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Finance Job Senior (international) in Quantitative Finance
(Job and Internship in Finance : Quantitative finance, Financial Engineering, Mathematical Finance, IT Finance.)
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| 181 |
Job One of the largest Asian Investment Banks (Singapore):FX/EQ/IR Model Validation Quantitative Analyst.MSc/PhD/Master/Engineer in a maths/finance related degree.Knowledge of smile models + implementation.C++/Octave/Matlab/Excel VBA/BOOST/QuantLIB.
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| 182 |
Job global number 1 investment bank (London): C++ Quant Developer - Long Dated FX/Interest Rates. MSc/PhD/Master/Engineer in computer science/physics/mathematics. Strong background in C++. Excellent mathematical fundamentals (stochastic calculus)
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| 183 |
Job tier 1 investment bank (London): Risk C++ Developer Front Office. MSc/PhD/Master/Engineer in computer science. Solid C++ experience. Strong object oriented design + development skills.
Accomplished developer. Knowledge of Derivatives (FX, IR)
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| 184 |
Job Global Investment Bank (London): Market Risk Manager. MSc/PhD/Master/Engineer. Detailed knowledge of trading products and traded risk management. Experience in Complex rates, hybrid structures, exotic interest rates and hybrid options products.
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| 185 |
Job rapidly growing DCM team (London): Debt Capital Market Origination.Senior Associate/VP Level.MSc/PhD/Master/Engineer. Ability to develop banks European interests working with different client groups. Exp: variety of client bases & DCM Origination
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| 186 |
Job Top Tier Investment Bank (London): Java J2EE Developer. MSc/PhD/Master/Engineer. Expertise in Java (J2EE). C# front end experience desirable. Front office experience. Risk. Real-Time. Equity. Excellent team and organisational skills.
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| 187 |
Job Top Tier US Investment Bank (London): Analytical Development Quantitative Analyst. Ana-Strong C++ design skills. MSc/PhD/Master/Engineer. Professional software development + software life-cycle experience. Knowledge of basic options pricing.
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| 188 |
Job leading energy trading firm (Houston): Trading desk risk analyst - commodities. Bachelors/MSc degree in Accounting, Finance, Economics/other related degree. Experience in natural gas OR oil risk controls and risk reporting function.
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| 189 |
Job leading Investment Bank (New York - NYC-NY): Junior IR/Inflation Financial Engineer.MSc/PhD/Master/Engineer in Maths, Finance, Financial Engineering, Computer Science/related field.Experience with Excel,VBA, C/C++/C#. Knowledge of pricing models.
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| 190 |
Job Large Top Tier US Investment Bank (London):IR/FX Derivatives Front Office Quantitative Analyst -VP.PhD/MSc/Master/Engineer.Quantitative modelling &/derivatives trading desk support experience in Credit, Rates, etc.C/C++ coding (numerical methods)
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| 191 |
Job Top Tier Investement Bank (New York-NYC-NY): VP Level C++ Developer. MSc/PhD/Master/Engineer. Knowledge of Core Java and STL is advantageous. Fluency in spoken and written English. Good team player. Algorithmic trading experience preferred.
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| 192 |
Job Top Tier Investment Bank (New York-NYC-NY): Java J2EE Developer. Circa $120,000 + significant bonus package. MSc/PhD/Master/Engineer. Skills in Java, J2EE/ Swing, Front Office, FICC. Multitask and work effectively under pressure to deadlines.
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| 193 |
Job Top Investment Bank (New York - NYC - NY): Quantitative Index Analyst. PhD/MSc/Master/Engineer in a quantitative field, e.g Mathematics, Statistics, Computer Science. Strong programming skills (matlab, excel, c) + database skills including SQL.
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| 194 |
Job Top Tier Investment Bank (London): Desk risk analyst-credit. MSc/PhD/Master/Engineer.Strong knowledge in specific risk VaR and incremental risk charge. Exp in developing historical & scenario stress tests for illiquid asset class +credit trading.
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| 195 |
Job leading European Investment Bank (Singapore): Front Office Equity Derivatives Quant Analyst.PhD Mathematics/Physics/Financial Engineering. Strong coding + programming skills (C++, VBA). Exp working with Equity Exotic & Equity Derivative products.
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| 196 |
Job TOP Financial services (New York - NYC-NY): Vice president, Financial Engineering, Credit Derivatives. PhD, DEA/Master in a highly quantitative field. Experience working in Quantitative finance (Model Validation/Valuation of Credit Derivatives)
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| 197 |
Job Top Tier US Investment Bank (London): Analytical Development Quantitative Analyst.MSc/PhD/Master/Engineer. Strong C++ design skills.
Knowledge of basic options pricing and basic probability theory. Professional software development experience.
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| 198 |
Job Top Us Investment Bank (New York - NYC-NY): Quantitative Analyst, Derivatives Model Validation. PhD in a quantitative field (maths, physics, statistics, engineering). Excellent mathematical/quantitative skills. C, C++, Java + VBA or SAS required.
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| 199 |
Job one of the world's leading Bank (London): Senior Risk Officer. MSc/PhD/Master/Engineer.Excellent understanding of banking & capital market products (OTC derivatives & structured products).Private banking experience in a reputable commercial bank.
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| 200 |
Job Global Number 1 Investment Bank (London): C++ Quant Developer.MSc/PhD/Master/Engineer in computer science/physics/maths from top university.Strong background in C++.Excellent mathematical fundamentals (stochastic calculus). Financial Derivatives.
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| 201 |
Job Leading Hedge Fund (Singapore): Analyst - Commodities. MSc/PhD/Master/Engineer in Statistics, Econometrics of Financial Engineering. Exp statistical or econometric models. Expert knowledge of SAS, Splus, Excel as well as Matlab. 150k+ bonus.
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| 202 |
Job global investment bank (London): Market Risk Manager. Preferably PhD in a numerate subject.Good understanding of traded credit products.Proficiency with Excel, VBA essential. Relevant experience within Market Risk Management, Control or Analysis.
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| 203 |
Job leading global investment bank (London): Technical Project Manager E-Commerce E-Trading. MSc/related degree. Experience in managing, designing and building high availability real-time e-commerce/trading application. Knowledge of derivatives.
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| 204 |
Job Top US Investment Bank (Hong Kong): Interest Rate Exotics Model Validator - Junior VP. PhD Maths/Physics. Previous experience with financial products (IR and FX). C++, VBA, Matlab etc. skills. Excellent level of Financial Mathematics.
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| 205 |
Job Top European Investment Bank (London): Credit Derivative Model Validation Quant - VP. PhD/Masters in Mathematics/Physics/related subject.
Previous experience with Credit Derivatives.
C++, VBA, Matlab etc.Excellent level of Financial Mathematic
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| 206 |
Job Top Bank (London):Hedge Fund Credit Analyst Manager. MSc/PhD/Master/Engineer. Good knowledge of trading products + alternative asset management sector. Largely indepedent self-starter. Ability to handle a significant and diverse workload.
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| 207 |
Job leading US Investment Bank (London): Front Office Quantitative Analyst. PhD/MSc/Master/Engineer from top tier schools/programs in Math, Math Finance, Physics. 2-4 years quantitative modelling. Strong numerate and wide programming background.
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| 208 |
Job Large Japanese Investment Bank (London):IR/FX Derivatives Model Validation Quantitative Analyst.MSc/PhD/Master/Engineer in a highly quantitative subject.Direct experience of interest rates/FX derivatives.Technical proficiency in VBA,C/C++ &/Java.
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| 209 |
Job Major Physical Trading Firm (London): Head of risk-commodities. MSc/PhD/Master/Engineer. In depth understanding of commodities (physical metals trading.)Strong experience of the financial sector gained over a number of years,in a risk role.
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| 210 |
Job Top British Banks (London):
Front Office Credit Analyst Exposure Management -Credit Risk.Masters in Financial Subject.
Several years experience in a similar role. Knowledge of PFE/PE.Solid mathematical skills including probability & statistic
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