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Top des annonces Maths-fi.com :
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| 1 |
Offre emploi invivoo (New York): Développement C++/Multithreading-salle de marchés. Bac+5, école ingénieur. Maîtrise système, réseau & bases de données. Anglais courant. Exp: 5 ans min développement C++ & problématiques temps réels & multithreading.
| | 2 |
Job Offer moodys-analytics-fermat (London): Financial Engineer.MSc/PhD/Master/Engineer in numerical/quantitative discipline. Knowledge of Excel VBA/VBscript. Experience working in a front office, spreadsheet based Excel/VBA tactical development team.
| | 3 |
Job bank (Cardiff, UK): Senior Analyst Basel II. Postgraduate level in a numerate subject. At least 3 years experience in the development of credit risk models in Retail Banking. Good knowledge of modern risk management techniques.
| | 4 |
Job bank (Halifax, UK): Senior Analyst Basel II. Postgraduate level in a numerate subject. At least 3 years experience in the development of credit risk models in Retail Banking. Good knowledge of modern risk management techniques.
| | 5 |
Job bank (New York City): Basel II Implementation, Director Level. Post graduate 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.
| | 6 |
Job Offer top Singaporean Bank (Singapore): SME Regional Manager-Credit Risk. MSc/PhD/Master/Engineer. 5-10 yrs experience in Credit Risk modelling & Management.SME
Expert knowledge of modern risk management techniques +use of risk models.
| | 7 |
Job Offer lunalogic (London): Senior quantitative analyst-commodities. Numerate degree from a top engineer degree, MSc in Market Finance. A minimum of 6 year experience dealing with stochastic modelling in a Front Office environment.
| | 8 |
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.
| | 9 |
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.
| | 10 |
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.
| | 11 |
Job Offer top Tier European Investment Bank (New york-NYC-NY): Head of Structured Credit and Mortgage Quant Analytics. PhD level in a highly quantitative field. High level of Financial mathematic ability in stochastic calculus, PDE's, Statistics
| | 12 |
Job Offer biggest British Investment Bank (New York): Basel II Director. MSc/PhD/Master/Engineer in a quant discipline. Post graduate degree in a quant discipline a +. 10-year work experience in the banking/capital markets industry (Risk Management)
| | 13 |
Job Offer Top Tier US Bank (New York): Front Office Quant Analyst - Exotic IR Derivatives. PhD in a mathematical discipline from any top university worldwide. Extensive quant background. Work with various Exotic Interest Rate products
| | 14 |
Job Offer top-tiered bank (Hong Kong):Front Office Equity Derivatives Quant Analyst.PhD in Mathematics/any finance related degree.Extensive previous experience working with Equity products, (Equity Indices).Strong programming skills (C++, SQL, VBA)
| | 15 |
Job Top European Investment Bank (London): Credit Derivative Model Validation Quant - VP. PhD/Masters in Mathematics/Physics/related subject.
Previous experience with Credit Derivatives.
C++, VBA, Matlab etc.Excellent level of Financial Mathematic
| | 16 |
Job Offer top German Bank (New York): Exposure Management Credit Analyst-VP Level-Credit Risk. MSc/PhD/Master/Engineer.Several years experience in a similar role.Solid mathematical skills.Strong derivative product knowledge across all asset classes.
| | 17 |
Job leading global investment bank (London): Technical Project Manager E-Commerce E-Trading. MSc/related degree. Experience in managing, designing and building high availability real-time e-commerce/trading application. Knowledge of derivatives.
| | 18 |
Job bank (London): Senior Quantitative risk manager-capital markets. PhD Level. 4 to 5 years of relevant capital markets experience, in quantitative risk management, derivatives valuation.
Strong proven analytical skills. Good programming skills
| | 19 |
Job bank (New York City): Senior market risk manager-cross asset. Background in Statistics & Financial Mathematics. IT Proficient. 7+ years experience in analyzing complex financial markets products, in an international institution.
| | 20 |
Job investment bank (New York City): Senior VP Derivatives research, Interest rate & hybrids. PhD level in a highly quantitative field. Significant experience in interest rate & Hybrid products modeling. Exceptional Mathematical modeling credentials
| | 21 |
Job Offer top German Bank (London): Exposure Management Credit Analyst-VP Level-Credit Risk. MSc/PhD/Master/Engineer.Several years experience in a similar role.Solid mathematical skills.Strong derivative product knowledge across all asset classes.
| | 22 |
Job Top Bank (London):Hedge Fund Credit Analyst Manager. MSc/PhD/Master/Engineer. Good knowledge of trading products + alternative asset management sector. Largely indepedent self-starter. Ability to handle a significant and diverse workload.
| | 23 |
Job European bank (Singapore): Senior Credit Risk Analyst. 5-10 yrs experience in Credit Risk modelling & Management & SME. Expert knowledge of modern risk management techniques within Retail Banking. Excellent team leadership.
| | 24 |
Job Offer top German Bank (Hong Kong): Exposure Management, Senior Credit Analyst. MSc/PhD/Master/Engineer. Experience at VP level within Exposure Management. Several years experience similar role. Solid mathematical skills (probability & statistics)
| | 25 |
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.
| | 26 |
Job Top British Banks (London):
Front Office Credit Analyst Exposure Management -Credit Risk.Masters in Financial Subject.
Several years experience in a similar role. Knowledge of PFE/PE.Solid mathematical skills including probability & statistic
| | 27 |
Job bank (London): Senior Analyst Basel II. Postgraduate level in a numerate subject. At least 3 years experience in the development of credit risk models in Retail Banking. Good knowledge of modern risk management techniques.
| | 28 |
Job Offer Top Tier Investment Bank (London): Head of Credit Structuring. MSc/PhD/Master/Engineer. VP/Director of credit derivatives structuring.Good pricing/restructuring skills + good understanding of the European fixed income markets.180,000+ Bonus
| | 29 |
Job Top Tier Investement Bank (New York-NYC-NY): VP Level C++ Developer. MSc/PhD/Master/Engineer. Knowledge of Core Java and STL is advantageous. Fluency in spoken and written English. Good team player. Algorithmic trading experience preferred.
| | 30 |
Job Offer Leading Invesment Bank (London): FX Independent Price Verification Analyst. PhD/ equivalent in finance. Highly numerate problem solver, good spreadsheet a&systems skills. Strong numerical aptitude.Experience with FX products is essential
| | 31 |
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
| | 32 |
Job Top Us Investment Bank (New York - NYC-NY): Quantitative Analyst, Derivatives Model Validation. PhD in a quantitative field (maths, physics, statistics, engineering). Excellent mathematical/quantitative skills. C, C++, Java + VBA or SAS required.
| | 33 |
Job leading energy trading firm (Houston): Trading desk risk analyst - commodities. Bachelors/MSc degree in Accounting, Finance, Economics/other related degree. Experience in natural gas OR oil risk controls and risk reporting function.
| | 34 |
Job Offer Top Tier Investment Bank (London):Equity Structurer.MSc/PhD/Master/Engineer.Essential to be working as an equity structurer/trader focused on European markets (associate level/similar)Good pricing skills, good equity derivatives experience.
| | 35 |
Job Major Physical Trading Firm (London): Head of risk-commodities. MSc/PhD/Master/Engineer. In depth understanding of commodities (physical metals trading.)Strong experience of the financial sector gained over a number of years,in a risk role.
| | 36 |
Job Offer Top Tier European Investment Bank (London): DCM originators, Base £100,000 +High Base. MSc/PhD/Master/Engineer. Good market experience in Debt capital markets. Skills in structuring/ origination and execution of DCM transactions.
| | 37 |
Job Leading Hedge Fund (Singapore): Analyst - Commodities. MSc/PhD/Master/Engineer in Statistics, Econometrics of Financial Engineering. Exp statistical or econometric models. Expert knowledge of SAS, Splus, Excel as well as Matlab. 150k+ bonus.
| | 38 |
Job commodity house (Stanford CT, USA): Senior Risk analyst-commodities. Complete understanding of energy derivative markets & associated risks.
Good working understanding of options & their related Greeks along with volatility surfaces. Excel & VBA
| | 39 |
Job company (London): Senior risk analyst. Min of 3-4 years of risk management experience with at least 2 years hedge fund risk experience. Strong quantitative skills, excellent knowledge of derivatives, general knowledge of the hedge funds markets.
| | 40 |
Job Investment bank (London): Senior C++ Equity Derivatives Developer. An excellent C++ focused background. Experience working on large scale library development. Excellent understanding of successful development practices within the financial domain
| | 41 |
Job bank (New York City): Senior Business (Rates) Focused C++ Developer. Extensive background in C++ development. Ability to pick up new in house languages/systems quickly. Numerate background,
Background in interest rate derivatives.
| | 42 |
Job Offer Leading European based Bank (London): Credit Risk Approver. MSc/PhD/Master/Engineer. Direct knowledge gained in a similar role. Strong commitment to firm-wide success supporting the long term development of the bank and its infrastructure.
| | 43 |
Job Bank (London): Senior Project Manager. A primary degree qualification with detailed knowledge of project management processes & good knowledge of risk processes. Strong Excel skills. A minimum of 1 year & 2 years of Finance/Banking experience.
| | 44 |
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.
| | 45 |
Job global investment bank (London): Market Risk Manager. Preferably PhD in a numerate subject.Good understanding of traded credit products.Proficiency with Excel, VBA essential. Relevant experience within Market Risk Management, Control or Analysis.
| | 46 |
Job Top Investment Bank (New York - NYC - NY): Quantitative Index Analyst. PhD/MSc/Master/Engineer in a quantitative field, e.g Mathematics, Statistics, Computer Science. Strong programming skills (matlab, excel, c) + database skills including SQL.
| | 47 |
Job bank (London) : Senior VP, Equity Derivatives Desk Quant. PhD in highly quantitative field, Mathematics, Physics, Financial Engineering.
Solid experience with C++, Matlab/Splus, C#, VBA/Excel, & SQL, solid understanding of statistical analysis..
| | 48 |
Job investment bank (London): Senior market risk & product controller position. University degree 2:1 or above. Experience within credit products-CDS, FTD, CLN, credit indexes. Good excel skills including VBA coding. Strong mathematical background.
| | 49 |
Job one of the world's leading Bank (London): Senior Risk Officer. MSc/PhD/Master/Engineer.Excellent understanding of banking & capital market products (OTC derivatives & structured products).Private banking experience in a reputable commercial bank.
| | 50 |
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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