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| Location: |
Paris, France |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
Experience of Gap Risk modelling for credit CPPI, leveraged single name CDS and etc. Knowledge of Synthetic ABS CDO tranche, ABS CDS and index, ABS equity excess spreads. Base Correlation Mapping and random recovery mo...
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| Location: |
New York, NY, United States |
| Recruiter: |
Comprehensive Recruiting |
| Salary: |
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| Description: |
skills; must also have experience and proficient C++ skills. Strong preference for Candidates who have an ABS background and some experience using INTEX.This position comes with an outstanding compensation and benefi...
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| Location: |
CA, United States |
| Recruiter: |
WayPoint Consulting Inc. |
| Salary: |
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| Description: |
in Research, structuring, modeling, trading or marketing experience within the following product areas: ABS, CDO, RMBS, CMBS or corporates.Structured Asset Experts, Analysts and Associates ?? Modelerso ...
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| Location: |
New York, New jersey, or Connecticut, United States |
| Recruiter: |
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| Salary: |
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| Description: |
Financial Company is a recognized leader and industry standard in the MBS and ABS market, is seeking an experienced interest rate modeler/programmer for the Mortgage and Asset-Backed Resea...
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| Location: |
New York, United States of America |
| Recruiter: |
selby jennings |
| Salary: |
$100,000 + excellent package |
| Description: |
products- Experience of Gap Risk modelling for credit CPPI, leveraged single name - Knowledge of Synthetic ABS CDO tranche, ABS CDS and index, ABS equity excess spreads.- Base Correlation Mapping and random recovery m...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
Experience of Gap Risk modelling for credit CPPI, leveraged single name CDS and etc. Knowledge of Synthetic ABS CDO tranche, ABS CDS and index, ABS equity excess spreads. Base Correlation Mapping and random recovery mo...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
large and very successful US Investment Bank is looking for talented individuals to join their pioneering ABS and Credit Risk team in their head quarters in London. The team consists of reputable Senior Risk Analysts...
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| Location: |
UK-London |
| Recruiter: |
Witan Jardine |
| Salary: |
£40000 - £60000 per annum |
| Description: |
client, a prominent investment bank is looking to hire a Quantitative Analyst for the ABS modelling and ABS Credit Risk Models Team. The main task of the team is to make sure adequate pricing and risk management is be...
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| Location: |
UK-London |
| Recruiter: |
PSD Group |
| Salary: |
To discuss |
| Description: |
Bank is strengthening their market risk quantitative risk team responsible for princing and validation ABS and hybrid credit products. The main purpose of the team is to ensure adequate pricing and risk manag...
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| Location: |
UK-London |
| Recruiter: |
Selby Jennings |
| Salary: |
GBPExceptional |
| Description: |
and implementation of production models for the trading desk. You will complete projects on CPDO, ABS TRS rating models. Must have experience in CDO, CDS, CCDS, ABS, MBS, RMBS or ABX. Comfortable in expl...
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