Head Quantitative Risk BME Clearing
BME | Bolsas y Mercados Españoles
Description:
As the Head of Quantitative Risk of BME Clearing, you will be a key member of our BME Clearing Risk leadership team, reporting directly to the Chief Risk Officer (CRO) of BME Clearing. Your primary responsibility is to oversee the Quant risk functions, develop, calibrate, implement, document and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk methodologies framework in compliance with the EMIR Regulation, and according to the SIX Group risk policies, procedures and best practices in terms of risk management.
Location: Madrid, Spain
Credit Risk Model Monitoring Expert
ING Hubs Poland
Description:
A small, international team of risk modeling and monitoring enthusiasts. Works in an agile way to provide the state-of-the-art, robust solutions firmly embedded in the regulatory environment.
It's a group of open-minded people who enjoy breaking down complex problems in a way that makes them look easy and accessible.
Location: Warsaw, Poland
Manager - Model Development and Monitoring Wholesale Banking Portfolios
ING Hubs Poland
Description:
The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam.
Developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models.
The models are used by all local Risk Management units within ING.
As a Manager in credit risk modelling, you will be given the opportunity to apply and broaden your experience in management and credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.
The role naming convention in the global ING job architecture will be “Chapter Lead Model Development II”.
Location: Warsaw, Poland
Specialist - Risk Modeller for Credit Risk Economic Capital
ING Hubs Poland
Description:
The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices.
In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.
The role naming convention in the global ING job architecture will be "Model Developer"
Location: Warsaw, Poland
IDB3022 - Senior Risk Management Specialist (Market)
Islamic Development Bank
Description:
The purpose of the job is: (i) To independently undertake all necessary activities in the formulation and quantification of market and liquidity risk Appetite and maintain, implement, and monitor the Asset-Liability Management Framework to ensure all emerging and evolving risks which may impact the Bank’s external credit rating are identified. Conduct advanced analyses and reviews of policies, guidelines, models, methodologies and systems, stress testing, new products and investment proposals and evaluations, from the perspective of market, liquidity, and profit rate risk. (ii) To manage the implementation and execution of a bank wide model risk management framework. This includes participating in the implementation of model risk management policies and procedures, performing ongoing model risk monitoring, managing model inventory, undertaking model validation, identifying & reporting on model risk, and maintaining a model inventory.
Location: Jeddah, Makkah, Saudi Arabia
Quantitative Finance Manager
HR Resolve, US
Description:
An industry-leading audit firm is looking for a Quantitative Finance Specialist/Manager to join their team of professionals in Cape Town.
In this role, you would be a part of the ARQ team and interact with clients and audit teams whilst being able to understand and solve their unique technical problems.
Location: Cape Town, South Africa
Senior Data Science- Credit Risk Models
Banco Sabadell
Description:
Please see job role.
Location: Barcelona, Spain
Senior Front Office Risk Analyst
EDF Trading
Description:
Who are we? We are EDF Trading, part of the EDF Group, a world leader in low-carbon sustainable electricity generation partnered with JERA, one of Japan’s largest utilities; the perfect organisation at which to begin or progress your career in the commodities sector..
Location: London, UK
Credit Risk Model Monitoring Senior Specialist
ING Hubs Poland
Description:
This squad comprises a diverse team of experts with data science, statistical, finance and coding skills. Monitoring is integral to ongoing model development, and our stakeholders want to know they are using state-of-the-art models. Our squad collaborates with model development and validation to ensure best-of-breed models are in use.
Location: Warsaw, Poland
CFO&EV– Risk Analyst (CN)
Accenture
Description:
As a Risk professional in the CFO&EV team in Intelligent Consulting Hub Europe, you’ll work on delivery of projects for our clients - key industry players in the Risk Management sectors around the world. You’ll help our clients keep up with fast changing regulations, innovations as well as changing market conditions. You will be part of a team that brings to our clients industry-leading best practices, technologies and strategies in everything from credit, market, liquidity, enterprise or operational risk and financial crime perspective - to regulatory compliance, robotics, artificial intelligence - and advanced quantitative modeling.
You will be part of multidisciplinary team of risk professionals demonstrating broad palette of skills in various areas.
Location: London, UK
Senior Treasury Risk Analyst (Capital Risk Analyst)
Cypher Consulting Europe S.L.
Description:
Are you someone with a knack for analytical thinking and a passion for tackling quantitative challenges? If so, the Model Risk Management Team in Krakow may be the perfect fit for you! Our team comprises Model Risk Stewards, Model Risk Governance, and Independent Model Review specialists, offering opportunities for individuals at various career stages. Regardless of your background in quantitative model validation, we welcome your application as we may have the perfect fit for you. Responsibilities include conducting independent model validations, performing qualitative and quantitative research, evaluating model assumptions and limitations, and quantifying model risk drivers. Requirements include an academic degree in relevant fields, programming skills, proficient English communication, and prior experience in quantitative research or model validation. Professional qualifications such as PRM, FRM, or CQF are beneficial.
Location: Cracow, Poland
Model Risk Analyst
Cypher Consulting Europe S.L.
Description:
Join our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various levels.
Location: Cracow, Poland
Vice President – Equity Financing Trader
MUFG
Description:
Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th largest financial group in the world. Across the globe, we’re 160,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.
With a vision to be the world’s most trusted financial group, it’s part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career.
Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.
OVERVIEW OF THE DEPARTMENT/SECTION
RPG/EFE are focused on offering clients (internal and external) financing solutions using Repo, SBL or TRS across all asset classes
NUMBER OF DIRECT REPORTS
Zero
Location: London, UK
Manager - Model Development - IRRBB
ING Hubs Poland
Description:
The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed IRRBB models are core to the success of ING and include models for regulatory and economic capital. The models are used by all local Risk Management units within ING. As a Chapter Lead in IRRBB modelling, you will be given the opportunity to apply and broaden your experience in management of risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.
The role naming convention in the global ING job architecture will be “Chapter Lead Model Development II
Location: Warsaw, Poland
Market Risk Associate (Treasury /Investments/Credit) – Riyadh, Saudi Arabia
CA Global Headhunters
Description:
Please see job role.
Location: Riyadh, Saudi Arabia
Consultant Quantitative Finance / Financial Engineering (m/w/d) in Berlin
Deloitte
Description:
Please see job role.
Location: Various locations, Germany
(Senior) Consultant Finance & Risikomanagement: CFO/CRO Transformation (m/w/d)
Deloitte
Description:
Please see job role.
Location: Germany (multiple locations)
Model Validator IRRBB and Economic Capital
ABN AMRO Bank N.V.
Description:
The Model Validator is a member the ALM & Capital Model Validation team. The Model Validator performs high-quality validations mainly in the ALM & Capital domain. These validations contribute to identifying and mitigating the model risk at ABN AMRO in line with internal and external requirements and reflecting best market practices. The validator forms an independent opinion on matters such as the mathematical consistency of the model, its suitability for its intended use, the accuracy of the model and its proposed implementation. The findings of the validation are presented in a validation report. Such a report will typically contain a recommendation towards the risk committee mandated to grant model approvals, as well as proposals for mitigating action in case model deficiencies have been identified. Depending on their experience the Model Validator levels I and II perform the activities to be described in this section with more or less help and guidance from a (Senior) Model Validator.
Location: Amsterdam, Netherlands
Manager - Market Risk (Quant)
Campion Pickworth
Description:
Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills.
Location: London, UK
Multi-Asset Quantitative Research Analyst
Mason Blake
Description:
Our client, a large UK asset manager is looking to hire a Senior Quantitative Analyst to join the Multi-Asset investment team. The successful candidate will be responsible for conducting quantitative research and analysis within the multi-asset solution space.
Key Responsibilities:
- Develop and implement algorithmic portfolio execution strategies based on academic and in-house quantitative research, as well as incorporating data sources and models
- Develop machine learning and portfolio optimisation models
- Analyse both qualitative and quantitative data in relation to portfolio holdings
- Build quantitative screens to support investment process
- Lead research into signal generation and portfolio risk/return optimisation
- Prepare report reports on wider investment rends and communicate with wider investment team on both high-level ideas and deep dive research
Location: London, United Kingdom
Quantitative Analyst - Derivatives Pricing and Market Risk
Campion Pickworth
Description:
Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills.
Location: London, UK
Portfolio Risk Analyst
Mason Blake
Description:
A leading Asset Management firm is seeking a personable and knowledgeable individual to join their portfolio risk team. Working amongst 3 other portfolio risk specialists, you will support Portfolio Managers across long-only and long/short equity strategies. In the role you will work directly with Portfolio Managers to advise on risk management and portfolio construction.
Location: London, United Kingdom
Credit Risk IRB Model Development - Manager
CRISIL Limited
Description:
CRISIL is a leading, agile, and innovative global analytics company driven by its mission of making markets function better.
It is India’s foremost provider of ratings, data, research, analytics, and solutions with a strong track record of growth, culture of innovation, and global footprint.
It has delivered independent opinions, actionable insights, and efficient solutions to over 100,000 customers through businesses that operate from India, the US, the UK, Argentina, Poland, China, Hong Kong, Singapore, Australia, Switzerland, Japan, and the United Arab Emirates (UAE).
It is majority owned by S&P Global Inc, a leading provider of transparent and independent ratings, benchmarks, analytics and data to the capital and commodity markets worldwide.
CRISIL is committed to creating an open and equal workplace for a diverse workforce. We have been mindful of gender diversity at our workplace.
Location: London, UK (Hybrid)
Junior Quant Implementation Consultant- London
Quant Capital
Description:
Quant Capital is urgently looking for a Junior Implementation Consultant to join our high profile client.
Our client is a well-known leading provider of integrated risk, analytics and trading solutions for the global financial markets. Their clients include some of the largest global financial institutions and banks, leading hedge funds, pension funds, insurers, brokers, clearing members and corporates.
You will be part a team building cutting-edge applications and services supporting cross-asset trading and risk management. The successful candidate will have a passion for software development or implementation and the desire to constantly improve both their skills and the solutions they work on.
Location: Warsaw, Poland
IDB3278 - Senior Risk Management Specialist (Market)
Islamic Development Bank
Description:
The purpose of the job is to manage the implementation and execution of the bank’s model risk management framework. This includes participating in the implementation of model risk management policies and procedures, performing ongoing model risk monitoring, undertaking model validation, identifying & reporting on model risk, and maintaining a model inventory.
Location: Jeddah, Makkah, Saudi Arabia
Consultant Quantitative Finance / Financial Engineering (m/w/d)
Deloitte
Description:
Please see job role.
Location: Berlin, Germany
Team Lead IRB Model Development
ING Hubs Poland
Description:
The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management units within ING. As a Chapter Lead in credit risk modelling, you will be given the opportunity to apply and broaden your experience in management and credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.
Location: Warsaw, Poland
Market Risk Manager - Structured Solutions Desk
Standard Bank
Description:
The role requires the incumbent to take responsibility for identifying, measuring, managing and reporting market risk exposures, relative to a predetermined risk appetite, on Structured Solutions Desk. This desk deals in bespoke Structured deals which include XVA’s, non-linear risk, Exotic derivatives covering all asset classes.
In order to do so, optimum use is required to be made of risk, front office and reporting technology, in addition to which daily interaction with the trading team and other related business support functions will be necessary.
The role also requires periodic rotation into other desks (equities, structured credit etc.) in SA.
Location: Johannesburg, South Africa
SENIOR SCORE MODELS – CORNELLÀ DE LLOBREGAT
Claire Joster Selection
Description:
Please see job role.
Location: Barcelona, Spain
Equity Index Rebalancing – Quant Index Analyst
J.K. Barnes
Description:
Multi $Bn hedge fund with a strong track record, institutional investor base, and a world class infrastructure are looking to hire an experienced analyst to become the number 2 in a successful team. You will be working on the core strategy alongside the PM and will be very influential to the performance of the portfolio, ultimately setting you up to build a track record and eventually moving into a PM position.
Location: London, UK
Quant Trader – Equities, Futures, FX
J.K. Barnes
Description:
Our client, a small hedge fund that has doubled in size over the last year to $4Bn AUM, have improved their infrastructure substantially and therefore looking for shorter term horizon traders. The requirement is for those that have holding periods between 30 mins to 2 days and sharpe ratios above 2+ on their strategies.
They are looking for Quant Portfolio Managers, Traders, Sub PM’s or even strong researchers that can prove that they have the ability to take on such responsibilities.
Location: London, UK
Market Risk Quant - Model Validation - Specialist (ALM)
ING Hubs Poland
Description:
We are responsible for validating IRRBB & ALM models used by ING in about 40 countries all over the globe. We cover an interesting, wide, and evolving set of models ranging from highly technical/quantitative to qualitative/expert-opinion based. We specialize in market risk models in the banking book such as behavioral, interest rates, valuation, replication/hedging, and risk measurement. Our core mandate is to address whether a particular model is fit for its designated purpose, based on mathematical assumptions, appropriate business contexts, academic theories, and empirical evidence, and is properly adherent to regulations, best practices, and the latest technological innovations.
The ALM Model Validation Tribe has 50 experts and specialists split into 3 chapters in Amsterdam and 1 chapter in Warsaw. The Warsaw chapter has 15 validators, which constitute an independent team but work very closely with the whole Tribe.
Location: Warsaw, Poland
IDB3088 - Risk Management Specialist (Portfolio)
Islamic Development Bank
Description:
The role contributes to the quantitative portfolio risk assessment function for the Risk Management Department by quantifying the Bank risk appetite metrics, measuring and monitoring the Bank risk profile in order to safeguard IsDB interests. The role also entails providing the required analytical support in the development of enterprise-wide quantitative risk measurement models, methodologies, and techniques and the formulation of portfolio risk management framework and guidelines.
Location: Jeddah, Makkah, Saudi Arabia
Credit Risk Models Quantitative Developer
ING Hubs Poland
Description:
The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices.
In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.
Location: Warsaw, Poland
Senior IRB/IFRS9 Model Developer
ING Hubs Poland
Description:
The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices.
In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.
Location: Warsaw, Poland
TECHNICIAN IN CREDIT RISK PROJECTS – SANT CUGAT
Claire Joster Selection
Description:
Please see job role.
Location: Barcelona, Spain
Manager/Senior Manager (AI/ML into Financial Modelling)
Antal International
Description:
Please see job role.
Location: Saudi Arabia
Manager/Senior Manager (AI/ML into Counterfraud)
Antal International
Description:
Please see job role.
Location: Saudi Arabia
Portfolio Analyst
M Power People Solutions
Description:
Please see job role.
Location: Cape Town, South Africa
Systematic Equity Statistical Arbitrage Portfolio Manager / Trader
J.K. Barnes
Description:
Our client is a mid sized hedge fund in the systematic trading/ quant finance space. They are looking to hire a quant PM in the quant equity/ stat arb space with a live track record and strong quantitative background. My client is offering a strong upside opportunity with a culture dedicated to innovation and low turnover. They provide a robust infrastructure and the ability to maximize exposure given the size of the fund.
Location: New York, Chicago, Texas, London, Singapore, Hong Kong
Systematic Equity Statistical Arbitrage Quant Researcher
J.K. Barnes
Description:
Our client is a systematic multi-strat hedge fund looking to expand its systematic equity effort. The fund is looking for a quantitative researcher with experience working on developing systematic stat arb equity strategies. The ideal candidate with have hands on experience in alpha research, data analysis and coding in Python and/or C++.
Location: New York, London, Texas, Chicago, Hong Kong, Singapore.
Buy Side Quant Equities Index Analyst
J.K. Barnes
Description:
A large hedge fund with a strong track record, institutional investor base, and world-class infrastructure is looking to hire an experienced analyst to become the number 2 in a successful team. You will be working on the core strategy alongside the PM and will be very influential to the performance of the portfolio, ultimately setting you up to build a track record and eventually moving into a PM position.
Location: New York, Chicago - United States / UK / Hong Kong, Singapore
Specialist/Expert for Market Risk
PKO Bank Polski
Description:
Please see job role.
Location: Warsaw, Poland
IDB3139 - Risk Management Specialist - Corporate Middle Office
Islamic Development Bank
Description:
Support formulation of Bank-wide Valuation Policy on assets and security collaterals in OCR and other funds. Perform independent valuation function and provide guidance on impairments. Ensure adherence to the investment policies in the respective fund portfolios as managed/administered by Investment Department. Performance monitoring from risk, return and compliance perspectives.
Location: Jeddah, Makkah, Saudi Arabia
(Senior) Quantitative Risk Analyst (M/F/X)
Banque Raiffeisen
Description:
Please see job role.
Location: Leudelange, Luxembourg
Consultant Quantitative Analytics / Financial Services Industry (m/w/d)
Deloitte
Description:
Please see job role.
Location: Frankfurt
Leading Insurer / Asset Manager – Quant Strategist
Clarence George
Description:
Clarence George is working on a new Quant Strategist position at a leading Insurer/Asset Manager. The purpose of the role will be to take responsibility for developing, maintaining and enhancing key quantitative models and the overall investment system within the ALM team. The team are looking for an ambitious quick-learner who enjoys problem solving in an innovative environment.
Location: London, UK
Senior Structurer
Phoenix Group
Description:
We have a phenomenal opportunity for a senior structurer with experience in the design and implementation of innovative investment product, proposition to join us at an exciting time, to support our growth ambitions. The primary focus of this role will be new product development, with a focus on capital-lite solutions, dynamic asset allocation, quantitative systematic strategies, and with-profits. The position will sit within Individual Retirement Solutions and report to the Head of Structuring for the business, and will join a dynamic, growing team of financial engineers, structurers, and actuaries.
In this role, you will apply your deep technical & investment knowledge to drive the development of new and innovative investment and retirement propositions. You will take the lead on specific propositions, working collaboratively with senior stakeholders from across the firm, as well as supporting the wider team as it builds out the systems, tools, techniques and methodologies that support our pricing, product, asset, and capital modelling capabilities.
Location: London, UK
Chapter Lead IRB Model Development
ING Hubs Poland
Description:
The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management units within ING. As a Chapter Lead in credit risk modelling, you will be given the opportunity to apply and broaden your experience in management and credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.
Location: Warsaw, Poland
AVP Quantitative Specialist - Independent Model Review Team
Belvedere Recruitment
Description:
We are on the lookout for a Quantitative Specialist to join a global bank within the Independent Model Review (IMR) function. If you're passionate about leveraging your quantitative expertise to ensure the integrity and compliance of financial models, we want to hear from you.
Location: Cracow, Poland
Market Risk Analyst (f/m/d)
Axpo Group
Description:
Join Axpo as a Market Risk Analyst and become a pivotal part of our dynamic Risk Management team. In this role, you'll focus on analyzing, reporting on risk and P&L, and enhancing our risk framework. Located at our Baden office, you'll engage in a challenging environment, contributing to the further development of Axpo's risk analytics and reporting capabilities.
Location: Baden, Switzerland
Consultor/a senior Capital Regulatory (CRR)
EY
Description:
Please see job role.
Location: Madrid, Spain
Risk Analytics Senior Manager
T. Rowe Price
Description:
There is a place for you at T. Rowe Price to grow, contribute, learn, and make a difference. We are a premier asset manager focused on delivering global investment management excellence and retirement services that investors can rely on today and in the future. The work we do matters. We invite you to explore the opportunity to join us and grow your career with us.
Location: London, UK
Risk Analyst
System Recruitment Specialists
Description:
Please see job role.
Location: Zurich, Switzerland