/modelers to build risk calculation systems for risk, pricing and p&l.
You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading.
You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.

The successful Senior Interest Rates C++ Developer will require the following skill set:
-Extensive background in C++ development,
-Ability to pick up new in house languages/systems quickly,
-Numerate background,
-Background in interest rate derivatives,
-Good team leading skills and ability to mentor large scale projects,
-Excellent communication skills,
-Business focused and well versed with the markets.

This is a unique, senior opportunity to work in a very successful and highly respected rates business.
The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also.
The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential.
The structure of the company will give you every opportunity to establish yourself and fulfill your career potential. If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.

To apply please contact by mail or call 00 44 207 019 4163 or 212 231 8223.

Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives

Référence : 4848]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Market risk specialist-Quant-London-UK-Base Salary–£50-£80k + bonus & additional benefits]]>

A leading Commodities trading house in London is looking to expand its front office risk team with this key hire.
The risk professional will be working directly with the Head of Risk the analyst would be responsible for the production of daily, weekly risk monitoring.

The Quantitative Risk Analyst will have the following responsibilities:
-Work across a large number of different commodities and directly assist the front office trading team,
-Assist and develop the running of the group,
-Hands-on experience in developing quantitative models, building pricing models, and/or quantitative analytics,
-Work directly with the wider OTC Risk management team and OTC Risk Change team,
-Be highly experienced in risk monitoring and reporting,
-Product validation,
-Development and analysis of new products.

The successful candidate is likely to possess the following background and skill set:
-Qualification in a science/engineering/economics subjects involving strong numerical skills,
-Strong Excel skills are essential, Database, VBA, Access and programming skills would be desirable,
-Strong at forming relationships across the business and working effectively with different teams,
-Strong analytical thinker and problem solving capability,
-Highly committed individual, keen to learn and grow into new areas of expertise,
-A desire to work in a commodities role.

Key words: London, commodities, front office, risk, analysis, Quantitative, quant, market risk

Please send all applications by mail.

Référence : 4851]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Quantitative Credit Risk Modeller-Credit Risk-Singapore-Salary: $70-85,000 SGD-Highly Competitive Rate]]>

Top Investment Bank seeks Quantitative Credit Risk Analyst to work within their Exposure Management Team.

This role requires a candidate with a quantitative background who has knowledge of the development, implementation and validation of models for calculating exposures.
You will be required to work with Traders, Sales and Quant personnel. If you are looking to work within a top institution and to move your career to the front office then this is the role for you.

The Role
-You will need knowledge of the design, testing, maintenance and validation of counter-party risk models,
-You will need to provide hands-on, practical quantitative analysis (EAD/ PD),
-You will need knowledge of intensive theoretical work and the implementation of conceptual models using software for model design and testing,
-You will also need to maintain the team model validation and review schedule involving running each model through various benchmarking tests and back tests to confirm their reliability,
-The role offers support to the Front Office (performing various reporting functions), management and customer relationship managers,
-You will be working closely with Traders, Sales, CVA and Quants.

Ideal Candidate
-PD/LGD/EAD modelling,
-Quantitative background, Masters/PhD in Mathematics, Engineering or Physics,
-Programming knowledge: VBA, Excel with an understanding of C++,
-Motivated candidate with aspirations to work in front office,
-Knowledge of Mandarin advantageous.

Key Words : Credit Risk, Risk, Quantitative, Quant, VP, Exposure, Counterparty, Stress Testing, Derivatives, Regulatory, Asia, Singapore, China, Front Office, Portfolio, LD, PD, Probability

Please send all enquiries by mail.

Référence : 4852]]> Thu, 8 Mar 2012 0:00:00 <![CDATA[Fixed Income/FX Quantitative Portfolio Manager-Geneva, Switzerland]]>

A leading hedge fund is looking to their newly formed team in Geneva. The role is for a quantitative portfolio manager developing fixed income and FX strategies across global markets.
The role covers fixed income and FX, the candidate will have a background developing systematic investment strategies.

The ideal candidate will have:
A strong academic background, reflected in their research interests,
Developing Systematic Strategies across G10 and Emerging Markets,
In-depth knowledge of quantitative finance and FX strategy is essential,
The necessary programming languages are C++ and Matlab, although the candidate should have a well rounded skill set including other languages such as Matlab.

Responsibilities of the Role:
Managing Systematic Fixed income and FX investment strategies for G10 and emerging markets,
Developing systematic currency trading strategies, as well as back-testing and implementation,
Application of Risk, return methods, and portfolio optimization.

This is an extremely successful organization, where compensation packages are very competitive and the role is within an established team with a proven track record.
This will offer the chance to work alongside one of the most respected quantitative groups and will provide an excellent platform to advance a career in quantitative finance.

Interviews are currently taking place, therefore all applications must be received as soon as possible.
Utmost confidentiality assured. Please apply directly by mail or visit our Website, www.selbyjennings.com
ALL CVs must be submitted in word format.

Référence : 4842]]> Wed, 8 Feb 2012 0:00:00 <![CDATA[C++ & Python Front Office Quantitative Developer Commodities, Pricing, Analytics–New York-Salary-circa $150,000 per annum plus substantial bonus and benefits]]>

A Leading Global Investment Bank best known for its highly successful Commodities Business, is seeking to hire an exceptional C++ & Python Quantitative Developer to join their Front Office Commodities Business in New York.
The business itself is rapidly expanding and has a strong foothold in the global market, trading a variety of commodities products globally.
The role will focus on encompass analysis, trade capture, pricing, risk models, analytics and P&L.
The successful C++ & Python Quantitative Developer will work closely with front office traders, quants and technologists.
Initially you will take responsibility.

Responsibilities:
-Work closely with the business to design, develop and implement cutting edge solutions,
-Analysis, trade capture, pricing, risk models, analytics, P&L,
-Liaise with teams in London and Asia on a daily basis,
-Take the lead on a number ad hoc software development projects.

The Person :
-Strong C++ on UNIX/Windows,
-SQL,
-Perl/Python,
-A desire to have a successful career within a growing front office team,
-A background in Commodities is a Plus.

Key words: C++, C++ developer, quantitiative developer, commodities, emerging markets, front office, interest rates, Unix, windows, linux, sql, perl, python

This is a great opportunity for a strong technologist with strength in C++ and python to work in a challenging front office team that will give huge quantitative and business exposure. Compensation, benefits and bonus will all be highly competitive.

To apply for the role of C++ & Python Front Office Quantitative Developer, please send an updated, word formatted CV by mail or call 00 44 207 019 4163 or 212 231 8223

Référence : 4836]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Front Office Equity Derivatives Quant Analyst-Paris-Circa-€95,000-€120,000 + COMPETITIVE BONUS STRUCTURE]]>

This leading European Investment Bank is looking to expand a lot of their teams globally, due to a successful quarter.
They are looking to take someone on who has already had experience as a Front Office Equity Quant Analyst, who is looking for a new challenge and promising long-term career.
This bank is widely known for their cutting edge and forward thinking approach to finance; with their advanced modeling techniques and reputation for staying ahead of their competitors, they are without a doubt at the forefront of the market.

Responsibilities for this Front Office Equity Derivatives Quant Analyst role:
-Supporting the Equity traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management

Requirements for this Front Office Equity Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience),
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school,
-Strong coding skills,
-Good programming skills, e.g. C++, VBA,
-Some knowledge of general Equity models used, although not completely necessary.

This bank has an exceptional Equity Exotics team, and is offering bonuses rare in this market.

Key words: Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Asia; Singapore; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.

To apply for Front Office Equity Derivatives Quant Analyst role please press the apply button or call 00 44 207 019 4137.

Référence : 4833]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Quantitative Credit Risk Modeller-Credit Risk-Singapore-Salary: £75,000+Highly Competitive Rate]]>

Top Global Investment Bank seeks Quantitative Credit Risk Modeller to work within their Exposure Management Team.
This role requires a candidate with a quantitative background who will be required to develop and implement models for calculating exposures, you will be required to work with Traders, Sales and Quant personnel.
If you are looking to work within a top institution and to move your career to the front office then this is the role for you.

The Role
-You will be designing, testing and maintaining counter-party risk models used for trading limits management and regulatory and Economic Capital (EC) calculations
-You will need to provide hands-on, practical quantitative solutions on Potential Future Exposure (PFE) calculations, with respect to counterparty risk.
-You will need knowledge of intensive theoretical work and the implementation of conceptual models using software for model design and testing
-You will also need to maintain the team model validation and review schedule involving running each model through various benchmarking tests and back tests to confirm their reliability
-The role offers support to the Front Office (performing various reporting functions), management and customer relationship managers
-You will be working closely with Traders, Sales, CVA and Quants

Ideal Candidate
-PD/LGD/EAD modelling,
-Quantitative background, Masters/PhD in Mathematics, Engineering or Physics,
-Programming knowledge: VBA, Excel with an understanding of C++,
-Motivated candidate with aspirations to work in front office.

Key Words : Credit Risk, Risk, Quantitative, Quant, VP, Exposure, Counterparty, Stress Testing, Derivatives, Regulatory, London, UK, ASIA, SINGAPORE, HONG KONG, Front Office, Portfolio, LD, PD, Probability.

Please send all enquiries by mail–Stipulate whether you are looking in ASIA or LONDON.

Référence : 4828]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Quantitative Credit Risk Modeller-Credit Risk-Hong Kong-Salary: £75,000+Highly Competitive Rate]]>

Top Global Investment Bank seeks Quantitative Credit Risk Modeller to work within their Exposure Management Team.
This role requires a candidate with a quantitative background who will be required to develop and implement models for calculating exposures, you will be required to work with Traders, Sales and Quant personnel.
If you are looking to work within a top institution and to move your career to the front office then this is the role for you.

The Role
-You will be designing, testing and maintaining counter-party risk models used for trading limits management and regulatory and Economic Capital (EC) calculations
-You will need to provide hands-on, practical quantitative solutions on Potential Future Exposure (PFE) calculations, with respect to counterparty risk.
-You will need knowledge of intensive theoretical work and the implementation of conceptual models using software for model design and testing
-You will also need to maintain the team model validation and review schedule involving running each model through various benchmarking tests and back tests to confirm their reliability
-The role offers support to the Front Office (performing various reporting functions), management and customer relationship managers
-You will be working closely with Traders, Sales, CVA and Quants

Ideal Candidate
-PD/LGD/EAD modelling
-Quantitative background, Masters/PhD in Mathematics, Engineering or Physics
-Programming knowledge: VBA, Excel with an understanding of C++
-Motivated candidate with aspirations to work in front office

Key Words : Credit Risk, Risk, Quantitative, Quant, VP, Exposure, Counterparty, Stress Testing, Derivatives, Regulatory, London, UK, ASIA, SINGAPORE, HONG KONG, Front Office, Portfolio, LD, PD, Probability.

Please send all enquiries by mail–Stipulate whether you are looking in ASIA or LONDON.

Référence : 4829]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Junior Java Developer (Java, UNIX/Linux, Spring, Computer Science, Engineering, Trading Systems, C++, C#, SQL)-New York-Circa $125,000 + significant bonus package]]>

One of the worlds top investment banks, known for their leading world lead trading system development teams, is looking for an exceptional Junior Java Developer to work on an in house developed global trading platform.
The position will provide the talented Junior Java Developer the chance to gain cross asset exposure whilst working to develop a world renowned trading system.
The exceptionally talented junior Java Developer will have to be exceptional programming in Java, but will also require exceptional communication skills to liaise closely with Traders and Quants.
Some use of C++ (backend) and C# (frontend) would also be required in this role.

Skills required for the successful Java Developer:
-Core Java,
-UNIX/Linux,
-C#/C++,
-Working within a financial institution preferable but not a necessity.

Responsibilities:
-Develop applications in a fast paced front office environment, taking high level requirement and turning them into fully deployed and high quality applications.
-Interact with system users and external clients of the trading system.

The person:
-Excellent communication skills to work within a front office environment.
-Ability to work to deadlines and under pressure.

Key words: Junior Java Developer, Core Java Developer, J2EE Developer, J2SE Developer, Java Application Developer, Java J2EE Application Developer, Trading System developer, Computer Science, Engineering, C++ Developer, C# Developer, UNIX/Linux.

Primarily, an exceptional Java developer with experience developing applications in an investment banking environment is of most importance to the client.
The desire to interact with the business and pick up product knowledge quickly, if they successful Java Developer has not come from an investment banking background is vital.

If you are a strong Junior Java developer and have experience in an investment banking environment, please send an up to date resume by mail OR call 212 231 8223/00 44 207 019 4163 for further information.

Référence : 4830]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Senior C++ Developer-High Frequency Algorithmic Trading Rates Team–New York-Circa $175,000 plus bonus/benefits]]>

My client is a Leading US Investment Bank with a huge global presence and a profitable private client franchise.

Through unceasing success, the bank is continuing to grow across North America, establishing itself as the leading provider and global number one.
The Bank has an excellent reputation for its strength and dominance in cutting edge technology, with some of the most sophisticated systems enabling them to stay ahead of their competitors.
The Senior C++ Developer will join the prestigious High Frequency Algo Rates team in New York and take a key role in implementing the technical platform and algorithms for automated trading.
As a Senior Developer, you will take a high impact role in the team and as well as being very hands on technically, you will be expected to take the lead in various ad hoc and long term strategic projects within the Rates Business.

Required skills for the Senior C++ Developer:
-Multi-threaded C++,
-STL,
-Linux,
-Low Level Kernal Programming,
-Algorithmic Trading Experience.

Responsibilities for the Senior C++ Developer:
-Implementing Algorithms,
-Back testing,
-Analytics,
-Optimization and performance measurement,
-Working closely with the Rates Business (Treasury/Futures/FX/FX Options),
-Leading ad hoc/long term software development projects.

This is a great opportunity for a Senior C++ Developer, with a strong rates background, to join one of the most prestigious High Frequency Algorithmic Rates teams globally.
Through being intrinsically involved in the day to day activity of the Algorithmic Rates Business, the C++ developer will define themselves as a hybrid between technology and the business, and this in turn will stand them in great stead for their future career within the bank.
Compensation will be highly competitive and the bonus potential is unbeatable.

If you are interested in applying for the role, please apply by mail or call 00 44 207 019 4137 or 212 231 8223

Key Words : C++ developer, C++ programmer, High Frequency Developer, Algorithmic Trading Developer, Algorithmic Rates Trading, Linux, Unix, STL, Multi-threading, Low Level Programming, New York, Investment Bank, Front Office, Rates, Treasury, Bonds, FX, FX Options

Référence : 4837]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Leading Global Financial Company–C++ Quantitative Developer-New York–(C++, GUI, Quantitative Developer, Unix, Windows)-Circa $150,000 + bonuses and benefits]]>

My client is a leading global financial powerhouse that is very well known and respected for its strength and dominance in cutting edge technology.

Due to continued business success and growth, an opportunity has now arisen for a strong and experienced C++ developer to join a rapidly expanding team based in New York.
As a C++ Quantitative Developer in a team full of very strong technologists, your responsibility will be two-fold. Firstly, you will be building and tweaking applications on a Unix platform.
You will spend the other 50% of your time modeling and pricing.
You will have a key, innovative input in the whole software development lifecycle, from design through to implementation as well of modeling and pricing.
Due to the very nature and ambition of the company, continued growth means the C++ quantitative developer will have huge scope for team leading, project leading, managerial responsibilities etc in the future.

Responsibilities:
-Development of multi-threaded systems on Unix,
-Modelling and pricing,
-To play a lead role in the design, implementation and support of some of the most critical functions of the business,
-Actively use your development skills on highly visible projects that add significant value to their clients,
-Take the lead on some development projects.

The person:
-Experience writing object-oriented software using the C++ programming language,
-Possess solid understanding of the properties and appropriate use of basic algorithms and data structure,
-Experience with multiple GUI toolkits,
-Proficiency in both UNIX and Windows,
-Familiarity with open source GUI toolkits such as GTK and Qt,
-Knowledge in .Net, C#. WPF or JavaScript is desirable.

Keywords: C++ developer, C++ programmer, GUI, data structures, software engineer, software developer, quantitative developer, C++, unix, linux, windows STL, Multi-threading, New York, Computer Science.

Primarily, my client is looking to see excellent C++ programming ability and a self-confident ambitious personality.
As a leading and innovative global house, the firm has a progressive culture and is known to be a hugely challenging and enjoyable place to work.
Continued growth has led to more senior hires than last year and as a result, the C++ developer will expect to receive a very competitive compensation package, combined with an impressive bonus structure.

To apply for the role of C++ Developer, New York, please contact by mail or call 00 44 207 019 4163 or 212 231 8223

Référence : 4835]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[C++ Risk/Quant Developer–FX & Rates Trading Desk-Number One European Investment Bank-London-Circa £80,000 plus unbeatable bonus/benefits]]>

My client is recognized as one of the Leading European Investment Banks, with a great reputation for its growing Rates Business and its excellent front office quant dev teams based here in London.

The quant teams provide a fast paced and challenging front office environment, and through continued desk expansion, there is an opportunity for a talented C++ risk/quant developer, coming from a strong mathematical background to join the team.
The successful quantitative developer will take a focus on financial applications, risk applications, pricing, analytics and P&L and you will leverage off your strong mathematical fundamentals as well as your interest knowledge of finance and derivatives.
The team itself consists of very experienced and academic individuals, allowing you to gain a huge amount of knowledge and face a very rapid learning curve.

Ideal Skill:
-Strong background in C++ on Linux/Unix,
-Impressive academic background,
-Ability to pick up new languages quickly,
-Very good mathematics,
-Good communication skills,
-Quick thinking and ability to work quickly and under pressure,
-Understanding of financial derivatives,
-Background in rates is a huge plus.

Responsibilities:
-Full software development lifecycle,
-Financial applications/risk applications/pricing/analytics/P&L,
-Liasing with and working closely alongside quants/traders through whole project lifecycle.

This is a great opportunity for a strong technologist looking to get true exposure to the quantitative business.
The team structure and culture will allow you to develop your interest in analytics/models/optimization and if strong enough, there will be opportunities to take a stronger quantitative focus.
Since this is a front office role, the opportunity is most suited to a C++ quant developer who thrives under pressure.
Compensation, bonus and benefits will all be highly competitive and with regular performance reviews, you will have every prospect of furthering your professional career.

If you are interested in the role, please contact by mail or call 00 44 207 019 4163.

Additional Keywords: C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, Unix, windows, rates, FX, fixed income, front office, London

Référence : 4834]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[PhD, C++ Quant Developer-European Investment Bank-Front Office Rates Desk–London (C++, Windows, Unix, Quantitative)-Circa £60,000 plus competitive bonus and benefits]]>

My client is a leading European Investment Bank, with a fantastic reputation for having some of the strongest front office quant teams in London.

Through continued success of the rates business here in London, an opportunity has arisen for a talented C++ developer to join their front office quant desk in a role which will provide a great amount of technical and quantitative exposure.
You will take an instant impact on a number of cutting edge development projects, working closely with the experienced quants to develop innovative solutions using C++.

You will work on the pricing libraries, taking a key involvement in pricing, analytics and P&L.
With constant front office interaction you will be expected to become well versed in all financial terminology and develop a strong understanding of the mathematical fundamentals.
The team is ideally looking for a motivated C++ developer, someone who codes for fun and somebody who is keen to face a challenge in a quantitative team.

The ideal PhD, C++ Quant Developer, will possess the following skill:
-Solid C++ Programming Experience,
-Windows and Unix,
-Full software lifecycle experience,
-Recent PhD in Computer Science/Physics/Financial Engineering,
-Good communication skills,
-Strong mathematical background.

This is a fantastic opportunity for an intelligent and quantitative C++ developer to move out of academia and step into a leading and successful Investment Bank.
The role itself will provide a steep learning curve and an opportunity to really widen your skill set.
The team will want to see candidates who are motivated, enthusiastic and keen to move into a challenging and reward driven front office environment.
Compensation, bonus and benefits will all be very competitive.

To apply for PhD, C++ Quant Developer, please contact by mail or call 00 44 207 019 4137

Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, Unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, London

Référence : 4831]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Front Office Interest Rates Exotic Derivatives Quant Analyst-Singapore-Circa-$200,000-$250,000 (SGD) + significant bonus]]>

An exceptional opportunity at this leading Investment Bank has emerged at their largest head-offices in Singapore.
They are looking to take on the most talented professional to join their ranks and be one of their senior leaders.

This individual will be working with some of the most respected Quant Analyst in the industry, and reporting directly to the Managing Directors.
This candidate will also be working side-by-side with the largest exotics trading floor in the world, supporting some of the most award winning traders.
The Quant teams have been praised for their cutting-edge approach to finance and lead the way in terms of techniques and model design, which are followed later by their competitors.
They are looking to take on someone who can manage, lead and inspire one of their quant teams, which will be expected to expand rapidly.

Responsibilities of Front Office IR Exotic Derivatives Quant Analyst role:
-Leading a team of junior Quants, which is expecting to grow rapidly itself.
-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.
-Perform and maintain review for counterparties.
-Identify and report risk issues to management and recommend risk mitigation action.
-Participate in development and enhancement projects.
-Working with and supporting the Interest Rates trading desk
-Adjusting variety of projects - creating pricing models and eventually improving them.
-Stress testing current models and identifying any potential risks that might affect the trading products
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.

Requirements for of Front Office IR Exotic Derivatives Quant Analyst role:
-Extensive experience and knowledge of Interest Rate and Exotic products. Those from a top-tiered bank will be at an advantage.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Strong knowledge of general Interest Rates models.
-Experienced team leader, who has managed their own team in the past.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-PhD in Maths/Physics/Financial Engineering from a top-school.

The Person:
-Leadership qualities essential, as the candidate will be expected to manage and oversee a large team in London (and potentially be responsible for those in France).
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.

To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.

Référence : 4832]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Market risk specialist-London-UK-Base Salary–£70-£90k + bonus & additional benefits]]>

Leading Global Investment Bank looking for front office senior liquidity risk manager working directly with the trading floor.

A leading Investment bank in London is looking to expand its front office market risk team with this key hire.
The risk professional will be working directly in to the Head of front office traded market Risk, ALM and liquidity.
This individual would need to ensure that the framework for the management of liquidity and non-traded market risks is appropriate and consistently implemented in Europe & Americas.

The senior liquidity risk manager will have the following responsibilities:
-Working in the Front Office, to help build out and operate day to day the processes and procedures around Liquidity Risk management,
-Ensure that market and liquidity risk measurement methodologies are fit-for-purpose, comprehensive and implemented with integrity,
-Continuously enhance risk measures and transparency,
-Develop and implement methodologies and reporting appropriate to each country, including meeting regulatory requirements,
-Ensure controlled implementation of new products, and help improve speed to market,
-Manage people and talent,
-Support GMR management in broader risk issues and projects.

The successful candidate is likely to possess the following background and skill set:
-Hold an Msc PhD in a quantative field included mathematics or physics,
-Experience in non-traded market risk and/or liquidity risk management in banking,
-Strong at forming relationships across the business and working effectively with different teams,
-Strong analytical thinker and problem solving capability,
-Highly committed individual, keen to learn and grow into new areas of expertise.

Key words: London, trader, front office, market risk, analysis, Senior, liquidity risk, derivatives, fixed income, internal rates, emerging markets, risk, quantative.

Please send all applications by mail.

Référence : 4826]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Quantitative Credit Risk Modeller-Credit Risk-London-Salary: £75,000+Highly Competitive Rate]]>

Top Global Investment Bank seeks Quantitative Credit Risk Modeller to work within their Exposure Management Team.
This role requires a candidate with a quantitative background who will be required to develop and implement models for calculating exposures, you will be required to work with Traders, Sales and Quant personnel.
If you are looking to work within a top institution and to move your career to the front office then this is the role for you.

The Role
-You will be designing, testing and maintaining counter-party risk models used for trading limits management and regulatory and Economic Capital (EC) calculations
-You will need to provide hands-on, practical quantitative solutions on Potential Future Exposure (PFE) calculations, with respect to counterparty risk.
-You will need knowledge of intensive theoretical work and the implementation of conceptual models using software for model design and testing
-You will also need to maintain the team model validation and review schedule involving running each model through various benchmarking tests and back tests to confirm their reliability
-The role offers support to the Front Office (performing various reporting functions), management and customer relationship managers
-You will be working closely with Traders, Sales, CVA and Quants

Ideal Candidate
-PD/LGD/EAD modelling,
-Quantitative background, Masters/PhD in Mathematics, Engineering or Physics
-Programming knowledge: VBA, Excel with an understanding of C++,
-Motivated candidate with aspirations to work in front office.

Key Words: Credit Risk, Risk, Quantitative, Quant, VP, Exposure, Counterparty, Stress Testing, Derivatives, Regulatory, London, UK, ASIA, SINGAPORE, HONG KONG, Front Office, Portfolio, LD, PD, Probability.

Please send all enquiries by mail–Stipulate whether you are looking in ASIA or LONDON.

Référence : 4827]]> Sun, 8 Jan 2012 0:00:00 <![CDATA[Ingénieur Support Métier Réconciliations (H/F)]]>

Référence : 4825]]> Thu, 8 Dec 2011 0:00:00 <![CDATA[Ingénieur MOA Coordination BO (H/F)]]>

Au service des « Majors » de la Finance de Marché, donnez un sens différent à votre métier.
D2SI, est une société de Conseil en Nouvelles Technologies, spécialisée sur les Marchés Financiers.
Nos collaborateurs apportent leur expertise technique et fonctionnelle en matière de maîtrise d'ouvrage, de maîtrise d'oeuvre applicative ou encore de management des infrastructures.

Notre spécificité : Notre engagement dans des projets de développement durable. Chaque année, 2% du résultat, du capital et du temps des salariés, sont investis dans un projet à dimension sociale et/ou environnementale.

Pour porter notre développement, nous recrutons un ingénieur MOA Coordination BO, motivé par notre modèle original d'entreprise responsable, basé sur l'excellence, la réactivité et l'éthique.

Au sein d'une banque d'investissement, vous intégrez l'équipe en charge d'une application Back Office utilisée par plus de 300 opérateurs à travers le monde sur différents Back Offices centralisés, du pilotage et du suivi de projet MOA dans le cadre de la réorganisation du client

Votre mission consiste à :
-Mener à bien le projet d'intégration des différentes entités dans le cadre de la mise en place d'un nouvel outil,
-Réaliser les études nécessaires en s'assurant que la solution choisie s'intègre dans le système d'information existant, et élaborer cahier des charges adéquat,
-Assurer la bonne coordination du projet d'intégration des entités en imbrication avec les autres projets engagés au cours de l'année,
-Travailler en étroite collaboration avec l'équipe MOA et MOE existante,
-Assurer le niveau de reporting nécessaire durant toutes les phases du projet à sa hiérarchie et au Métier,
-Utiliser les standards de qualité et de suivi de projet.

Profil

Diplômé(e) de l'enseignement supérieur (Ecoles d'ingénieurs, Master,...), vous souhaitez muscler votre double compétence, technologique et fonctionnelle dans un environnement exigeant et humain.

Les compétences et les connaissances requises sont :
-Une expérience confirmée en maîtrise d'ouvrage dans un environnement Capital Market & Investment Banking,
-Une expérience confirmée de la gestion de projet en maîtrise d'ouvrage autour d'applications back office (3 à 5 ans),
-Savoir formuler des besoins fonctionnels exprimés par les clients de l'application,
-Savoir fournir à la Maîtrise d'oeuvre les éléments nécessaires à la bonne compréhension des besoins du métier,
-Les différentes typologies de confirmations Swift,
-Le fonctionnement des produits Forex Money Market, Trésorerie et Derivatives,
-Le fonctionnement de l'infrastructure SWIFT,
-La maîtrise des outils de bureautique,
-La maîtrise de l'Anglais écrit & oral (documentation, échanges, entretiens, steering, et conférences en Anglais).

Rejoignez-nous pour partager nos valeurs d'éthique et de respect mutuel !

Postes basés à Suresnes (92).
Envoyez-nous votre candidature à :
D2SI – Le GALL Yoann
4, rue Diderot- 92150 Suresnes.

Référence : 4824]]> Thu, 8 Dec 2011 0:00:00 <![CDATA[Ingénieur développement KONDOR/C++/JAVA]]>

Référence : 4823]]> Thu, 8 Dec 2011 0:00:00 <![CDATA[Credit Analyst-Credit Risk-London-Salary: £65-85,000-Highly Competitive Rate]]>

Tier 1 British Bank seeks top Credit Analyst to join their Exposure Management team.

This role is for a Top Credit Analyst at a Tier 1 British Bank. You will be closing closely with Front Office, IT and Senior Management on numerous projects to improve the credit risking infrastructure.
If you are an excellent candidate looking to establish yourself in one of the Top Gobal Banks moving yourself to the front office, then you need to apply.

Role:
-The candidate will form part of the Structured Products section of TPEM. This group is responsible for credit risking exotic and structured transactions for a multitude of short term and longer term derivative products (Interest Rate Derivatives, Equity Derivatives, Commodities, Structured Credit, Fixed Income, FX and FX Options) across developed and Emerging Markets.
-The person will work closely with the IT, senior management, front office and other infrastructure areas to work on numerous projects aimed at improving the credit risking infrastructure (i.e. not just working on one-off margining requests).
-Further responsibilities will include developing stress tests at the counterparty and portfolio level.
-In addition, the candidate will work closely with other members of the structured team globally to ensure consistent methodology and approach, as well as working with the quantitative methodology team to ensure that methodology is appropriate. There is considerable interaction with sales personnel and dealers of many different nationalities often under considerable time pressure

Ideal Candidate:
-Graduate (or equivalent) in a finance or quantitative subject,
-Direct experience related to understanding the risks in complex derivative transactions,
-Proven financial markets experience,
-Financial modelling in a trading environment,
-Experience working directly with commercial traders and sales people,
-Experience working with financial risk management and control systems,
-Ability to think and make decisions under pressure and under short time-frames,
-Very competent at communicating risk methodologies, system functionality, and policies/procedures with commercial staff as well as with other departments,
-Maturity and ability to execute a control function with commercial staff,
-Capable of detecting inefficiencies and proposing solutions,
-Strong Excel and VBA skills,
-Ability to think broader issues associated with counterparty credit risk.

Keywords: Credit Risk, Risk, VP, Exposure, Counterparty, Stress Testing, Derivatives, regulatory, , Analyst, London, UK, Exotic, Front Office, Portfolio.

Please send all enquiries by mail.

Référence : 4821]]> Thu, 8 Dec 2011 0:00:00