Manager, Quantitative Modeling

22 Feb
Dallas
$150,000.00

Manager, Quantitative Modeling – Dallas, Texas, USA

Statistical Modeling – Auto Loans – Credit Scoring – Predictive Models – Decision Science

 

SALARY

Up to $120,000 (USD) + Relocation

 

JOB DESCRIPTION

This leading bank is looking for a Quantitative Modeling Manager to join its ranks. This newly created position is an exciting for mid-level professionals to mold their careers in a rapidly growing company. In addition to an attractive compensation package, the client will also offer full visa sponsorship after a year of employment.

Location: Dallas, TX

The Role:

  • Supervises the development of statistical models, primarily credit scoring models for an auto lender
  • Applies statistical techniques to analyze trends and uncover risks relative to portfolio management
  • Reports to the Director Quantitative Modeling
  • Takes a lead role in supporting Model Validation and documentation of models in accordance with company internal policies

Requirements:

  • At least 5 years of experience working with statistical modeling
  • Master’s degree in Statistics or Economics required, PhDs preferred
  • Exposure to auto loans a bonus

In return they are offering:

  • Exposure as an authority on quantitative development in a top financial institution
  • Sponsorship of H1Bs after working one full year
  • Relocation provided
  • Opportunity to work with different teams, both data science and statistical modeling

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

 

APPLY | quant.americas@gqrgm.com  

VISIT US |  www.gqrgm.com 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Utmost confidentiality and discretion is assured.

LONDON | 0203.141.8000

Westminster Tower, London SE1 7SP| Office Hours: 8.00-20.00 GMT

LOS ANGELES | 1.310.807.5030

631 Wilshire Boulevard, Santa Monica, CA 90401 | Office Hours: 7.00-20.00 PDT

NEW YORK | 1.212.763.8333

360 Madison Avenue, New York, NY 10173 | Office Hours: 8.00-20.00 EDT

HONG KONG | 852.3678.6738

2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

GQR Global Markets

We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.

For the latest vacancies, please join our group on LinkedIn: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr

 

 

Security Engineer (Infra)

21 Feb
Union City
$200,000.00

The information security team is responsible for the security of the company's global infrastructure and world-changing products.

 

Responsibilities:

  • Design and implement security controls across infrastructure, servers, network and applications
  • Develop new ways of automation for identification and validation of security issues
  • Perform security evaluations on new platforms and products to protect data

You will need:

  • Exposure in protecting operating system platforms
  • Strong programming skills (Python, Bash, Powershell)
  • Knowledge of TCP/IP networking
  • Experience with cloud service providers (AWS, Azure, GCE etc.)

Index Quant

21 Feb
London
£120,000.00

JOB DESCRIPTION

A leading Investment Bank in London is proactively looking to recruit a front office index quant for the commodity desk. They are looking to hire a number two to the head of the commodity hybrids where they will be required to have strong modelling knowledge and index experience. This will be a hands on role liasing directly with the business and reporting to the head of trading and quant. 

Location:  London, UK

The role:

  • Responsible of the Support and Development for Index Trading and Structuring desks : delivering pricing and monitoring tools, core development in the library, commodity index computation and risks.

  • Close to the day-to-day running of the business and working directly with the GH of the index and commodity business

  • Delivery of a new platform created from scratch on index on volatility strategies : index engine, level and risk calculations, hedging tools for trading, assist in the integration in the IT system

Requirements:

  • Experience working with Indices is a prerequisite 
  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

 

Senior Analyst, Quantitative Risk

17 Feb
Chicago
$90,000.00

Senior Analyst, Quantitative Risk – Chicago, Illinois, USA

Model Validator — Python – C++ - Credit Risk – Monte Carlo methods

 

SALARY

Up to $90k

 

 JOB DESCRIPTION

A top-tier financial services company is looking for a Senior Analyst to join its Quantitative Risk function. This is a newly created role which provides an exciting opportunity to pave your own career path in a prestigious company.

Location: Chicago, Illinois or Fort Worth, Texas or Omaha, Nebraska

The Role:

  • Validate market risk models on a daily basis
  • Uncover risks associated with models, assist Model Risk Governance team
  • Daily client portfolio stress testing and risk analysis (equities, equity options, fixed income, futures, futures options, forex)
  • Statistical data preparation and analysis: least squares fit, principal component analysis, regression analysis, autocorrelation/auto covariance analysis, maximum likelihood estimation, copula analysis
  • Single and multi-asset option modeling and risk analysis

Requirements:

  • Masters in hard sciences, relevant finance or statistics required
  • 1-2 years of experience in statistical programming
  • Proficiency in languages such Python and C++

In return they are offering:

  • Attractive relocation package
  • Flexibility in location
  • Opening to join one of the most quantitative groups/environments in the field, one in which you will be surrounded by like-minded, equally talented validators.

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

 

APPLY | quant.americas@gqrgm.com  

VISIT US |  www.gqrgm.com 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Utmost confidentiality and discretion is assured.

LONDON | 0203.141.8000

Westminster Tower, London SE1 7SP| Office Hours: 8.00-20.00 GMT

LOS ANGELES | 1.310.807.5030

631 Wilshire Boulevard, Santa Monica, CA 90401 | Office Hours: 7.00-20.00 PDT

NEW YORK | 1.212.763.8333

360 Madison Avenue, New York, NY 10173 | Office Hours: 8.00-20.00 EDT

HONG KONG | 852.3678.6738

2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.

For the latest vacancies, please join our group on LinkedIn: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr

VP, Wholesale Credit Risk

16 Feb
Chicago Heights
$170,000.00

 

Vice President, Wholesale Credit Risk Modeling – Chicago, Illinois, USA

Credit Risk – Wholesale Credit – CCAR – Commercial Loans

 

Salary

Up to $170,000k (DOE)

 

Job Description

A top-tier financial services company is looking for a Vice President to join its Wholesale Credit Risk function. This is a newly created role which provides an exciting opportunity to pave your own career path in a prestigious company.

Location: Chicago, Illinois

The Role:

  • Join its Wholesale Credit Risk Modeling team as part of senior management
  • Daily exposure to commercial loans, industrial loans, commercial real estate portfolios
  • Perform model risk assessment and validation of Basel and CCAR models

Requirements:

  • At least 5 years of experience – this is an experienced hire
  • MS in a quantitative field, PhDs preferred

In return they are offering:

  • Opportunity to directly contribute to the company’s risk governance efforts
  • Full sponsorship package

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

 

APPLY | quant.americas@gqrgm.com  

VISIT US |  www.gqrgm.com 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Utmost confidentiality and discretion is assured.

LONDON | 0203.141.8000

Westminster Tower, London SE1 7SP| Office Hours: 8.00-20.00 GMT

LOS ANGELES | 1.310.807.5030

631 Wilshire Boulevard, Santa Monica, CA 90401 | Office Hours: 7.00-20.00 PDT

NEW YORK | 1.212.763.8333

360 Madison Avenue, New York, NY 10173 | Office Hours: 8.00-20.00 EDT

HONG KONG | 852.3678.6738

2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

GQR Global Markets

We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.

For the latest vacancies, please join our group on LinkedIn: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr