field_job_employment_type

field_job_occupational_field_parents_all

job_organization_name

Corporate Action Analyst- New York, NY- Collab w/ counterparties to settle corp. action proceeds from fails &amp; stock loan borrow contracts, mng &amp; comm risk arnd events &amp; liaise w/ our Algo, Compliance, &amp; Ops teams to opt processes. Admin, test, &amp; implmnt corp. action databases, applying knwldg of database mngmnt sys &amp; data analysis. Implmnt enhncmnts to posttrad pltfrms &amp; databases utilizing Linux op system. Utilize distrbtd, scalable analytical tools &amp; distrbtn sys to supp posttrade reporting &amp; integration of trading data. Apply stat &amp; fin engg technqs to analyze posttrade data &amp; utilize SQL &amp; rel databases to identify issues &amp; perf root cause analysis on prob corp. action processing to increase atmtn. Utilize risk mngmnt sys &amp; fin models to analyze corp. action events from external data sources while verifying the tech &amp; math accuracy of data. Identify &amp; rvw stock &amp; cash reconcltn discreps, &amp; ensure issues properly resolved. Req's: Master's (U.S. or foreign equiv) in Asset Mngmnt, Fin Math, Finance, Stats, or closely rel field, plus 6 mos of exp in the pos offered, Quant Fin Analyst, Trader, US Equity &amp; ETF, or rel exp. All req'd exp must have incldd: analyzing transaction data, settlement risk, clearing, trade reconciliations, securities borrowing &amp; complex lending. developing automation scripts using Python &amp; SQL to monitor trading strategies, daily trade positions &amp; P&amp;L. Exp w/ DTC &amp; OCC portals. debugging queries &amp; scripts to auto operational tasks. Exp w/ Corp. Action &amp; dividend processing. Employer will accept any amt of prof exp with the req'd skills. Salary Range: $140k-185K. To apply: email resume to <a href="mailto:HRTresumes@hudson-trading.com" target="_blank">HRTresumes@hudson-trading.com</a> &amp; ref code in subj line: AL402328.

Corporate Action Analyst

Quantitative Analyst, Fixed Income- New York, NY- Applying technqs from stochastic calc to implmnt models for pricing interest rate volatility, &amp; all fixed income derivs. Prototyping &amp; conducting rsrch into var strat compnts, writing code to prod rsrch &amp; strat cmpnts &amp; utilizing C++ &amp; Python. Dvlping &amp; testing quant models &amp; predictive models to supp robust trading strats &amp; refine existing sw &amp; analytical tools. Modeling var instrmnts &amp; mkt conventions in the fixed income pricing lib. Feeding data from var sources into the models to gen alpha signals. Performing Alpha rsrch to dev new &amp; improve existing strats. Req's: Master's (U.S. or foreign equivalent) in Fin Engg, Stats, Math, Fin Math or a rel field, plus 1 yr of exp in the pos offered or as a Quant Analyst, Algo Developer or rel exp. All req'd exp must have included: Exp w/ fixed income derivatives &amp; relevant modeling technqs using stochastic calc. Exp dvlping quant pricing models using data &amp; stat analysis &amp; ML. Exp working w/ fixed income fin products, inclding interest rate swaps, overnight index swaps, &amp; futures. Exp programming in C++ &amp; Python to support fixed income strats. Employer will accept any amt of prof exp w/ the req'd skills. Salary: $200k-275k. To apply: email resume to <a href="mailto:HRTresumes@hudson-trading.com" target="_blank">HRTresumes@hudson-trading.com</a> &amp; ref code in subject line: AG233870.

Quantitative Analyst, Fixed Income

Legal: Senior Associate (Americas Debt Finance) sought by White &amp; Case LLP in New York, NY to draft, review, &amp; negotiate commitment letters &amp; term sheets as well as primary loan &amp; security documentation &amp; ancillary deliverables. Must be admitted to the New York State Bar. Telecommuting may be permitted up to 1 day per week. When not telecommuting, must report to White &amp; Case LLP at 1221 Avenue of the Americas, New York, NY 10020. Salary: $420k-$450k/year. Submit resume online at: <a href="https://www.whitecase.com" target="_blank">https://www.whitecase.com</a> or via email to <a href="mailto:lateralrecruiting@whitecase.com" target="_blank">lateralrecruiting@whitecase.com</a>. Must specify Ad Code EYEK.

Senior Associate (Americas Debt Finance) 

Credit Analyst (New York, NY): Support the evaluation, structuring, and negotiation of private and public debt transactions across a number of industries. Monitoring holdings across the performing credit business. Work on the investing process, including due diligence, independent research, position sizing and timing, trade execution, and portfolio management across all performing credit strategies of the firm. Work with fixed income markets, credit risk assessment, and capital structure analysis; financial modeling, including DCF, LBO, sensitivity analysis, and recovery modeling; Bloomberg; S&amp;P Capital IQ; Excel; credit documentation, covenant structures, and legal terms; financial projection modeling; and, capital structure and relative value analysis. Reqs. Bachelor's degr + 2 yrs of exp. Salary Range: $160,000.00 - $160,000.00 per year. Email resume to <a href="mailto:recruiting@centerbridge.com" target="_blank">recruiting@centerbridge.com</a> or mail resume to Elle Daiga, Centerbridge Partners, L.P., 375 Park Avenue, 11th Floor, New York, NY 10152. Must Ref# DR-CBP-001. No phone calls.&nbsp; &nbsp;

Credit Analyst

Senior Quantitative Researcher (New York, NY): Perform quantitative financial research and analysis on a highly collaborative systematic equities team, contributing to all aspects of the investment process from data assimilation and signal generation to portfolio construction and execution. Develop differentiated stock return forecasting models leveraging a diversity of traditional and non-traditional data sources. Apply deep understanding of advanced statistical research methods, including linear, non-linear, and machine learning-based techniques. Develop in-depth knowledge of equity market dynamics along with a strong grasp of company/industry fundamentals. Utilize statistical modeling, linear algebra, probability theory, and machine-learning techniques. Perform software engineering utilizing Python, SQL, and Rust and their library eco-systems. Perform code re-use, maintainability, testing, and verification. Work with equity markets and financial mathematics. Work with market microstructure, including low-level details of market data feed specifics, overall market structure, risk models for factor and idiosyncratic risk, and understanding of non-market-data (alternative) datasets. Work with quantitative finance with deep exposure to alpha research, portfolio construction, optimization, risk modeling, and complex data analytics. Utilize cross-sectional and time-series statistical methods, including applied econometrics. Reqs. Master's degr + 1 yr of exp. Salary range: $160,000.00-$230,000.00/year. Email resume to <a href="mailto:HRRecruiting@bamfunds.com" target="_blank">HRRecruiting@bamfunds.com</a> or mail resume to Hannah Ogren, Balyasny Asset Management, L.P., 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# AL37BAMNY. No phone calls.&nbsp; &nbsp;

Senior Quantitative Researcher

Senior Credit Officer (SG Americas Operational Services, LLC, New York, NY)
Perform credit assessment of the counterparty and underlying asset(s) being traded/financed. Provide detailed explanation of the counterparty considered, including analysis of historical performance of existing activities. Highlight the key risk factors. Provide an approval or recommendation for approval based upon the proposed limit(s) and tenor(s) being considered. Document recommendation for final decision. Perform ongoing monitoring of the credit quality of the portfolio (portfolio review and early detection of deteriorating credits). Track credit and market trends on individual asset classes. On a portfolio basis, monitor the quality of the portfolios as a whole. Participate in the quarterly watch list review process. Assist the Portfolio Analysis Group in the preparation of reporting for RISQ management and Regulators. Validate Obligor Risk Ratings, Basle II parameters (LGDs), other financial metrics. Contribute to the Bank’s credit policy guidelines and overall risk appetite. Participate in setting the global risk appetite for financing initiatives. Assessment of company new business initiatives (white papers, New Product Committees, business rules, etc.). Coordinate internally and with other geographies/departments on policy/project (example: credit policy, crisis management, regulatory changes, etc.). Telecommuting is permitted up to 2 days per week. When not telecommuting, must report to SG Americas Operational Services LLC, 245 Park Ave., New York, NY 10167. Salary: $188,178- $325,000 per year.
 MINIMUM REQUIREMENTS: Bachelor’s degree or U.S. equivalent in Finance, Financial Engineering, Economics or a related field, plus 5 years of professional experience as a Finance Analyst, Credit Analyst, or any occupation/position/job title involving credit or investment risk analysis.
Must also have the following special skills: 5 years of professional experience analyzing financial institutions and complex financial structures, legal documentation (credit agreements and trading documentation), investment/trading strategies and risks associated with the above; 5 years of professional experience analyzing financial sponsor related activity, including warehouse lending across financial and physical asset classes, collateral stress testing and cashflow waterfalls within structures, together with legal documentation, analysis of asset originators and risks associated with each of the above; 5 years of professional experience performing quantitative and qualitative analysis of the counterparty credit risk associated with trading activities including Credit, Interest Rates, Equity, Commodities and FX; and 5 years of professional experience performing product control and credit risk analysis and validation (including profit and loss metrics) in support of a fixed income or derivatives trading desk.
Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a> Must specify AdCode SMCK in the subject line.&nbsp; &nbsp;

Senior Credit Officer

QIS (Quantitative Investment Strategies) Product Specialist (SG Americas Securities, LLC, New York, NY)
Partner closely with financial engineers to develop marketing materials that clearly articulate cross-asset hedging and investment solutions. Support Sales teams with product presentations, client RFPs, training sessions, and knowledge-sharing tools. Create bespoke marketing collateral tailored to the specific needs of institutional and corporate clients. Perform product back-testing and return analysis using Excel and/or VBA macros. Help obtain regulatory approvals by working collaboratively with legal and compliance teams across jurisdictions (US, Canada, LATAM). Build a comprehensive view of the Global Markets offering across regions and create high-impact client-facing materials. Develop and implement value-added client services to enhance satisfaction and engagement. Promote research insights and strategic convictions from our analyst teams to improve visibility and usage. Drive cross-selling initiatives to broaden client access to the Bank’s services. Design and produce commercial and investor-facing presentations. Develop marketing campaigns, brochures, newsletters, and event content to promote new product ideas and capabilities. Conduct competitive intelligence and market trend analyses in the Americas region. Contribute to internal training programs to strengthen platform knowledge. Assist in organizing conferences and networking events in partnership with internal communications. Requires up to 5% domestic travel for client meetings, client sites, and conferences. Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting. Salary: $148,678 - $275,000 per year.
 MINIMUM REQUIREMENTS: Master’s degree or U.S. equivalent in Finance, Marketing, Financial Engineering, Economics or related field, plus 3 years of professional experience as a Product Specialist or any occupation, job title, position developing and promoting Quantitative Investment Strategies (QIS) offerings at a global financial institution.
Must also have the following special skills: 2 years of professional experience within a financial institution utilizing equity derivative, fixed income products, or commodities; 2 years of professional experience performing Excel modeling, historical simulations, and performance analysis using VBA or Python; 2 years of professional experience utilizing derivative instruments including options, swaps, futures, and structured products; 2 years of professional experience producing marketing and sales support materials, including presentations, brochures, newsletters, and RFPs for institutional or corporate clients in a financial context; 2 years of professional experience collaborating with cross-functional teams (including Sales, Engineering, Legal, and Communications); 2 years of professional experience conducting market research, monitoring industry trends, and supporting product positioning through data analysis and competitor benchmarking; &nbsp;2 years of professional experience utilizing Bloomberg, data visualization tools, and marketing automation platforms; and 2 years of professional experience utilizing Microsoft Office including Excel, PowerPoint, and Word.
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a> Must specify AdCode SFFQ in the subject line.&nbsp; &nbsp;

QIS (Quantitative Investment Strategies) Product Specialist

Vice President, Collateral Manager w/ BNP Paribas Securities Corp in NY, NY. Clients Pricing: Establis the guidelines for the collateral mgmt in DEC incl recommended conditns on fees &amp; interest rates, maintn &amp; update our acceptable collateral policy &amp; haircut schedules, &amp; wrk closely w/ Sales &amp; Product Teams to create tailord collateral solutns for our clients. Positn reqs a Master's deg (US or For Equiv) in Engg Fin or rel field &amp; 7 yrs of exp in the Investmnt Bankg Industry. Must have 7 yrs of exp w/: Platform &amp; Process Enhancemnt: Drivg strategy &amp; roadmap for margin, cash, &amp; collateral products, simplifying settlemnt bank &amp; custodian setups, &amp; dvlpng custom collateral mgmnt solutns to improve tradg efficiency &amp; reduce operatnal risks; Strategic Planning &amp; Optimizatn: Creatg tailord financg solutns for clients, strategically allocatg assets across regions, &amp; optimizg dly cash mgmt to supprt trading strategies &amp; enhance mkt positns; Investmnt Decisn-Makg: Drivg investmnt decisns based on client needs &amp; collateral flows, incl tradg in Money Mkt Funds, Repo-Reverse Repo, &amp; govt Bonds to maximize returns &amp; mng liquidity; Financl Analysis: Conductg client profitability revws, monitorg PnL (Profit &amp; Loss) for tradg activities, &amp; collaboratg w/ the Fin dept for PnL reconciliatns &amp; reportg to ensure accurate trading performance metrics; and Risk Mgmt: Mng risk limits framewrk &amp; ensuring efficient risk mgmt processes to mitigate mk volatility &amp; protect tradg portfolios. Must have 1 yr of exp w/: Collateral Mgmt: Establishing guidelines for collateral mgmt, maintning &amp; updating policies, &amp; creatg tailord collateral solutns for clients to optimize tradg positns &amp; reduce counterprty risk. *10% dom &amp; internatl travel reqd w/in the U.S., UK, &amp; France. *Telecommuting permitted 40%: wrk may be performed w/in normal commuting distance from the BNP Securities Corp. office in NY, NY. Sal: $200,000 -$265,0000/yr. Qualified Applicants: Apply at <a href="https://bwelcome.hr.bnpparibas/su/" target="_blank">https://bwelcome.hr.bnpparibas/su/</a> 099a6263f7df937e

Vice President, Collateral Manager

Finance: Scotia Capital (USA) Inc. seeks Assoc. Dir, Exotic Equity Derivatives Trader, in NY, NY to help sr traders manage all mrkt risk on us books by capturing all trades in timely manner. Req'mts: Master's or foreign equiv in Fin'l Eng'g or rel. field &amp; 4 yrs of exp in job offered or rel. occupation: working w/Equity Derivatives &amp; risks associated w/products incl, Volatility, Spot, Dividends, Repo Interest Rates, Foreign Exchange, &amp; how to manage their risk. Offered Salary is $225,000-&nbsp; $225,000/yr &amp; 40 hrs/wk. FINRA SIE req'd. FINRA Series 7 req'd. FINRA Series 63 req'd. Pls apply directly thru <a href="https://www.scotiabank.com/careers" target="_blank">https://www.scotiabank.com/careers</a> by searching for Associate Director, Exotic Equity Derivatives Trader &amp; indicate job code JK110425MC.&nbsp; &nbsp;

Assoc. Dir, Exotic Equity Derivatives Trader

Associate Portfolio Manager (New York, NY): Build, manage, and analyze financial models and businesses to recommend investment ideas in the consumer discretionary and consumer internet sectors, including restaurants, gaming, leisure, lodging, softlines, hardlines, broadlines, ecommerce, rideshare, and online travel companies. Manage investment ideas in the form of trades and develop investment strategies focused on maximizing returns and managing risks. Conduct in-depth market research and analysis to identify investment opportunities and trends within the consumer industry. Work with Bloomberg, Excel, Visible Alpha, AlphaSense, Tegus, financial modeling and analysis, and equity consumer markets. Reqs. Bachelor's degr + 5 yrs of exp. Salary Range: $225,000.00 - $225,000.00/year.&nbsp; Email resume to <a href="mailto:HRRecruiting@bamfunds.com" target="_blank">HRRecruiting@bamfunds.com</a> or mail resume to Hannah Ogren, Balyasny Asset Management, L.P., 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# MP9424127NY. No phone calls.&nbsp; &nbsp;

10 Finance Jobs