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Top des annonces Maths-fi.com :
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Job Offer fastest growing investment bank (New york): Debt Capital Market Originator. £65,000-75,000 + bonus. MSc/PhD/Master/Engineer. Only candidates who are fluent in Russian.DCM originator/M & A/corporate finance. Strong analytical skills.
| | 2 |
Job Hedge Fund (Connecticut): Senior Quantitative Equity Researcher. Strong academic background in a highly quantitative field at PhD level. Experience focusing on US equities is essential, experience looking at international equities.
| | 3 |
Job Investment Bank (New York City): High Frequency FX C++ Developer. C/C++ on Unix/Linux, STL, Boost, Multithreading. Experience of Real-time, Distributed Systems. Strong passion for technology & business. A background in e- FX is a huge plus.
| | 4 |
Job investment bank (London): Motivated Excel VBA/C/Equities RAD Developer. An excellent Excel VBA programming background. Experience working on large scale library development in RAD environment. Solid understanding in an object orientated language
| | 5 |
Job Bank (New York City): Front Office Credit Derivatives Quant Analyst. PhD in mathematics, physics, engineering. Some experience as a FO Quant Analyst in a banking/finance environment. Strong knowledge of/experience with Credit Derivative products.
| | 6 |
Job commodity house (Stanford, USA): FO risk analyst. Masters degree in Accounting, Finance, Economics. Complete understanding of energy derivative markets & the associated risks.
Good working understanding of options & their related Greeks.
| | 7 |
Job Global bank (London): Front Office Credit Risk Analyst. The person fulfilling this role will be responsible for interacting and partnering the business in order for them to achieve their strategic objectives.
| | 8 |
Job investment bank (Singapore): VP Derivatives Quant Modelling, Fixed Income & hybrids, CVA. PhD level. Significant experience in interest rate & Hybrid products & modeling. Exceptional Mathematical modeling credentials.
| | 9 |
Job Offer leading Global Investment bank (London):FX IT Technical Lead/Application Manager. £100,000/annum + bonus.MSc/PhD/Master/Engineer.Well versed C++ algorithmic developer/quant problem solver
Excellent understanding of FX, Forwards & Options.
| | 10 |
Job investment bank (London): Quantitative Analyst-Equity & Commodity. PhD/MSc in mathematics, physics, engineering. Some professional experience an advantage. Good knowledge of financial instruments used in capital markets.
| | 11 |
Offre emploi aubay : PMO (Project Manager Office). Bac+5 en informatique d'une grande école d'ingénieur, de commerce ou d'une université.
Expérience significative sur des fonctions de pilotage de projet au sein de structures Office Project Managemen
| | 12 |
Job US Investment Bank (London): Java Rates Pricing Developer-Front Office. Core Java, OO Design, Multithreading, Fixed Income Background is desirable, Great team work and communication skills.
| | 13 |
Job Bank (New York City): FO Interest Rates Exotic Derivatives Quant Analyst. PhD Maths/Physics/Financial Engineering. Some experience with exotic products. Exceptional coding skills & solid programming skills Excellent level of Financial Mathematics
| | 14 |
Job Offer : Equity C++ Developer (High Frequency, Algorithmic Trading System. Expertise in C++, Unix (Linux), Knowledge of Equity markets.
| | 15 |
Job investment bank (Hong Kong): DCM originator. Good market experience in Debt capital markets.
Seasoned DCM originator ideally based in Asia & with skills in structuring/ origination and execution of DCM transactions.
| | 16 |
Job investment bank (New York City): FX derivative structurer. FX structurer/trader with experience working in the North American market. Good technical skills/knowledge of how FX products impact on the trading book & good concept of FX derivatives.
| | 17 |
Offre emploi amontech : Consultant CS# .net/Finance de marché/Front Office. Ingénieur/Bac + 5 IT. Développement en salle des marchés (en coopération avec les traders). Expérience requise : 2 ans minimum.
| | 18 |
Job company (London): Energy, Private Equity Quantitative Analyst/Valuations-VP. MSc/PhD. Good up to date understanding of Financial Mathematics. Experience of implementing these skills in investment appraisal/transactions environment.
| | 19 |
Job Offer leading US Investment Bank (New York City): Java Developer. MSc/PhD/Master/Engineer.Circa $150,000+bonus & benefits. Multi-threading.Experience C# & .net framework. XML. Sybase.Experience in a software development team - ideally in finance.
| | 20 |
Job Offer tier 1 investment bank (London):Equity C++ Developer (High Frequency, Algorithmic Trading).£9000+ significant bonus package.MSc/PhD/Master/Engineer.Successful candidate should have expertise in C++ development & knowledge of Equity markets.
| | 21 |
Job Offer large Japanese investment bank (London): IR/FX Derivatives Model Validation Quantitative Analyst-VP. MSc/PhD/Master/Engineer in a highly quant subject. Track record validating + reviewing models for front office trading (IR/FX derivatives)
| | 22 |
Job hedge fund (London): Quantitative Analyst-Hedge Fund. PhD in Computer Science, Financial Engineering. Exceptional technical skills covering but not limited to Matlab, R, VBA, C++, SQL & Python. Experience in similar role with strong track record.
| | 23 |
Job Investment Bank (London): Front Office Commodity Exotics Quant-Junior VP. PhD Mathematics/Financial Engineering. Extensive previous experience working in the Commodity business. Must have stochastic volatility, vega, & stochastic skew experience.
| | 24 |
Offre emploi aubay : Consultant MOA. Ingénieur/Bac+5. Expérience significative sur fonctions d'Assistance à Maîtrise d'Ouvrage,
Maîtrise: Assurance, Assurance vie, Prévoyance, IARD, Retraite, . Banque de détail, Moyens de paiment, SEPA...
| | 25 |
Job investment bank (London): SVP, Interest Rate Exotics Quantitative Analytics. PhD level in highly quantitative course. Wide experience in the quantitative modeling space. Experience from a top investment bank working in a front office environment.
| | 26 |
Job bank (New York City): Multi asset structurer. Experience of FX, interest rates & credit, as a Director in the Latin American markets. Good technical skills & good concept of interest rate derivatives. Desirable to speak Spanish/Portuguese.
| | 27 |
Job Bank (New York City): Front Office Credit Derivatives Quant Analyst. PhD in mathematics, physics, engineering. Some experience as a FO Quant Analyst in a banking/finance environment. Strong knowledge/experience with Credit Derivative products.
| | 28 |
Job investment Bank (Singapore): FX Derivative Quant. PhD level in Computational Finance, Mathematics, Physics, Financial Engineering. Exceptional Mathematical modeling credentials. Significant experience in interest rate & Hybrid products & modeling
| | 29 |
Job bank (New York City): Vanilla rates & Municipals, Quantitative Analyst. PhD, MSc in highly quantitative discipline. Excellent level of financial mathematics, stochastic calculus, advance PDE's, Monte Carlo. Proficient in C++/C, Java, Matlab.
| | 30 |
Job leading US Investment Bank (London): Front Office Quantitative Analyst. PhD/MSc/Master/Engineer from top tier schools/programs in Math, Math Finance, Physics. 2-4 years quantitative modelling. Strong numerate and wide programming background.
| | 31 |
Job Hedge Fund (New York City): Senior Quantitative Equity Researcher. Strong academic background in a highly quantitative field at PhD level. Experience focusing on US equities is essential, experience looking at international equities.
| | 32 |
Job investment bank (London): Quantitative counterparty risk analyst. Counterparty credit risk analyst, Strong knowledge of PFE, EPE, EEPE, Project management and leadership experience.
| | 33 |
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.
| | 34 |
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.
| | 35 |
Job global supplier of IT solution (Paris): Java Swing Developer (contract). MSc/PhD/Master/Engineer. E300-E400/day. Strong knowledge in Java (Swing). Background in OO programming and design patterns. Good design, development and debugging skills.
| | 36 |
Job Investment Bank (London): Equity/Commodities Independent Price Verification Analyst. PhD/Masters in finance related degree. Highly numerate problem solver, good spreadsheet & systems skills. Strong numerical aptitude.
| | 37 |
Job tier one European investment bank (Paris): Equity Derivatives Trading Highly Competitive. MSc/PhD/Master/Engineer. Experience trading single stock / index options on the pan-European markets. Strong, solid flow trading experience.
| | 38 |
Job investment bank (London): CVA Quantitative Analyst (VP). Proven track record validating & reviewing models for front office trading & structuring teams-preferably with a direct experience of CVA.
| | 39 |
Offre emploi newside (Hong Kong-HK): Rapid Application Developer (RAD)/Commando. BAC+5 informatique. Maîtrise VBA, orienté objet, idéalement C#, mathématiques financières.
Expérience : 2 ans min au sein d'un poste similaire en salle de marché.
| | 40 |
Job Bank (London): Front Office Credit Derivatives Quant Analyst. PhD in mathematics, physics, engineering. Some experience as a FO Quant Analyst in a banking/finance environment. Strong knowledge of or experience with Credit Derivative products.
| | 41 |
Job hedge fund (New York City): Global Macro Strategist-Associate. MSC/PhD in Financial Engineering/econometrics/Finance. Experience in global macro strategy up to Senior VP Level. Proficient in Matlab, EViews, Gauss, Bloomberg, Datastream,Excel/VBA.
| | 42 |
Offre emploi newside (London): Rapid Application Developer (RAD)/Commando. BAC+5 informatique. Maîtrise VBA, orienté objet, idéalement C#, mathématiques financières. Expérience : 2 ans min au sein d'un poste similaire en salle de marché.
| | 43 |
Job investment bank (London): Front Office C++/Perl/Unix Developer. An excellent C++ focused background, A keen eye for mathematics, Excellent analytical/problem-solving skills.
| | 44 |
Job Offer top investment bank (London): VP Level Market Risk.MSc/PhD/Master/Engineer in Quantitative &/Economics.Experience around credit trading.Knowledge of vanilla credit derivatives & risks.Experience in a Market Risk (credit trading businesses).
| | 45 |
Job Asset Manager (San Francisco, USA): Fixed Income Quantitative Analyst. Strong academic background, with deep knowledge of financial theory. Exceptional Programming Languages-C++, MATLAB, SQL. Experience developing quantitative models & strategies
| | 46 |
Job team (London): Debt capital markets Originator. Friendly & great team player with the ability to face clients & develop relations in new markets,
Skills must be Debt Capital Market related & relevant.
| | 47 |
Job investment bank (London): Front Office Market Risk Manager. Strong understanding of the Commodities market (the energy market). Strong VBA skills. Experience within Market Risk or Product Control (preferably within the commodities market).
| | 48 |
Job Asset management company (London): PhD Finance- Quant Research. PhD in Finance. Exceptional Programming Languages-MATLAB, SQL, VBA. Deep knowledge of financial theory. A passion for programming.
| | 49 |
Job bank (Singapore): Market risk manager-structured fixed income. Min Masters in Mathematics/Mathematical Finance. Strong model understanding. Experience in structured products, derivative models & products, preferably including front office.
| | 50 |
Job GTAA team (London): GTAA Strategist/ Portfolio Manager. An educational background in finance, macroeconomics, econometrics/statistics. Experience in fundamental & quantitative analysis. Good knowledge in macroeconomics, international finance...
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