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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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| 31 |
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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| 32 |
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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| 33 |
Job IB (London): Market risk specialist. Hold an Msc PhD in a quantative field included mathematics/physics. Experience in non-traded market risk &/ liquidity risk management in banking. Strong at forming relationships across the business.
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| 34 |
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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| 35 |
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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| 36 |
Job IB (New York, NY, NYC): Senior C++ Developer-High Frequency Algorithmic Trading Rates Team. Multi-threaded C++,STL, Linux, Low Level Kernal Programming, Algorithmic Trading Experience.
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| 37 |
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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| 38 |
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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| 39 |
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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| 40 |
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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| 41 |
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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| 42 |
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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| 43 |
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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| 44 |
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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| 45 |
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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| 46 |
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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| 47 |
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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| 48 |
Job IB (London): Senior Quantitative Developer (C++/Linux)-Interest Rates Business. PhD in computer science/mathematics. Strong C++, Unix/Windows, Perl/Python. A background in fixed income/rates is a plus. Pricing/Analytics/Derivatives experience.
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| 49 |
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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| 50 |
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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| 51 |
Job Financial Firm (Dublin, Ireland) : Senior C++ Developer. Solid C++ programming experience.
Windows Visual Studio, Expert C++ skills. Practical experience of using C++ to build multi-threaded applications. Knowledge of C#. Fluent in English.
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| 52 |
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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| 53 |
Job IB (London): Structured Credit Analyst/Developer. Good knowledge of Fixed Income & Credit derivatives business & markets. Derivative products life-cycle-exchange traded, OTC & securitised products. Java programming skills & experience.
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| 54 |
Job Investment firm (Singapore): Credit Analyst-Credit Risk. Masters in Financial Subject. Several years experience in a similar role. Sponsorship for Visa's will not be given.
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| 55 |
Job Bank (London): Quantitative Strategist. Highly quantitative academic background based in a Statistical field... Quantitative strategist fluent in a number of technical languages. Experience covering global equities & in high frequency research.
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| 56 |
Job IB (New York, NY, NYC): C# .NET Developer. Exceptional C#.NET Development Skills. Experience in financial services & trading businesses with extensive knowledge of trade life cycle, position, P&L & Risk reporting processe...
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| 57 |
Job fixed income manager (London): Buy side credit structurer, CLO+ CDOs. Analyst/associate level experience. Credit research/credit structuring/credit structured finance/quantitative modellers. Experience in the Collateralized Debt Obligation market
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| 58 |
Job European bank (London): C# Application Developer (Senior). C#, .Net, Unix, Fixed Income, Front Office, Development & full project life cycle experience, Databases (Sybase OR Oracle OR SQL).
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| 59 |
Job bank (London): Market risk specialist. Highly experienced in risk management/monitoring. Qualification in a science/engineering/economics subjects involving strong numerical skills.
Strong Excel skills, Database, VBA & programming skills.
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| 60 |
Job IB (New York, NY, NYC): Front office Fixed income Quantitative Analyst. PhD/MSc in a highly quantitative. Excellent level of financial mathematics, stochastic calculus. Strong finance knowledge & hands on derivative modelling experience.
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