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| Location: |
New York, United States of America |
| Recruiter: |
Global Quant Recruitment |
| Salary: |
Up to $450,000 base (DOE) + competitive bonus |
| Description: |
modeling of emerging markets credit products, including bonds (in local and hard currency), CDS, CLN's & CDO's. Responsible for pricing and risk modeling for new and existing deals.Day to Day Responsibilities: ??Pr...
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| Location: |
London , United Kingdom |
| Recruiter: |
Millar Associates |
| Salary: |
Excellent basic, package total circa ??00K Plus |
| Description: |
/ MBS / CDO and Flow expertiseLeading Hedge Fund This established, London-based, Capital Markets Dealer & Hedge Fund is active in the distribution, trading and pricing of a wide array of credit fixed income securitie...
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| Location: |
New York, United States of America |
| Recruiter: |
Global Quant Recruitment |
| Salary: |
$175k + Bonus DOE |
| Description: |
case, they are looking for someone to work on the credit desk with strong experience in ABS / MBS / CDS / CDO products. There is also a multi-asset class analytics pricing library and some longer projects are cross a...
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| Location: |
London, United Kingdom |
| Recruiter: |
selby jennings |
| Salary: |
??0,000 |
| Description: |
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 model ...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
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 model ...
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| Location: |
London, United Kingdom |
| Recruiter: |
selby jennings |
| Salary: |
??0,000 - ??00,000 Base |
| Description: |
analytics on a weekly basis that is located in New York. The successful individuals will be responsible for CDO analytics including bespoke tranche products, CDO^2, and structured credit including ABS, RMBS and CMBS. B...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
analytics on a weekly basis that is located in New York. The successful individuals will be responsible for CDO analytics including bespoke tranche products, CDO^2, and structured credit including ABS, RMBS and CMBS. T...
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| Location: |
London, United Kingdom |
| Recruiter: |
selby jennings |
| Salary: |
??0,000- ??0,000 |
| Description: |
models and implement in C++. You will be covering a range of CDS, default baskets, credit options, tranches, CDO and flow products such as CLO/CBO.The position is a great opportunity to join an exceptional team of highl...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
be covering a range of Exotic credit derivatives as well as CDS, default baskets, credit options, tranches, CDO and flow products such as CLO/CBO, ABS, MBS, CMBS.The position is a great opportunity to join an exception...
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| Location: |
Paris, France |
| Recruiter: |
selby jennings |
| Salary: |
??00,000 |
| Description: |
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 model ...
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