Quantitative Risk Management [Modeling & Research]


Job Listing: Quantitative Risk Management [Modeling & Research] Specialty
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Market Risk Manager - Structured Credit/Corporate/MBS
New York
Junior Quantitative Risk Analyst (MSc)-ALM/ASA Credit Risk Management -
Charlotte, NC
Quantitative Analyst – Insurance Products – Actuarial Modeling
New York
Rates Derivatives Quant/Data Modeler (C++) (PhD) - Pricing Models
New York
CVA/VAR-Model Validation (PhD)
New York
Anti-Money Laundering (AML) Model Development and Validation - Director
NYC / Chicago
OTC/Credit Derivatives - Quantitative Valuation Lead (PhD)
New York, NY
Fixed Income Risk Modeling – Buyside
New York
Retail Credit Model Risk – Director and Associate Director
New York
Credit Risk / Portfolio Risk Predictive Modelers - Analyst to Manager
suburb of Detroit, Michigan
Life & Retirement Insurance/Capital Markets - Quantitative Risk Manager
New York
Team Lead - CVA - CDO Investment Analytics (PhD)-(C++) - Asset Manager
Greenwich, CT
Research Analyst – Capital Markets
New York, New Jersey
VP - Counterparty Credit Risk Analyst (PhD) - (C++) (Internal Model Method)
New York, NY
MD - Quantitative ALM (PhD-Statistics) - Model Risk Management
New York
Top School, Superb GPA - Risk Analyst
New York
Team Lead-CVA-CCR Risk Analytics (PhD) - (C++) Model Methodology
New York, NY
Actuarial Risk Analyst (ACAS, FCAS) - Major Property and Casualty Insurance Company
New York, NY
Systems Implementation Developer - Cross Asset Software (C++, .NET, Python)
New York
CVA-CCR Quantitative Analyst (PhD)-(C++) Model Validation
New York
Senior Portfolio Analyst
Pacific Northwest
Structured Credit-Credit Risk Reporting Analyst-Fixed Income Portfolio
Los Angeles, CA
Credit Risk Manager (Basel II, LGD, CCAR) - Credit Risk Analytics
New York
Senior Predictive Modeler (SAS, R, Statistics) Insurance Claims Analytics
New York
Market Risk Quantitative Analyst (RMBS/CMBS) - Investment Bank
New York
Portfolio Risk Manager- Rates/Derivatives-Asset Manager
Baltimore, MD
OTC Derivatives- Quantitative Valuation Analyst (PhD)
New York
Director - Credit Risk Specialist - Credit Risk Analytics
New York
Hedge Fund-Fixed Income-Junior Quantitative Analyst/Developer (C++,SQL)
Boston
Quantitative Risk Management Analyst (PhD)
New York, NY
C#.Net, Winforms, SQL Server- Market Risk Programmer
New York, NY
Prime Brokerage Risk Management
New York
Credit Risk Management Specialist - Credit Risk Analytics
New York
Senior Risk Manager
New York, NY
Quantitative Analyst-Portfolio Construction/Optimization
Boston, MA
OTC/Credit Derivatives- Regional Valuation Lead (PhD)
New York
Quantitative Equity Research Analyst
Boston, MA
Fixed Income Risk Analytics
New York, NY
Risk Analyst - Hedge Funds
London
Quantitative Fixed Income Portfolio Research/Analyst
Boston, MA
Credit Trading Quant
New York, NY / NYC
Credit Derivatives- Model Review (PhD)
New York
Market Risk Analyst - Structured Credit/Corporate Credit
New York
Credit Risk Models-Quant-Client Facing Consultant
New York
Treasury Desk Quant
New York / NYC
Equity Derivatives Valuation-Model Review- New York
New York
Kalman Filter-Estimation Model Quant (PhD)
New York
Market Risk Analyst, Corporate Bonds
New York City
PhD -Economic Research Analyst
New York
VaR Analyst/Market Risk Analytics
New York
Market Risk Associate/VP - Latin American Markets
New York City / NYC
Market Risk –Structured Credit/Corporate Credit
New York City/ NYC
Hybrid Derivatives/Exposure Management Analyst
New York
Hybrid Derivatives/Counterparty Risk Analyst
London
Hedge Fund Counterparty Risk
New York City
Market Risk Analyst-Credit Products
Suburban New York City
Head of Quantitative Risk Modeling
New York
Executive Recruiters, Wall Street Division
New York, NY
Market Risk Management Desk Quant
New York
Quantitative Modeler (PhD), Trading Strategies Research
Northeast, USA
Managing Director, Prime Brokerage Risk Management
Southern CT

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