I currently have a requirement for an individual who has built a track record of success in advanced risk modeling methodologies across credit or market risk frameworks and keen to translate their expertise into a niche quant group responsible for innovating new approaches towards the credit risk portfolio within the business.

The role will require someone fully aware of the multiple methods of LGD, PD, and exposure modeling methodologies and an acute grasp of how such techniques can be applied across new product environments. Suitable candidates should also demonstrate an awareness of both cash and derivative based modeling approaches.

The team consist of PhD and MSc level mathematicians and thus the expectations on the value of both deriving models and validating existing ones will be assessed both mathematically (including financial mathematics) and computationally (C++, VBA etc).

An excellent opportunity to build a niche position with a key player in the market.

To apply: CVs to quants@atlas-fm.com

Head Hunter within the Quantitative & Risk Analytics space:

 
Roles Covered:

• Quantitative Analytics (Research, Development, Strategy – cross asset class)
• Structuring/Trading (Algorithmic Trading, Quantitative Trading, Structuring/Trading support)
• Risk Analytics (Market, Credit)
• Technology (Trading & Risk Management Systems Development)

Sectors Covered:

• Investment Banks (Trading/Structuring/Algo desks, R&D Groups, Quant/Risk Groups)
• Hedge Funds (Trading, R&D Groups, Quant/Risk Groups)
• Asset Managers (Portfolio Management/Strategy, R&D Groups, Quant/Risk Groups)
• Research Providers (Analytics & Technology, R&D Groups, Quant/Risk Groups)
• Software Vendors ((Analytics & Technology, R&D Groups, Quant/Risk Groups)