AVP-VP of Market Risk, VaR Modelling – New York, NY
As a growing team that plans to double in size in the next year, we are looking for a AVP-VP level Market Risk candidate who has a background with Credit Derivatives experience. This role will not only consist of hands on VaR modelling experience but the incumbent should have a Ph.D. from a top-tier university.
Low-Latency C++ Developer – Elite NYC Hedge Fund – Greenfield Project
Our client, an elite Hedge Fund with institutional backing currently requires a Low-Latency Systems Developer to design and develop a brand new trading system, OMS and market data delivery, and strategy implementation. Candidates must be able to leverage a strong programming background while knowledge of financial systems is a plus but not necessary.
Kdb/q Developer – Elite NYC Hedge Fund
Our client, an elite Hedge Fund with institutional backing currently requires a Senior kdb+ Developer to design, develop and enhance in-house risk and quantitative research systems. Candidates must be able to leverage a strong programming background and knowledge of financial markets.
Credit Risk Quants Needed! – New York
Investment Banks – Commercial Banks - Retail Banks - Credit Risk Management – Credit Risk – Model Validation - Credit/Compliance/Regulatory – CCAR – Dodd-Frank – Stress Testing – RWA – Probability of Default – Loss Given Default – Earnings at Default
A renowned quantitative research firm is looking to for exceptionally talented software engineers and front-end data visualization exerts to design, and develop greenfield applications and robust user-interface’ prototypes that will influence an audience of thousands. Engineers will be able to transition into one of our cross-functional teams of hands-on data scientists, quant, or software development teams.