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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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Job sophis (New York): Senior Front Office Consultant. Financial Engineering/Applied/Mathematics/Physics Masters gained within a top-rated Engineering University.Experience required: 3-5 years as a Trading Assistant/Junior Quantitative Analyst.
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Job Investment bank (Lonodn): ETF Life Cycle Developer (C#, JAVA, Perl, Database, Sybase, DB2).OOD, C#/Java, Sybase/DB2, Perl. Innovation, autonomy, leadership. Able to see project through from start to finish.
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Job Investment Bank (Lonodn): Front Office Quant Analyst/Trader-Commodities. PhD/MSc in a Mathematical Subject. Strong Programming Skills in C++ and advantageous to have additionally any of the following: C, JAVA, MATLAB.
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Job investment bank (London): IR/FX Derivatives Model Validation Quantitative Analyst (VP). Excellent academic background to PhD/DEA/MSc level in a highly quantitative field. Proven track record validating & reviewing models for front office trading.
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Job investment bank (Sydney, Australia): Senior credit risk analyst. Relevant tertiary qualifications in a business-related/quantitative subject. Good understanding of risk management practices within the financial services industry...
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Job investment bank (Sydney, Autralia): Senior market and operational risk manager to lead a team of developers. Financial markets experience. Risk technology experience, particularly in the area of Market Risk.
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Job Investment Bank (London): Front Office Credit Quant Analyst-Senior Vice President. PhD in Mathematics/Financial Engineering. Quant modeling experience in fixed income, calibrating credit models. Experience in valuing credit derivatives.
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Job Royal Bank of Scotland (London): Interest Rate Quant Developer/Programmer-Senior VP. PhD in Mathematics, Physics, Engineering, Finance. Previous experience as a modeller/developer. Fluent in C/C++ and strong programming skills.
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Job Investment Bank (Hong Kong): Front Office Quant Analyst-IR. PhD in a Mathematical discipline from a top school/university. Experience in working on the stochastic volatility LIBOR Market Model (LMM). Implement IR stochastic volatility models.
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Job Investment bank (London): EMEA Algorithmic Trading Analyst/Developer Efficient in algorithmic/numerical programming in C++/Java. Expertise in time series data analysis. Familiarity with Database architecture-SQL or KDB.
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| 11 |
Job investment bank (London): Quant Analyst/Trader-(VP, Interest Rate Exotics). PhD in a Mathematical discipline. Strong C++ development skills. Broad technology skills. Provide high level support for IR Exotic Trading Desk.
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Job investment bank (London): Desk Quantitative Analyst, Interest Rate Products. Strong scientific background & excellent programming skills. Swap Pricing & Bond Analytics. Linear & Non-Linear Optimization Techniques. Stochastic Calculus. C++, C.
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| 13 |
Offre emploi asset-technology (Hong Kong) : Ingénieur salle des marchés.Ingénieur/Bac+5 en informatique.Exp requise: 2 ans min C# et C++ en salles de marché BFIs/Asset Managers. Idéalement une 1ère expérience internationale environnement anglo-saxon.
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| 14 |
Offre emploi asset-technology (London) : Ingénieur salle des marchés. Ingénieur/Bac+5 en informatique. Exp requise: 2 ans min C# et C++ en salles de marché BFIs/Asset Managers. Idéalement une 1ère expérience internationale environnement anglo-saxon.
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| 15 |
Job Investment Bank (London): Talented & Bright Junior C++/C#/Java Developer with an Interest in Finance. Experience in C++/Java/C#, Windows/UNIX. Excellent degree in computer science or related field. Passion for technology.
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| 16 |
Job global house (London): Vice President, Financial Quant Analyst-FO RISK Analytics. Quantitative Educational Background. Strong risk modeling exposure. Market Knowledge. Trade approval exposure. Cross asset knowledge.
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| 17 |
Job investment bank (New York): Head of Quants, Associate Director/Director (Fixed Income). 7+ years experience in building & managing fixed income & interest rate derivatives trading infrastructure... Excellent knowledge of US fixed income...
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Job Offer : Front Office Fixed Income Exotic Quant Analyst-VP. PhD in Mathematics/Financial Engineering/Physics Quant modeling experience in fixed income, especially in calibrating interest rate & exchange rate models...
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| 19 |
Job Investment Bank (London): Front Office Quant Analyst-Credit. Strong experience of CDS Swaption, CM-CDS & Credit Range Accrual & other credit volatility products. Experience of Gap Risk modelling for credit CPPI, leveraged single name CDS and etc
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Job Investment Bank (London): C++ on Linux Developer-Front Office Equity Derivatives Trading Team. Linux, Scripting. Strong academic background in computer science or related degree. Excellent communication skills. Wide interest in finance & trading.
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| 21 |
Job investment bank (Hong Kong): Junior market risk analysts. Tertiary qualified. Significant interest in financial markets. Strong analytical ability & decision making skills. Fluency in Cantonese an advantage, but not necessary.
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| 22 |
Job investment bank (Sydney, Autstralia): Junior market risk analysts. Tertiary qualified. Significant interest in financial markets. Strong analytical ability & decision making skills. Fluency in Cantonese an advantage, but not necessary.
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| 23 |
Job investment bank (London): Debt Capital Markets Originator. Must be a DCM originator. Must speak German. Must have experience with German corporate clients.
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| 24 |
Job firm (New York): C/C++ Developer-(Senior Programmer, C, C++, Linux, Data Structures). An excellent C++ focused computer science background.
Experience working on large scale distribution systems. Experience building real-time report systems.
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| 25 |
Job investment bank (London): e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy). Exceptional communication skills. Able to deliver projects within budget.
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| 26 |
Job energy house (Dusseldorf, Germany): Market risk professionals from commodity & financial background. Previous exposure & knowledge. An understanding of/exposure to a commodity trading business, energy markets and/or market risk methodologies.
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| 27 |
Job Offer lunalogic (London): Quantitative Developer-Exotic Equity Derivatives. MSc. in Mathematics or Economics. 2 to 5 years experience in Finance. Development & Implementation of exotics pricing models. Excellent knowledge of Front Office systems.
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| 28 |
Job investment bank (London): Senior Market Risk Manager-Front Office. The risk manager will be responsible for developing strategy, approving trades/products and interpreting the risk numbers into clear commercial sense.
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| 29 |
Job investment bank (London): Senior VP, Equity Derivatives Quantitative Analytics. PhD in a highly quantitative subject. Significant experience working on modeling of exotic equity derivatives.
Experienced in large scale Monte Carlo simulations.
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Job investment bank (London): VP, Front Office Exotic Credit Derivatives Desk Quant. Currently be at senior associate/vice president level.
Significant experience in highly advanced mathematics. Top level programming skills.
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