Senior Front Office Credit / CDO Quantitative Developer (C++/Unix)
[QuantCode Jobs Listings]
... Credit Trading Desk in New York. Through continued expansion of the trading desk, the team is seeking a senior (Vice President upwards) Quantitative Developer, to take a key role on the front office CDO desk and play a lead in the design and development of a number of front office pricing, risk and analytics applications. You will have a huge amount of visibility on the desk and it will be expected ...
Updated :
(2012-05-11 07:06:06)
Fixed Income RMBS CMBS Front Office Pricing Quant
[QuantCode Jobs Listings]
...e mortgage models. • Hands on approach – a real passion to be involved in new projects and the experience to do so. • Experience and knowledge of credit derivatives would be beneficial i.e. CDO, CDX, CDS. • A quantitative PhD/MSc from a top school along with a very quant focused thesis. • Excellent communication skills and ability to mentor junior members. • ...
Updated :
(2012-05-10 10:52:02)
Senior Risk Specialist – Credit Modeling - Risk Management and Valuations
[QuantCode Jobs Listings]
...trong econometric and/or statistical background. The candidate is required to have a strong understanding of risk management, valuations, and have covered a variety of asset classes including credit, CDS, corporate bonds, and fixed income instruments. Locations: New York, NY The role: • Pricing of various credit and fixed income instruments. • Drive and take ownership of identifying and mitigating ri...
Updated :
(2012-05-04 10:40:51)
Senior Front Office Credit / CDO Quantitative Developer (C++/Unix)
[QuantCode Jobs Listings]
... Credit Trading Desk in New York. Through continued expansion of the trading desk, the team is seeking a senior (Vice President upwards) Quantitative Developer, to take a key role on the front office CDO desk and play a lead in the design and development of a number of front office pricing, risk and analytics applications. You will have a huge amount of visibility on the desk and it will be expected ...
Updated :
(2012-05-04 06:33:54)
Front Office Credit Quantitative Developer C++ (Strong Quantitative/Analytical Skills
[QuantCode Jobs Listings]
...fice pricing, risk and analytics applications. You will have a huge amount of visibility on the desk and it will be expected that you have deep knowledge of trading and securitized products including CDOs, structured credit and credit derivatives. As well as strong understanding of the fundamentals of trading and how the front office operates, you will need excellent quantitative ability, with an und...
Updated :
(2012-05-02 07:26:40)
Front Office Flow Credit Quant Analyst
[QuantCode Jobs Listings]
...rting the Flow Credit trading desk on a day-day basis, sitting closely next to them and ensuring the models are being used effectively. -Development of models for flow credit business: index trading, CDS clearing, funding, …etc. -Perform and maintain review for counterparties. -Implementation of value analysis framework for structured principal investments. -Development of automation methods for elec...
Updated :
(2012-04-11 05:41:30)
Derivatives Valuation Analyst | Vice President
[QuantCode Jobs Listings]
...ucts. -Generate internal/external NPV discrepancy report. -Develop methodology for NPV discrepancy attribution based on risks. Enhance model control and risk management. -Derivatives models utilized: CDS model, base correlation model for tranche product, SABR model for interest rate derivatives, LSV model for FX options, Black model, etc. -Analyze firm-wide liability management. Improve hedge effecti...
Updated :
(2012-03-23 08:02:06)
Securitized Products - Product Controller
[QuantCode Jobs Listings]
...egration process. -Daily Risk and P&L production and verification for the Securitized trading desk. Products covered include ABS, CMBS, and CDO Secondary trading, IRS products and hedges, Single name CDS / Index -Assist with both the processes and controls in place around the balance sheet, and other general business control functions within the team includin...
Updated :
(2012-03-21 07:38:59)
Senior Risk Specialist – Credit Modeling - Risk Management and Valuations - New York, United States
[C++ Jobs | QuantFinanceJobs.com]
...trong econometric and/or statistical background. The candidate is required to have a strong understanding of risk management, valuations, and have covered a variety of asset classes including credit, CDS, corporate bonds, and fixed income instruments.Locations: New York, NYThe role:• Pricing of various credit and fixed income instruments.• Drive and take ownership of identifying and mitigating ri...
Updated :
(2012-05-17 21:11:02)
Senior Quant Analyst - Award Winning Quantitative Analytics Group - New York, United States
[MATLAB Jobs | QuantFinanceJobs.com]
...exist.• Perform front office validation of significant models: asset pricing models, FX models, interest rate models, derivative models, equity models, credit portfolio management models, cash flow CDO valuation models, hedging models, credit risk, market risk and economic risk models.• Understand parameters of Market and Credit Risk to the fullest.• Exposure to market, credit, liquidity, and o...
Updated :
(2012-05-17 19:41:31)
