Derivatives Pricing/Research & Modeling


Job Listing: Derivatives Pricing/Research & Modeling Specialty
Return to: Derivatives/Futures/FX & Structured Transactions Category
Return to: Major Job Categories
JOB TITLE    [Click on the job title to display a full job description]
Collapse Job Intro...
JOB LOCATION
Sort By: Location
FX Options Trading Desk Quant (PhD)-US Bank
Tokyo
Major US Bank is looking for a Quantitative Analyst with experience in designing and programming Options Valuation models and Pricing tools to join the Tokyo based FX Options Tradin...
View Full Job Description and Apply For Job


Rates/OTC Derivatives Sales - Top Institutional Accounts
San Francisco, CA
A firm with a major presence in the fixed income market has a unique opportunity for a senior-seasoned fixed income/rates/derivatives sales professional to cover major Institutional...
Job Keywords: Fixed Income Sales, West Coast, Credit Derivatives, Rates, Credit, MBS, Top Producer
View Full Job Description and Apply For Job


Actuarial/Asset/Liability - Senior Modeling Manager - Insurance Company
New York, NY
A Major Insurance Company is looking for a Senior Manager to help oversee models and model methodologies used throughout the insurance company: including actuarial models, asset lia...
Job Keywords: Actuary, ALM, Modeling, Methodology, Insurance, Solvency II, CCAR, Economic Capital, Liability Models
View Full Job Description and Apply For Job


Fixed Income/ OTC Derivatives Sales
New York, NY
A firm with a major presence in the fixed income market has a unique opportunity for a fixed income/OTC derivative sales professional to cover major accounts from NY. This opportuni...
Job Keywords: Fixed Income Sales, OTC Derivatives, Rates, Credit, MBS, Top Producer, valuation services, technology sales
View Full Job Description and Apply For Job


Business Analyst Derivatives Accounting Software
New York, NY
Leading solutions provider located in NYC is looking for a business analyst to collect, understand and transmit business requirements for derivative financial models.

The ca...
View Full Job Description and Apply For Job


Quantitative Risk Management Analyst (PhD)
New York, NY
Major NYC bank is looking for a junior to mid level Quantitative Analyst to join their Market Analytics group. Responsibilities will involve: developing and testing Risk Management...
View Full Job Description and Apply For Job


Credit Correlation Quant
New York, NY
Leading investment bank located in NYC is looking for a quant in there Credit Option and Correlation Trading group. This position will be responsible for developing and implementin...
View Full Job Description and Apply For Job


FX Quant/Trading Desk Strategist-PhD
New York City / NYC
Bulge Bracket Firm located in NYC is looking for a Quantitative Modeler/Strategist to support their Proprietary FX Trading team. This senior position will be responsible for develo...
View Full Job Description and Apply For Job


Class of 2009-2010 / Risk Analyst - Hedge Fund
New York City
A top multi-strategy Hedge Fund based in the Stamford, CT area is seeking an Junior Analyst to join their Risk Management team. This is an opportunity to utilize sophisticated fina...
View Full Job Description and Apply For Job


Credit Derivatives - Relationship Manager
New York City
A financial derivatives technology firm is looking for a Credit Derivatives Trader or Sales Person to manage senior client relationships for its NY office. The firm has created a s...
View Full Job Description and Apply For Job


Director of Sell Side Fixed Income Research
New York City
Large Financial Company is looking for a Director of Fixed Income Research with 7+ years of experience in analyzing [Financial Institutions (Bank and Non-Bank)or Public Companies] a...
View Full Job Description and Apply For Job


Statistical Modeling -(PhD)
New York / NYC
A financial firm based in NY is looking for a PhD with strong statistical modeling skills to join a Quantitative Research & Analytics team. The group conducts extensive research and...
Job Keywords: Econometric Models, PhD, Statistics, Economic Research, Linear Progression, Time Series, Matlab, SAS
View Full Job Description and Apply For Job


Quant Valuation Analyst-Exotic Equity Derivatives
New York / NYC
Major NYC bank is looking for a Senior Valuation Analyst to work on the pricing of Exotic Equity Derivatives structures. The role is responsible for improving and developing analyti...
View Full Job Description and Apply For Job


Dodd-Frank - Financial Risk Consulting
New York / NYC
A top NY based consulting firm is looking for an experienced operational risk analyst / manager to either lead or be part of a team that will work on Dodd-Frank operational risk iss...
View Full Job Description and Apply For Job


FX/Commodities/IR Derivative Hedge Accountant (FAS 133)
New York / Chicago
A Derivative Risk Software firm is looking for an ASC 815 (FAS 133) Derivatives Accounting and Corporate Risk Management expert based in Chicago or New York to support sales teams. ...
Job Keywords: FAS 133, Derivative Accounting, Risk Management, Hedging, Big 4 Accounting, Commodities, FX, Rates
View Full Job Description and Apply For Job


Swaps, Swaptions, CDS, FX Forwards-Valuation/Quantitative Manager
New York
Top Financial Firm in NY is looking for a sharp hands-on Quantitative Valuation Manager who has experience Pricing and Valuing Interest Rate Swaps, Swaptions and Credit Default Swap...
Job Keywords: CDS, Product Control, Valuation, Pricing, Swaps, Swaptions, FX Forwards
View Full Job Description and Apply For Job


Database Skills (Excel/SQL) - Sharp JR - Top Schools - OTC Derivatives
New York
A financial derivatives firm in NY is looking for a sharp BS in Engineering/Computer Science with 2 years of database experience for its new Portfolio Reconciliation and Collateral ...
Job Keywords: OTC Derivatives, interest rate swaps, excel spreadsheet skills, v-lookup, pivot table, client facing, data analyst,collateral management
View Full Job Description and Apply For Job


Economic/Asset/Liability Models - CCAR Model Validation Manager
New York
A Major Insurance Company is looking for a Senior Manager to help oversee models and model methodologies used throughout the insurance company: including asset liability models, eco...
Job Keywords: Catastrophe, ALM, Modeling, Methodology, Insurance, Solvency II, CCAR,SR 11-7, Economic Capital, Liability Models
View Full Job Description and Apply For Job


RMBS/CMBS Portfolio- (Statistics, Time-Series), Risk Analytics Engineer
New York
A major financial firm with offices in New York is building-out its structured products risk analytics effort for the valuation and risk management of a large CMBS and RMBS portfoli...
Job Keywords: Time Series, RMBS, CMBS, Valuation, Statistics, Hypothesis Testing, Risk Limits, SQL
View Full Job Description and Apply For Job


RMBS/CMBS Portfolio-Bayesian Testing (Statistics), Risk Analytics Engineer
New York
A major financial firm with offices in New York is building-out its structured products risk analytics effort for the valuation and risk management of a large CMBS and RMBS portfoli...
Job Keywords: Bayesian Testing, RMBS, CMBS, Valuation, Statistics, Hypothesis Testing, Risk Limits, SQL
View Full Job Description and Apply For Job


Derivatives Model Validation (PhD)
New York
Major financial firm in NYC is looking for PhD-level quant modelers with extensive experience in developing and implementing valuation models and analytic applications to price Fix...
Job Keywords: Model Validation, Model review, quant, structured products, Credit derivatives, Vanilla, Exotics, price verification
View Full Job Description and Apply For Job


Credit Derivatives (CDX) Trader/Risk Manager
New York
A dynamic and forward thinking NY financial institution is looking for a Credit Derivatives Index (CDX) trader/risk manager for a client facing risk position in New York. The firm i...
Job Keywords: Credit Derivatives, Trader, CDX, Credit Derivatives Index, Risk Manager
View Full Job Description and Apply For Job


Credit Risk Manager (Basel II, LGD, CCAR) - Credit Risk Analytics
New York
A top financial risk analytics firm in NY is looking for an experienced Credit Risk Quantitative Manager to lead a team of Credit Risk Analysts who identify, design, develop, evalua...
Job Keywords: Credit Risk, analytics, Basel II, default analytics, Risk Ratings, project management, commercial loans
View Full Job Description and Apply For Job


Fixed Income Sales-Top Institutional Accounts
New York
A firm with a major presence in the fixed income market has a unique opportunity for a senior-seasoned fixed income sales professional to cover major Institutional accounts from eit...
Job Keywords: Fixed Income Sales, New York, Rates, Credit, MBS, Top Producer
View Full Job Description and Apply For Job


Director - Credit Risk Specialist - Credit Risk Analytics
New York
A top financial risk analytics firm in NY is looking for an experienced Credit Risk Specialist to identify, design, develop, evaluate and implement credit risk management solutions,...
Job Keywords: Credit Risk, analytics, Basel II, default analytics, Risk Ratings, project management, commercial loans, PD, LGD, EAD
View Full Job Description and Apply For Job


Trading Data Analytics/Data Analyst
New York
A NY based financial firm is looking for an experienced FX/FI Trading Data Analyst with strong data mining/ analysis skills and financial markets acumen to create new firm wide risk...
Job Keywords: Data Mining, data analyst, data aggregation, quantitative analyst, data architect
View Full Job Description and Apply For Job


Derivatives-Sales Opportunity - Stay Ahead of the Curve
New York
A NY based Financial Firm is looking to add a Derivatives Sales professional to market Fixed Income, Cross Currency and Credit Derivatives solutions to institutional customers in th...
Job Keywords: OTC Derivatives, Swaps, Sales, Solutions Consultant, Product Development
View Full Job Description and Apply For Job


Client Manager/OTC Derivatives (Recent Grads/2-Yr Analysts)
New York
A financial derivatives firm in NY is looking for a sharp BS in Engineering/Computer Science with 0-2 years of experience working in the OTC derivatives market. The firm will look a...
Job Keywords: OTC Derivatives, interest rate swaps, excel spreadsheet skills, v-lookup, pivot table, client facing, data analyst
View Full Job Description and Apply For Job


Client Manager/Collateral Management
New York
A financial derivatives firm in NY is looking for a sharp BS in Engineering/Computer Science with 2 years of experience for its new Portfolio Reconciliation and Collateral Managemen...
Job Keywords: Asset Servicing, Collateral Management, Settlements, Reconciliations, client facing, OTC Derivatives, Margin Management, Dispute Resolution
View Full Job Description and Apply For Job


Client Manager/OTC Derivatives-Fresh BS Grads
New York
A financial derivatives firm in NY is looking for a sharp BS in Engineering/Computer Science with 0-2 years of experience working in the OTC derivatives market. The firm will look ...
View Full Job Description and Apply For Job


Structured Fund Derivative Model Reviewer
New York
Major Bank in NYC is looking for a PhD Level Quant with experience in Structured Fund (hedge fund or fund of funds) Derivatives to review and validate models across multiple assets....
View Full Job Description and Apply For Job


Credit Risk Management Specialist - Credit Risk Analytics
New York
A top financial risk analytics firm in NY is looking for an experienced Credit Risk Quant/Consultant to identify, design, develop, evaluate and implement credit risk management solu...
Job Keywords: Credit Risk, analytics, Basel II, default analytics, Risk Ratings, project management, commercial loans
View Full Job Description and Apply For Job


Project Leader - Trading Systems
New York
Global Investment Bank in NYC is looking for a Business Analyst with strong Project Management experience to work on the firm'::s derivatives execution platforms. The firm has a ...
View Full Job Description and Apply For Job


Market Risk Analyst - Structured Credit/Corporate Credit
New York
Major International Bank in NYC is looking for a Market Risk Analyst to cover their Structured Credit and Corporate Credit Trading desks. This position will be responsible for assis...
View Full Job Description and Apply For Job


Credit Risk Models-Quant-Client Facing Consultant
New York
A top financial risk analytics firm in NY is looking for an experienced Credit Risk Quant/Consultant to develop, refine and implement risk methodologies, and models for its capital ...
View Full Job Description and Apply For Job


Senior Quantitative Research (PhD) Investment Risk Analytics
New York
A major NY based Investment Manager is looking for a Senior Risk Quant to lead its Quantitative Investment Risk Analytics team. The Candidate will work closely with Research, Risk, ...
View Full Job Description and Apply For Job


Quantitative Equity Risk Manager
New York
A Top Tier Bank in New York is looking for a Senior Quantitative Risk Manager for its Global Equity Trading activities. The firm actively trades across all Equity Products [Volatil...
View Full Job Description and Apply For Job


Derivatives Trading Desk Quant
New York
Major Bank in NY is looking for a Quantitative Analyst with strong C++ programming skills and Fixed Income Derivatives exp. to join a Multi-Asset Quantitative Research group. This g...
View Full Job Description and Apply For Job


Business Analyst - Derivatives Software
New York
Leading solutions provider is looking for a sharp business analyst to collect, understand and transmit business requirements for derivative financial models. The candidate will work...
View Full Job Description and Apply For Job


Model Validation Lead (PhD)
New York
Global Investment Bank is looking for Market and Credit Risk Quantitative Analysts for the Validation and Review Group in New York. The role of this group is to bring the developme...
View Full Job Description and Apply For Job


Junior Risk Analyst - Hedge Fund
New York
A top multi-strategy Hedge Fund based in New York City is seeking an Junior Risk Analyst to join their Risk Management team. This is an opportunity to utilize sophisticated financi...
View Full Job Description and Apply For Job


Credit Risk Analytics Analyst
New York
Prestigious global banking organization is seeking a junior analyst to join its Risk Analytics team. This team develops and maintains risk models for managing the Bank'::s Credit...
View Full Job Description and Apply For Job


Default/PrePayment Modeler-Consumer Loans-(PhD)
New York
A major financial firm based in NY is looking for an individual with strong financial modeling skills to join a Quantitative Research new products team. The group conducts extensive...
View Full Job Description and Apply For Job


ETF-Sales/Trader
New York
An Established Sell Side Equity firm based in NY is looking for an experienced ETF Sales/Trader to help grow its institutional business. This opportunity is for an experienced equit...
View Full Job Description and Apply For Job


Equity Derivatives Trader/ Risk Manager
New York
A Top Tier Investment Bank in New York is looking for a Senior Equity Derivatives Trader/RiskManager for its Equity Trading activities. The firm actively trades across all Equity P...
View Full Job Description and Apply For Job


Derivatives Operations-Product Control
New York
A leading derivatives risk management solution provider is looking for an experienced Derivative Middle Office Support Analyst for its Derivatives Valuation service. The role is to ...
View Full Job Description and Apply For Job


Energy Trading Desk Strategist (PHD)
New York
A Derivatives trading firm is looking for an experienced PhD Quantitative Strategist to join its Commodity Trading desk. The role is to lead a team that builds models and trading to...
View Full Job Description and Apply For Job


Junior Risk Analyst - Hedge Fund
New York
A prestigious multi-strategy Hedge Fund based in New York City is seeking an Junior Analyst to join their Risk Management team. This is an opportunity to utilize sophisticated fina...
View Full Job Description and Apply For Job


FX/Rates-Exotic Options Model Review
New York
Major Investment Bank in NYC is looking for a PhD Level Quant with experience in FX & Interest Rate Derivatives for a senior position within the Derivative Model Review Group. The s...
View Full Job Description and Apply For Job


Junior Desk Quant/FX Strategist
New York
NY Investment Bank is looking for new MSc and PhDs with strong Quantitative Skills to join its Emerging Markets/Foreign Exchange Strategy team. Responsibilities include structuring ...
View Full Job Description and Apply For Job


Sr. Desk Quant/Strategist, Emerging Markets/Foreign Exchange
New York
NY Investment Bank is looking for Quantitative Analysts to join its Emerging Markets/Foreign Exchange Strategy team. Responsibilities include structuring derivative and M&A transact...
View Full Job Description and Apply For Job


Trading Desk Quant/Developer(PhD)
New York
A NY based Investment Bank is looking for a PhD to support the Emerging Markets trading business in Latin America. The New York based position will provide day to day support of tra...
View Full Job Description and Apply For Job


Energy Trading Desk Strategist
New York
Major NY Investment Bank is looking for a Trading Desk Strategist for its Commodities Group. The candidate will be responsible for conducting and communicating fundamental analysis ...
View Full Job Description and Apply For Job


Front Office Application Developer-Hedge Fund
New York
A major provider of Accounting and Administration Services for the Hedge Fund Industry is looking for a Front Office Applications/Technology developer. The Candidate will work as p...
View Full Job Description and Apply For Job


Commodity Valuation Associate
New York
Top tier NY based Investment Bank is looking for an accounting associate to join its Commodity Valuation team in NY. Responsibilities include reviewing the daily marks of the commod...
View Full Job Description and Apply For Job


SR.Quantitative Analyst- ABS-CP Analyst
New York
A leading provider of credit risk valuation and credit risk research is looking for an experienced Quantitative Analyst to be the lead analyst on evaluating Asset Backed Commercial ...
View Full Job Description and Apply For Job


Financial Transmission Rights (FTR) Analyst- Trader
New Jersey
A major trader of electric power products is looking for a Financial Transmission Rights (FTR) Analyst/Trader to support the existing Energy Derivatives Trading team. Responsibiliti...
View Full Job Description and Apply For Job


Technology and Quantitative Analyst (SQL, Visual Studio)-Hedge Fund
Los Angeles, CA
A West Coast Hedge Fund is looking for a Database SQL Developer/Analyst to maintain and enhance Risk & Portfolio Management systems for a global credit portfolio. Duties include: in...
Job Keywords: CLO, SSRS, SQL, Sentry PM, Database Developer, Risk Analyst
View Full Job Description and Apply For Job


Senior Programmer - (C#/C++) Fixed Income Hedge Fund
Los Angeles
A West Coast Hedge Fund is looking for a C# or C++ Programmer to enhance and maintain Trading, Collateral, Risk & Portfolio Management systems for a global credit portfolio. Duties ...
Job Keywords: C#, Infragistics, jQuery, JavaScript,LINQ, WPF, WCF, SQL, .NET, Programmer
View Full Job Description and Apply For Job


SQL SERVER/SSRS Database Analyst - Hedge Fund
Los Angeles
A West Coast Hedge Fund is looking for a Database Analyst to maintain and enhance Risk & Portfolio Management reporting systems. The role is part of the firms Risk Management front ...
Job Keywords: SSRS, SQL, Visual Basic, Database Developer, Risk Analyst, Database Analyst
View Full Job Description and Apply For Job


Hedge Fund - Risk Management
Connecticut / CT
A hedge fund is looking to bring on an experienced market risk analyst. The role'::s basic responsibilities will be: 1. to provide accurate valuation of the firm'::s extensive...
View Full Job Description and Apply For Job


Options Market Maker-Trading Systems Quant
Connecticut
A Major Financial Services firm located near NYC is looking for a Quantitative Trader/Modeler for its Listed Equity/Index Options Trading Desk. Responsibilities will involve develop...
View Full Job Description and Apply For Job


Variable Annuity/Senior Valuation Manager - Actuary (FSA/ASA) - Insurance Company
Chicago, IL
A Major Insurance Company is looking for a Senior Manager to help oversee the calculation and presentation of Variable Annuity Valuation information. The role will work with teams o...
Job Keywords: Variable Annuity, FSA, Actuary, ALM, Modeling, Methodology, Insurance, Solvency II, CCAR, Economic Capital, Liability Models
View Full Job Description and Apply For Job


Hedge Accounting-Pre-Sales Consultant
Chicago, IL
A Derivative Risk Software firm is looking for an ASC 815 (FAS 133) Derivatives Accounting Expert from a Big 4 firm to be based in Chicago to support sales teams. The firm provides ...
View Full Job Description and Apply For Job


Energy Trading Desk - Options Quant
Chicago, IL
A proprietary trading firm in Chicago is looking for an experienced Quantitative Research Associate to join its Energy Options Trading desk. The role is to build models and trading ...
View Full Job Description and Apply For Job


Senior Java Trading-Multi-tier Applications Developer
Boston, MA
Investment Management Technology firm in Boston seeks a senior Java hands-on developer/design architect to join the Financial Markets applications team and be a part of the develop...
Job Keywords: Java, C#, algorithms, commercial software, developer, SQL, Oracle, multi-tier
View Full Job Description and Apply For Job


Trading Room Analytics - Java Developer
Boston, MA
A Boston based Investment Manager is looking for a strong Java programmer to join its Fixed Income portfolio management and analytics development team. Responsibilities include soft...
Job Keywords: java, java developer, fixed income technology, Oracle, Sybase, Gemfire, EHCache
View Full Job Description and Apply For Job


Quantitative Risk Analyst(PhD)
Boston, MA
Boston based Hedge Fund is looking for a Senior Quantitative Analyst. The firms strategies are: Capital Structure Arbitrage, Risk Arbitrage, Share Class Arbitrage, FX...
View Full Job Description and Apply For Job


Trading Room VBA Developer
Boston
Global Investment Firm in Boston is looking to hire a junior desk developer to work on trading room applications. The firm trades actively in US Domestic Money Market Instruments, U...
View Full Job Description and Apply For Job


Murex Integration/Java Developers
Boston
A Boston based Investment Manager is looking for strong Java programmers to join its Fixed Income Derivatives trading analytics team. Responsibilities include software development a...
View Full Job Description and Apply For Job



EXIT BACK TO MAIN CATEGORIES PREVIOUS YOU HAVE NO JOBS IN CART.
***