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<jobs>
    <job>
        <title>CCAR Sr. Quant Risk Analyst</title>
        <job-board-name>ComplianceJobs.com</job-board-name>
        <job-board-url>http://compliancejobs.com/</job-board-url>
        <job-code>32673</job-code>
        <detail-url>http://compliancejobs.com/job/ccar-sr-quant-risk-analyst/</detail-url>
        <apply-url></apply-url>
        <job-category>CCAR,Quant,Risk Analyst,Sr.,Wall Street</job-category>
        <description>
            <summary>Risk is present in all of Santander’s activities and effective Risk Management is a critical component of the Bank’s success. Through application of the Bank’s Risk Framework and the continuous identification and assessment of risk, Santander seeks to ensure that all of our businesses operate inside of clearly established limits, are able to proactively quantify exposures, and take corrective action when required. As a member of the Risk Management division, you’ll be part of a diverse team of talented professionals who interact with senior risk team personnel, business managers and other Bank disciplines in order to understand business operations and dynamics, and analyze, monitor, and manage related risks Responsibilities: As part of a team you will be responsible for developing, delivering, signing-off and supporting advanced, regulatory-compliant credit models, including, Probability of Default (PD) and Ratings, Loss Given Default (LGD), Exposure at Default (EAD). From a broader viewpoint the role function and its related responsibilities are key to support the banks management as well as the regulatory capital/provisions requirements. Also, on a more management oriented side these models constitute the basis for the optimization of economic capital and the management of portfolio risk adjusted performance measures. The model development resides on high standards using solid conceptual credit risk foundations . Extensive use of advanced statistical techniques is applied to detailed credit data sourced both internally and externally. You will act as an expert resource in the fields of credit risk quantification and modeling, working closely with other stakeholders both internal and external such as business and risk areas, and regulatory authorities. Work within the Risk Methodology Group, to produce all required deliverables to a high standard. Work with the dedicated credit risk systems implementation team to support the roll-out of tactical and strategic implementations of the various credit models and methodologies. Contribute to model and methodology-related presentations to model committees, credit officers, and model users as well as to regulators.,8 Application of methodology to internal and external data sets for model development. Contribute to the overall development and implementation of advances in credit risk methodology generally and specifically related to point-in-time and through-the-cycle PDs and ratings and stress testing. Provide the businesses with transaction advice and support, acting as an expert resource in the fields of risk quantification and modeling, and working closely with other stakeholders both internal and external, such as business areas & regulatory. Advanced credit model developments delivered on time. Accurate, concise and high quality model build documentation. Develop, enhance, implement, document and provide ongoing expert support for advanced credit risk models and methodologies, covering Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). Qualifications: Masters Degree and/or Doctor of Philosophy (PhD) in Economics, Statistics, Electrical Engineering, Computer Science, Mathematics, or Finance. Between 2 - 3 years of experience. Advanced Microsoft Excel skills.,Can-do and creative attitude.,Can-do and creative attitude. Proactive mindset. Strong time management skills. Excellent written and verbal communication with a focus on detailed and clear technical writing. Good understanding of commercial and retail banking environment. Good working knowledge of Basel II-like concepts and broad understanding of Model Risk Management regulatory requirements. Knowledge of point-in-time (PIT) and through-the-cycle (TTC) PD and rating approaches. Knowledge of key industry default and loss data from rating Agencies and other vendors. Some familiarity with understanding of banking and finance in a Corporate Banking/Capital Markets environment. Strong skills in developing and supporting sophisticated risk models and methodologies. </summary>
            <required-skills></required-skills>
            <required-education></required-education>
            <required-experience></required-experience>
            <full-time>1</full-time>
            <part-time></part-time>
            <flex-time></flex-time>
            <internship></internship>
            <volunteer></volunteer>
            <exempt></exempt>
            <contract></contract>
            <permanent></permanent>
            <temporary></temporary>
            <telecommute></telecommute>
        <description>
        <compensation>
            <salary-range></salary-range>
            <salary-amount></salary-amount>
            <benefits></benefits>
        </compensation>
        <posted-date>May 22, 2017</posted-date>
        <close-date>2018-06-21</close-date>
        <location>
            <address>Boston, MA, USA</address>
            <city>Boston</city>
            <state>Massachusetts</state>
            <zip></zip>
            <country>US</country>
        </location>
        <contact>
            <name></name>
            <email></email>
            <hiring-manager-name></hiring-manager-name>
            <hiring-manager-email></hiring-manager-email>
            <phone></phone>
            <fax></fax>
        </contact>
        <company>
            <name>Santander</name>
            <description></description>
            <industry></industry>
            <url></url>
        </company>
    </job>
    <job>
        <title>Algorithmic Quant Strategist, VP</title>
        <job-board-name>ComplianceJobs.com</job-board-name>
        <job-board-url>http://compliancejobs.com/</job-board-url>
        <job-code>32672</job-code>
        <detail-url>http://compliancejobs.com/job/algorithmic-quant-strategist-vp/</detail-url>
        <apply-url></apply-url>
        <job-category>CCAR,Quant,Risk Analyst,Sr.,Wall Street,Algorithmic,Quant,Strategist,VP,Wall Street</job-category>
        <description>
            <summary>PRIMARY RESPONSIBILITIES: Program algorithmic trading logic within the current suite of strategies. Think analytically and propose innovative solutions to trading challenges. Research, model and implement mathematical relationships effecting algorithmic trading performance. Meet with clients to educate and consult with them on execution performance. Provide insights into area of expertise. Evaluation and integration of new technologies. Provide trading support for algorithmic strategies. Proactively identify operational risks/ control deficiencies in the business. Review and comply with Firm Policies applicable to your business activities. Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions promptly. Managerial Excellence: Leverage the value in unit, department, and enterprise wide teams to develop better solutions and achieve a cross enterprise mindset. Accept and successfully execute change wile supporting employees through the process, and keeping them focused on business priorities. Review new and updated Firm Policies applicable to your business. Identify, assess and manage operational risks/control deficiencies in the business JOB SPECIFICATIONS: Required: BA, MA or MS equivalent (Engineering, Computer Science or Financial Mathematics desired). Proficient in R and C# or Java. Experience with Unix/Linux, KDB and time series data. Solid understanding of equity markets and it’s market structure. Series 7, 55, & 63 desired. Minimum of 5 years’ experience. </summary>
            <required-skills></required-skills>
            <required-education></required-education>
            <required-experience></required-experience>
            <full-time>1</full-time>
            <part-time></part-time>
            <flex-time></flex-time>
            <internship></internship>
            <volunteer></volunteer>
            <exempt></exempt>
            <contract></contract>
            <permanent></permanent>
            <temporary></temporary>
            <telecommute></telecommute>
        <description>
        <compensation>
            <salary-range></salary-range>
            <salary-amount></salary-amount>
            <benefits></benefits>
        </compensation>
        <posted-date>May 22, 2017</posted-date>
        <close-date>2018-06-21</close-date>
        <location>
            <address>New York, NY, USA</address>
            <city>New York</city>
            <state>New York</state>
            <zip></zip>
            <country>US</country>
        </location>
        <contact>
            <name></name>
            <email></email>
            <hiring-manager-name></hiring-manager-name>
            <hiring-manager-email></hiring-manager-email>
            <phone></phone>
            <fax></fax>
        </contact>
        <company>
            <name>Royal Bank of Canada</name>
            <description></description>
            <industry></industry>
            <url></url>
        </company>
    </job>
    <job>
        <title>Quant Developer</title>
        <job-board-name>ComplianceJobs.com</job-board-name>
        <job-board-url>http://compliancejobs.com/</job-board-url>
        <job-code>32670</job-code>
        <detail-url>http://compliancejobs.com/job/quant-developer-3/</detail-url>
        <apply-url></apply-url>
        <job-category>CCAR,Quant,Risk Analyst,Sr.,Wall Street,Algorithmic,Quant,Strategist,VP,Wall Street,Developer,Quant,Wall Street</job-category>
        <description>
            <summary>Quant Developers partner with Quantitative Researchers to create and implement automated trading system software solutions that leverage sophisticated statistical techniques and technologies. Key Responsibilities: Design, develop, test, and deploy elegant software solutions for automated trading systems. Partner with the Quantitative Research team to define priorities and deliver custom software solution. Skill set Requirements: A deep passion for technology, software development, and mathematics. Proficiency within one or more programming languages, including C++, Python, and R. Experience with some of the following areas: Distributed Computing, Natural Language Processing, Machine Learning, Platform Development, Networking, System Design, and/or Web Development. Exceptional quantitative and analytical skills. Bachelor’s, Master’s or PhD degree in Computer Science, Mathematics, Statistics, or equivalent experience. Strong written and verbal communications skills. </summary>
            <required-skills></required-skills>
            <required-education></required-education>
            <required-experience></required-experience>
            <full-time>1</full-time>
            <part-time></part-time>
            <flex-time></flex-time>
            <internship></internship>
            <volunteer></volunteer>
            <exempt></exempt>
            <contract></contract>
            <permanent></permanent>
            <temporary></temporary>
            <telecommute></telecommute>
        <description>
        <compensation>
            <salary-range></salary-range>
            <salary-amount></salary-amount>
            <benefits></benefits>
        </compensation>
        <posted-date>May 22, 2017</posted-date>
        <close-date>2018-06-21</close-date>
        <location>
            <address>Chicago, IL, USA</address>
            <city>Chicago</city>
            <state>Illinois</state>
            <zip></zip>
            <country>US</country>
        </location>
        <contact>
            <name></name>
            <email></email>
            <hiring-manager-name></hiring-manager-name>
            <hiring-manager-email></hiring-manager-email>
            <phone></phone>
            <fax></fax>
        </contact>
        <company>
            <name>Citadel Securities</name>
            <description></description>
            <industry></industry>
            <url></url>
        </company>
    </job>
    <job>
        <title>QUANTITATIVE RESEARCH STRATS ANALYST</title>
        <job-board-name>ComplianceJobs.com</job-board-name>
        <job-board-url>http://compliancejobs.com/</job-board-url>
        <job-code>32669</job-code>
        <detail-url>http://compliancejobs.com/job/quantitative-research-strats-analyst-2/</detail-url>
        <apply-url></apply-url>
        <job-category>CCAR,Quant,Risk Analyst,Sr.,Wall Street,Algorithmic,Quant,Strategist,VP,Wall Street,Developer,Quant,Wall Street,Analyst,Quantitative,Research,STRATS,Wall Street</job-category>
        <description>
            <summary>Additionally, you will directly facilitate UIG deploying the firm’s capital into impact investments and loans that benefit low and moderate income communities, focusing on affordable housing, neighborhood revitalization and small business growth. The business works closely with other areas of Goldman Sachs in sourcing, evaluating and structuring investment opportunities. Primary Responsibilities: Develop and maintain risk/pricing models and risk infrastructure for UIG. Develop portfolio management tools to asset manage the wide variety of investment products. Develop analytics to project P&L and the impact of stress tests on the portfolio. Build analytics to optimize the capital deployment to help deal terms structure investments in a capital efficient manner. Basic Qualifications: Master’s degree in computer science, math, physics or engineering. Strong coding skills preferably with a working knowledge of Java, C++, Python or Scala. Knowledge of SecDB/Slang is a plus. Strong verbal and written communication skills. </summary>
            <required-skills></required-skills>
            <required-education></required-education>
            <required-experience></required-experience>
            <full-time>1</full-time>
            <part-time></part-time>
            <flex-time></flex-time>
            <internship></internship>
            <volunteer></volunteer>
            <exempt></exempt>
            <contract></contract>
            <permanent></permanent>
            <temporary></temporary>
            <telecommute></telecommute>
        <description>
        <compensation>
            <salary-range></salary-range>
            <salary-amount></salary-amount>
            <benefits></benefits>
        </compensation>
        <posted-date>May 22, 2017</posted-date>
        <close-date>2018-06-21</close-date>
        <location>
            <address>New York, NY, USA</address>
            <city>New York</city>
            <state>New York</state>
            <zip></zip>
            <country>US</country>
        </location>
        <contact>
            <name></name>
            <email></email>
            <hiring-manager-name></hiring-manager-name>
            <hiring-manager-email></hiring-manager-email>
            <phone></phone>
            <fax></fax>
        </contact>
        <company>
            <name>GOLDMAN SACHS</name>
            <description></description>
            <industry></industry>
            <url></url>
        </company>
    </job>
    <job>
        <title>Quantitative Analyst</title>
        <job-board-name>ComplianceJobs.com</job-board-name>
        <job-board-url>http://compliancejobs.com/</job-board-url>
        <job-code>32667</job-code>
        <detail-url>http://compliancejobs.com/job/quantitative-analyst-2/</detail-url>
        <apply-url></apply-url>
        <job-category>CCAR,Quant,Risk Analyst,Sr.,Wall Street,Algorithmic,Quant,Strategist,VP,Wall Street,Developer,Quant,Wall Street,Analyst,Quantitative,Research,STRATS,Wall Street,Analyst,Quantitative,Wall Street</job-category>
        <description>
            <summary>Over the years, First Republic’s focus on exceptional, relationship-based service and consistent leadership has led to continuous growth and profitability. At First Republic, it’s all about embrace change and every person has the opportunity to grow and contribute. First Republic is in fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility and the opportunity to realize your leadership potential. Being a member of First republic team means you will specialize in a particular competency - Risk, Banking and Capital Investments, or Information Technology Services. Responsibilities: As a Quantitative Analyst, this person will work on a number of initiatives to improve and develop the analytics infrastructure in all areas of the bank. This person will work on cross divisional project teams with members of EDCI, Enterprise Risk, Treasury, Financial Planning & Analysis teams, Information Services, and Data Management teams. Possible projects include deriving customer insights through predictive modeling; addressing business needs and recommend solutions; determining the most effective means of meeting our risk, regulatory reporting and financial planning requirements; determining quantitative strategies for social media and marketing. Key Responsibilities include assisting the Chief Data Officer and Head of Analytics in envisioning, designing, planning, building and deploying (release, maintenance, monitoring) information and analytics solutions. From time to time, the analyst will participate in related activities including various data governance and data profiling initiatives, application development and vendor evaluation, Executive Management Reports and other analytic activities as needed. The ideal candidate has a broad skillset in areas like statistics, math, computing, and quantitative modeling. Background or experience in finance, business analysis, or financial engineering is a plus, but not required as long as the candidate possesses a strong curiosity for and ability to quickly learn and assimilate new skills as needed. Candidates must have an attitude of getting things done and delivering results while keeping long terms goals and objectives in mind. To supplement these sophisticated analytical capabilities, candidates need to have solid business acumen and executive-level communication. Qualifications: To qualify, candidates must have the following: A bachelor's degree and 2-5 years of related work experience; or a graduate degree and approximately 3 years of related work experience. A degree in computer science, engineering, mathematics with a minor in economics, finance or a related field; MBA or MS degree preferred. A minimum 2+ years of relevant corporate work experience working on programming, data analytics, quantitative modeling. Banking experience is a plus but a candidate that can clearly articulate the transferability of out of industry skills will be considered. Ability to work effectively in both a team environment and independently, both with internal and external (partner) resources. Excellent communication skills, both verbal and written. Programming skills in prototyping languages like python. Statistical skills and experience with languages like R. Ability to work with large databases and devising queries using SQL. An understanding of the data used and the associated inherent issues in Commercial Banking, Retail Banking, or Asset Management would be a plus. Strong knowledge of and experience in executing all phases of the technology life cycle, based on proven project management and testing methodologies. </summary>
            <required-skills></required-skills>
            <required-education></required-education>
            <required-experience></required-experience>
            <full-time>1</full-time>
            <part-time></part-time>
            <flex-time></flex-time>
            <internship></internship>
            <volunteer></volunteer>
            <exempt></exempt>
            <contract></contract>
            <permanent></permanent>
            <temporary></temporary>
            <telecommute></telecommute>
        <description>
        <compensation>
            <salary-range></salary-range>
            <salary-amount></salary-amount>
            <benefits></benefits>
        </compensation>
        <posted-date>May 22, 2017</posted-date>
        <close-date>2018-06-21</close-date>
        <location>
            <address>San Francisco, CA, USA</address>
            <city>San Francisco</city>
            <state>California</state>
            <zip></zip>
            <country>US</country>
        </location>
        <contact>
            <name></name>
            <email></email>
            <hiring-manager-name></hiring-manager-name>
            <hiring-manager-email></hiring-manager-email>
            <phone></phone>
            <fax></fax>
        </contact>
        <company>
            <name>First Republic</name>
            <description></description>
            <industry></industry>
            <url></url>
        </company>
    </job>
</jobs>