Experienced Consultant in Valuation for our Risk Consulting department
KPMG
Description:
We are seeking an Experienced Consultant in Valuation for our Risk Consulting department
Risk Consulting delivers a wide range of risk related services to our clients. A career as an Experienced Valuation Consultant in our financial engineering team provides you with hands-on opportunities to help our clients in analyzing, validating, developing, and implementing complex valuations, financial models and other risk related solutions designed at protecting or adding value to their business. Our engagements are a mix of short and long duration, client-site, and office-based work in Luxembourg and across borders.
We are seeking outstanding individuals who will enhance a team committed to be the market leader by size and reputation.
Location: Luxembourg
Model Validator
Euroclear
Description:
The Model Validation team establishes and maintains the overall model risk management framework for Euroclear and provides independent assurance to senior management and to the Board that the models are sound and fit-for-purpose through validations and other key activities (including, governance). The outcomes of validations and progress on validation findings are reported to senior management and the Board on a regular basis.
Location: Belgium, Poland
Vice President – Repo 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.
Location: London, UK
Quantitative Financial Analyst
Generali
Description:
Within The Group Cash and Capital Management (Group Chief Financial Office) we are looking for a talented and proactive resource to join the team.
The main tasks of the position concern to perform quantitative analysis on hedging solutions on market/financial risks with respect to Group Balance Sheet/Solvency.
Location: Trieste, Friuli-Venezia Giulia, Italy (Hybrid)
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
Auditor (f/m/x) - CRO Findings Validation
Deutsche Bank
Description:
Group Audit serves as Deutsche Bank’s independent `Third line of Defense`, proactively assisting the bank’s business and infrastructure areas to identify control weaknesses. Comprising around 700 staff, our global connectivity provides a stimulating environment and the opportunity to collaborate, network and share knowledge with colleagues and specialists around the world.
Your role is key to support the regulatory requirement on professional validation of findings within the Risk division of the Bank. You will be working independently on respective findings and their validation by performing design and operating effectiveness testing over the controls that mitigate the risk and root cause of the finding.
You will be part of the global Group Audit CRO Findings Validation team reporting into the responsible Principal Audit Manager (PAM), reporting into the Chief Auditor (CA) for CRO. Furthermore, you may support CRO-related audit reviews in various areas of the Bank.
Location: Berlin, Germany
Senior Credit Risk and Analytics Analyst
CBZ Holdings Limited
Description:
An exciting career opportunity has arisen for the role of Senior Credit Risk and Analytics Analyst
within the Bank Risk Management Division of CBZ Bank. If you want to join a team of energetic and passionate professionals, this is your opportunity.
Location: Harare, Zimbabwe
Digital Product Manager
Franklin Templeton
Description:
The European financial landscape, known for its complexity and unique demands, calls for a specialized approach. Recognizing this, Franklin Templeton seeks a Senior Product Manager based in London, Edinburgh or Frankfurt. This role primarily revolves around understanding and addressing the digital advice needs of the European market. In addition, the candidate should be attuned to the financial nuances of the Middle East, though this is a secondary focus. The role is pivotal for crafting and adapting our offerings to resonate with the local demands of these markets.
Location: London, UK
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
Manager, TTOP – Global Risk Analytics.
HSBC
Description:
HSBC Service Delivery (Polska) Sp. z o.o. is HSBC's global finance, operations, risk and technology centre. We use our unique expertise and capabilities to provide specialised services – our people range from technologists transforming the banking experience to operations professionals managing 1.7 trillion payments a year.
Our Purpose – Opening up a world of opportunity – explains why we exist. We are bringing together the people, ideas and capital that nurture progress and growth, helping to create a better world – for our customers, our people, our investors, our communities and the planet we all share.
Location: Cracow, Poland
Risk Analyst/Consultant - Intelligent Consulting Hub
Accenture, Italia
Description:
Intelligent Consulting Hub professionals support consulting teams in Europe to deliver cutting-edge expertise and measurable value to Accenture clients worldwide.
Join our international network of consulting talent in Risk.
You will join a global network of more than 3,000 professionals, providing specialized consulting support from key locations across Europe. You will work with innovative technologies on exciting projects to deliver functional and technical expertise that promotes client value.
Location: Rome, Italy
Investment Risk Analyst - Equities
M&G
Description:
The Equity Risk Team, part of the broader Investment Risk team, sits within the business' second line risk function, reporting independently to the CRO. It is responsible for the oversight of equity funds and mandates across a wide range of geographies and strategies. Its key responsibilities include ensuring that risk taking is consistent with the funds' stated objectives and strategy and that the funds maintain appropriate levels of liquidity and diversification. In addition to this, the team work closely with fund managers, providing risk and performance-based insight and analytics to support effective portfolio construction, with the Product and Investment Solutions teams to support the development of new funds and portfolios, and with Sales and Distribution teams to aid with client queries.
Location: London, UK
SENIOR AVP, FINANCIAL ENGINEERING
HSBC
Description:
Global Risk Analytics (GRA) is a global team responsible for development of risk models for broad classes of financial and operational risks at HSBC. We are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure, and manage risk, as well as enhance an enterprise-wide compliance across HSBC.
The GRA Traded, Treasury and Operational (TTOP) Risk Analytics team deals with risk models for measurement of trading book risks, treasury, and liquidity risks as well as operational risk. Its focus are risk models used for Credit, Interest Rates, Equity and FX asset classes. This includes market risk, credit counterparty risk and stress testing models. The team is scattered across several hubs (London, NY, Paris, Kraków and HK) and holds responsibility for development and First-line-of-Defence validation of these models. The team focuses on models used for risk reporting for the whole HSBC group and cooperates with regional GRA teams on matters related to local risk reporting.
This role is responsible for working with TTOP Financial Engineering team. It consists of robust development and maintenance of our quantitative library consisting of risk models and methodologies that are under remit of the GRA TTOP team. The role is a senior role in Kraków-based team.
Location: Cracow, Poland
Market Risk - Quant Senior Consultant
EY
Description:
EY is looking for a Quantitative Advisory Services Sr.Consultant to join the Market Risk team in our Canary Wharf offices. The Quantitative Advisory Services (QAS) team works with clients in Financial Services with regulatory/risk modelling challenges in areas such as Market, Credit risk and Operational Risk. QAS works closely with other financial services risk practitioners, IT advisory and Financial Accounting teams, bringing together the range of quantitative modelling and technical skillsets needed to support clients’ often highly specific and complex requirements. The team covers all financial services sectors, with established presence and extensive local knowledge across locations in the US, UK and EMEIA, and Asia.
Location: London, United Kingdom
Market Risk - Quant Manager
EY
Description:
EY is looking for a Quantitative Advisory Services Manager to join the Market Risk team in our Canary Wharf offices. This is a rapidly growing area supported by an increased focus across the industry. That makes this a great time to join a high-profile team where you’ll be surrounded by some of the most interesting and knowledgeable colleagues around.
Location: London, United Kingdom
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)
Senior Quantitative Analyst
ExxonMobil
Description:
We are more than just one of the largest energy companies in the world. ExxonMobil is a place where we believe people should think independently, take the initiative, grow to their full potential and help shape the future of energy. Diversity drives innovation and we are committed to providing inclusive workplaces where everyone can thrive, regardless of their background. The safety and wellbeing of our employees is at the heart of everything we do. We build skills and competencies through training and work experiences in a wide range of assignments. With a long history of industry leadership and cutting edge innovation, we are committed to providing affordable energy to support human progress while advancing effective solutions to address climate change.
We are continuing to expand our global trading organization, and rapidly building our commercial, origination & analytical capabilities. We are looking for passionate individuals with an entrepreneurial mind-set to drive change in our business, and who enjoy working in dynamic, collaborative and diverse global teams.
The current opportunity is for an experienced Senior Quantitative Analyst, within our global Quantitative Analytics and Structuring team, in our Commercial and Trading organization. The role will work very closely with our Crude & LPG trading teams on our trade floor, be an integral part of our overall ‘front-office’ team, and is based in Leatherhead, Surrey.
We offer an excellent remuneration and benefits package, which includes a competitive salary, defined benefit pension scheme, share incentive plan and private health care for employees and their families.
Location: United Kingdom, Leatherhead
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
CFO&EV– Risk Consultant (CN)
Accenture
Description:
Accenture is a leading global professional services company, providing a broad range of services in strategy and consulting, interactive, technology and operations, with digital capabilities across all of these services. With our thought leadership and culture of innovation, we apply industry expertise, diverse skill sets and next-generation technology to each business challenge.
We believe in inclusion and diversity and supporting the whole person. Our core values comprise of Stewardship, Best People, Client Value Creation, One Global Network, Respect for the Individual and Integrity. Year after year, Accenture is recognized worldwide not just for business performance but for inclusion and diversity too.
Location: Poland (Multiple locations)
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 Model Validator (BBBH13973)
Pictet
Description:
We are looking for an experienced Credit Risk Model Validator to be part of the exisiting to excute credit risk model validation activities, and also take part in updates of the internal (credit risk) validation framework.
Location: Amsterdam, Netherlands
Credit Risk Model Validator
ABN AMRO
Description:
The Model Validator is a member of the Credit Risk Model Validation team. The Model Validator has a specialist knowledge of credit risk models, methodologies, regulations and business, as well as of the relevant processes. Having exposure to internal and external stakeholders, it is important that the Model Validator communicates effectively verbally and in writing, and applies expertise for the benefit of the department as well as the wider organization.
Location: Amsterdam, Netherlands
Manager - Market Risk (Quant)
EY
Description:
EY is looking for a Quantitative Advisory Services Manager to join the Market Risk team in our Canary Wharf offices. This is a rapidly growing area supported by an increased focus across the industry. That makes this a great time to join a high-profile team where you’ll be surrounded by some of the most interesting and knowledgeable colleagues around.
Location: London, UK
Credit Risk Modelling Specialist
ING Hubs Poland
Description:
Please see job role.
Location: Warsaw, Poland
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
Analyst and Developer of Credit Risk Models (IRB)
Robert Walters
Description:
Please see job role.
Location: Barcelona, Catalonia, Spain
Risk Consulting - Valuations Adviser - (2200007X)
KPMG
Description:
KPMG Luxembourg combines our multi-disciplinary approach with deep, practical industry knowledge to help clients meet challenges and respond to opportunities. As a leading consulting firm with more than 1,700 employees and more than 70 nationalities in Luxembourg, we know that our strength and capability come from our people, their experiences, culture and backgrounds.
Risk Consulting delivers a wide range of risk related services to our clients. A career as Valuation Advisor in our financial engineering team provides you with hands-on opportunities to learn how to help our clients in analyzing, validating, developing and implementing complex valuations, financial models and other risk related solutions designed at protecting or adding value to their business. Our engagements are a mix of short and long duration, client-site and office-based work in Luxembourg and across borders.
We are seeking outstanding individuals who will enhance a team committed to be the market leader by size and reputation.
Location: Luxembourg
Consultant Quantitative Finance / Financial Engineering (m/w/d)
Deloitte
Description:
Please see job role.
Location: Berlin, Germany
QUANTITATIVE ANALYST IN CREDIT RISK MEASUREMENT – BARCELONA
Claire Joster Selection
Description:
Please see job role.
Location: Barcelona, Spain
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
Credit Risk Modelling Specialist
ING Hubs Poland
Description:
At ING Hubs Poland we follow the Agile approach and mindset. We use flexible frameworks like Scrum at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.
Location: Warsaw, Poland
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
IMI CIB - Mid Senior Delta 1 Trader
Intesa Sanpaolo
Description:
Looking for a highly motivated trading professional that will be actively involved in the setup, implementation and management of real time quantitative trading strategies.
In depth knowledge of Delta 1 products
Knowledge on algorithmic trading, latency sensitive trading strategies, contribute to the development of new strategies and to adjust existing ones to fit different market conditions.
Extensive knowledge of European and / or UK stock markets.
Location: Milan, Lombardy, Italy
Investment Risk Analyst - Cape Town
Efficient Frontier Recruitment
Description:
Top rated Asset Manager has an interesting “hybrid” Market Risk / Performance Analyst opportunity available for an experienced Investment Quant. The role includes many of the typical responsibilities of a Senior Performance Analyst, but with a strategic Market Risk focus.
This is an excellent opportunity for a numbers person who is passionate about investments and risk and is proficient in programming or coding in various languages such as R, Python, C++, C# or Java and including Excel’s VBA.
Location: Cape Town, South Africa
Structurer
ExxonMobil
Description:
At ExxonMobil, our vision is to lead in energy innovations that advance modern living and a net-zero future. As one of the world’s largest publicly traded energy and chemical companies, we are powered by a unique and diverse workforce fueled by the pride in what we do and what we stand for.
The success of our Upstream, Product Solutions and Low Carbon Solutions businesses is the result of the talent, curiosity and drive of our people. They bring solutions every day to optimize our strategy in energy, chemicals, lubricants and lower-emissions technologies.
Location: Leatherhead, UK
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
Junior CFD Trader (Data Analyst)
Mentee Limited
Description:
Please see job role.
Location: London, UK
Equity Analyst / Equity Trader
Mentee Limited
Description:
Please see job role.
Location: London, UK
TECHNICIAN IN CREDIT RISK PROJECTS – SANT CUGAT
Claire Joster Selection
Description:
Please see job role.
Location: Barcelona, Spain
Credit Risk Modelling Expert
ING Hubs Poland
Description:
At ING Hubs Poland we follow the Agile approach and mindset, we use Scrum. We are innovative and we trust people we work with. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. We are currently recruiting for several squads, which main area of expertise are development, recalibration and monitoring of IFRS9 and IRB models....so expect a lot of challenges!
Location: Warsaw, Poland
IFRS9/AIRB model developer for Retail Portfolio
ING Hubs Poland
Description:
In the Model Development department, we are involved in many credit risk retail redevelopment projects in a close cooperation with Amsterdam head office and local ING offices in i.e. ING Italy, ING Romania, ING Spain. We develop new IFRS9 and AIRB models for retail portfolios including multiple product types – unsecured / mortgages/ revolving/ non-revolving products and various modelling techniques. We develop credit risk models from scratch together with experienced modellers from ING Group.
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
Strategic Equity Senior Trader
Page Executive
Description:
Please see job role.
Location: Milan, Italy
Senior Quantitative Consultant
Nedbank
Description:
Please see job role.
Location: Johannesburg, South Africa
Quantitative Consultant
Nedbank
Description:
Please see job role.
Location: Johannesburg, South Africa
Strategic Equity Senior Trader
Page Executive
Description:
Please see job role.
Location: Milan, Lombardy, Italy
Senior IFRS9/AIRB model developer for Corporate Portfolio
ING Hubs Poland
Description:
In the Model Development department, we are involved in many credit risk retail redevelopment projects in a close cooperation with Amsterdam head office and local ING offices in i.e. ING Italy, ING Romania, ING Spain. We develop new IFRS9 and AIRB models for retail portfolios including multiple product types – unsecured / mortgages/ revolving/ non-revolving products and various modelling techniques. We develop credit risk models from scratch together with experienced modellers from ING Group.
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
IFRS9/AIRB model developer for Corporate Portfolio
ING Hubs Poland
Description:
In the Model Development department, we are involved in many credit risk retail redevelopment projects in a close cooperation with Amsterdam head office and local ING offices in i.e. ING Italy, ING Romania, ING Spain. We develop new IFRS9 and AIRB models for retail portfolios including multiple product types – unsecured / mortgages/ revolving/ non-revolving products and various modelling techniques. We develop credit risk models from scratch together with experienced modellers from ING Group.
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
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
Counterparty Risk – Associate – London
J.P. Morgan
Description:
This London based Associate role supports the team’s mandate across IMM, ICAAP, CCR capital stress testing and interactions with regulators. Primary stakeholders include the CRO and CFO teams in the main EMEA legal entities, Capital Policy, Credit Officers, Quantitative Research and Model Governance teams, Technology partners, as well as relevant regulators (Bank of England/PRA and ECB/BaFin/Bundesbank).
Location: London, UK
Senior model developer for LGD IFRS9/AIRB models
ING Hubs Poland
Description:
In the Model Development department, we are involved in many credit risk retail and SME redevelopment projects in a close cooperation with Amsterdam credit risk modelling unit. We develop new IFRS9 and AIRB models for portfolios including multiple product types – unsecured / mortgages/ revolving/ non-revolving products and various modelling techniques. We develop credit risk models from scratch together with experienced modellers from ING Group.
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
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
Manager – Market Risk (Insurance, FMIs and Cross-sectoral)
South African Reserve Bank
Description:
The main purpose of this position is to manage a team of market risk specialists within the Market Risk Division in the Prudential Authority (PA) at the South African Reserve Bank (SARB). The scope of this position spans market risk, counterparty credit risk, margin requirements and other areas deemed appropriate across insurers, financial market infrastructures and other relevant financial institutions impacted by specific cross-sectoral regulations or market initiatives falling within the scope of the division.
Location: Pretoria, South Africa
Quants Analyst – Valuation & Pricing (Sandton)
Efficient Frontier Recruitment
Description:
Well-known and respected financial services firm has a challenging opportunity available for an experienced Quant with an expert-level understanding of the valuation and pricing of financial instruments across all asset classes and markets. The individual will be responsible for ensuring the accurate determination and daily provision of financial instrument and benchmark valuations and pricing, as well as driving the ongoing research, development and improvement of the financial instrument valuation and pricing function.
Given the firm’s positioning and profile in the SA financial markets, this opportunity provides the successful incumbent with unparalleled exposure to essentially all listed financial instruments across all asset classes and markets, as well as obtaining a big-picture view of the mechanics of the SA financial system.
Location: Sandton, Gauteng
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
IDB3138 - Senior Risk Management Specialist-Portfolio Risk and Reporting
Islamic Development Bank
Description:
In collaboration with the Manager and Lead, the role is responsible for formulating and quantifying the Bank risk appetite metrics, measuring the Bank risk profile, and recommending any necessary corrective actions. The role contributes to the development of enterprise-wide quantitative risk measurement models, methodologies, and techniques such as FAS 30/IFRS 9 risk modelling, economic capital, risk rating models. The role must provide an independent high-level risk oversight and reporting of the Bank’s financial and non-financial risk profile. The role provides technical guidance to the Portfolio Risk and Reporting team for the undertaking of credit risk management activities at the Bank focusing on developing and implementing appropriate portfolio risk management framework and guidelines, credit risk modelling and risk analytics covering all aspects of Bank-wide risk management. The role also provides technical guidance to the junior team members.
Location: Jeddah, Makkah, Saudi Arabia
(Senior) Quantitative Risk Analyst (M/F/X)
Banque Raiffeisen
Description:
Please see job role.
Location: Leudelange, Luxembourg
Credit Risk Model Monitoring Expert (Risk Hub)
ING Hubs Poland
Description:
Please see job role.
Location: Warsaw, Poland
Risk Manager
Nationale Nederlanden (NN)
Description:
As a Risk Manager at Nationale Nederlanden (NN), you will directly see the impact of your work at one of the Netherlands’ largest financial companies. You will be helping us to achieve our advanced IRB status at an exciting time in our company’s development. In this analytical job, you will build quantitative models that help us make better business decisions so that we can continue to serve over a million clients. But it’s not all hard work and no play at NN. We believe that everyone works better with a good work-life balance. Officially based in The Hague, you will enjoy all the flexibility that hybrid working brings, and most days your office could be anywhere.
Location: Netherlands
Consultant Quantitative Analytics / Financial Services Industry (m/w/d)
Deloitte
Description:
Please see job role.
Location: Frankfurt
Manager - Technical Analyst (Market Risk)
EY
Description:
EY is looking for a Market Risk Manager to join the Market Risk team, part of our Financial Services Risk Management (FSRM) competency within Business Consulting, in our Canary Wharf offices. The FSRM team works with clients in Financial Services with regulatory/risk challenges in areas such as Market, Credit risk and Operational Risk, Climate Risk etc. This is a rapidly growing area supported by an increased focus across the industry. It’s a great time to join a high-profile team where you’ll be surrounded by some of the most interesting and knowledgeable colleagues around and exciting project opportunities to learn and further develop your skillset and careers.
Location: London
Senior Consultant - Technical Analyst (Market Risk)
EY
Description:
EY is looking for a Market Risk Senior Consultant to join the Market Risk team, part of our Financial Services Risk Management (FSRM) competency within Business Consulting, in our Canary Wharf offices. The FSRM team works with clients in Financial Services with regulatory/risk challenges in areas such as Market, Credit risk and Operational Risk, Climate Risk etc. This is a rapidly growing area supported by an increased focus across the industry. It’s a great time to join a high-profile team where you’ll be surrounded by some of the most interesting and knowledgeable colleagues around and exciting project opportunities to learn and further develop your skillset and careers.
Location: London
Werkstudent* Investment Consulting Asset Management
Berenberg
Description:
Please see job role.
Location: Frankfurt, Germany
Model Monitoring Chapter Lead
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
Data Expert in Credit Risk Models
Banco Sabadell
Description:
Please see job role.
Location: Barcelona, Spain
Quantitative Analyst - Model Validation Market Risk (Trading)
ING Hubs Poland
Description:
The Trading Risk Model Validation Tribe has 40 experts and specialists split into 3 chapters in Amsterdam and 1 chapter in Warsaw. The Warsaw chapter has 12 validators, which constitute an independent team but work very closely with the whole Tribe.
We are responsible for validating market risk, counterparty credit risk and valuation models for trading books used by ING Group worldwide. 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.
Location: Warsaw, Poland
ALM Quant - Solvency UK
Clarence George
Description:
This is a fantastic opportunity for a Quant to join a fast-growing and market-leading Insurer, and get exposure to asset work, whilst collaborating with a variety of teams within the business. Please apply below to find out more about this supportive and dynamic team.
Location: London, UK (Hybrid)
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: UK
Specialist - Credit Risk Models Monitoring (RiskHub)
ING Hubs Poland
Description:
Risk models monitoring is one of the most important areas of activity in RiskHub and is a part of Model Development department. As a monitoring area member you'll have an important impact on the quality of models used in the whole ING Group. This role is an unique opportunity to gain experience with risk models in global environment.
You will be a part of almost 40 people area divided into retail and wholesale teams who closely cooperate with each other and work with stakeholders from different locations of ING.
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.
Location: Warsaw, Poland
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
Chapter Lead - Credit Risk Decision and Operational Models
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
Quantitative Risk & Valuations Manager
BDO LLP
Description:
Our Advisory team provide a wide variety of services that deliver value-led advice and outcomes. They have an in-depth knowledge of business, industry sectors and markets and understand the constantly changing risks and opportunities at the heart of affairs. The team work across strategy, operations and improvement as well as at a transactional and defined project level. From technology to risk advisory, they’re experts in following through on top-level instructions and resolving the finer details – all in one straight-forward package. When you join them, you’ll work on some of the world's most exciting financial operations and business deals, building your experience and expertise alongside the brightest minds in the industry
Location: London, UK
Senior Valuation Risk Controller Job Number: 3243347
Morgan Stanley
Description:
Morgan Stanley Valuation Control provide an independent valuation assessment across the entire spectrum of financial instruments, ranging from vanilla products to the most complex structured and derivative transactions. This process involves the certification of models and their valuation methodologies, evaluating internal marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuation assessment to traders and Finance management. The team is also involved in the continuous enhancements of the valuation control infrastructure.
Location: London, UK