Selby Jennings QRF

A leading Financial Services company, part of an internationally known brand is actively growing and looking to hire an experienced Treasury Quantitative Analyst to join their team within the Treasury Department. This is a highly technical, full time role that encompasses risk, analytics and valuation overseeing the company's expansive balance sheet. This function includes development and support of risk, valuation, and product pricing models. This is a very stable, steadily growing, and promising organization to be a part of that values its employees by offering competitive salaries and benefits. Located in the Dallas/Fort Worth area, if you are interested in this position - please apply in. What You Will Be doing: Performing independent pricing verifications, model validation and valuation of complex financial products including derivatives, structured debt and consumer lending products Working on the development, calibration and deployment of valuation and risk measurement tools and methods Working with asset valuations models/methodologies, discounted cash flows-based models and stochastic option valuation models Building models and automating processes using various programming languages including (Python, SQ, MATLAB, VBA, C++/C#) What the Ideal Candidate Will Bring to the Table: A master's degree in financial engineering, Quantitative Finance, Mathematics, Computer Science, or a related discipline Practical experience in Valuation of complex financial products including derivatives, structured debt, and consumer lending products. Knowledge of interest rate modeling methodologies (either hands on experience, or applicable understanding is required) Experience employing valuation techniques associated with complex and exotic OTC derivative products, fixed income securities, CDS, securitized debt and consumer loan products. Practical programming experience using SQL, Python, MATLAB VBA, C++/C#

You will be involved in all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, back testing, and performance monitoring. The business unit is well regarded internally and they're looking for a candidate with upward mobility who could grow with the business. Responsibilities: Development of alpha strategies, and signal generation. Improvement of existing strategies, portfolio optimization and evaluating new datasets for alpha potential. Contributing to the continuous improvement of the investment process. Enhance alpha generating capabilities by leveraging on developments in technology and data such as machine learning and alternative data sources. Requirements: Masters or Ph.D. in a quantitative discipline. Demonstrated ability to program, preferably in Python and C++ Up to 5 years experience building quant tools for global macro products. Ability to conduct independent research utilizing large data sets. Prior experience researching and developing quantitative models

A leading consumer bank is looking to add headcount to their first line credit risk team covering secured auto and secured card portfolios. The bank has significant market share within auto finance and is a top 10 issuer for credit cards nationally. In this role, you will work with a collaborative team accountable for developing and implementing credit risk strategies for originations and account management. The bank is currently leading a pretty significant hiring initiative for individuals with proven track records of portfolio growth as they look to stabilize headcount heading into 2021. This role will report directly to the Director of Secured Credit Risk Management with a dotted line to the Head of Consumer Credit Risk. Responsibilities: Use expertise to develop and propose credit risk strategies for consumer credit portfolios to optimize growth and profitability within risk appetite. Track and monitor credit strategy performance and external factors impacting the credit risk exposure Apply programming and analytical techniques to analyze credit data Provide NCL inputs to the pricing team each month to assist with forecasting Work closely with data science and marketing groups on segmentation and targeting efforts to increase new acquisitions Optimize direct mail and digital channels marketing campaigns Provide the necessary analytics to optimize the credit line increase and decrease programs, balance transfer, retention, re-issue, spend campaign strategies, etc. Conduct detailed analysis using financial modeling and statistical techniques to predict and evaluate credit risk across the banks unsecured portfolio Qualifications: 4+ years of experience within credit risk, credit strategy, credit risk analytics, or data analytics B.S. required, M.S. or MBA is preferred Proficiency with SAS, SQL and Tableau Ability to visualize data and interpret analytics into strategy Familiarity with the structure and reporting lines of a consumer bank Experience with either credit cards or auto loans

A leading international investment bank is looking to add a member to their Liquidity Risk Management team, sitting in New York! This hire will be a part of a team responsible for reporting on liquidity and funding risks for the US entity of the bank and will also be ensuring compliance with Enhanced Prudential Standards and liquidity requirements for Foreign Bank Organizations. The person in this role will be a core member of the Liquidity Risk Management team, responsible for conducting liquidity risk analysis and updating policies, procedures and various tools used to continually monitor liquidity risk. This role will require the candidate to be comfortable interfacing with senior leaders and stakeholders across the business. What You Will Be Doing: Compiling a suite of daily and monthly liquidity risk related reports for US Bank Operations Monitoring liquidity risk and ensuring adherence to the liquidity reporting framework by measuring daily activity versus established liquidity risk limits Scope includes Liquidity Stress Testing and Monitoring of Funding Concentrations and Early Warning Indicators Consolidating the liquidity risk reporting of each subsidiary and branch into cohesive MI packages for senior management Collaborating with groups across the business including Audit, Data Management, Finance, Treasury and I.T to ensure end-to-end completeness with all processes related to Liquidity Risk Reporting Assisting with other team initiatives including automation and enhancement of current reporting suites, and refreshing of Liquidity Stress Testing assumptions Responding to ad hoc liquidity requests posed by senior management in the US and Head Office Updating liquidity risk policies and procedures as needed What We Need from You: 2 years of full time, non internship experience withing in a Treasury department or Liquidity Risk function at a large diversified financial institution Ability to work with large sets of data and spreadsheets Strong communication skills, both written and oral Must be familiar with BIS and US Liquidity Risk concepts including Regulation YY and Liquidity Coverage Ratio and Net Stable Funding Ration Must be familiar with financial statement analysis of banks A bachelors degree in finance or accounting or something closely related

A top international investment bank is looking to hire within their Regulatory Reporting group. This is an AVP level position, on a team responsible for financial and periodic reporting submissions. In this position, you will be interacting with Financial Controllers, Treasury, Risk, Operations and Technology while also acting as a key contact for the Federal Reserve Bank. You will be responsible for preparing FR Y-14 and FR Y-15 submissions, in response to FRB requirements. This team offers a flexible work environment, with a leading investment bank in the industry. In This Role You Will: Assist in the preparation and review of Fixed Form Filings to the Federal Reserve Bank (FR Y-14A, FR Y-14Q, and FR Y14-M) Assist in FRB form updates and fine tuning the BAU process to facilitate report aggregation, reconciliation, and analysis Coordinating data aggregation across various infrastructure areas within the bank Assisting in ongoing CCAR data quality process and monitoring framework What We Need From you: Must have experience preparing FR Y-14A, FR Y-14Q, and FR Y-14M Must have experience preparing, reviewing, and submitting FR Y-15 or FR Y-9C Five years of full time (non internship) working experience Understanding of Basel III Standardized Approach and Supplementary Leverage Ratios Hands on Reporting experience is required (not looking for modeling or project management experience) Strong communication skills Experience in financial and regulatory systems architecture CPA preferred Knowledge of AXIOM is encouraged

An American Asset Manager is looking to hire a Quantitative Analyst with pricing experience in rates, credit and FX to join its Risk and Quantitative Research function. This global asset management firm is well established leader in the industry, that invests through Equity Long/Short and Global Macro strategies. This specific team plays a key role in the investment process, offering efficient risk management and ensuring that all risks taken are efficient and deliberate. A successful candidate will be a smart and creative problem solver with a mathematical background, an understanding of fixed income derivative products and knowledge of the valuation process for those products. What You Will Be Doing: Identifying the best methodologies for pricing multi-asset fixed income derivatives Driving the improvements in pricing analytics and models covering rates curves, volatility surfaces, credit curves, and inflation curves Driving improvements in stress testing, VaR and various limit frameworks around concentration and liquidity Evaluating external vendor model models for new products, adapt and improve them, and oversee deployment Investigating portfolios and strategies to understand drivers of performance Developing reports that summarize risk profiles and facilitating efficient risk management Ideal Candidates Will Have: At least three years of full time working experience on the sell-side (banks, broker dealers etc.) working with a trading desk A strong background in statistics, math and econometrics The ability to manipulate and synthesize large data sets A very high level of proficiency in SQL and quantitative programming (Python, Matlab, R) Knowledge of fixed income asset classes, experience covering rates, credit and fx Pricing and valuation experience

Responsibilities Analyzing and improving the performance of the models within their algo wheel Designing models for limit order placement Building a response function for short-term alphas and integrating them in to limit order model Work with quant development and technology to ensure models are accurately implemented Explore related academic research for the benefit of the group Work closely with the product team Requirements Ph.D. in a quantitative discipline. Extensive knowledge of US equity market microstructure and various order types available Deep knowledge of equities eTrading algorithms Practical knowledge of statistical methodologies Proficient programming skills with either Python or Q Comfortable handling and analyzing large amounts of tick data Excellent communication skills and a confident people manager