| Annonceur |
Dépot |
Titre |
Résumé |
Score |
| selby-jennings-new-york | 15-10-2011 | Front office Senior Quant, Interest Rates Exotics, New York, Salary circa $150,000 + exceptional benefits | Job IB (New York): Front office Senior Quant, Interest Rates Exotics. Good understanding of pricing and risk management of flow and exotic interest rate derivatives (both theoretical and practical). S... | 100% |
| selby-jennings-paris | 15-10-2011 | Front Office C++ Quantitative Developer-Interest Rate Derivatives/Commodities, Leading French Investment Bank, Paris, Circa 100,000 Euros plus very competitive bonus/benefits | Job IB (Paris, Europe): FO C++ Quantitative Developer-Interest Rate Derivatives/Commodities. Strong C++, Excel/VBA. Strong analytical/mathematical background (Yield curves, Stochastic calculus, pricin... | 100% |
| selby-jennings-london | 15-10-2011 | Fixed Income quant, London, UK, Europe, Salary: Circa £130 000 + bonus + benefits | Job IB (London, Europe): Fixed Income quant. PhD/Masters degree in Math, Computer Science or similar Engineering. A minimum of 4+ years of Fixed Income experience. A minimum of 2+ years of fixed incom... | 100% |
| selby-jennings | 15-10-2011 | Junior Model Validation Quant, Zurich Switzerland (CESR), Cross Asset, Top Swiss Investment Bank | Job IB (Zurich, Switzerland Europe): Junior Model Validation Quant. PhD/Masters or equivalent in a quantitative subject. 3+ years of experience in the industry, preferably in a similar role, -Strong ... | 100% |
| selby-jennings-london | 15-10-2011 | Associate Director Credit Derivatives Quantitative Analyst, London, Circa: £170,000 + Generous Benefits + Bonus | Job IB (London): Associate Director Credit Derivatives Quantitative Analyst. PhD/Masters degree in a highly mathematical subject. Experience of developing models for credit derivatives & fixed-income ... | 100% |
| selby-jennings | 15-10-2011 | Credit Risk Modeller, Credit Risk, San Francisco, USA, Salary: $50-90,000 | Job IB (San Francisco, USA): Credit Risk Modeller, Credit Risk. Masters in Quantitative programme. E.g. Maths, Physics or Finance. 1-4 years experience in credit risk modelling preferable. Analytical ... | 100% |
| selby-jennings-new-york | 15-10-2011 | Front Office FX/Equity Quant Analyst, Senior Vice President, New York, Salary: $180,000 + exceptional benefits + bonus | Job IB (New York): FO FX/Equity Quant Analyst, Senior/VP. PhD in Mathematics, Physics, Engineering. Some previous experience working with either FX/Equity products, but any industry experience involvi... | 100% |
| selby-jennings | 13-10-2011 | Junior Compliance Analyst (Anti-Money Laundering Support), Berlin, Germany, Salary – Competitive | Job team (London): Junior Compliance Analyst (Anti-Money Laundering Support). Experience working as a data-analyst or as an auditor. Any experience in a legal/ compliance or regulatory background, pr... | 100% |
| selby-jennings-london | 13-10-2011 | Front Office CVA Quant Analyst, London, Circa £160,000 + Exceptional bonus + Benefits | Job IB (London): FO CVA Quant Analyst. PhD, DEA level in Mathematics, Physics, Financial Engineering etc. Solid amount of experience in CVA. Some sort of FO experience/Counterparty Credit Risk/Model V... | 100% |
| selby-jennings-london | 13-10-2011 | Front Office FX Quant Analyst, Director, London, Salary: Exceptional | Job IB (London): FO FX Quant Analyst, Director. PhD in Mathematics/Physics. Extensive previous experience as a desk quant working with FX exotic products. Experience in risk analysis, model validation... | 100% |
| selby-jennings-london | 13-10-2011 | Front office FX/Commodities/EM Quant/Financial Engineer, London, UK, Salary: Competitive + Exceptional benefits | Job software provider (London): FO FX/Commodities/EM Quant/Financial Engineer. Strong mathematical background with a PhD in Math/Physics/Engineering. 5+ years experience working as a quantitative anal... | 100% |
| selby-jennings-london | 13-10-2011 | Senior Counterparty Analyst, London, Salary – £90-120k (dependant on experience) | Job Financial Institution (London): Senior Counterparty Analyst. Strong knowledge of counterparty risk. 5+ years experience within counterparty risk team at reputable financial institution. || The rol... | 100% |
| selby-jennings-new-york | 13-10-2011 | Market risk methodology–Vice President, VaR Analytics, New York, USA, Base Salary – $150,000 - $175,000 + bonus & additional benefits | Job risk modelling teamIB (New York): Market risk methodology-Vice President, VaR Analytics. Degree educated in a quantitative subject. Good rates product knowledge, sound understanding of regulatory ... | 100% |
| selby-jennings-new-york | 13-10-2011 | Senior Quantitative Strategist- New York- Hedge Fund | Job Hedge Fund (New York): Senior Quantitative Strategist. A thorough understanding of market microstructure research, High frequency data, developing algorithmic strategies and portfolio optimization... | 100% |
| selby-jennings-new-york | 13-10-2011 | Quantitative Equity Researcher/PM- Partner Level- Buyside- New York | Job investment management firm (New York): Quantitative Equity Researcher/PM-Partner Level-Buyside. Experience developing quantitative equity strategies across US/EU/Asian Equities. Prior responsibili... | 100% |
| selby-jennings-singapore | 13-10-2011 | Quantitative risk Analyst, Commodities Specialist, Singapore, Base Salary – $90,000 Sing –$120,000 Sing (Dependant on experience) + bonus and additional benefits | Job commodities trading firm (Singapore): Quantitative risk Analyst, Commodities Specialist. Qualification in a science/engineering/economics subjects involving strong numerical skills. Experience in ... | 100% |
| selby-jennings-london | 13-10-2011 | PhD C++ / VBA Quantitative Developer/ Trading Desk Support, Leading Global Proprietary Trading Firm – London, Circa £50,000 plus bonus/benefits | Job trading firm (London): PhD C++ / VBA Quantitative Developer/Trading Desk Support. PhD from top university. Exceptional programming skills in C++. Scripting language. Strong mathematical knowledge,... | 100% |
| murex | 11-10-2011 | Consultant Fonctionnel Market Risk H/F | Emploi Murex : Consultant Fonctionnel Market Risk H/F. Ingénieur/Bac+5. Débutant/1ere expérience. Grand intérêt marchés de capitaux + contrôle des risques. Bon sens mathématique. Sensible aux probléma... | 100% |
| margo-conseil | 07-10-2011 | Librairies de pricing Murex - C++ | Offre emploi margo-conseil : Librairies de pricing Murex-C++. (Bac+5). Première expérience (6 mois min) en Finance des marchés. Maitrise C++. Bonne connaissance des produits de Taux. anglais. || MargO... | 100% |
| margo-conseil | 04-10-2011 | Ingénieur Etudes et Développement Java/Pre Trade | Offre emploi margo-conseil : Ingénieur Etudes et Développement Java - Pretrade Finance. Ingénieur/Bac+5. Vous justifiez d'une expérience en développement Java. Bbonnes connaissances sur les problémati... | 100% |
