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London, United Kingdom |
| Recruiter: |
Selby Jennings |
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| Description: |
Quant with Mortgage Experience to join its Credit quant in London. You will be working within the structured credit Quant group and working with the traders to develop efficient tools for the desk, trading strategy anal...
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| Location: |
New York, NY, United States |
| Recruiter: |
Selby Jennings |
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| Description: |
Office based derivative business areas; this includes FX, fixed income, hybrid, structured funds and credit derivative asset classes. The Group works closely with Front Office quantitative groups, systems develo...
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| Location: |
New York, NY, United States |
| Recruiter: |
Selby Jennings |
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| Description: |
and implementing multi-currency FHJM Monte Carlo simulators to deal with interest rates, Commodity, FX and credit hybrid products. Developing pricing models and building up the C++ library in order to integrate with t...
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| Location: |
London, United Kingdom |
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Westbourne Partners |
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| Description: |
investment bank would be considered well matched to this particular opportunity. Knowledge of Fixed Income, Credit Derivatives products and/or market risk also advantageous. It is essential that applicants have experi...
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| Location: |
New York, NY, United States |
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Hagan-Ricci Group |
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closely with traders, desk quants, risk managers, IT developers in the credit derivatives model review space. ??Review and validate derivative models across credit derivative, emerging market derivative, and cre...
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| Location: |
New York, NY, United States |
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Hagan-Ricci Group |
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| Description: |
closely with traders, desk quants, risk managers, IT developers in the credit derivatives model review space. ??Review and validate derivative models across credit derivative, emerging market derivative, and cre...
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| Location: |
Paris, France |
| Recruiter: |
Selby Jennings |
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| Description: |
have strong experience of CDS Swaption (single name and index), CM-CDS and Credit Range Accrual and other credit volatility products Experience of Gap Risk modelling for credit CPPI, leveraged single name CDS and etc...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
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| Description: |
to redevelop the methodologies and systems surrounding the modeling, measurement and control of counterparty credit risk. Consequently, the Risk Methodology team is seeking to hire a number of quantitative analysts with...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
Office based derivative business areas; this includes FX, fixed income, hybrid, structured funds and credit derivative asset classes. The Group works closely with Front Office quantitative groups, systems develo...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
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| Description: |
responsibility for developing, delivering, validating, signing-off and supporting advanced, Basel-compliant credit models, including, Probability of Default (PD) and Ratings, Loss Given Default (LGD), Exposure to Defau...
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