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Offres d'emploi Senior (international)
en finance de marché
Ingénierie financière, IT finance, finance quantitative, maths et informatique financières
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| 1 |
Job IB (London): FO Interest Rates Options Quant Analyst. PhD in Maths/Physics/Financial Engineering. Extensive experience & knowledge of Interest Rate & Option Deivatives products. Exceptional coding skills and solid programming skills: C++, VBA.
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| 2 |
Job IB (New York, NY, NYC): FX & Hybrids Pricing Verification & Valuation Quant. PhD DEA MSc in Mathematics, Physics, Financial Engineering. Expertise in building models in Excel & VBA. Solid practical & theoretical knowledge of mathematical finance.
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| 3 |
Job IB (London): Senior Market Risk Specialist-Commodities. Experience of risk management, trading/trade support experience in the oil market. An understanding of VaR. Very strong analytical skills. Very strong Excel and VBA skill.
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| 4 |
Job IB (London): FX/Commodity Model Validation Quant Analyst. PhD Mathematics/Physics. Extensive previous experience with financial products. General Programming skills: C++, VBA. Strong analytical skills. Excellent level of Financial Mathematics.
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| 5 |
Job IB (New York, NY, NYC): Basel II Implementation-Director Level. A good degree (Msc, Phd) in a quantitative discipline. Minimum of 10 years work experience in the banking/capital markets industry.
Strong leadership & managerial experience.
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| 6 |
Job German bank (London): Junior Exposure Management-Credit Risk. To be the risk partner for the allocated parts of the bank, supporting & assisting these business areas to achieve their goals, by balancing risk reward...
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| 7 |
Job IB (New York, NY, NYC): FX derivative structuring, INDEX. You must have experience producing INDEX products. My client can potentially provide the right candidate with a visa's, however having a US visa is preferred. Experience with FX products.
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| 8 |
Job IB (London): Debt capital market originator. You must be a DCM originator, You must have experience in European markets. This is a highly client facing role experience, experience over a variety of client bases.
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| 9 |
Job bank (London): Quantitative Analyst-Quantitative Credit Risk. 3 to 5 years of experience in credit portfolio management/quantitative credit research. Knowledge of Loan pricing & risk adjusted performance measurement, structured credit products.
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| 10 |
Job IB (New York, NY, NYC): Model Validation Quant. PhD, DEA level in Mathematics, Physics, Financial Engineering. Experience as a quantitative analyst, either working in the front office. An advanced level of financial mathematics.
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| 11 |
Job IB (London): Market risk manager-FO. Excellent understanding of broad range of financial products, valuation methodologies & risk analysis. At least 5 years experience in Market Risk Management-Control function, trading/FO Risk Management.
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| 12 |
Job commodity house (Houston, USA): Director-Commodities. Significant experience of the global commodities market-in particular an understanding of the energy & power markets. Previous risk reporting experience and/or an understanding of Trading.
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| 13 |
Job IB (London): Senior Quantitative C++ Developer-Exotic Fixed Income. Msc/PhD in Computer Science/Physics/Mathematics. C++, Unix/Linux, STL/Boost, Design Patterns. Strong quantitative/mathematical finance background.
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| 14 |
Job IB (New York, NY, NYC): Interest rates structurer. Good technical skills & quantitative skills. Experience of pricing/back testing/payoffs.
Solid track record in structuring & pricing of exotics, executing rates products.
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| 15 |
Job bank (London): Retail Basel II Manager. Msc, PhD maths/statistics. At least 5 years experience in the development of risk models in Retail Banking.
Ideally, at least 3 years experience in the development of Retail Basel II EL models.
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| 16 |
Job IB (London): VP, FO Quantitative Analytics, Exotic Equity Derivatives. PhD, MSc, DEA in Physics/Mathematics/Financial Engineering. Advanced level: Stochastic Calculus, PDE's, Black Scholes.
Experience of Monte Carlo and Binomial tree simulations
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| 17 |
Job bank (London): FO Equity & Commodities Derivative Quant Analyst. PhD in Mathematics/any finance related degree. Extensive previous experience working with Equity products &/ Commodities Strong programming skills Experience working with SAB models
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| 18 |
Job IB (Tokyo, Japan): VP of IR/FX Exotic Derivatives, Quantitative Analyst. PhD, DEA level in Mathematics, Computational Mathematics. Experience on an IR/FX Exotic Derivative desk. High level of mathematical modelling ability. Experience in LIBOR
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| 19 |
Job IB (London): Associate/VP Quantitative analyst, IR/FX. PhD level in Mathematics, Physics, Financial Engineering. Exceptional mathematical modeling, knowledge of stochastic Calculus, Local volatility. Solid programming ability in C++, JAVA, MATLAB
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| 20 |
Job bank (London): FO Commodity Hybrid Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Some previous experience working with Hybrid Commodity products. Pervious industry experience.
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| 21 |
Job bank (London): Exposure Management, Senior Credit Analyst, SVP level-Credit Risk. Experience at AVP/VP level within Exposure Management. Several years experience in a similar role. Solid mathematical skills including probability & statistics.
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| 22 |
Job IB (Sydney, Australia): FO Interest Rates Exotic Derivatives Quant Analyst. PhD in Maths/Physics/Financial Engineering. Some experience & knowledge of Interest Rate & Exotic products. Those with industry experience.
Exceptional coding skills.
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| 23 |
Job IB (Singapore): Credit, Structurer, Corporate, Emerging markets. vp/director credit derivatives structuring. Good pricing/restructuring skills. Essential to have worked in the Asian credit derivatives market for the past 5 years at least.
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| 24 |
Job team (Hong Kong): Equity Capital Market Originator. VP/Director Level experience in Equity capital markets origination. Experience on an Asian focused area. Ideal candidate will be based in Hong Kong and already working on a good ECM team.
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| 25 |
Job IB (New York, NY, NYC): Market risk professional-compliance & regulatory. Solid analytical skills & ability to understand complex Market Risk documentation. Experience as an analyst in market risk/trading with exposure to regulation & compliance.
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| 26 |
Job IB (Baharain): Deputy Head of market risk-Cross asset. Graduate University Degree &/ CFA/FRM. 7+ years experience. Strong quantitative & conceptual skills driven by a proactive & solution-providing mindset.
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| 27 |
Job energy house (Essen, Germany): Market risk specialist-commodities. Degree level candidate with an economic/financial/mathematical background. Previous exposure & knowledge. Knowledge of VBA, SQL. Excellent communication skills in English & German
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| 28 |
Job energy house (Dusseldorf, Germany): Market risk specialist-commodities. Degree level candidate with an economic/financial/mathematical background. Previous exposure & knowledge. VBA, SQL. Excellent communication skills in English & German.
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| 29 |
Job bank (Singapore): Senior Manager-Quantitative Credit Risk. Degree in Quantitative programme. Strong experience in credit risk modelling and management. Analytical mind and sound business insight. Self starter with proven ability to manage.
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| 30 |
Job IB (Hong Kong): Credit, Structurer, Corporate, Emerging markets. vp/director credit derivatives structuring. Good pricing/restructuring skills. Essential to have worked in the Asian credit derivatives market for the past 5 years at least.
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