 | Annonces du jeudi 2 septembre 2010 | |
|  Hedge Fund Credit Officer-Credit Risk-London-Salary: £60-80,000 (Dependant on Candidate) Sat, 9 Jan 2010 0:00:00Hedge 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 | Junior Quantitative Analyst in ABS and Credit Risk Models-London-Circa: £60,000 + Significant bonus structuresSat, 9 Jan 2010 0:00:00Junior 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 | Front Office Equity/Credit Derivatives Quant Analyst-London-Circa: £90,000 + BONUS STRUCTURESat, 9 Jan 2010 0:00:00Front 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 | Multi asset, emerging market structurer, London, £100,000 BASE + BONUSSat, 9 Jan 2010 0:00:00Multi 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 | Technical Lead-Java/C#/C++ Developer (Java, C++, C#, Unix/Windows, Grids, Databases, Equity, Electronic Trading)-London-Circa £110,000-£130,000 + significant bonus packageSat, 9 Jan 2010 0:00:00Technical 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 | Front Office Quantitative Analyst-London-Top Investment Bank–Front Office Interest Rate Derivatives Trading Desk-Circa £100,000 plus bonus and benefitsSat, 9 Jan 2010 0:00:00Front 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 | Commodities Traded Credit Risk Analyst-Credit Risk-London-Salary: £50,000-£70,000Sat, 9 Jan 2010 0:00:00Commodities 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 | IR/FX Derivatives Front Office Quantitative Analyst (VP), London-£90,000-£110,000Sat, 9 Jan 2010 0:00:00IR/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 | Ingénieur d'étude C++ RisquesSat, 9 Jan 2010 0:00:00Ingénieur 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 | Stage 42 Capital : stage IT/Quant Trading QuantitatifSun, 8 Jul 2012 0:00:00Stage 42 Capital : stage IT/Quant Trading Quantitatif 42 Capital est une jeune société de trading propriétaire intervenant sur les marchés cash actions US, européens et asiatiques, futures et options listées, FX, avec une approche fortement quantitative.
Nous cherchons des stagiaires pour travailler sur nos pôles principaux de développement :
-Trading : développement sur l'application de trading automatique, amélioration des stratégies existantes ,intégration de nouveaux marchés (eg marchés d'options) ou de nouvelles stratégies,
-Risk Management : analyse et gestion des risques (paramètres statistiques, greeks), allocation de risque et construction du portefeuille de stratégie, suivi des risques et du P&L des stratégies,
-R&D : plateforme d'analyse statistique, conception et backtest de stratégie, méthodologie de calcul de paramètre et d'optimisation.
Profil
Nous cherchons à la fois des profils d'ingénieur informatique, sans pré-requis en finance/mathématiques financières mais avec un intérêt réel pour la finance de marché, et des profils quant plus proches du monde académique (mathématiques financières mais aussi statisticiens ou physiciens).
Nous souhaitons accueillir des stagiaires pour une durée minimale de 5 mois et pouvons envisager des stages longs ou des alternances.
Les technologies employées seront :
Environnement Windows, C# (.NET 4.0), WPF, SQL (SqlServer, MySQL), R, Python.
Le stage se déroulera à Paris, 17ème.
Référence : 4855 | C++ Front Office Quantitative Developer-New York City-Interest Rates, Fixed Income, Pricing, Analytics-Salary-circa $150,000 per annum plus substantial bonus and benefitsThu, 8 Mar 2012 0:00:00C++ 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 | C++/Python Developer (C++, Python, Linux System Administration)-Singapore–Tier 1 Investment Bank-Circa 150,000 SGD + bonuses and benefitsThu, 8 Mar 2012 0:00:00C++/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 | Senior Quantitative C++ Developer–Exotic Fixed Income-Top Investment Bank, London-Circa £85,000 plus bonus and benefitsThu, 8 Mar 2012 0:00:00Senior 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 | Front Office Quantitative Counterparty Credit Risk Analyst-London-Salary: £ 65,000–95,000Thu, 8 Mar 2012 0:00:00Front 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 | Quantitative Credit Risk Modeller-Credit Risk-Singapore-Salary: $90-120,000 SGD-Highly Competitive RateThu, 8 Mar 2012 0:00:00Quantitative 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 | Risk Manager-Credit Risk-Shanghai-China-Salary: Competitive (Will be told upon application)Thu, 8 Mar 2012 0:00:00Risk 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
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