Front Office Risk Quant

Front Office Risk Quant OpportunityA leading Multi-Strategy Hedge Fund with over $10 billion in assets under management is seeking a skilled Front Office Risk Quant to join their team in NYC.The fund boasts an impressive 20-year track record, and this hire will be responsible for covering their Portfolio Managers across Credit, Equities, Macro, and...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...

A leading Investment Bank in NYC is looking to hire a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team.This hire will report directly to the Head of Risk Analytics and be responsible for the development and methodology of Market Risk Models in relation to FRTB and other Capital...

A leading Investment Bank in NYC is looking to hire a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team.This hire will report directly to the Head of Risk Analytics and be responsible for the development and methodology of Market Risk Models in relation to FRTB and other Capital...

A leading Investment Bank in NYC is looking to hire a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team.This hire will report directly to the Head of Risk Analytics and be responsible for the development and methodology of Market Risk Models in relation to FRTB and other Capital...

Front Office Risk Quant OpportunityA leading Multi-Strategy Hedge Fund with over $10 billion in assets under management is seeking a skilled Front Office Risk Quant to join their team in New York City.The fund boasts an impressive 20-year track record, and this hire will be responsible for covering Portfolio Managers across Credit, Equities, Macro, and...

Front Office Risk Quant OpportunityA leading Multi-Strategy Hedge Fund with over $10 billion AUM is seeking a skilled Front Office Risk Quant to join their team in NYC. This hire will cover the PMs across Credit, Equities, Macro, and Volatility strategies, with a primary focus on US Corporate Credit, Credit Indices, and Derivatives.The ideal candidate will...

This job is with Bloomberg, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly. Bloomberg’s Quantitative Analytics team is responsible for the design and implementation of modeling analytics that support client pricing and risk management solutions...

Equity Derivatives Quant/Strat – Assoc/VP levelNYC basedKey Responsibilities:Design, development and maintenance of the models and infrastructure components Liaise with Front Office and Technology, to deploy new and strategic pricing risk library to productionEnhance the automated volatility fitting process with new features and develop quality measures to...

Position: Front Office Trade management ConsultantLocation: New York ,NY (Onsite role) Note : Role is a Techno Functional role. Technical BA or Front Office Trade management Support Consultant.Incumbant needs to have good experience into Front Office side of Trade management. Located within the trade floor and facing-off directly to traders, quants, quant...

Market Risk Quantitative AnalystA leading Investment Bank in NYC is seeking a highly skilled Market Risk Quantitative Analyst to join their Quantitative Market Risk Analytics team. As a key member of the team, you will be responsible for developing and implementing Market Risk Models in relation to FRTB and other Capital Requirements.This role offers a...

{"title": "Market Risk Quantitative Analyst", "content": "Market Risk Quantitative AnalystAt Selby Jennings, we are seeking a highly skilled Market Risk Quantitative Analyst to join our team. As a key member of our Quantitative Market Risk Analytics team, you will be responsible for developing and implementing Market Risk models to support our firm's risk...

Market Risk Quantitative AnalystA leading Investment Bank in NYC is seeking a highly skilled Market Risk Quantitative Analyst to join their Quantitative Market Risk Analytics team. This individual will report directly to the Head of Risk Analytics and be responsible for developing and implementing Market Risk Models in relation to FRTB and other Capital...

Job DescriptionThe In-Business Risk (IBR) team is responsible for managing market risk and capital across all corporate credit, mortgage, and other securitized product asset classes. We are seeking a highly motivated individual to support our mission as we continue to grow in scope and size.Responsibilities:Work closely with trading desks and Independent...

Job Title: Index Quant TraderBarclays Capital Inc is seeking a highly skilled Index Quant Trader to join their team in New York, New York.Job SummaryThe successful candidate will be responsible for developing next-generation back testing tools for the flow derivatives business, utilizing knowledge of option pricing theory and market dynamics to improve the...

Quant Analyst - XVA Analytics New York, NY Posted May 30, 2024 - Requisition No. 125694 Bloomberg’s Quantitative Analytics team is responsible for the design and implementation of modelling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services,...

Title: Join Our Team as a Quant Developer in London Are you an experienced quant developer looking for your next exciting opportunity? Look no further than our client, who is seeking a talented individual to join their team based in the bustling city of New York.Introduction:Our prestigious client operates within [Sector], delivering high-quality solutions...