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SELBY-JENNINGS-LONDON Job Offers in Quantitative Finance
(Job and Internship Offers : Quantitative finance, Financial Engineering, Mathematical Finance, IT Finance.)
Next (255)
| 1 |
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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| 2 |
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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| 3 |
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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| 4 |
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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| 5 |
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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| 6 |
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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| 7 |
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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| 8 |
Job IB (London): C++ Quant Developer-Long Dated FX/Interest Rates. Msc/Phd computer science/physics/mathematics. Strong background C++ Linux/Unix. Very good mathematical fundamentals: stochastic calculus
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| 9 |
Job IB (London): Market risk manager-FX. Mathematical/Economics background. Outstanding knowledge of FX derivative products. Additional product knowledge across interest rates/insurance. IB experience within FX Market Risk Management.
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| 10 |
Job bank (London): Credit Analyst-Credit Risk. Msc in finance/economics. Ideally 2-3 years experience in a capital reporting & analysis role. Investment Banking background. Familiar with ICAAP. Understanding of regulatory framework for bank capital.
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| 11 |
Job Financial Institution (London): Quantitative Credit Risk Analyst-Credit Risk. High degree of familiarity with industry practice in counterparty credit risk measurement and management.
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| 12 |
Job bank (London): Senior Manager-Quantitative Credit Risk. PhD in Finance, Financial Economics, Econometrics, Mathematical Finance. Strong knowledge of PD/EAD modelling. Strong experience in credit risk modelling & management.
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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 (London): C++ Risk/Quant Developer-FX & Rates Trading Desk. Strong background in C++ on Linux/Unix. Impressive academic background. Ability to pick up new languages quickly. Very good mathematics. Good communication skills.
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| 15 |
Job IB (London): Equity derivatives structuring. Someone with some experience of "secondary research". Ability to present structured product ideas, based on an Asian theme, to European clients. Someone with experience in a client facing experience.
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| 16 |
Job IB (London): Leveraged Finance/Structured Finance. From a Leveraged finance background either (loan capital markets, M&A & Debt). Between second year analyst & senior associate. Anyone from a structured finance background.
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| 17 |
Job Offer : Job IB (London): Quantitative Derivatives Valuation and Independent Price Verification, VP. PhD, MSc, DEA in Mathematics, Financial Engineering. Experience in financial services/investment derivatives/valuation functions.
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| 18 |
Job Broker House (London): FO Equity/Credit Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic, Equity Derivative products/with Credit Derivatives experience. Strong coding skills.
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| 19 |
Job bank (London): Commodities Traded Credit Risk Analyst-Credit Risk. Strong Excel and Access skills and ability to use these tools to gain efficiency in daily process. Experience in OpenLink and/or SRA trading systems. Understanding of VBA.
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| 20 |
Job IB (London): Multi asset, emerging market structurer. Emerging market, multi asset structuring experience with specific experience in CEEMEA regions. You will need to be experienced in a client relations.
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| 21 |
Job bank (London): Hedge Fund Credit Officer-Credit Risk. Prior relevant Credit Risk Management work experience, preferably having covered NBFI/Hedge Fund credits. Broad knowledge of financial products especially derivatives. Strong computer skills.
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| 22 |
Job IB (London): Front Office Quantitative Analyst. PhD degree in Math, Math Finance, Physics, or Engineering. 2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity.
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| 23 |
Job IB (London): Junior Quantitative Analyst in ABS & Credit Risk Models. Strong quantitative background (MSc/higher in Mathematics, Physics/Engineering). Good IT skills, with some knowledge of C++. Experience in a banking environment.
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| 24 |
Job IB (London): Technical Lead-Java/C#/C++ Developer. Understanding of distributed application development across Unix/Windows, Java/C++/C#, Grids & databases. Experience of having performed architecture/permit to build/governance function.
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| 25 |
Job IB (London): IR/FX Derivatives FO Quantitative Analyst (VP). Impressive technical proficiency in VBA, C/C++ &/ Java should be complemented by a superb academic background in a highly quantitative subject.
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