Head of Model Validation - Senior Quant Analyst - Investment Bank
ITS-City - London
You must have experience of modelling and validating derivatives and fixed-income products. This position requires a high level of Quantitative techniques used in the creation of complex derivative pricing models, such as Stochastic Calculus, advanced PDE's, Stochastic Volatility...
Quantitative Risk Analyst, Portfolio Risk Management
ITS-City - London
The Market & Model Risk team is a front office team primarily in charge of measuring and monitoring the Bank’s exposure to market risk. The team also validates or develops pricing models for the capital markets instruments traded by the Bank. Market & Model Risk team works in clo...
Flow Rates Quant Analyst/Quant Developer - Flow Desk - Tier 1 Investment Bank
ITS-City - London
My client is seeking an experienced Quant Analyst/Quant Developer to join a Flow rates desk. You must have experience working with Flow Interest Rate products, Curve construction and be keen to join a dynamic and fast paced environment. Responsibilities: Working with and supporti...
Credit Portfolio Optimisation Associate
ITS-City - London
Our Banking client is looking for an Associate level professional for their Credit Portfolio Analytics and Optimisation team The team is responsible for hedging and risk transfer activity, monitoring the current aggregate portfolio risk and return and estimate the future risk and...
QUANTITATIVE EXPOSURE MODELLING: QUANTITATIVE ANALYSTS
ITS-City - London
You will be responsible for developing and validating Market Risk models and for validating Front Office Derivative Pricing models. You will work closely with Front Office (Trading desk), Market Risk modelling and Derivatives pricing for Corporate Market Risk. You will cover CVA ...
ITS-City - London
You should have similar experience that covers Pricing Models for Flow and Structured Credit trading portfolios (CDOs, Correlation, CDS, NtD), Flow Credit, Securitisation, CCR, CVA. You are likely to come from Valuations or perhaps Model Validation or Front-Office background The ...
Quantitative Analyst, South Africa
ITS-City - London
Top Tier Banking client is looking for a Quant Analyst for their Independent Valuation Model Control team. You will have a Masters or PhD in Financial Mathematics or Quantitative subjectss along with 5-10 years industry experience having worked their way in a valuations control o...
Senior Quantitative Analyst, Commodities, Director Level. London
ITS-City - London
You will be responsible for developing and supporting pricing models for Commodity derivatives, exotics and hybrid products. Responsibilities include: * Research, implement and maintain commodities pricing models . * Work closely with product development through the full developm...
ITS-City - London
You should have 2+ years similar experience that covers Pricing Models calibration and Fair Value Adjustment Methodologies for Foreign Exchange and/or IR Derivatives. You should be familiar with the FX Volatility Model along with Model Reserve issues. Working in close collaborati...
Quantitative Analyst - Cross Asset
ITS-City - London
Quantitative Analyst - Cross Asset urgently required to work in the front office on the CVA Desk. You possess a minimum of 4 years modelling experience with typical asset Classes like Credit Derivatives, Commodities, Equities Interest Rates IR, FX etc., ideally you will have CVA ...