BFA emploi (Banque Finance Assurance)

A top German Bank is seeking to find a senior credit analyst within Exposure Management, for their London Team.

The Exposure Management team is tasked with the quantification of risk of derivatives portfolios across all products that the Bank trades and all clients with which it trades.
This includes both live trade analysis for collateral or limit requirements as well as determining the risk of existing portfolios.

The Role:
-Provide analysis of credit risk of individual derivative trades, typically structured, across all products in the firm-fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
-Devise and perform appropriate scenario analyses and stress tests across portfolios of counterparties and business lines.
-Participate in discussions of risk mitigation for structured transactions.
-Active involvement with other members in Exposure Management and other groups on methodology development.

Ideal Candidate:
-Experience at AVP/VP level within Exposure Management,
-Several years experience in a similar role,
-Solid mathematical skills including probability and statistics,
-Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts,
-Excellent interpersonal and analytical skills & a team player,
-Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences,
-Understanding of various pricing models.

Keywords: Credit, Risk, Quant, Quantitative, Derivatives, Exposure, Management

Please send enquiries by mail

Référence : 4907]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Front Office Interest Rates Exotic Derivatives Quant Analyst–Sydney, Australia-Circa: $100,000 (AUD) + Significant Bonuses + Benefits]]>

An exceptional opportunity at this leading Investment Bank has emerged at their largest head-offices in Sydney.
This individual will be working with some of the most respected Quant Analyst in the industry, and reporting directly to the Managing Directors.
This candidate will also be working side-by-side with the largest exotics trading floor in the world, supporting some of the most award winning traders.
The Quant teams have been praised for their cutting-edge approach to finance and lead the way in terms of techniques and model design, which are followed later by their competitors.
They are looking to take on someone who can manage, lead and inspire as this person will be expected to eventually head their own team.

Responsibilities of Front Office IR Exotic Derivatives Quant Analyst role:
-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.
-Perform and maintain review for counterparties.
-Participate in development and enhancement projects.
-Working with and supporting the Interest Rates trading desk.
-Adjusting variety of projects - creating pricing models and eventually improving them.
-Stress testing current models and identifying any potential risks that might affect the trading products.

Requirements for of Front Office IR Exotic Derivatives Quant Analyst role:
-PhD in Maths/Physics/Financial Engineering from a top-school.
-Some experience and knowledge of Interest Rate and Exotic products. Those from a top-tiered bank will be at an advantage.
-Those with industry experience will be at an advantage.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.

The Person:
-Leadership qualities essential, as the candidate will be expected to manage and oversee a large team in London (and potentially be responsible for those in France).
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.

To apply for this Front Office Quant Analyst role please call 0207 019 4137 or email by mail.

Référence : 4906]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Front Office Commodity Hybrid Quant Analyst-London-Circa: £90,000-£110,000 + Exceptional Bonus]]>

An incredible chance to be part of this excellent team of Quant Analysts at this striving European Bank has emerged.

Directors are looking to rapidly expand a lot of the Quant teams due to a successful year are now envisioning a prosperous 2010.
This bank will have a lot of teams expanding globally, and are looking to hire a talented junior quant who will bring new ideas and experience to the desk.
The candidate will be offered exceptional responsibilities from day one, including the chance to head a team of their own in a short space of time.
This candidate will be paid extraordinary well and offered guaranteed bonuses rarely offered within this current industry climate.

Responsibilities of the Front Office Commodity Hybrid Quant Analyst role:
-Candidate will oversee trading support of the Commodities trading desk; working with them on a day-day basis.
-Working closely with the risk management/sales team, liaising daily.
-Will be working with Commodity/Equity and Commodity/Interest Rate Hybrid products.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.

Requirements of the Front Office Commodity Hybrid Quant Analyst role:
-PhD Mathematics/Physics/Financial Engineering or other related topic.
-Some previous experience working with Hybrid Commodity products, with exposure to a trading desk working with these products would be ideal but not essential.
-Those with pervious industry experience (in any asset class) is essential though.
-Must have stochastic volatility, vega, and stochastic skew and smile dynamics experience.

This bank has an exceptional team with outstanding opportunities, which offers a generous salary.

To apply for this Front Office Quant Analyst role please call 00 44 207 019 4137 or email by mail.

Référence : 4905]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Front Office Equity and Commodities Derivative Quant Analyst–London-Circa-£90,000 + Competitive bonus structure]]>

A candidate with experience working with Equity and/or Commodity derivatives is wanted at this top-tiered bank, which is looking to expand its front office Equity/Commodities Quant team, due to a successful year.

The candidate will be working side-by-side with senior traders, overseeing and managing any potential issues, supporting their desk and work with them to develop hedging strategies.
This candidate will gain exceptional training and experience, which will propel them to becoming future Managers in no time.

Responsibilities of the Front Office Equity/Commodities Derivative Quant Analyst role:
-Working directly with the trading desk, supporting any issues and discussing any models in length, to ensure operations run smoothly.
-Benchmarking models and testing and evaluating performance.
-Working on developing new models as well as maintaining legacy models.
-Analyze market, sector & economic data performance and provide forward looking forecasts.
-Communicate results of research to clients and achieve production and client contact targets.

Requirements of the Front Office Equity/Commodities Derivative Quant Analyst role:
-PhD in Mathematics or any finance related degree.
-Extensive previous experience working with Equity products and/or Commodities.
-Strong programming skills e.g. C++, SQL, VBA.
-Experience working with SAB models and other Equity models.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.

Key words:
Commodities; Equity exotics; Derivatives; Europe; London; Trading; Traders; Business; Vice President; Managing Director; Oil; Gas; Freight; Agriculture; Quantitative.

To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.

Référence : 4899]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Retail Basel II Manager-London-Salary: Competitive]]>

A top 3 British Bank which has seen a resurgence and increased profitability in the last 6 months and has a lot more risk appetite in its corporate banking section.
Due to this the bank is looking to bill up its Risk Analytics capabilities and is looking for a Retail Basel II Manger lead and develop a team to ensure that Basel II Expected Loss models are world class and meet the requirements of all relevant legislation.

The Role will require the Retail Basel II Manager to support the development work through seeking out and developing new and innovative modelling techniques and solutions whilst communicating and working with business stakeholders to build appropriate plans and manage the team to deliver against these plans.
The Candidate will provide support, leadership and coaching to Senior Analysts and Analyst within the team whilst working with Decision Science Senior Managers to support and develop wider initiatives across the team.

The Role:
Lead teams of credit risk analysts on the scoping, design, development, validation and implementation of Basel II Expected Loss models.
-Provide technical leadership and coaching to your team of model developers, and strive to take learning's from your team to the wider Basel II Decision Science team, and beyond.
-To assist in the integration and understanding of Expected Loss and other appropriate credit risk models (and the associated reporting) throughout the Retail division.
-To steer, successfully, all models and reviews of Basel EL Models through the internal and external governance processes, ensuring compliance with Group standards and FSA regulation.
-Act as a main point of contact throughout the model development lifecycle with all key stakeholders, including the business unit who require the model, other colleagues within Decision Science and Retail Divisional Risk, Group Risk and others as required.
-Liaise regularly with Business areas to keep abreast of new business initiatives and proactively highlight any potential modelling or scoring changes to Management, helping to shape the Basel II EL modelling strategy and maintain model performance.
-Manage a team of statistical specialists to ensure that their contribution to the business is optimised, that staff are developed to their maximum potential, and that their overall capacity is increased, avoiding key skill dependencies.
-Develop and maintain a network of external contacts within the risk industry and keep abreast of all relevant regulatory and legislative changes ensuring compliance is achieved at all times.

Ideal Candidate:
Extremely numerate with an excellent degree in a numerate discipline (preferably maths/statistics).
-At least 5 years experience in the development of risk models in Retail Banking.
-Ideally, at least 3 years experience in the development of Retail Basel II EL models.
-Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
-Comprehensive and broad knowledge of consumer lending products and markets, with particular emphasis on the Basel II Accord and its impact on these products and markets.
-Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.
-Good team management, project management and communication (both written and verbal) skills, including the ability to lead and motivate others.
-A high level of creativity, drive, innovation and initiative to solve problems, and being motivated to push self and others.
-Good time management and people management skills.
-Proven influencing, verbal and written communication skills.
-The ability to work quickly and at a high level of detail and accuracy.
-A good external network of contacts within the risk industry.

Keywords: Credit, Risk, Basel II, Retail, PD, LDG, EAD, London, UK

Please send all enquiries by mail

Référence : 4908]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Associate/VP Quantitative analyst, IR/FX, London-Salary £70,000-£90,000 base]]>

Top tier US investment bank seeks exceptionally technical Quantitative modeler for Front office role in London.
The banks excellent analytical platform demands a very high level of mathematical modeling skill and top C++ programming credentials.
The incumbent would be working closely with the fast paced trading team in a highly dynamic group of quants, traders and structurers.
Answering directly to the head of IR/FX quantitative analysis, the successful candidate will be part of a growing team of some of the top academics and strongest modelers in the industry.

Responsibilities:
-Modelling, price and risk management for Interest Rates, FX, and Hybrids,
-Numerical methods for analysis of Interest Rate and FX models, in particular multi-factor and stochastic volatility models. Advanced finite difference and spectral PDE solving methods, and Monte-Carlo simulation methods,
-Domain-specific pay-off languages, combinator logic and computer algebra methods for specifying, validating, optimised pricing, booking and trading of structured financial contracts,
-Development of run-time Systems for real-time, concurrent, low-latency network applications, in particular high-frequency trading platforms. In-depth knowledge of network protocols and distributed software architectures.

Qualifications:
-Top class academic background to PhD level in a highly quantitative subject, e.g. Mathematics, Physics, Financial Engineering, Finance,
-Exceptional mathematical modeling, knowledge of stochastic Calculus, Local volatility, Stochastic volatility, Hybrid equity & interest rate models, Copulas, Correlation skew models, Proprietary skew propagation, Geometric conditioning methods,
-Solid programming ability in C++ (over 10,000 lines) JAVA, MATLAB, C#,
-The ability to work alone and has part of a highly dynamic team,
-Experience in a Quantitative Analysis role in good team. (Intern experience also acceptable).

Please apply by mail with CV in Word format

www.selbyjennings.com

Référence : 4902]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Vice President, Front Office Quantitative Analytics, Exotic Equity Derivatives, London, Europe-Salary £65,000-£80,000 base (dependent on experience)]]>

Top tier EU investment bank is looking to rejuvenate its Exotic Equity desk after a recent restructure of the business.

They are looking for an experienced front office quantitative modeler to work closely with the traders on the design and implementation of advanced and highly Exotic, Equity derivative models.
This team has recently restructured and is now closely associated with the Commodities desk, therefore you will also be asked to work on a number of Commodity Hybrids on projects with other quants.
The team consists of 10 quants globally with the majority at HQ in London.
You will report directly into the head of Equity based Analytics and a senior trader, and gain excellent exposure to the business.

The desk covers a wide range of Asians, Quantos, Cliquets, Reverse Convertibles, American, Barriers and Lookbacks but is constantly expanding its product range.

This is an excellent opportunity to join a team that is on a climb since the recent crisis and has managed to turn around very quickly due to quick thinking and good results.

The successful candidate may adhere to the following criteria:
-Top Academics in a highly quantitative field to PhD, MSc or DEA level from a top 5 institution. Physics, Mathematics, Financial Engineering,
-Advanced level: Stochastic Calculus, PDE's, Black Scholes, Stochastic Volatility, Modelling with Jumps,
-Experience of Monte Carlo and Binomial tree simulations,
-Experience working on a range of Exotic Equity products from a top institution,
-The ability to work individually or as part of a team,
-Ability to explain complex Mathematics in a simple and concise way,
-Clear communication skills.

Please apply by mail with CV in Word Format

www.selbyjennings.com, 00 44 207 109 4137

Référence : 4901]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Vice President of IR/FX Exotic Derivatives, Quantitative Analyst, Tokyo, Japan-Salary $120,000-$140,000 USD]]>

Top European investment bank seeks an experienced quantitative analyst for its IR/FX Exotics desk in Tokyo.

The bank is in a period of growth in the APAC region and is currently looking to bolster its IR/FX trading team in Tokyo.
The bank is seeking a Derivatives quant modeler with an excellent level of C++ and an IR/FX product background to help support its increased trading activity in Asia.
The bank is a top 3 European house and is renowned for having some of the most technical quant teams globally.

Within this role you will be working on a variety of FX model dynamics: term-structure models, semi-analytical calibration with IR models, local volatility, forward 3D PDE's, Monte-Carlo-based calibration and pricing methods.
The successful candidate will be expected to hit the floor running in the continuous development of the highly exotic analytics library, and working with the traders on a day to day basis providing industry leading quantitative support and derivative pricing models.

This is a highly mathematical based role, working with the traders on a day to day basis and being challenged to develop highly complex exotic models to build up the banks analytics library.

Qualifications:
-Experience on an IR/FX Exotic Derivative desk,
-High level of mathematical modelling ability: Stochastic calculus, Stochastic Volatility, Advanced PDE's. Local Volatility, Regression Modelling, Large Scale Monte Carlo Simulation,
-Experience in LIBOR, HJM, Hull-White, SABR and other relevant models,
-A top academic background to PhD, DEA level in a highly quantitative field: Mathematics, Computational Mathematics, Physics, Financial Engineering etc,
-A good level of programming ability: C++, C, Matlab, Java,
-Top communication skills.

To apply or for more information, please contact by mail.

www.selbyjennings.com

Référence : 4900]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Ingénieur d'études Front Office OMS]]>

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.

Mission

Au sein d'un Grand Groupe Bancaire Français, rattaché (e) au Front Office, vous prendrez en charge les corrections, évolutions et l'assistance aux utilisateurs sur le logiciel Fidessa, logiciel chargé du traitement des ordres de bourse au niveau Front (Vente, Sales Trading, Négociation) et Middle Office (dépouillement, confirmations).
Si besoin, la prestation pourra s'étendre à d'autres applications du même domaine.

Les tâches confiées seront les suivantes :
-Gestion des corrections, des évolutions et assistance aux utilisateurs,
-Assistance à la recette des évolutions,
-Participation à la mise en place de l'OMS.

Profil

Diplômé Bac+5 (Ecole d'Ingénieur ou équivalent), vous justifiez d'une expérience d'au moins 2 ans en milieu Front Office et vous maîtrisez les technologies suivantes : Fidessa, TCL, EMMA, OMAR/TMAR, FDA, FTW, BEAM, PAIR TRADING.
Rigoureux, réactif, efficace et autonome, on vous reconnaît une aisance relationnelle et rédactionnelle.
Anglais courant exigé.

Référence : 4904]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Architecte technique C++/Python–Automate de trading]]>

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 d'un Grand Groupe Bancaire Français, rattaché (e) au domaine de la salle de marchés dérivés actions, vous intégrerez le pôle développement des automates de trading et market data temps-réel.

Mission

Vous serez chargé (e) de :
-Piloter l'audit de l'architecture existante en collaboration avec les membres seniors de l'équipe en place,
-Etre force de proposition et participer aux implémentations itératives des améliorations/actions de refactoring identifiées,
-Etre le référant technique de l'équipe et promouvoir les best practices,
-Suivre les processus de développement, tests, livraisons et garantir leurs mises en oeuvre,
-Participer aux projets et maintenance ‘fonctionnels'

Profil

Diplômé Bac+5 (Ecole d'Ingénieur ou équivalent), vous justifiez d'une expérience d'au moins 5 ans en développement C++ en environnement Linux et Windows et vous maîtrisez : les outils de build (make, cmake..), l'intégration continue, les tests unitaires, les IHM “temps-réel”, les middleware de type CORBA/RPC.
Rigoureux, réactif, efficace et autonome, on vous reconnaît une aisance relationnelle et rédactionnelle. Anglais courant exigé.
Des compétences techniques en JAVA/Python ainsi que des compétences fonctionnelles sur les marchés dérivés actions seraient un atout déterminant.

Référence : 4903]]> Mon, 9 Aug 2010 0:00:00 <![CDATA[Stage Invivoo : Stage Ingénieur d'études et développement C#/Finance H/F]]>

Néomantis (filiale de la Société INVIVOO) est une société d'édition de logiciel, spécialisée en banque d'investissement dont le produit est XComponent.
XComponent est un outil adressant les problématiques de « Complex Event Processing », c'est-à-dire permettant de modéliser facilement un fonctionnement parfois complexe basé sur des réceptions d'événements et les réactions à ces événements.

XComponent est composé de trois entités:
-Factory : permet le design d'un composant sous la forme d'un workflow et sa modélisation sous forme de règles, ainsi que l'envoi des règles générées sur le moteur,
-Moteur : permet l'exécution des règles en fonction des messages reçus / publication de messages résultant de l'exécution des règles,
-Client : permet l'envoi des messages à destination du moteur afin de parcourir le workflow.

Les avantages d'une telle approche sont notamment:
–pouvoir s'intégrer aisément dans une architecture complexe.
–génération automatique de workflow d'événements.
–utilisation d'un code déjà existant pour l'intégrer à une action liée à un événement déclencheur
–etc...

Les implémentations possibles faites grâce à XComponent sont nombreuses, par exemple:
–workflow de négociation sales/trader,
–blotter d'évènements,
–moteur de trading algorithmique,
–matching d'ordres,
–contribution de prix,
-mapping et wrapping d'évènements.

Au sein de l'équipe déjà en place, le stagiaire participera à l'étude et le développement de composants à l'aide de la plateforme XComponent.

Les composants à développer sont :
-composant de « replay » instantané des données contenues dans une base, afin d'afficher un historique de trading.
-composant de tests de stratégies de trading qui se basera sur les données rejouées avec le composant précédent.

La mission comprend deux aspects principaux:
-fonctionnel : conception des composants, bonnes connaissances finance de marché pour coder les stratégies de trading.
-technique : connexion base de données, multi-threading, conception orientée object, code optimisé. (Environnement technique: C#, Oracle, Nhibernate, WPF/Winforms–multithreading).

Envoyez nous votre candidature par mail en cliquant sur le lien ci-dessous.

Référence : 4898]]> Fri, 9 Jul 2010 0:00:00 <![CDATA[Market risk manager-FX-London-Base Salary-£70,000-£110,000 + bonus & additional benefits]]>

A leading global investment bank is looking to hire a Front Office Risk manager to manage the risk across its FX business.
The bank is one of the biggest banks in the world with significant growth potential over the next 5 years.
The senior market risk manager will be responsible for building up trust and mutual respect between the trading and structuring units with market risk.

The environment is entrepreneurial, fast faced and constantly changing and will suit a trader, structurer or good risk manager who wants to move into a fast track career to senior management.
The risk manager will be responsible for developing strategy, approving trades /products and interpreting the risk numbers into clear commercial sense.

The market risk manager will have the following responsibilities:
-Management of the FX team on a regional/product basis, setting the team objectives and ensuring high quality delivery.
-Coverage of industry-leading FX business covering broad spectrum of products.
-Market Risk approval of large and new transactions and setting Market Risk Limits framework.
-Defining best practice VaR and stress scenario methodology and analytics and fulfil a lead role in multi-year technology spend to upgrade market risk technology.
-Have the experience to be able to highlight concentrated or concerning risk positions and work with the firms Decision makers/Heads to ensure appropriate reporting, transparency and management.
-Develop new tools and metrics to make the important risks and P&L drivers more transparent to senior management.

The successful candidate is likely to have the following responsibilities and skill set:
-Mathematical/Economics background,
-Outstanding knowledge of FX derivative products. Additional product knowledge across interest rates or insurance would also be an advantage,
-Excellent VBA and Excel skills,
-Ability to manage a small team,
-IB experience within FX Market Risk Management (not just reporting),
-Knowledge of, Greeks, VaR & historical simulations.

This is a front-office role working very closely with the FX Derivatives trading desk. You should have experience of implementing risk management reporting solutions and also be able to manage a small team.

Please send all applications by mail.

Référence : 4889]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Deputy Head of market risk-Cross asset, Bahrain, Excellent base salary (tax free) + bonus & additional benefits]]>

Deputy head of market risk for investment bank in the Middle East.

Background to the role:
-Understudy to the Head of Market Risk Management for all matters related to the Department Management.
-Act in the Market Risk Management team as the focal point in following areas:
-Definition and Maintenance of the Group Financial Instruments valuation methodologies (Specification, Implementation and Validation).
-Definition and Maintenance of Group Liquidity and Market Risk measurement methodologies (Specification, Implementation and Validation).
-Quantitative support in the Group Credit and Operational Risk measurement methodologies (Specification, Implementation and Validation).
-Tuning and Maintenance of the Market Risk systems in collaboration with System support.

Responsibilities within this position:
-Assess and provide a consistent and coherent methodology for instruments valuation, Market and liquidity risk across the portfolios and the branches of the Group.
-Define, test and implement Systems functionality specifications to support any enhancement to the overall Market Risk systems in collaboration with other MRM team members.
-Assist Department Head in keeping contemporary the Group Valuation, Liquidity and Market Risk frameworks : Review and implementation of model and quantitative aspects of all Internal and Regulatory requirements; Alternate Secretariat of the Valuation Committee and ALCO Sub Committee; Keeping up to date Group Policies and Procedures related to models and methodologies; Liaison with Branches, advice on Valuation, Liquidity & Market Risk Models and methodologies.
-Act in lieu of the Head of Market Risk Management when circumstances require it (representation in meetings, Unit business continuity, and supervision of the other team members). Assist Head of Market Risk Management in Department management issues.
-Work with other Market Risk Management team members and other risk stakeholders in the models and methodologies aspects of new products risk assessment.
-Provide quantitative support in collaboration with business analyst for the implementation and maintenance of Credit and Operational Risk models and methodologies.

The successful candidate will have the following background and skill set:
-Graduate University Degree and/or CFA/FRM. 7+ years experience.
-Strong quantitative and conceptual skills driven by a proactive and solution-providing mindset.
-Excellent theoretical and practical knowledge of financial instruments and risk measurement methods and models.
-Good knowledge of statistics and simulations methods.
-Relevant hands-on experience in the implementation and testing of models and methodologies in valuation and market & liquidity risk measurement.
-Exposure to Credit and Operational Risk quantitative methods will be a plus.
-Demonstrated supervisory capabilities.

If you would be interested in moving forward with this role please send your CV by mil.

Référence : 4878]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[C++ Quant Developer–Long Dated FX/Interest Rates-Leading Investment Bank-London-Circa £75,000 plus unbeatable bonus/benefits]]>

My client is undoubtedly recognized as the global Number One Investment Bank of our day, with great accolade and an amazing reputation for its unbeatable profits, presence in the technology space and significant bonus/benefits for all employees.

The successful and growing FX/rates business in London is ever growing and home to a number of highly experienced and intelligent traders, quants, strategists and technologists.
It is a fast paced and challenging environment, and through continued expansion, there is an opportunity for a talented, C++ quant developer, coming from a strong mathematical background to join them in a business/quantitative front office desk role.

Working on the front office, alongside a number of senior quants, your role will involve taking responsibility for working alongside them in developing a number of cutting edge risk and financial application tools.
As a C++ quant developer, you will have to leverage off your strong mathematical fundamentals (knowledge of stochastic calculus is desirable) as well as your interest and knowledge of finance and derivatives.

Ideal Skill Set:
-Strong background in C++ on Linux/Unix,
-Impressive academic background (Msc or above in computer science/physics/mathematics from a top university),
-Ability to pick up new languages/databases quickly,
-Very good mathematical fundamentals (stochastic calculus desirable),
-Good communication skills,
-Quick thinking and ability to work quickly and under pressure,
-Understanding of financial derivatives,
-Background in rates is a huge plus.

Responsibilities:
-Full software development lifecycle,
-Financial applications/risk applications/pricing/analytics/P&L,
-Liasing with and working closely alongside quants/traders through whole project lifecycle.

This is a fantastic opportunity to join a top bank, in its most successful and profitable business.
Through working on the front office desk alongside traders and quants, you will gain huge business/quantitative exposure and this will allow you to widen your knowledge greatly.
The opportunity is ideally suited to a C++ quant developer who thrives under pressure and wishes to face a steep learning curve.
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 : 4890]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Credit, Structurer, Corporate, Emerging markets, Hong Kong]]>

My client a top tier European investment bank is looking to hire an vice president or director level credit derivatives structurer to join its credit business in Hong Kong or Singapore.

This is a great opportunity to join a strong platform in the market.
The position involves structuring, pricing and marketing credit derivatives to Asian corporate clients.
Marketing bespoke restructuring strategies and providing liquidity, with the trading team.
Structuring and selling credit linked distressed bonds/ primary issuances of CLNs/ single tranche CLOs.
My client specialises in corporate credit derivatives so experience is essential.
Portfolio optimisation, hedging and restructuring using credit derivatives technology to optimise credit and loan portfolios.
Role will involve meeting Asian investors and advising and marketing products as well as meeting clients with the sales force.

In order to be considered for this role you must have the following skills:
-My client is looking to hire a vice president or director credit derivatives structuring,
-Essential to have good pricing/ restructuring skills and a good understanding of the Asian and emerging market credit markets,
-Essential to have worked in the Asian credit derivatives market for the past 5 years at least,
-Desirable to have experience across CLNs/ single tranche CLO/ investment products,
-My client is open as to the background of this candidate and would consider good structurers in banks. My client would also look at candidates out of the market but with a strong record in credit trading/ structuring.

Great role offering a very attractive salary package.

To apply please send a word version of your resume by mail or call 00 44 207 019 4139 to discuss.
www.selbyjennings.com

Référence : 4886]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Credit, Structurer, Corporate, Emerging markets, Singapore]]>

My client a top tier European investment bank is looking to hire an vice president or director level credit derivatives structurer to join its credit business in Hong Kong or Singapore.

This is a great opportunity to join a strong platform in the market.
The position involves structuring, pricing and marketing credit derivatives to Asian corporate clients.
Marketing bespoke restructuring strategies and providing liquidity, with the trading team.
Structuring and selling credit linked distressed bonds/ primary issuances of CLNs/ single tranche CLOs.
My client specialises in corporate credit derivatives so experience is essential.
Portfolio optimisation, hedging and restructuring using credit derivatives technology to optimise credit and loan portfolios.
Role will involve meeting Asian investors and advising and marketing products as well as meeting clients with the sales force.

In order to be considered for this role you must have the following skills:
-My client is looking to hire a vice president or director credit derivatives structuring,
-Essential to have good pricing/ restructuring skills and a good understanding of the Asian and emerging market credit markets,
-Essential to have worked in the Asian credit derivatives market for the past 5 years at least,
-Desirable to have experience across CLNs/ single tranche CLO/ investment products,
-My client is open as to the background of this candidate and would consider good structurers in banks. My client would also look at candidates out of the market but with a strong record in credit trading/ structuring.

Great role offering a very attractive salary package.

To apply please send a word version of your resume byu mail or call 00 44 207 019 4139 to discuss.
www.selbyjennings.com

Référence : 4887]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Market risk professional-compliance and regulatory-New York-Base Salary-$70,000–$90,000 + bonus & additional benefits]]>

A leading global investment bank is looking to expand its risk team.
The Market Risk Analyst's primary objective is to ensure there is a clear and transparent flow of independent information about market risk issues to senior management on a daily basis.
Daily Risk Analysts are responsible for classical, independent risk analysis of trading desks.

The market risk analyst will have these responsibilities:
-The Compliance & Regulatory Market Risk Analyst will be reporting to the COO of Market Risk for the Americas.

The candidate will be expected to perform the following tasks:
-Provide information to auditors and regulators,
-Meet with Federal or State regulators to provide Market Risk data and explanation on exams,
-Liaise with Risk Managers to understand and produce formal documentation to examiners,
-Manage and coordinate internal audits and inspections affecting Market Risk in the Americas,
-Market Risk Policies Management,
-Assess and monitor compliance with policies and procedures,
-Recommend changes to policies and procedure that affect operations,
-Coordinate with the head office to adapt global market risk in the Americas,
-Participate in the implementation of Market Risk new regulatory initiatives (documentation project, breach reporting global system ...),
-Participate in the limits follow-up process from a definition and an oversight perspective,
-Define and maintain the department data structure for simple and fast access to the information,
-Assist in analyzing and providing Market Risk data on different desks for management,
-Assist in managing the activities of the department including permanent supervision, time allocation, operational loss review, budgeting etc,
-Coordination with head office COO group on global initiatives,
-Ensure proper implementation of a Business Continuity Plan for the department.

The successful candidate will have the following responsibilities and skill set:
-Fundamental understanding of different classes of financial products related to Rates, Credit, Equities, Commodities,
-Solid analytical skills and ability to understand complex Market Risk documentation,
-Very strong organizational skills and ability to manage time and resources to meet deadlines,
-Experience as an analyst in market risk or trading with exposure to regulation and compliance,
-Undergraduate degree in Finance, Economics, Computer Science or related field,
-Fluency with MS Excel and experience with VBA; Need to be comfortable using many tools to obtain and understand risk information,
-Experience and knowledge of Bloomberg and MS Sharepoint will be advantageous.

This role provides an excellent opportunity to move into a top investment bank and gain exposure across all desks within the front office.

Please send all applications by mail.

Référence : 4876]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Market risk specialist-commodities, Essen, Germany, Base Salary–80,000–90,000 Euros + Guaranteed bonus & excellent benefits package]]>

Market risk professionals from commodity and financial background needed for top European energy house in Essen-Dusseldorf.

One of Europe's major players in the commodities trading market is looking to add a senior portfolio risk manager for its front office team.
The firm is aggressively expanding at the moment and is looking to add a number of important hires to handle and manage junior members of the team.
This role will offer a large degree of responsibility and give any risk professional the opportunity to develop his career in a front office environment.

The main responsibilities for this position are:
-Produce and comment on the global daily and monthly risk reports,
-Including the calculation and maintenance of global position and risk measures,
-Presenting and developing risk strategies to senior management to reform the firm's reporting risk measures,
-Development of risk within in the front office; working closely with the business (e.g. traders, structurers, quants) in building risk as a business partner and not a control function,
-Active participation in monthly reviews on risk and how the company develops more junior members of the team,
-You will actively develop the firm's risk reporting into the daily risk report, with the inclusion of new desks/parts of the business,
-Improve the current global risk reporting with focus on the firm's reporting, performing stress tests on our overall portfolio, and reporting on results all belong to your field of tasks which also includes commentary, allocation and maintenance of global limits within the firm,
-Take on all other tasks which need an approach beyond the local offices as well as project work for small and larger projects.

The successful candidate will possess the following characteristics:
-Degree level candidate with an economic, financial, or mathematical background,
-Previous exposure and knowledge ideally gained within the risk controlling/financial reporting environment of an energy trading company/utility or an investment bank,
-An understanding of/exposure to a commodity trading business, energy markets and/or market risk methodologies would be an advantage,
-Knowledge of VBA, SQL and/or Endur as well as Business Objects would be an advantage,
-Confident and have excellent communication and interpersonal skills in English and German.

This role is an excellent opportunity for an ambitious market risk specialist to work for one of the most successful commodity trading houses in the World.
The promotion of growth within the company for its employees enhances the opportunity to progress and develop at a faster rate than within other firms in the commodities market place.

Please could you send all applications by mail.

Référence : 4881]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Senior Manager-Quantitative Credit Risk-Singapore, Salary: $110-150,000 SGD]]>

Top British/Global Bank seeks Quantitative Risk Manager to head their Credit Risk Methodology Team.

This Top Global Bank seeks a Quantitative Risk Manager to lead a team in Risk Methodology.
You will be responsible for implementing, validating, developing and monitoring risk scorecards and Basel II models as well as overall risk management of Business Banking Portfolios.

Responsibilities
-Develop, Maintain and Enhance existing Basel II models,
-Conduct Regular and ad-hoc validation of scorecard performance, Basel II PD, LGD and EAD models as well as portfolio stress testing,
-Generate, analyse and monitor portfolio risk and capital reports,
-Work with Group Risk on group-wide programmes such as Economic Capital Model, ICAAP framework and stress testing.

Ideal Candidate:
-Degree in Quantitative programme,
-Strong experience in credit risk modelling and management,
-Analytical mind and sound business insight,
-Self starter with proven ability to manage.

Keywords: Credit Risk, Basel II, Scorecards, Analyst, Credit, model, modelling, Singapore, Asia, Management, PFE

Please send all enquiries by mail.

Référence : 4884]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Equity Capital Market Originator, Hong Kong, HKD 1,200,000 +High Bonus]]>

My client a top tier financial institution has a critical replacement hire for a Vice President or Director level candidate to join their Asian focused team in Hong Kong.
This team has undergone a rapid expansion over the last 6 months and boasts a very strong market share in ECM and is led by a well respected Managing Director.

This role will report directly to the Head of Asian ECM Origination.
The role involves the following; conducting financial analysis and modeling using various banking applications/overlooking origination and execution in the Asian region/ Strong execution experience from marketing to final pricing stages on diverse equity transactions/ pitching/ road show management and pricing and setting price range for IPO's and other transactions.
You will be expected to help the equity derivatives structuring desk deliver solutions to clients/ hedging and delivering equity financings.
You will need good communications skills as well as a strong academic degree are essential for this role.

My client would expect the successful candidate to have the following skills:
-Essential to have Vice President or Director Level experience in Equity capital markets origination,
-Highly desirable to have experience on an Asian focused area,
-Ideal candidate will be based in Hong Kong and already working on a good ECM team with experience of transactions/ origination skills and ability to help on the marketing/ pitching and structuring side,
-My client welcomes any additional skills in investment banking or DCM but this cannot be at the expense of the ECM experience.

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 : 4885]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Commodity Derivative Structurer, Asia, Singapore, $120,000 USD + Bonus]]>

This is a fantastic role in a rapidly growing structuring team based in Asia.
They have a strong market name and a rapidly growing platform however they need to expand to keep up with demand.
My client is looking for a talented individual to join the commodity structuring team at an associate to VP level.
As a member of this team you will be responsible for the following. Designing exotic investment products for various clients across commodities, in this case energy and metals.
You will be supporting traders to run the scenario analysis and develop feasible hedging.
This role will also require someone with an intuitive personality who can come up with new ideas and develop pitches to bring in new clients and expand the banks interests globally.

My client requires the following:
-You must have pure commodity structuring experience ideally within metals, oil and gas,
-Ideally fluent in mandarin however my client will consider very good profiles out with this language background,
-This is a client facing role so you must have relevant experience with clients in Asia,
-My client is looking to complement the team with candidates who have a technical background, experience with developing quantities trading strategies is a plus,
-This team is particularly keen on adding an associate or VP with experience in developing exotic products.

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 : 4896]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Associate FX derivative structurer, New York, $120,000 + BONUS]]>

This is a fantastic role with a highly reputable US investment bank.

This role is ideal for someone who is driven energetic and enthusiastic with the ambition to be fast tracked within the company.
This is a great FX structuring team and you will have the opportunity to work with some of the most reputable directors on the market, gaining new skills culminating in a fantastic C.V

My Client is a senior Director with the responsibility of FX structuring globally.
He is looking for a highly skilled associate to join the team in their New York office, someone who specifically specialises in FX structuring across all client bases.
You will be tasked with the following within this team - Structuring FX Exotic products (pricing, risks, execution and booking) for the correlation portfolio.
You will be helping to Developing hedging solutions and investment products for a wide range of Clients (Hedge Funds, Corporates, Regional Banks, Private Banks).
You will be assisting sales in their marketing strategies, hedging of cash flows, earnings and net equity investment.
There will be some liability management involved, hedging of FX risks in Merger & Acquisition or Contingent transactions; cash management (cash optimization, investment strategies).
You would also be advising on a carry trade strategy in foreign exchange optimizing the risk adjusted reward as measured by the Omega performance metric.

My client will require the following skills:
-You will need to have in depth experience of FX structuring, specialised exotic or INDEX experience is highly desired by my client,
-You will ideally becoming from a top tier investment bank with the above transferable skills,
-You need to be familiar in a client facing role,
-The ideal candidate will have experience in Risk management of Exotic FX products,
-You will need a US work visa for this role.

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 : 4897]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Head of Modelling-Credit Risk-Singapore+Salary $150-200,000 SGD]]>

Top Singaporean Bank seeks a Head of Credit Modelling to be responsible for a team of 7 analysts.
The candidate will enhance, develop and deliver retail risk and marketing models to support the entire credit and customer lifecycle covering areas of acquisition, portfolio management and credit management.

The role is perfect for a candidate who has managerial experience within the retail risk modelling space or someone who has project management experience and is looking to take a step up to management.
Only candidates with the skills described below will be considered for the Head of Modelling.

The Role:
-Lead a team of specialist risk and decision science modellers and work with various portfolio/strategy teams to provide value analytics to business managers and senior management with respect to risk management,
-Develop, validate and implement, monitor and regularly review risk and decision management models, including but not limited to: application, behavioural, collection and other risk scorecards, Basel II PD, LGD and EAD models, other bespoke risk models (eg stress testing, economic capital, survival and ALM models),
-Manage, enhance and maintain model development and validation policies,
-Research and develop advanced statistical/mathematical techniques for risk and decision science model development and validation,
-Plan, manage and train staff members; also providing advisory services to regional teams whilst driving Singapore as the centre of excellence for model development and validation,
-Manage stake holders, Risk Analytics Division, Risk Management, internal and external auditors, senior management and relevant committees as well as regulators with respect to model governance, approval, review and audit.

Ideal Candidate:
-Post-grad degree in a quantitative programme such as Statistics, Mathematics, Acturial Science, Financial engineer,
-Strong and clear experience in retail risk and decision science with a proven track record of people management,
-Must have significant experience in Basel II and scorecard development/validation experiences in the consumer banking space,
-Exposure to SME business and in funds transfer pricing methodologies and banking book interest rate risk,
-A team leader who aspires to building, moulding and driving teams forward to achieving set goals,
-Strong PC skills: SAS–Programming, Enterprise Guide, Enterprise Miner; SQL/AS400 query and database familiarity; MS Office applications, including advanced spreadsheet and VBA.

Keywords: Credit, Risk, Model, modelling, Head, Senior, Basel II, PD, LGD, EAD, scorecard, development, validate, validation, implementation, economic capital, retail, SME

Please send all enquires by mail.

Référence : 4893]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Senior Manager-Quantitative Credit Risk-London-Salary: £110-130,000-Competitive Rates]]>

Top British/Global Bank seeks Quantitative Risk Manager to head their Credit Risk Methodology Team.

This Top Global Bank seeks a Quantitative Risk Manager to lead a team in Risk Methodology. You will be responsible for implementing, validating, developing and monitoring risk scorecards and Basel II models as well as overall risk management of Business Banking Portfolios.

Responsibilities
-Manage a team that will conduct the following operations,
-Reviewing, Enhancing and Managing all Credit Risk models and methodologies,
-Credit exposure modelling, Basel II implementation and development of mark-to-market advanced valuation models for loans,
-Conduct Regular and ad-hoc validation of scorecard performance, Basel II PD, EAD models as well as portfolio stress testing,
-Generate, analyse and monitor portfolio risk and capital reports.

Ideal Candidate:
-PhD in Finance, Financial Economics, Econometrics, Mathematical Finance,
-Strong knowledge of PD/EAD modelling,
-Strong experience in credit risk modelling and management,
-Analytical mind and sound business insight,
-Self starter with proven ability to manage.

Keywords: Credit Risk, Basel II, Scorecards, Analyst, Credit, Model, Modelling, London, Management, PFE, PD, EAD, PhD, Finance, Financial Economics, Econometrics, Mathematical Finance

Please send all enquiries by mail.

Référence : 4888]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Quantitative Credit Risk Analyst-Credit Risk-London-salary: £80-110,000]]>

Top Financial Institution seeks Quantitative Credit Risk Analyst to review counterparty risk modelling, measurement and management practices within firms.

The Role:
-The work involves assessing these practices within regulated firms and assessing them against international Basel 2 standards for capital requirements,
-On-site visits to regulated firms including interviews with staff coupled with desk-based review of documentation, formulation of findings, presenting results within the company, in internal reports, and to the firm, via letters and meetings,
-Analysing industry and firm-specific data and following industry trends to inform and deepen the company's understanding and assessment of counterparty risk and counterparty risk management, and contribute to the development of the company's policy and practice for counterparty risk,
-Collaboration with other teams (e.g. market, credit, operational or liquidity risk review teams) to ensure that risks of different natures arising from counterparty relationships across market players are identified consistently,
-Occasional travel within the UK or abroad for a few days at a time may be required.

Skills:
-Substantial industry experience either (a) building or validating counterparty credit risk or market risk exposure models; or (b) managing counterparty credit risk with a detailed understanding of credit risk exposure modelling.
-A high degree of familiarity with industry practice in counterparty credit risk measurement and management is essential.
-A strong knowledge of traded instruments, front office pricing models and risk factor diffusion models. This should include familiarity with valuation issues, notably for complex instruments. This should also include knowledge of the market that is sufficient to take a view on the suitability of modelling assumptions.
-Good understanding of the Basel 2 IMM requirements.
-Work experience related to both OTC derivatives and securities-financing transactions (e.g. repos, securities lending, etc.) is highly desirable.

Keywords: Risk, Counterparty, Quantitative, Analyst, Basel, exposure, Quant, London, UK

Please send in all enquiries by mail.

Référence : 4895]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Credit Analyst-Credit Risk-London-Salary: £60-85,000]]>

Top US Bank seeks Credit Analyst to play a central role in embedding the ICAAP through the effective and regular reporting of value-added analysis and metrics that allow relevant Committees, Senior Management and the Board to understand changes and trends.

The initial focus of the role will be to develop and deploy capital and (capital) risk appetite reporting for the Bank's Capital Markets and Wealth Management platforms in Europe.
The position will also be required to assist other team members in undertaking capital planning, stress testing analysis and other tasks as required.
This is good opportunity for the right individual to expand their skills and knowledge set beyond capital/financial reporting.

The Role:
-Oversight, project management, co-ordination, and delivery of the ICAAPs for the Bank's European banking group.
-Assisting in the development and implementation of policies and processes to meet emerging regulatory requirement on Stress & Scenario Testing.
-Ensuring that risk policies become embedded in the organization through active engagement with all key stake-holders: business leaders, risk managers, compliance.
-Monitoring and advising on Economic Capital deployment across our range of risk types and business lines. Quantification and aggregation of economic capital profile accompanied with analysis pertaining to risk profile changes. Updates and enhancements to local economic capital approaches/models are required.
-On-going review and analysis of best options for the Bank's London Branch and International Wealth Management units to adhere to new regulatory standards around market, credit and liquidity risk. Monitors regulatory pronouncements from regulatory bodies such as BCBS, CEBS and FSA. Ensures the Bank is well-placed to respond to changing regulatory requirements.

Ideal Candidate:
-A good first degree in a finance/economics or other appropriate discipline,
-Ideally 2-3 years experience in a capital reporting and analysis role,
-Investment Banking background,
-Familiar with ICAAP,
-Understanding of regulatory framework for bank capital,
-Familiarity with Basel 2 framework and familiarity with emerging standards in risk policies from BCBS, CEBS and FSA.

Keywords: Credit, analyst, Risk, ICAAP, Basel II, Economic Capital, London, UK

Référence : 4894]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Senior Manager-Portfolio Credit Risk-Singapore-Salary: $100-130,000 SGD-Highly Competitive Rate]]>

This Tier 1 British Bank seeks a highly responsive Senior Risk Manager to join their Portfolio Credit Risk Team.
You will be responsible to provide key insights on their Wholesale Banking Risk Appetite and risk allocation processes.
If you are looking to work at Senior level in a top Global Institution then you need to apply.

The Role:
-Support the development and implementation of WB Risk Appetite and Portfolio Standards in each of WB markets,
-Review & challenge country Portfolio Standards and Risk Appetite assessment submissions,
-Help develop and produce a suit of standards for Portfolio Standards and Risk Appetite,
-Undertake ad hoc portfolio analysis to support the review processes,
-Support the development of a “Scenario analysis and stress testing” framework for Portfolio Risk including participation in group and country stress test exercises,
-Active member of Portfolio Risk internal “Portfolio Management Advisory” group responsible to review portfolio concentration and prioritize analysis and actions,
-Help support WB interest within the Economic Capital project and integrate Economic Capital notions and views within Portfolio Risk activities,
-Support the Risk and Capital concepts knowledge transfer efforts through the development of seminars and tools as well as support Ad Hoc requests.

Ideal Candidate:
-Finances or Economics degree (or equivalent), preferably at a Master Degree or higher,
-Hands-on experience in a credit risk management including Basel II and Economic Capital concept,
-Risk appetite / risk allocation methodology preferable,
-Familiarity with both Banking and Capital market products,
-Proficient PC skills, including ability to use Excel spreadsheets and intermediate to advanced formulas/macros for data mining and analysis purposes,
-Highly responsive individual,
-International and cross business team worker, with strong inter-personal and communication skills,
-Dedicated and committed team player with leadership skills and the ability to work independently.

Key Words: Credit, Risk, Portfolio, Basel II, Economic Capital, Wholesale, Singapore, Asia, Appetite, Allocation, Stress Testing, Scenario Analysis.

Référence : 4883]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Market risk specialist-commodities, Dusseldorf, Germany Base Salary–80,000–90,000 Euros + Guaranteed bonus & excellent benefits package]]>

Référence : 4882]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Top Investment Bank–C++ Developer-Equities–New York–(C++, Linux, Unix, STL, Multithreading, Equity)-Circa $150,000 + bonuses and benefits]]>

A Global Investment Bank that has far-reaching coverage, is seeking a C++ developer to join one of their most dynamic and successful teams.

Due to the growth of the continued growth of the team this year, they need an experienced C++ developer to meet the increasing demands of the team.
As a Senior Developer, you will report in to the Head of Equities IT and will work on applications and systems that directly support the trading floor, programming in C++ on a Unix platform.
The C++ developer will be ambitious and look for personal growth on the same scale as the business itself does.

Responsibilities:
-Development of multi-threaded systems on Unix.
-To play a lead role in the design, implementation and support of some of the most critical functions of the equities business.
-Actively use your development skills on highly visible projects that add significant value to their clients.
-Take the lead on some development projects.

The person:
-Solid C++ programming experience within Equities,
-Linux/UNIX,
-Expert C++ skills. Practical experience of using C++ to build multi-threaded applications,
-Knowledge of STL,
-Fluency in spoken and written English,
-Strong problem-solving and analytical skills – should be able to describe examples of how these have been applied,
-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.

Keywords: C++ developer, C++ programmer, software developer, software engineer, unix, linux, STL, multithreading, equities, equity, New York, USA

The ideal candidate C++ developer would have experience coding in C++ on multithreaded applications and would have experience working in a front office environment.
As an innovative firm with a progressive culture, the C++ developer will enjoy a well balanced work environment, as well as a very competitive compensation package, combined with an impressive bonus structure.

To apply for the role of C++ Developer, New York, please contact by mail or call 00 44 207 019 4163 or 212 231 8223

Référence : 4892]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Top Investment Bank–C++ Developer-Fixed Income–Paris–(C++, Interest Rates, Credit, Unix)-Circa 100,000 Euros + bonuses and benefits]]>

A top European bank is looking to expand its Fixed Income team in Paris in quarter 3 and they are seeking a C++ developer in order to help them achieve this growth.

The C++ developer will have experience working within Rates or Credit, or will have extensive experience with other derivatives knowledge.
Reporting to the Head of Fixed Income Technology, you will be involved in full project life cycle development and pricing.
There will be massive scope to learn from the existing technologists within the group, as well as the opportunity to progress through the managerial ranks.

Responsibilities:
-Development and pricing of systems within the Fixed Income space,
-Working on full project life cycle development,
-Liaising with the teams in London and New York,
-To take the lead on certain projects.

The person:
-Experience working within Fixed Income or derivatives,
-Strong demonstrable working knowledge of C++,
-Previous front office experience.

My client is looking for someone with strong C++ skills, derivatives knowledge and front office experience.
However, someone who is technically strong in C++ and willing to learn may be of interest to my client.
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: Software developer, Software engineer, Fixed Income, Interest Rates, Credit, C++, Paris, Europe

To apply for the role of C++ Developer, Paris, please contact by mail or call 00 44 207 019 4163

Référence : 4891]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Market risk analyst–commodities-Paris-Base Salary–40,000–45,000 Euros + bonus & additional benefits]]>

Market risk analyst needed for front office commodities desk in tier 1 investment bank.

The bank is looking for a market risk analyst with experience in commodities to join an over achieving commodities team in Paris.
Their global team delivers consistent results and speed of execution to clients across multiple products, including complex derivatives, while managing significant market and credit risk.
The bank is looking to further build on its risk team's global success in the commodities trading market with this key hire.

The main responsibilities for this role are:
-Detailed analysis of the positions in portfolio and treated markets:
-Evaluation of cross commodity markets (Oil, Gas, Electricity, Coal),
-Study the relative the liquidity of the market and valuation of products,
-Analysis of particular deals and new products,
-Assessment of new limits and the regular review of the existing limits,
-Daily production and explanation of the analyses of risks (VaR, stress tests),
-Develop the methodologies of how risk is measured and procedures of follow-up of the risks,
-P&L and strategies across all commodity desks,
-VaR and risk measures/limits, volatilities and correlations,
-Validation of input parameters used in pricing models, scenario and stress testing, validation of forward curves used for position valuation.

The successful candidate is likely to have the following background and skills:
-Master degree level schools of engineer or business,
-Ideally completed by a 3rd cycle in financial markets or equivalent (POST-GRADUATE DIPLOMA or MASTER DEGREE of mathematics and finance ),
-Good knowledge in financial markets and\or market risks on derivatives,
-You have a robust mathematical base, and are interested in the quantitative aspects of financial products,
-Knowledge in Excel, Visual Basic and Access are also indispensable,
-Excellent communication skills to work with all areas of the business,
-A good capacity of writing and synthesis are necessary.

The position is an excellent opportunity for a market risk analyst to gain banking experience within commodities trading in a fast paced front office environment.

Please send all applications by mail.

Référence : 4877]]> Wed, 9 Jun 2010 0:00:00 <![CDATA[Ingénieur MOE Finance de marché H/F]]>

Au service des «Majors» de la Finance de Marché, donnez un sens différent à votre métier.

D2SI, est une société de Conseil en Nouvelles Technologies, spécialisée sur les Marchés Financiers.
Nos collaborateurs apportent leur expertise technique et fonctionnelle en matière de maîtrise d'ouvrage, de maîtrise d'oeuvre applicative ou encore de management des infrastructures.

Notre spécificité : Notre engagement dans des projets de développement durable. Chaque année, 2% du résultat, du capital et du temps des salariés, sont investis dans un projet à dimension sociale et/ou environnementale.

Dans le cadre de notre développement, nous recrutons un ingénieur MOE Métier, motivé par notre modèle original d'entreprise responsable, basé sur l'excellence, la réactivité et l'éthique.

Mission

Au sein d'une entité financière, vous intégrez une équipe en contact étroit avec les lignes métiers Front office.

Votre mission consiste à :
-Participer aux revues des spécifications fonctionnelles et créer des spécifications de design,
-Développer les composants métiers,
-Intégrer la librairie de calcul financier,
-Créer et maintenir des tests unitaires des composants métier,
-Analyser les risques,
-Développer de nouvelles fonctionnalités.

Mission

Diplômé(e) de l'enseignement supérieur (Ecoles d'ingénieurs,...), vous souhaitez muscler vos compétences fonctionnelles et techniques dans un environnement exigeant et humain.

Vous possédez plus de 2 ans d'expérience en Front Office ou chez un éditeur financier.
Vous maîtrisez les langages de scripting VB Script et Java Script ainsi qu'HTML et XML.
La connaissance des langages C++ et C# est un plus.
Vous avez un réel intérêt pour la finance de marché et vous maîtrisez l'anglais.

Rejoignez-nous pour partager nos valeurs d'éthique et de respect mutuel !

Postes basés à Suresnes (92).

Envoyez-nous votre candidature par mail en cliquant sur le lien ci-dessous.

Référence : 4870]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[C++ Software Developer-Fixed Income and Rates-Top French Corporate and Investment Bank, Paris-Circa 90,000 Euros plus bonus and benefits]]>

Our client is a highly successful and leading French Investment Bank with over $500 billion in assets and 20,000 employees.
They are seeking experienced C++ Software Engineers, with strong technical ability, to join their booming Development Team.
You will be responsible for maintaining and developing cutting-edge technologies to maintain the bank's technology infrastructure and play a critical role in enhancing tools in place.
Working in the front office, you will also work closely with the traders and quants.

The successful Software Engineer will have the following skillset:
-C++,
-Calypso,
-Experience in FX or Rates is preferred,
-Recent experience in the financial world is essential,
-Ability to speak French would be advantageous,
-Verbal and written communication skills.

The responsibilities of the Software Developers include:
-Maintaining the financial library,
-Work closely with front office users,
-Enhance and improve current systems and tools,
-Develop cutting-edge technologies.

This is an exciting opportunity to join a dynamic and successful team of forward-thinking developers and gain immense exposure to the financial environment.
You will have the chance to work with the latest cutting-edge technologies and work alongside traders and other front office users.
As a highly successful and profitable business, compensation, bonus and benefits will all be extremely competitive.

To apply for this position, please contact by mail or call 00 44 207 019 4163 0r 212 231 8223

Référence : 4875]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[Senior 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 : 4874]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[Tier 1 Investment Bank–C++ Developer-New York–(C++, Equities, High frequency, Low latency, Unix, Windows)-Circa $160,000 + bonuses and benefits]]>

An opportunity has arisen at a top tier Investment Bank for the position of Senior C++ Developer within their high frequency equities team.
The team focus on low level development and the C++ developer will be experienced in working with kernels and high frequency trading.
You will be involved in full project life cycle development and will report to the Global head of Electronic Trading.
The team is well known for its strong technologists and the C++ developer will be surrounded by some of the strongest technologists in the industry.

Responsibilities:
-Development of multi-threaded systems,
-High frequency and low latency experience,
-To play a lead role in the design, implementation and support of some of the most critical functions of the business,
-Actively use your development skills on highly visible projects that add significant value to their clients,
-Take the lead on some development projects.

The person:
-Experience writing object-oriented software using the C++ programming language,
-High frequency, low latency experience,
-Proficiency in both UNIX and Windows,
-Equities experience is a bonus,
-Low level development including knowledge of kernels.

Keywords: C++ developer, C++ programmer, software engineer, software developer, equities, C++, high frequency, low latency, unix, linux, windows, Multi-threading, New York, Computer Science

Primarily, my client is looking to see excellent C++ programming ability and a self-confident ambitious personality.
As a leading and innovative global house, the firm has a progressive culture and is known to be a hugely challenging and enjoyable place to work.
Continued growth has led to more senior hires than last year and as a result, the C++ developer will expect to receive a very competitive compensation package, combined with an impressive bonus structure.

To apply for the role of C++ Developer, New York, please contact by mail or call 00 44 207 019 4163 or 212 231 8223

Référence : 4872]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[Senior Interest Rates C++ Developer-New York–Leading US Investment Bank–Front Office Interest Rate Derivatives Trading Desk-Circa $175,000 plus bonus and benefits]]>

Are you an experienced C++ developer, with a strong background in rates and an ability to lead mission critical software design/development projects ? Are you seeking a new challenge on a fast paced and successful desk in the world's largest fixed income business? If so this opportunity could be for you...

My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes.
Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York.
As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders/modelers to build risk calculation systems for risk, pricing and p&l.
You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading.
You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.

The successful Senior Interest Rates C++ Developer will require the following skill set:
-Extensive background in C++ development,
-Ability to pick up new in house languages/systems quickly,
-Numerate background,
-Background in interest rate derivatives,
-Good team leading skills and ability to mentor large scale projects,
-Excellent communication skills,
-Business focused and well versed with the markets.

This is a unique, senior opportunity to work in a very successful and highly respected rates business.
The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also.
The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential.
The structure of the company will give you every opportunity to establish yourself and fulfill your career potential.
If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.

To apply please contact by mail or call 00 44 207 019 4163 or 212 231 8223

Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives

Référence : 4873]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[C++ Risk/Quant Developer–FX & Rates Trading Desk-Number One European Investment Bank-London-Circa £80,000 plus unbeatable bonus/benefits]]>

My client is recognized as one of the Leading European Investment Banks, with a great reputation for its growing Rates Business and its excellent front office quant dev teams based here in London.

The quant teams provide a fast paced and challenging front office environment, and through continued desk expansion, there is an opportunity for a talented C++ risk/quant developer, coming from a strong mathematical background to join the team.
The successful quantitative developer will take a focus on financial applications, risk applications, pricing, analytics and P&L and you will leverage off your strong mathematical fundamentals as well as your interest knowledge of finance and derivatives.
The team itself consists of very experienced and academic individuals, allowing you to gain a huge amount of knowledge and face a very rapid learning curve.

Ideal Skill Set :
-Strong background in C++ on Linux/Unix,
-Impressive academic background,
-Ability to pick up new languages quickly,
-Very good mathematics,
-Good communication skills,
-Quick thinking and ability to work quickly and under pressure,
-Understanding of financial derivatives,
-Background in rates is a huge plus.

Responsibilities:
-Full software development lifecycle,
-Financial applications/risk applications/pricing/analytics/P&L,
-Liasing with and working closely alongside quants/traders through whole project lifecycle.

This is a great opportunity for a strong technologist looking to get true exposure to the quantitative business.
The team structure and culture will allow you to develop your interest in analytics/models/optimization and if strong enough, there will be opportunities to take a stronger quantitative focus.
Since this is a front office role, the opportunity is most suited to a C++ quant developer who thrives under pressure.
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 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 : 4871]]> Tue, 9 Mar 2010 0:00:00 <![CDATA[C++ Quantitative Developer–Interest Rates-Paris-European Investment Bank-Front Office–Paris, France-Circa 80,000 Euros plus competitive bonus and benefits]]>

My client is a leading European Investment Bank, with a fantastic reputation for having some of the strongest front office quant teams in Paris.

Through continued success of the rates business in Paris, an opportunity has arisen for a talented C++ developer to join their front office quant desk in a role which will provide a great amount of technical and quantitative exposure.

You will take an instant impact on a number of cutting edge development projects, working closely with the experienced quants to develop innovative solutions using C++.
You will work on the pricing libraries, taking a key involvement in pricing, analytics and P&L. With constant front office interaction you will be expected to become well versed in all financial terminology and develop a strong understanding of the mathematical fundamentals.
The team is ideally looking for a motivated C++ developer, someone who codes for fun and somebody who is keen to face a challenge in a quantitative team.

The ideal C++ Quant Developer, Paris, will possess the following skill:
-Solid C++ Programming Experience,
-Windows and Unix,
-Full software lifecycle experience,
-Recent PhD in Computer Science/Physics/Financial Engineering,
-Good communication skills,
-Strong mathematical background,
-Ability to speak French is a plus.

Responsibilities for C++ Quant Developer, Paris:
-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.

This is a fantastic opportunity for an intelligent and quantitative C++ developer to step into a leading and successful Investment Bank.
The role itself will provide a steep learning curve and an opportunity to really widen your skill set.
The team will want to see candidates who are motivated, enthusiastic and keen to move into a challenging and reward driven front office environment.
Compensation, bonus and benefits will all be very competitive.

To apply for C++ Quant Developer, please by mail or call 00 44 207 019 4137

Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, Paris, France

Référence : 4867]]> Tue, 9 Feb 2010 0:00:00 <![CDATA[Quantitative Derivatives Valuation and Independent Price Verification, Vice president, London-Salary £80,000- £100,000]]>

Top US investment bank is seeking a strong mathematically minded candidate for a vice president level role within its Derivative Valuation and IPV group in London.

The bank is a top tier IB which has one of the largest and most profitable derivative trading operations globally.
The Derivative Valuation and IPV group supports this operation across all asset classes and markets and is the biggest group of its kind in the industry.

This role will be challenging and intellectually stimulating as you will be using complex mathematical techniques on a day to basis, but also working closely with the business.
You will be responsible for development of processes and tools to allow for independent verification of derivatives portfolio.
This role is focused on valuation and price validation for derivatives. Metrics need to be developed to quickly ensure reasonability of prices and highlight outliers immediately.
You will be working with traders, sales people, quants and structurers on a daily basis to ensure that the models used for pricing are correct and show a fair value.

Qualifications
-PhD, MSc, DEA level in a highly quantitative field e.g. Mathematics, Econometrics, Physics, Financial Engineering,
-Experience in financial services/investment derivatives/valuation functions,
-Comprehensive understanding of derivatives and valuation,
-Excellent level of mathematics for derivatives i.e. stochastic calculus, PDE modeling, Black-Scholes, Monte carlo, etc,
-Clear communication skills.

To apply or for more information please contact by mail.

www.selbyjennings.com, 00 44 207 019 4137

Référence : 4866]]> Tue, 9 Feb 2010 0:00:00 <![CDATA[Equity derivatives structuring, London, £120,000 + BONUS]]>

My client is a highly respected Director who is responsible for equity derivative products.
He works for a well renowned German investment bank and has contacted me requesting an associate to V.P level equity derivative structurer to join their London based team.

The team requires someone with experience in Asian based equity derivative products to help push products on Asian underlings, to their European clients.
You will be responsible for interfacing between the sales and trading teams and overseeing development and sales strategies.
You will also be responsible for overseeing productivity of the sales teams in expansion of the target market.
This is a relatively unique position, which will offer great rewards such as the opportunity to develop your own team with people reporting in to you.

My client requires
-Someone with some experience of "secondary research" - ie using other sources to write about an Asian theme,
-Ability to present structured product ideas, based on an Asian theme, to European clients,
-Someone with experience in a client facing experience,
-Someone with experience in equity derivative structuring.

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 : 4869]]> Tue, 9 Feb 2010 0:00:00 <![CDATA[Leveraged Finance/Structured Finance, London, £85,000 + Bonus]]>

A director from a highly reputable Investment bank is looking for a candidate with experience in leveraged finance origination.
The position is for a junior to senior associate.

As a member of this team you would be responsible for the following, origination and structuring/restructuring of bespoke financing solutions for complex multi asset transactions and the evaluation and execution of debt transactions in private and public companies, incl. debt financing of LBOs, IPOs and mergers & acquisitions, across all industries.
You would be responsible for the production of credit papers and leading internal meetings with risk.
This role will also require you to help in the development of the market; you will be pitching, screening market intelligence and assisting in the valuation of potential transactions to the bank.
You will also be preparing and leading pitches to clients.

Skills required
-You will need to be coming from a Leveraged finance background either (loan capital markets, M&A and Debt),
-My client will consider any one between second year analyst and senior associate,
-Anyone from a structured finance background.

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 : 4868]]> Tue, 9 Feb 2010 0:00:00 <![CDATA[Hedge 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]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Junior 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]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Front 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]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Multi 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]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Technical 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]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Front 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]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Commodities 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]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[IR/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]]> Sat, 9 Jan 2010 0:00:00 <![CDATA[Ingénieur 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.

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