Posted: May 31, 2013

Name of Position: Associate Vice President - Analyst Senior Researcher

Field: Regional Organization

Location: New York, New York

Salary: -

Contact Information: Please apply at https://www.moodys.jobs/TGWebHost/jobdetails.aspx?SID=%5eXI1LeU1qpKxQNEHEHCynsRjSwGB46RxKgSqrbCKSI5tkuXbJYrwsGHFtmHY_slp_rhc_xtek&jobId=149254&type=search&JobReqLang=1&recordstart=1&JobSiteId=5119&JobSiteInfo=149254_5119&GQId=153

Description of Position:

We have an opportunity for an Assistant Vice President-Analyst in Moody’s Sovereign Risk Group (SRG) to provide analytical, statistical, research and logistical assistance to the Sovereign Chief Economist. The analyst will be joining a global team of rating analysts responsible for the credit analysis of sovereign governments and multinational development banks. This is a challenging, high profile position involving in-depth knowledge of sovereign governments and multinational development banks and the provision of thought-leading analysis, research and market commentary.

Key Responsibilities:
· Provide intellectual and analytical support to the Sovereign Chief Economist
· Support Sovereign Chief Economist in furthering the research program for the SRG
· Undertake fundamental economic research and sophisticated quantitative analysis related to Sovereign entities and the financial system
· Assist in the initiation of in-depth research and rating methodological developments
· Prepare and publish sovereign risk research
· Assist SRG rating analysts in preparing and publishing research and making industry and academic presentations
· Assist the Sovereign Chief Economist in creating and maintaining strong connections and synergies among different Moody’s departments, groups and entities, such as the Macroeconomic Board, Credit Policy, Banking Teams and Moody’s Analytics
· Assist Sovereign Chief Economist with ad hoc projects
· Assist the Sovereign Chief Economist in coordinating research and other activities with the Sovereign Research Director
· Make presentations internally and externally on Sovereign Risk matters
· Participate along with other members of the SRG in meetings with issuers, investors, government officials and other market participants
Adhere to all applicable regulatory, code of conduct and best practice requirements and standards

Qualifications:

· Advanced university degree (Ph.D., preferred) in Economics or a related field
· Minimum of 5 years of relevant experience (may include professional experience acquired prior to, during and after graduate degree)
· Some exposure to Sovereign credit analysis or related area, such as fiscal sustainability or the financial sector
· Exposure to international multi-country work a strong plus
· Strong command of applied economic theory and econometrics
· Excellent demonstrated verbal and written communications skills in English; skills in other languages a strong plus
· Highly organized and efficient, with ability to multitask, prioritize competing claims, exercise initiative, show creative thinking and meet tight deadlines
· Ability to interact and develop relationships with senior analysts and company executive
· Willingness to travel
· Ability to work both independently with limited supervision and as part of a diverse team, along with the capacity and desire to assume greater responsibility and autonomy

Fluency in English (both spoken and written) is essential. Competency in at least one other European language preferred.

Posted: May 31, 2013

Name of Position: Investment Research Analyst

Field: Investing/Finance

Location: Boston

Salary: competitive

Contact Information: resumes_research@acadian-asset.com

Description of Position:

Acadian Asset Management LLC is a Boston-headquartered investment management firm with wholly owned affiliates located in Singapore and London. As of March 31, 2013, the firm managed approximately US$57 billion on behalf of major pension funds, endowments, foundations, governments and other investors based in the U.S. and abroad.

Position Overview:
We are looking for an Investment Research Analyst to join our Managed Volatility (low risk equity) investment team. This person will work closely with other research analysts and portfolio managers to conduct heavily quantitative research that will strengthen our investment process and our management of client portfolios, and that will facilitate responses to research questions from clients and others.

Responsibilities:
The Investment Research Analyst will be responsible for the following duties:
• Generating ideas to strengthen our quantitative investment process and our management of client portfolios
• Conducting quantitative research, with a focus on writing well crafted software for statistical analysis and scientific computing, to measure and implement research ideas
• Applying computer science knowledge to cross-domain software development problems including object-oriented design and software best-practices
• Measuring research and performance outcomes with appropriate statistical tools
• Explaining research results to the research team, portfolio managers, and other senior managers in verbal, graphical, and written form

Qualifications:
Candidates should have:
• A master’s degree, or a bachelor’s degree plus four years’ relevant experience, in a quantitative field such as computer science, mathematics, physics, statistics, or economics and a record of demonstrating outstanding quantitative reasoning skills
• World-class computer programming skills and a desire to work with an object-oriented programming language such as Python (preferred), C++, or Java; additional skills with languages such as MATLAB, R, or Stata are helpful but not required
• Knowledge of a broad set of development tools: databases (SQL), scientific computing libraries, version control, and unit testing frameworks
• Interest in financial markets and investments (essential), academic background in empirical finance and statistics (helpful but not required)
• Willingness and ability to work in a collegial, result-focused environment
• Fluency in written and spoken English

Interested candidates should send resumes to resumes_research@acadian-asset.com
We will contact only selected candidates. No phone calls please.

It is the policy of Acadian Asset Management LLC to provide equal employment opportunity to all qualified persons without regard to race, creed, color, sex, age, national origin, marital status, veteran status, citizenship status, disability, or sexual orientation.
 

Posted: December 10, 2012

Name of Position: Quantitative Developer / Financial Engineer

Field: Financial Software

Location: San Francisco or New York

Salary: DOE

Contact Information: http://ch.tbe.taleo.net/CH02/ats/careers/requisition.jsp?org=CALYPSO&cws=1&rid=328

Description of Position:

Job Description Overview

We are looking for an enthusiastic quantitative developer to work in the company's Financial Engineering (FE) team in our San Francisco (preferred) or New York office.

FE is a cross asset team that operates globally, combines quant, business and technology skills and is responsible for the development of the pricing models and other analytics implemented in Calypso.

The team has day-to-day contact with the trading desks and other end users of Calypso clients. Previous financial knowledge and experience is therefore necessary.

The responsibilities of the person we are seeking to add to the team will include:

• Designing, developing and implementing new features and modules in the Company's analytics libraries.
• Improving the current code, including refactoring and migrating various analytics into a separate component.
• Working with other development groups to integrate analytics
• Providing quantitative support to Calypso clients.
• Performing unit testing on new features.

Skills & Requirements

• M.Sc. in a quantitative discipline from a top university or equivalent experience.
• Previous financial knowledge preferably across asset classes.
• Proven experience delivering production quality code for trading and risk management systems.
• Experience in most of the following:
o Java
o Relational databases
o Object Oriented programming and design
o Algorithm design
o Excel interfaces
 

Company Profile

Founded in 1997, Calypso Technology is a leading global application software provider for the capital markets industry, delivering an integrated suite of trading, risk and processing applications within many of the premier financial institutions including banks, asset managers, hedge funds, and other companies participating in the world’s financial markets.

Its innovative platform is the industry’s first integrated application suite with the ability to support the trading, risk management, and processing of various financial products such as Interest Rate, Credit, Foreign Exchange, Commodity and Equity and their derivatives.

With strategically based offices in global financial centers in San Francisco (headquarters), New York, London, Paris, Frankfurt, Copenhagen, Moscow, Johannesburg, Sydney, Tokyo, Singapore, Hong Kong, Beijing, Mumbai and Chennai, our 500+ employees include some of the best talent from the capital markets and technology industries. Our global presence offers international exposure, experience and travel for many of our employment positions.

Calypso Technology's clients are industry innovators and leaders — from 8 of the world’s top 10 banks to regional and local banks, and the world’s largest asset managers, leading hedge funds, and insurance companies. With over 110+ customers and 18,000+ users around the world, we are extremely proud of the relationships we have developed. A partial list of our clients can be found here: www.calypso.com/customers/

With a world-class team of professionals who share a passion to succeed, Calypso places a high value on providing equal employment opportunities and maintaining a diverse workforce.

We invite you to explore the Calypso website and discover how our organization can help you to navigate your journey in finding a rewarding career and achieving your own personal and professional goals.

Posted: December 10, 2012

Name of Position: Principal Financial Engineer

Field: Financial Software

Location: London, UK

Salary: DOE

Contact Information: http://ch.tbe.taleo.net/CH02/ats/careers/requisition.jsp?org=CALYPSO&cws=1&rid=331

Description of Position:

Job Description Overview

We are looking for an experienced quant in our London office to be a senior member of our financial engineering team in developing pricing and risk analytics for the FX and commodity derivatives markets. The person must be able to simultaneously work with traders and other end users on specific issues while also moving the strategic agenda forward, including a significant project to refactor and componentize our analytics library. Senior management is committed to establishing Calypso as a leader in analytics and as one of the senior quants, this person will be expected to play a significant role in achieving that objective.

Skills & Requirements:

• 5+ years of experience in quantitative research, preferably within global dealer bank(s).
• 2+ years of experience directly supporting an FX derivatives trading desk, commodities is a plus.
• Experience with stochastic volatility models.
• Experience with 2nd-generation exotics, e.g., range accruals, faders, TARFs, etc., are a plus.
• Strong mathematical background with a PhD or equivalent in Math/Physics/Engineering from a top institution.
• Solid understanding of stochastic calculus.
• Proactively work with demanding clients and internal software development groups.
• Hands-on, object-oriented programming skills in C++ or Java.
• Ability to collaborate with other quants in sharing modeling ideas and knowledge of industry best practices.

Company Profile

Founded in 1997, Calypso Technology is a leading global application software provider for the capital markets industry, delivering an integrated suite of trading, risk and processing applications within many of the premier financial institutions including banks, asset managers, hedge funds, and other companies participating in the world’s financial markets.

Its innovative platform is the industry’s first integrated application suite with the ability to support the trading, risk management, and processing of various financial products such as Interest Rate, Credit, Foreign Exchange, Commodity and Equity and their derivatives.

With strategically based offices in global financial centers in San Francisco (headquarters), New York, London, Paris, Frankfurt, Copenhagen, Moscow, Johannesburg, Sydney, Tokyo, Singapore, Hong Kong, Beijing, Mumbai and Chennai, our 500+ employees include some of the best talent from the capital markets and technology industries. Our global presence offers international exposure, experience and travel for many of our employment positions.

With over 100 customers, Calypso’s client list includes: Citigroup, Toronto Dominion, HSBC, BNP Paribas, Credit Agricole, Societe Generale, Royal Bank of Scotland, National Australia Bank and the Singapore Stock Exchange

With a world-class team of professionals who share a passion to succeed, Calypso places a high value on providing equal employment opportunities and maintaining a diverse workforce.

We invite you to explore the Calypso website and discover how our organization can help you to navigate your journey in finding a rewarding career and achieving your own personal and professional goals.

Posted: August 01, 2012

Name of Position: Financial Engineer

Field: Full-Time

Location: New York, NY

Salary: 191,913

Contact Information: For more information about the position and to apply, please visit our website: http://www.sec.gov/jobs/ohr/job715231.html

Description of Position:

The Securities and Exchange Commission is seeking a Quantitative Research Analyst (Financial Engineer) in our Office of Broker Dealer within the Office of Compliance Inspections and Examinations to be located in one of the following Offices:

• Atlanta Boston
• Chicago Denver
• Fort Worth Los Angeles
• Miami New York
• Philadelphia San Francisco
• Salt Lake Washington DC (HQ)

The mission of the SEC is to protect investors, maintain fair, orderly, and efficient markets, and facilitate capital formation. We seek high-caliber professionals who share the same values of integrity, fairness, accountability, resourcefulness, teamwork and commitment to excellence. The SEC offers challenging work in a collegial environment, while enjoying quality of life and a competitive compensation package.

The Quantitative Research Analyst (Financial Engineer) will:

• Serve as an expert on data analysis, working with top management on major examinations utilizing sophisticated models, determining proper empirical methodology, organizing data collection, writing unique programs, preparing written reports, and summarizing the studies in formal and informal presentations to enhance the analysis of the information collected from registrants.
• Provide leadership and counsel in the area of data analysis exploring alternatives to current examination techniques and determining what improvements can be made to current work methods.
• Provide expert technical advice to all levels within the organization including problem solving for examinations across the country.
• Develop policies and procedures to ensure the optimization and utilization of such IT services delivered to the National Examination Program.
• Plan and conduct high-level, high-visibility examinations of some of the largest firms in the country with a heavy emphasis on understanding their IT systems including potential weaknesses in the way they retain and share electronically stored, required books and records;
• Write, edit, and review queries and exception reports in Structured Query Language (“SQL”) using large relational databases, like Oracle, Sybase, and other database vendors used to isolate high risk activities;
• Utilize analysis and reporting software vendors, like Business Objects, Crystal Reports, etc., to generate reports to management and examiners that highlight areas of risk at firms;
• Prepare concise, detailed, and easy to use reports and data summaries that breakdown complex findings from the analytical review into discernible, easy to act on steps for those selected to follow-up on the issue(s);
• Advise and provide consultation and guidance to SEC program personnel and senior officers concerning trends, findings, risks, and other items of national interest emerging from the data analysis;
• Train and support other examiners in the areas of data analysis across a variety of software platforms;
• Leverage in-depth knowledge and subject matter expertise to develop, improve, and test new queries, reports and forensic tests based on emerging trends and issues to help ensure the relevancy of the analysis conducted by the RAE Team; and
• Serve as a recognized authority and primary agency resource in the areas of data analysis and forensic review of IT systems.
 

REQUIREMENTS:

The successful candidate MUST be a US Citizen.
 

• Candidates must submit Official/Unofficial transcripts at the time of application. Failure to provide transcripts will result in your application being disqualified.
• Resume

SK 14 Level: Must possess at least one year of experience equivalent to at least the GS/SK-13 grade level conducting examinations or audits of entities registered and regulated by the SEC (e.g., compliance audits, IT systems audits, etc.), programming queries and reports in a database program such as SQL, Oracle, or other substantially similar databases; planning, acquiring, and managing data analysis projects; managing projects for business process improvement and/or IT system implementation; interpreting complex financial and securities industry data; using models and other types of data analysis and statistical software applications to manipulate and use large data sets and ensure the accuracy of information produced; conveying complex and technical information both orally and in writing and presenting technical findings in meetings and formal presentations.
 

PREFERRED EXPERIENCE:

• Combination of education and experience in information systems; specifically, in programming queries and reports in SQL, stored procedures, Oracle, or other substantially similar databases.
• Programming and database administration experience;
• Knowledge of federal securities laws relating to trading and transaction supervision for all types of registered entities;
• Designations, certifications, licenses, such as CFA, CPA, database vendor certifications, other relevant IT certifications;
• Masters or PHD in a relevant field;
• Strong interpersonal skills to interact effectively with industry representatives as well as with SEC senior officials, supervisors, co-workers, and the public.
 

EDUCATION:
 

• Candidate must possess at least an undergraduate degree in: finance, engineering, mathematics, statistics, computer science, actuarial science, Economics or related technical field.
 

For more information about the position and to apply, please visit our website:
http://www.sec.gov/jobs/ohr/job715231.html
 

Please use Vacancy Identification Number: 715231 The closing date of this position is: August 20, 2012
 

Posted: February 29, 2012

Name of Position: CIT: Quantitative Analyst - Enterprise Risk

Field: Risk Quantification

Location: Livingston

Salary: $70-100K

Contact Information: Apply directly to CIT career site: http://sj.tbe.taleo.net/SJ1/ats/careers/requisition.jsp?org=CIT&cws=1&rid=12933

Description of Position:

This Quantitative Analyst will be a key contributor to CIT's management of model risk by performing independent model reviews, analyzing model performance, and generally supporting development of model governance consistent with best practices. Responsibilities will include:

-reviewing models used to quantify credit risk and other risk measures;

-working with model developers and business units to ensure that models embed appropriate blend of theory and practicality, and are applied appropriately;

-identifying any potential shortcomings or possible improvements to existing models by analyzing actual results, monitoring industry developments and staying abreast of improvements in theory related to modeling and quantitative analysis;

-communicating recommendations and results of analysis to senior management, business units, and all other key constituents to help guide the organization's overall risk management efforts;

-assisting in enhancing the organization's processes related to overall model governance and model risk management.

Skills & Experience Required:

•BA/BS in statistics, mathematics or other quantitative discipline
•Experienced user of Microsoft Office Suite (especially Excel, Word and PowerPoint)
•Strong oral and written communication skills
•Strong analytical skills and critical judgment
•Ability to work both individually and as a team member
Preferred Skills and Experience:
• Experience using SAS, Matlab, Mathematica or comparable statistics/modeling computer language
• Graduate degree in statistics, mathematics or other quantitative discipline
• Experience in risk analysis and risk management, especially credit risk
• Familiarity with banking and lending

CIT is an Equal Opportunity Employer

 

Posted: February 23, 2012

Name of Position: Executive Director

Field: Mathematical Finance

Location: School of Management, Boston University

Salary: commensurate

Contact Information: Martin Carter Associate Dean School of Management Boston University 595 Commonwealth Avenue Boston, MA 02215

Description of Position:

EXECUTIVE DIRECTOR, MATHEMATICAL FINANCE PROGRAM

The Executive Director (ED) will work with the faculty of the Mathematical Finance Program (MF) and will play a critical role in refining the MF Program, with special focus on expanding liaisons with industry, creating student internships and successful job placement. Together with MF faculty the ED will develop and implement strategies that will have a major impact on the future success of the MF program.

The Mathematical Finance Program offers M.S. and Ph.D. degrees. The ED will be directly involved in setting admissions priorities and will work with the SMG Graduate Admissions Office to develop strategies to attract highly qualified applicants to the program. As the chief spokesperson of the Program, he/she will participate in outreach sessions throughout the U.S. and abroad. As required, the ED will participate in individual applicant reviews or interviews.

A key responsibility for the ED will be to establish connections with major domestic and international financial institutions. The ED will identify target companies and individuals with whom the MF Program can engage to enrich the curriculum, mentor students, and provide internships and job opportunities. He/she will help attract corporate sponsorships to promote MF related activities in the School, including a seminar series, conferences and research activities. Creation of strong strategic linkages with industry is crucial to the positive development of the MF program and will require an in-depth knowledge of industry practices and staffing needs.

The ED will be a member of the MF Program Development Committee and will oversee execution of curricular revisions, including working with SMG program offices to properly establish changes at the University level. He/she will continually monitor other financial engineering programs to assure that the SMG program is highly competitive and up-to-date and will propose curricular changes based on this benchmarking. In addition, the ED will create a seminar series for students utilizing guest speakers from industry, regulatory agencies and academia. The first contact point for students, the ED will address student concerns and, as necessary, bring them to the MF faculty for discussion.

The ED will directly supervise 2.0 FTE: one professional staff responsible for career assistance and one support staff. He/she will be the liaison with SMG for all matters relating to the MF Program.

Requirements:

M.S. in mathematical finance/financial engineering or MBA., Ph.D. in economics, finance, business or related field preferred.  5-10 years experience in financial engineering and/or quantitative finance modeling and research. Sound understanding of rismanagement, financial modeling principles, academic matters; strong mathematical skills; broad knowledge of financial markets, institutions and regulations. Strong oral and written communication skills. Collaborative, results oriented. Able to lead and drive change.