Archive for the ‘Jobs’ Category

My client is a start-up Financial Services company, which is currently looking to hire a senior Fixed Income Quantitative Analyst.My client offers a service to Institutional Investors (II) that helps run/monitor their portfolios.

The II only gets information once a month from the fund manager on the exposure/returns etc, they also don’t interact with the Prime Brokerage, Fund Accountant, Broker etc or have a detailed picture of what is happening with their portfolio.

The successful candidate will be responsible for:
– Measuring risk and performance metrics across multi-asset portfolios in particular credit and fixed income
– Conducting model performance reviews developing alternative benchmark models, where necessary
– Developing models for regression, style, factor and principal component analysisMy client offer 3 main services
– Provide a service to interact with all of the relevant parties, rather than just the fund manager
– Provide (relative) real-time information on their client’s portfolio (risk exposure/returns etc)
– My client monitors and opine on the fees/commissions to their clients. (should they be too excessive)


5+ years’ experience ideally in multi-asset risk and/or structured products modelling and analysisMSc/PhD in Maths, Physics, Engineering or Quant Finance (tier one university preferred)Strong analytical skills and stochastic calculus, probability, Monte Carlo and PDE.Strong fixed income knowledge with particular focus on credit, macro and rates products.

The ability to build and strip hazard curves to generate probability of default. Someone who can code up the numerical methods to solve 2 and 3 factor stochastic equationsSelf-starter able to work in a ground up build and produce good quality written reports to deadline.Forge working relationships with peers, clients and risk managers

R language expertise an advantage – or another statistical programming language

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0207 377 2200 / 07748 461 142 or email your CV

Westbourne Partners have a number of similar jobs within Quantitative Analytics at a number of financial companies, please send in a resume and we can get in contact with any suitable position.

Financial Institution is looking to add a Risk Manager that will be responsible for providing subject-matter expertise, business analysis and support for existing systems and significant projects that Risk Management is undertaking to meet current risk and Basel needs. The position will work closely with Treasury and with the business to understand, define and develop approaches to meet regulatory requirements related to counterparty risk for trading products, economic capital, stress testing and to meet requirements of Dodd-Frank. This role will work closely with Credit Analytics, Credit Technology and Treasury groups on data sourcing and data mapping issues. Candidates should have at least 5+ years of experience in a capital markets environment with exposure to Credit Risk (PFE, EL Credit Capital) and/or Market Risk (Valuation, Monte Carlo, Greeks, VaR) methodologies and systems. Must have experience covering a variety of asset classes and types of trading products; solid understanding of economic and regulatory capital related counterparty risk exposures; familiarity with Basel proposals and requirements. Candidates should have a graduate degree in Mathematics, Computer Science, Finance, Statistics or Accounting but will consider BS with appropriate experience. CFA/PRM/FRM is a plus. Should be familiar with using various mathematical, statistical and risk packages ( Matlab, FinCAD, SAS KMV). Candidate must display excellent verbal and written communication skills.

Leading Financial Service firm is looking to add a Credit Risk Manager that will be responsible for the identification, measurement, approval, pricing and reporting of Counterparty Credit Risk. This person will be managing a small team of people that will help ensure that the risk platform represents an accurate and timely presentation and delivery of trade and loan limits and exposure information. This team will work closely with members from the OTC sales and trading desks and various teams from the Corporate Banking Groups that are responsible for underwriting and approving extensions of credit. This person will identify, define, and help implement credit initiatives that are necessary to ensure best practices are followed within the Limits and Exception team. Prefer candidates to have a BS/BA in Finance, Mathematics, Economics and a MS or MBA is preferred but not required. Candidates should have at least 5+ years of experience working within Credit Risk Management and at least a year of experience managing people. Must have strong knowledge of credit terms and structures for OTC trading asset classes (equity, interest rates, commodities, credit products, foreign exchange and securities trading). Candidates should have advanced knowledge of SQL and Excel. Candidate must display strong verbal and written communication

This person will be responsible for data modeling, and designing and executing the back tests and stress tests of margining methodology.Principal Responsibilities:
· Developing and enhancing VaR and stress test methodologies
· Designing additional statistical back-testing measures
· Identifying potential model issues by analyzing the results of the back tests and stress tests
· Participate in the development of risk management methodologies by enhancing existing analytical models and focusing on improving the econometric aspects of the research efforts


5+ years of experience in financial data modeling / analysis
Experience in working with VaR

Knowledge and Skills Required:
· Expertise in applied statistics and econometrics
· Strong knowledge of issues of financial risk management
· Strong knowledge of risk models such VaR and other risk measures
· Hands-on experience with R or SAS. Experience with SQL programming is a plus.
· Excellent communication and presentation skills.

Manhattan based financial firm is looking to add a Risk Analyst with experience within client valuations. Individual responsibilities for this person will include creating customized portfolio risk reports and risk measures for financial derivatives in Front Arena trading system and APT factor modeling system.• Daily Valuation of client portfolios by maintaining market data, valuation models and risk measures.• Explain, review and validate custom risk measures to clients ( trader Greeks, performance attribution measures, factor analysis) • Participate in strategic projects including development of risk reporting framework, factor modeling integration and development of risk measures.

The ideal candidate will have a background within a client valuation group or related group and between 3-8 years of financial experience with at least a few years focusing in a valuation/risk related role. Prefer candidates to have experience with experience with various products with one or more of the following products: FX, Rates, Credit, Exotics, plain Vanilla, Convertible or Corporate Bonds. Working knowledge of options, futures, and convertibles is a plus.

There is an immediate need to fill this role. For more information or immediate consideration, please refer to Job#QFC1103 and submit resume in Word format to:

Major financial firm specializing in fixed income strategies is seeking a quantitative developer. Responsibilities include implementation and maintenance of the company’s prepayment and residential credit models as well as their integration with the valuation and risk management systems.

Requirements include an Advanced Degree in a quantitative discipline along with 2-10 years of financial experience ideally focusing in MBS. Must have advanced level C++ development skills and extensive experience with distributed computing and large data sets. Prefer candidates to have proficiency in Python, C#, ability to develop GUI a plus. Ability to master mathematical finance concepts in a short time and implement them in computer code.

For more information or immediate consideration, please refer to Job#QFC5016 and submit resume in Word format to:

Global Financial firm is looking to add an experienced Risk Manager focused on Equities that will be responsible for monitoring each existing business activity and analyzing each new initiative’s risk exposure. Additionally this person will be responsible for assessing risks (market, credit, liquidity, operational, systemic) for current and proposed products and services offered by business line; work closely with other control group counterparts on all new products or changes to existing risk management structure and modeling; identify metrics and create reporting to measure the risks within the Business Unit on an ongoing basis and relay these reports with all control functions. Prefer candidates to have an MBA and at least 8 years of experience in some risk management or financial analysis capacity. Must have strong knowledge of Equities and some Fixed Income products. Candidates should have a good understanding of operational risk, audit, compliance process, guidelines and tools. Must have the ability to lead others and demonstrate success in communicating tactical and strategic information to regulators and senior management. For more information or immediate consideration, please refer to Job#QFC1106 and submit resume in Word format to:

The person will oversee and resolve issues relating to market risk exposures. This includes managing workflows and delegating tasks in an efficient manner, as well as providing guidance for the coordination and supervision of the unit’s daily activities.

Principal Responsibilities: Liaise with senior management of Product Groups as well as Relationship Management in order to establish the overall direction of the unit to support these two groups. Contribute to the overall direction of margining methodologies employed to cover the risks of each product group. Provide oversight regarding the identification and implementation of new margining methodologies and enhancements of existing methodologies by securing cross-functional commitment as well as member-firm commitment.
Resolve problems with member firms regarding margining methodologies.
Review and analyze information provided by the Financial Analytics Unit to establish appropriate margins and/or thresholds for participants/members.
Transform a deep understanding of business lines into ERM and/or Product Management initiatives to improve efficiency and efficacy, as well as to serve as a subject matter expert. Coordinate with Quantitative Risk Management, Relationship Management and Product Management to ensure that any client impact resulting from changes to the existing risk management framework is carefully assessed, managed and communicated to members.


8+ years of directly related experience.
Considerable risk management experience, specifically exposure to various trading products, experience in market risk and product management preferably with an emphasis in the brokerage industry.
Experience with front office, product control/finance, middle office and/or back office activities within Banking and Capital Markets.
Managerial experience is a plus.
Knowledge and Skills Required:

Superior knowledge of valuation and/or transaction processing of fixed income, commodity, equity and foreign exchange cash and derivative products.
Experience with Bloomberg and Reuters a plus.
Superior knowledge of risk measurement methods and disciplines including value at risk, economic capital, stress testing and model validations.
Familiarity with Basel II requirements or Federal Reserve and The Office of the Comptroller of the Currency (OCC) examination standards a plus.
Familiarity with credit risk management, risk rating systems, and/or regulatory capital desire
Please refer to Job#QFC1096 and submit resume in Word format to:

Global Financial firm based in New York City is looking for an experiened individual to join their Risk Modeling team.This person will be part of the group that provides extensive research that analyzes and calculates the financial risks of multiple asset classes. Individual responsibilities of this role will include conducting research and building econometric models for forecasting economic indicators for use in financial models. The ideal candidate will have a PhD in a quantitative discipline along with 3-5 years of financial experience. Candidates must have strong financial econometrics skills, experience working with Mathematical Modeling and Valuation, strong modeling skills and Monte Carlo Methods, experience with VaR and how it pertains to Risk Management. The role requires hands on time series modeling and programming skills (SQL, R, Matlab). Candidates must have strong quantitative and communication skills.

For more information or immediate consisderation, please refer to Job#QFC1111 and submit resume in Word format to:

Global Financial Firm is looking to add a Quant Analyst to their Risk Solutions Group. The group provides risk management analytics and solutions to our corporate clients, many of whom are among the largest and most sophisticated in the world. The role entails using and building models to execute client projects which address issues such as debt issuance strategy, fixed/float mix optimization, asset/liability management, derivative strategy pricing and testing, and hedge optimization. The work is done in support of Interest Rate and FX Derivative Sales and Debt Capital Markets Origination – all for the purpose of winning transactions. For this reason the work environment is high pressure.

Requiresments include an Advanced degree in a quantitative discipline or equivalent with 2-5 years of financial experience; Excellent communication skills and strong attention to detail; Fluency in Fixed Income, IRD and Options Mathematics; Strong Knowledge of Corporate Finance. Strong programming skills in VBA and Matlab.

Immediate need to fill this role. For confidential consideration please refer to Job#QFC1913 and submit resume in Word format to: