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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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| 451 |
Job investment bank (London): Senior VP, Equity Derivatives Desk Quant. PhD in Mathematics, Physics, Financial Engineering. Experience developing pricing models & software within equity derivatives. Solid experience with C++, Matlab or Splus, C#, VBA
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| 452 |
Job US bank (London): Equity Derivative Structurer. Understanding of the Asian market & also local languages. Be coming from a position of seniority with experience running a team,
specifically focused on equity derivative structuring on Asian marke
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| 453 |
Job Trading House (New York City): C++/Linux/Unix Technologist. Extensive experienced developing multithreaded real-time C++ solutions, UNIX/LINUX, Scripting, java, RDMS. Financial experience in HFT space ideal.
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| 454 |
Job British Bank (London): Senior Manager-Credit Risk. Postgraduate levelin a numerate subject. At least 6 years experience in the development of risk models in Retail Banking. Expert knowledge of modern risk management techniques.
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| 455 |
Job investment bank (New York City): FX derivative structurer. FX structurer/trader with experience working in the North American market. Good technical skills/knowledge of how FX products impact on the trading book & good concept of FX derivatives.
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| 456 |
Job investment bank (London): Motivated Excel VBA/C#/Equities RAD Developer. An excellent Excel VBA programming background. Experience working on large scale library development in a RAD environment. SQL & Stored Procedures (Essential, Sybase).
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| 457 |
Job bank (New York City): Senior market risk manager working across all asset classes. 7+ years experience in analyzing complex financial markets products, in an international institution. Background in Statistics & Financial Mathematics.
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| 458 |
Job Fixed Income research & strategy team (London): Quantitative FX strategist-Associate/VP. Experience developing FX trading strategies & ideas based on Macro themes however you must also have solid Statistical programming and modelling skills.
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| 459 |
Job investment bank (New York City): Commodities structurer.Good derivatives experience with corporate clients across the US market. VP/Director level at a top house.
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| 460 |
Job Bank (New York City): FO Interest Rates Exotic Derivatives Quant Analyst. PhD Maths/Physics/Financial Engineering. Some experience with exotic products. Exceptional coding skills & solid programming skills Excellent level of Financial Mathematics
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| 461 |
Job Bank (New York City): Front Office Credit Derivatives Quant Analyst. PhD in mathematics, physics, engineering. Some experience as a FO Quant Analyst in a banking/finance environment. Strong knowledge/experience with Credit Derivative products.
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| 462 |
Job structuring team (London): FX derivative Advisory structuring. Must have experience working with European retail clients, FX trading or structuring experience. Experience in a forward facing experience.
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| 463 |
Job Investment Bank (London): FO Quant Analyst-Exotic Rates. PhD degree in Mathematics, Mathematical Finance, Physics or Engineering. Excellence in probability theory, stochastic processes, partial differential equations & numerical analysis.
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| 464 |
Job Tier 1 investment bank (New York City): Java Developer. Core Java, Linux, Real-time, Low latency, Fixed Income, Front Office.
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| 465 |
Job Bank (London): Front Office Credit Derivatives Quant Analyst. PhD in mathematics, physics, engineering. Some experience as a FO Quant Analyst in a banking/finance environment. Strong knowledge of or experience with Credit Derivative products.
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| 466 |
Job investment bank (London): Front Office Market Risk Manager. Strong understanding of the Commodities market (the energy market). Strong VBA skills. Experience within Market Risk or Product Control (preferably within the commodities market).
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| 467 |
Job Energy House (London): Commodities Model Validation Quant Analyst-Senior VP. PhD Mathematics/Physics. Extensive previous experience with Commodity products. General Programming skills needed e.g. C++, VBA, Matlab etc. Strong analytical skills.
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| 468 |
Job Investment Bank (London): Front Office Quant Developer. PhD from a top institution, with significant research into advanced-Mathematics & programming. Knowledge & experience of large scale Monte Carlo simulations.
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| 469 |
Job investment bank (London): FX Quant Developer C++ (High Frequency, Algorithmic Trading System, FX, UNIX. Expertise in C++, Unix (Linux), Experience in High Frequency, Knowledge of FX markets.
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| 470 |
Job Investment bank (Milan, Italy): Market Risk Methodologies specialists. Academic degree in Finance, Science & excellent grades with knowledge of Basel II regulatory framework. MUST have knowledge of Java, C++, SQL..
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| 471 |
Job Investment bank (London): Market Risk Methodologies specialists. Academic degree in Finance, Science & excellent grades with knowledge of Basel II regulatory framework. MUST have knowledge of Java, C++, SQL..
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| 472 |
Job Bank (New York City): Front Office Credit Derivatives Quant Analyst. PhD in mathematics, physics, engineering. Some experience as a FO Quant Analyst in a banking/finance environment. Strong knowledge of/experience with Credit Derivative products.
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| 473 |
Job investment bank (London): Equity Structurer. To be an Equity or cross asset structurer to be suitable. Familiar with European retail & institutional clients. You should be coming from a front office role.
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| 474 |
Job bank (London): Financial Institutions Debt Product Analyst. Italian spoken at business level. Experience in working within, or supporting an active trading business.
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| 475 |
Job bank (London): Front Office Quantitative Counterparty Credit Risk Analyst. Strong knowledge of PFE, EPE, EEPE, Knowledge of Basel II, BIPRU requirements with regards to CCR. Ability to code in at least one of C++/C#/F#/Matlab.
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| 476 |
Job Investment bank (New York City): Gas, Oil & Power, Commodity Quantitative Analyst, VP. PhD in Pure or Applied Mathematics, Physics or Engineering. Experience creating commodity derivative pricing models for a trading desk.
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| 477 |
Job bank (London): Senior VP Derivatives research, Interest rate & hybrids PhD level. Exceptional Mathematical modeling credentials, with working knowledge of Stochastic Volatility. Significant experience in interest rate & Hybrid products & modeling
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| 478 |
Job Investment bank (Hong Kong): Senior C++ Equity Derivatives Developer. An excellent C++ focused background. Experience working on large scale library development. Deep knowledge within the financial domain.
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| 479 |
Job Investment bank (London): Risk Analytics C++ Developer. Excellent academic background in science/mathematic. An excellent C++ focused background. Strong aptitude for problem solving. Deep knowledge within the financial domain, primarily risk.
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| 480 |
Job bank (New York City): Basel II Implementation, Director Level. Good university degree in a quantitative discipline. A minimum of 10 years work experience in the banking/capital markets industry, with prior experience working in Risk Management.
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