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Master Mag
On parle de Math-Fi...
CV Ingénieur, Bac+5
en finance de marché
Toutes nos offres d'emploi et de stage en finance de marché
Annuaire blog
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Mis à jour le mardi 7 septembre 2010
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Offres d'emploi Junior (international)
en finance de marché
Ingénierie financière, IT finance, finance quantitative, maths et informatique financières
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| 31 |
Job Offer invivoo (London): C#/C++/Java : Front office developer. Excellent technical skills & proven background built upon a scientific degree. Strong knowledge of SQL. Strong mathematics skills and a solid business understanding.
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| 32 |
Job IB (London): Front Office Equity Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic & Equity Derivative products.
Good programming skills, e.g. C++, VBA.
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| 33 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. Counterparty credit risk analyst. Knowledge of Basel II. Background in Finance. Project management and leadership experience.
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| 34 |
Job IB (New York, NY, NYC): C++ Front Office Quantitative Developer-Interest Rates, Fixed Income, Pricing, Analytics. Strong C++, UNIX/Windows, VBA/Excel, SQL, Perl/Python. A desire to have a successful career within a growing front office team.
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| 35 |
Job bank (London): FO Quantitative Counterparty Credit Risk Analyst. Project management & leadership experience. Background in Statistics.
Counterparty credit risk analyst. Strong knowledge of PFE, EPE, EEPE. Knowledge of Basel II, BIPRU requirement
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| 36 |
Job IB (London): PhD, C++ Quantitative Developer-FO-Interest Rates. Recent PhD in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience. Windows & Unix. Full software lifecycle experience. Strong mathematical background.
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| 37 |
Job trading house (London): Market risk specialist-Quant. Qualification in a science/engineering/economics subjects involving strong numerical skills. Strong Excel skills. Database, VBA, Access & programming skills.
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| 38 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering/Physics. Programming knowledge: VBA, Excel with an understanding of C++.
Knowledge of Mandarin.
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| 39 |
Job bank (shangai, China): Risk Manager-Credit Risk. Msc degree. Strong foundation in Credit analysis & principles of credit risk management in financial services. Extensive knowledge on local Chinese banking regulation and credit environment.
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| 40 |
Job IB (Singapore): C++/Python Developer. Strong C++ skills, Python scripting experience. Naturally bright & able to pick up new skills such as Python or Linux System Administration. Fluent English.
Strong sense of personal responsibility.
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| 41 |
Job hedge fund (Geneva, Switzerland): Fixed Income/FX Quantitative Portfolio Manager. Strong academic background. Developing Systematic Strategies across G10 & Emerging Markets,
In-depth knowledge of quantitative finance & FX strategy. C++ & Matlab.
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| 42 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
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| 43 |
Job IB (new York, NY, NYC): C++ & Python Front Office Quantitative Developer Commodities, Pricing, Analytics. Strong C++ on UNIX/Windows, SQL, Perl/Python. A background in Commodities.
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| 44 |
Job IB (London): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
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| 45 |
Job IB (Hong Kong): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
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| 46 |
Job IB (New York, NY, NYC): Junior Java Developer. Core Java, UNIX/Linux, C#/C++. Working within a financial institution preferable but not a necessity. Excellent communication skills to work within a front office environment.
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| 47 |
Job IB (London): PhD, C++ Quant Developer-Front Office Rates Desk. Solid C++ Programming Experience,
Windows & Unix. Full software lifecycle experience,
-Recent PhD in Computer Science/Physics/Financial Engineering. Strong mathematical background.
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| 48 |
Job IB (Singapore): FO Interest Rates Exotic Derivatives Quant Analyst. PhD in Maths/Physics/Financial Engineering. Extensive experience & knowledge of Interest Rate & Exotic products. Exceptional coding skills and solid programming skills.
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| 49 |
Job Financial Company (New York, NY, NYC): C++ Quantitative Developer. Experience writing object-oriented software using the C++ programming language Possess solid understanding of the properties & appropriate use of basic algorithms & data structure
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| 50 |
Job IB (London): C++ Risk/Quant Developer-FX & Rates Trading Desk. Very good mathematics. Strong background in C++ on Linux/Unix. Impressive academic background. Ability to pick up new languages quickly.
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| 51 |
Job IB (Singapore): Associate/VP level quantitative credit strategist. Asia providing analysis, reports, tools & relative value trade ideas. Some familiarity with Pricing models, analysis spreadsheets, structural models & relative value tools.
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| 52 |
Job British Bank (London): Credit Analyst-Credit Risk. Graduate (or equivalent) in a finance/quantitative subject. Direct experience related to understanding the risks in complex derivative transactions. Proven financial markets experience.
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| 53 |
Job IB (New York, NY, NYC): Credit, Structurer, Corporate, CDO's, Synthetic. Associate/VP credit derivatives structuring. Good pricing/restructuring skills, good knowledge of corporate synthetic CDO's. Experience across CLNs/single tranche CLO & ABS.
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| 54 |
Job bank (London): Quantitative Analyst AVP/VP-Credit Risk. Understanding of Black-Scholes option pricing, interest rates modelling, MonteCarlo simulation. Knowledge of derivative products valuation. SQL, C++ or Matlab.
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| 55 |
Job structuring team (New York, NY, NYC): Cross asset structurer, originator. Must be Flexible, organized and pragmatic. Excellent analytical skills, creative & curious mind. Must have prior experience interfacing with clients to finalize trades.
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| 56 |
Job IB (London): PhD C++ Quantitative Developer-Front Office Exotic Quant Desk. PhD in Computer Science/Physics/Financial Engineering, Solid C++ Programming Experience. Windows & Unix, Python Scripting. Full software lifecycle experience.
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| 57 |
Job IB (London): IR/FX Derivatives Model Validation Quantitative Analyst (VP). Impressive technical proficiency in VBA, C/C++ &/ Java. Proven track record validating & reviewing models for front office trading and structuring teams.
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| 58 |
Job IB (Hong Kong): Quantitative FX Derivatives Strategist-Associate/VP. Ph.D. in Economics. Excellent Econometrics skills. Programming skills : Matlab, C++, VBA, SAS. Familiarity with fair value models/commodity currency models.
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| 59 |
Job invivoo (London):Tactical Developer and Support. MSc/PhD/Master/Engineer (maths/business area.) Strong VBA, C#/C++/Java and SQL skills. Deep understanding of the Finance Area (Fixed income, Commodities and energy markets, etc.). French speaking.
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| 60 |
Job bank (London): Credit Risk Analyst. Provide front-office support for vanilla & structured transactions via the traded Products Desk. Central point of contact for all front-office & Risk Management requests with transaction information...
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