Manager, Predictive Modeler/Statistician- Chicago, IL
Leading Insurance firm is seeking to add to its expanding predictive modeling and advanced analytics team. Dealing with personal, commercial and specialty lines insurance, they are seeking advanced statisticians to help produce advance models used for Pricing, Rate making, Marketing, Consumer insight and Business strategy.
Credit Pricing Quant – Manhattan, New York
Cash CLO, Cash CDO Credit Quant – Front Office – VP-Director – Tier 1 U.S. Investment Bank – Credit Derivatives and Structured Products Pricing – NYC
VP– Credit Risk Modeling Quant - Buffalo, NY
Leading Retail Bank – VP - 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
Senior Low-Latency/High-Frequency Quantitative C++ Developer – London
Exceptional Systematic quant driven proprietary trading house seeks talented C++ electronic trading algo developer. Experience as a real-time developer/algorithm developer using C++ is essential. Duties will range from low-latency trading platform design to hardcore coding in C++.
Associate Software Engineer for Leading Systematic Hedge Fund – London, Europe.
Leading Systematic Hedge Fund is seeking exceptional Graduates with 0-2 years of experience to join its world-class real-time Engineering Department. Working with Quantitative Research, Trading, Development and High-Performance Computing you will be given full exposure to a fully automated and proprietary algorithmic trading platform.