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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 lundi 6 septembre 2010
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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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| 121 |
Job Investment Bank (New York, NY, NYC): Junior Front Office Commodity Exotics Quant Analyst.
PhD Mathematics/Physics/Financial Engineering. Stochastic volatility, vega & stochastic skew & smile dynamics experience. Strong C++ programming skills.
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| 122 |
Job investment bank (London): Senior Java Developer. Expertise in Java (J2EE), C# front end experience desirable, Front office experience, Risk, Real-Time, Equity. Work closely with risk management systems. Work within a real-time environment.
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| 123 |
Job Investment Bank (London): C++ Quant Developer-Long Dated FX/Interest Rates. Impressive academic background. Strong background in C++ on Linux/Unix. Ability to pick up new languages/databases quickly. Very good mathematical fundamentals.
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| 124 |
Job Investment Bank (Singapore): FO Credit/Interest Rates Quant Analyst. PhD in Mathematics/Physics & Engineering. Extensive experience with C++ & VBA coding skills demonstrated via experience in implementing financial pricing models.
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| 125 |
Job Investment Bank (Hong Kong - HK): C++ Quantitative Developer. Strong C++ on UNIX/Windows, SQL, Perl/Python. A background in fixed income, currencies & commodities. Experience working on pricing libraries.
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| 126 |
Job investment bank (New York, NY, NYC): Vanilla rates and Municipals, Quantitative Analyst. PhD, MSc. Excellent level of financial mathematics, stochastic calculus, advance PDE's, Monte Carlo Simulations etc. Proficient in C++/C, Java, Matlab.
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| 127 |
Job team (London): FX & Hybrids Pricing Verification & Valuation Quant. PhD, DEA, MSc in Mathematics, Physics, Financial Engineering etc. Expertise in building models in Excel & VBA. Solid practical & theoretical knowledge of mathematical finance.
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| 128 |
Job British bank (Hong Kong - HK): FO Credit Analyst Exposure Management-Credit Risk. Masters in Financial Subject. Several years experience in similar role preferable. Knowledge of PFE/PE. Solid mathematical skills including probability & statistics
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| 129 |
Job energy house (Singapore): Senior Market Risk Manager-Commodities. Experience of risk management, trading/trade support experience in the oil market. Very strong analytical skills; Excel & VBA skills
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| 130 |
Job German Bank (London) : Head of Governance, Director-Credit Risk. Strong project management skills, Strong mathematical skills, derivative product knowledge, and risk concepts. Experienced in risk methodology development for financial products.
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| 131 |
Job European bank (New York, NY, NYC) : Java AND C# Developer. Front and C#, Java backend, Unix, Risk Management, Front Office, VBA (desirable). Highly ambitious to move within senior rankings of the group in a short time period.
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| 132 |
Job Investment Bank (Los Angeles, USA): XA Valuations Analyst. MSc/PhD in Mathematics/Finance/Physics. Some business exposure (internship) or at least 6 months industry experience. Ideally someone with C++ skills is a bonus but not essential.
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| 133 |
Job Investment Bank (New York, NY, NYC) : Low Level C++ Developer-High Frequency Algorithmic Trading Rates Team. Multi-threaded C++, STL, Linux, Low Level Kernal Programming, Algorithmic Trading Experience.
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| 134 |
Job Investment Bank (London): Junior FO Commodity Exotics Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Some previous experience working with Commodity products. stochastic volatility vega & stochastic skew & smile dynamics experience
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| 135 |
Job Tier IB (Stanford, CT, USA): Market Risk VP-commodities. Mcs degree in Accounting, Finance, Economics. Complete understanding of energy derivative markets & associated risks. Knowledge of Excel and VBA.
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| 136 |
Job Investment Bank (Houston,TX, USA): XA Valuations Analyst. MSc/PhD in Mathematics/Finance/Physics. Some business exposure (internship) or at least 6 months industry experience. Ideally someone with C++ skills is a bonus but not essential.
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| 137 |
Job Financial Company (New York-NYC-NY): C++ 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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| 138 |
Job bank (London): Hedge Fund Credit Analyst, VP level-Credit Risk. Good knowledge of trading products & alternative asset management sector. Must have the confidence of Global Markets senior management and direct reports.
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| 139 |
Job Investment Bank (London): Algorithmic Trading Analyst. MsC in a highly quantitative field such as Physics/Applied Mathematics/Computer Science. Exceptionally quantitative skill set & experience working in a similar role.
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| 140 |
Job Top Investment Bank (London): Front Office Senior Quantitative Analyst - IR and Hybrids. MSc/PhD/Master/Engineer in Math, Math Finance, Physics/Engineering. 2-4 years quant modelling &/ derivatives trading desk support experience. C/C++ coding.
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| 141 |
Job Top Tier Investment Bank (New York-NYC-NY): Senior Java Developer. Circa $140,000 + significant bonus package. MSc/PhD/Master/Engineer. skills in: Java, J2EE/ Swing, Front Office, FICC. Experience working in a front office environment.
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| 142 |
Job Top German Bank (London): Credit Risk Analyst AVP-SVP. MSc/PhD/Master/Engineer. Knowledge of PFE or PE. Solid mathematical skills (probability & statistics) Strong derivative product knowledge. Several years experience in a similar role.
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| 143 |
Job Top Tier US Investment Bak (New York - NYC-NY): Front Office Commodity Exotics Quant Analyst - Senior VP. PhD/MSc/Master/Engineer in Maths/Physics/Financial Engineering. Extensive experience working in the Commodity business. $170,000 - $190,000
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| 144 |
Job Top Investment bank (London): Exotic Rates Quant Analyst.PhD/MSc/Master/Engineer preferably advanced, in Maths, Engineering, Sciences, Computer Science.C++ dev skills in a numerical (scientific) programming setting.Exp: up to 5 years industry.
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| 145 |
Job Top Telecommunication Company (London): Risk C++ Developer.MSc/PhD/Master/Engineer.Solid C++ programming experience.Expert C++ skills. Practical experience of using C++ to build multi-threaded applications. Fluency in spoken and written English.
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| 146 |
Job Investment Bank (Toronto):Senior Fixed Income Quant.MSc/PhD/Master/Engineer.7+ years exp in developing pricing,quoting,yield curve & prepayment models in North American & European fixed income + interest rate derivatives wholesale capital markets
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| 147 |
Job Top US Commodity House (New York - NYC - NY): Senior Quant Modeller - Commodity Derivatives. PhD level in Maths, Statistics, Physics, Financial Engineering. Exp in a senior front-office quantitative role. Strong command of MatLab & Excel/VBA.
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| 148 |
Job leading global investment bank (London) : Senior Market Risk Manager. MSc/PhD/Master/Engineer in Maths/Economics. Outstanding knowledge of FX derivative products. Excellent VBA and Excel skills
IB experience within FX Market Risk Management.
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| 149 |
Job leading global Investment Bank (New York - NYC - NY): C++ Quantitative Developer (Interest Rates, Fixed Income, Pricing, Analytics) MSc/PhD/Master/Engineer. Strong C++ on UNIX/Windows. Background in FICC. $150,000 per annum + bonus & benefits.
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| 150 |
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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