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en finance de marché
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Mis à jour le mercredi 8 septembre 2010
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Job Offer - selby-jennings in Quantitative Finance
(Job and Internship Offers : Quantitative finance, Financial Engineering, Mathematical Finance, Quantitative / IT Finance.)
| Job Offer - selby-jennings in Quantitative / IT Finance. | | 1 | Job team (Connecticut, USA): Quantitative Strategist-Leading Multi Strategy Hedge Fund. MsC/ PhD. Experience in the financial industry in a similar role, developing quantitative trading strategies & in Commodities.
More details... | | | | 2 | Job bank (Washington, USA): Quantitative Fixed Income Strategist. Strong academic background in mathematics. Experience in producing technical & fundamental analysis research...
More details... | | | | 3 | Job bank (Geneva, Switzerland): Deals desk & Market risk analyst. Excellent market risk background (Commodities; oil). Strong VBA/Excel & MS ACCESS skills. Great European Energy market awareness.
Experience on VaR models & Stress Tests.
More details... | | | | 4 | Job energy desk (Geneva, Switzerland): Trader-Coal Derivatives Trader. VP to Director level coal & freight trader. A solid trading track record in the energy derivative space. Background with a large commodity trade house
More details... | | | | 5 | Job house (Geneva, Switzerland): Market risk analyst-commodities. Mcs Degree preferably with a Maths/Economics based qualification. Experience either within Risk or Middle Office. Knowledge of commodity markets & products. Prior Risk exposure.
More details... | | | | 6 | Job company (Taiwan): Project Manager-Risk. Extensive hands-on Project Management experience. Proven track record of success managing multi-disciplinary projects. Proven ability to manage to project objectives & milestones.
More details... | | | | 7 | 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
More details... | | | | 8 | Job Energy house (Dusseldorf, Germany) : Credit Risk Management Analyst. Degree in economics or its equivalent, mathematics/physics. Professional experience & project management experience preferred. Fluent in German and English.
More details... | | | | 9 | Job bank (Geneva, Switzerland): Front Office Deals Desk position with experience in commodities. Excellent market risk background. Strong VBA/Excel & MS ACCESS skills. Great European Energy market awareness. Experience on VaR models and Stress Tests.
More details... | | | | 10 | Job commodity trading firm (Geneva, Switzerland): Market risk analyst-commodities. Knowledge of the fundamental drivers of the energy markets. At least 3 years of relevant experience in a financial institution, consultancy/utility business.
More details... | | | | 11 | Job Offer exceptionnal Energy House (Houston, Texas): Front Office Commodities Derivatives Quant Analyst. PhD Maths/Physics/Financial Engineering/other related topic from a top school. Experience working with Commodity products + as a Quant Analyst.
More details... | | | | 12 | Job Offer highly reputable trading house (UK South East):Commodity structurer. MSc/PhD/Master/Engineer. Srong mathematical background. Commodity structurer/trader + good derivatives experience. Strong technical skills/pricing & derivatives knowledge.
More details... | | | | 13 | Job Offer global commodity trading house (Geneva): Energy Risk Analyst. 80,000-100,000 CHF + bonus. Bachelors Degree/equivalent. Maths/Economics based qualification. Experience within Risk/Middle Office. Knowledge of commodity markets and products.
More details... | | | | 14 | Job asset manager (Geneva, Switzerland): Avp Fixed Income/FX Quantitative Portfolio Manager. Strong academic background, reflected in their research interests. Developing Systematic Strategies across G10 and Emerging Markets...
More details... | | | | 15 | Job bank (Sidney, Australia): Fidessa oms trading developper. Java and scripting, Fidessa OMS modules (FTW, OMAR, TMAR, CTAC, BEAM, FDA, AMMA, Open Access), RMDS or Bloomberg, IT development front office experience.
More details... | | | | 16 | 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
More details... | | | | 17 | Job house (Boston, USA): Junior Quantitative Researcher. PhD strong focus on mathematics/statistical based qualifications. Knowledge of statistics, probability theory, linear & stochastic algebra. Strong experience with statistical software packages
More details... | | | | 18 | Job Hedge Fund (Connecticut, USA): Fixed Income Quantitative Strategist. Background in FX & very strong academic record, with a degree in a quantitative field. Programming skills are essential, languages including VBA, SQL, C++.
More details... | | | | 19 | Job Hedge Fund (Lichenstein): Systematic Trader. A strong academic background, reflected in their research interests. A background developing Systematic Strategies across. In-depth knowledge of quantitative finance. C++ & R, Matlab.
More details... | | | | 20 | Job Hedge Fund (Vienna, Austria): Systematic Trader. A strong academic background, reflected in their research interests. A background developing Systematic Strategies across. In-depth knowledge of quantitative finance.
More details... | | | | 21 | 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.
More details... | | | | 22 | Job company (Taiwan) : Project Manager. Master's degree in Computer Science, Commerce, Mathematics. Extensive hands-on Project Management experience with a large traditional consulting firm, financial services IT consulting organization...
More details... | | | | 23 | Job Energy House (Houston, US): Front Office Commodities Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Commodity products, as a Quant Analyst. Strong coding skills.
More details... | | | | 24 | Job Investment Bank (Tokyo Japan): Front Office FX Quant Analyst-Junior Vice President. PhD in Mathematics/Physics. Some previous experience as a desk quant or experience working with FX exotic products.Strong programming skills in C++, VBA, Matlab.
More details... | | | | 25 | 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.
More details... | | | | 26 | 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.
More details... | | | | 27 | Job Investment bank (Milan, Italy): Market Risk Methodologies specialists. Academic degree in Finance, Science & excellent grades with knowledge of Basel II regulatory framework. MUST have knowledge of Java, C++, SQL..
More details... | | | | 28 | 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.
More details... | | | | 29 | Job company (Zurich-Switzerland): Portfolio Manager-L/S Equity Absolute Return. Minimum 5 years' of relevant experience as portfolio manager in investment management industry & minimum track record of 3 years & good understanding on European markets.
More details... | | | | 30 | Job Hedge Fund (Zurich Switzerland): Quantitative Analyst/Trader. Excellent computing skills: C++, Matlab, R, SQL, VBA & Excel. VP level with experience developing, maintaining & implementing systematic currency, commodity & equity strategies.
More details... | | | | 31 | Job Hedge Fund (Vienna, Austria): Quantitative Analyst/Trader. Excellent computing skills: C++, Matlab, R, SQL, VBA & Excel. VP level with experience developing, maintaining & implementing systematic currency, commodity & equity strategies.
More details... | | | | 32 | Job bank (Toronto-Canada): Market risk specialist-VP. Highly experienced in risk management/monitoring. Qualification in a science/engineering/economics subjects. Broad understanding & experience with risk management methodologies
More details... | | | | 33 | 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
More details... | | | | 34 | Job IB (Toronto, Canada): Financial Engineer, Associate Director/Director (FI). 7+ years experience in building & managing fixed income & interest rate derivatives trading infrastructure & processes in top tier wholesale capital markets environment.
More details... | | | | 35 | Job IB (Tokyo, Japan): VP of IR/FX Exotic Derivatives, Quantitative Analyst. PhD, DEA level in Mathematics, Computational Mathematics. Experience on an IR/FX Exotic Derivative desk. High level of mathematical modelling ability. Experience in LIBOR
More details... | | | | 36 | Job IB (Sydney, Australia): FO Interest Rates Exotic Derivatives Quant Analyst. PhD in Maths/Physics/Financial Engineering. Some experience & knowledge of Interest Rate & Exotic products. Those with industry experience.
Exceptional coding skills.
More details... | | | | 37 | 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.
More details... | | | | 38 | Job bank (shangai, China): Risk Manager-Credit Risk. Msc degree. Strong foundation in Credit analysis & principles of credit risk management in financial services. Extensive knowledge on local Chinese banking regulation and credit environment.
More details... | | | | 39 | Job leading European Investment Bank (Milan): Associate VP Cross Asset Model Validation Quant Analyst. PhD Maths/Physics/other related subject. Programing skills (C++, C#, Java etc.) Knowledge of VBA & Excel. Excellent level of Financial Mathematics.
More details... | | | | 40 | 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.
More details... | | | | 41 | 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.
More details... | | | | 42 | 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.
More details... | | | | 43 | Job bank (Halifax, UK): Retail Basel II Manager-Credit Risk. Excellent degree in a numerate discipline (maths/statistics). At least 5 years experience in the development of risk models in Retail Banking.
More details... | | | | 44 | Job energy supplier (Geneva, Switzerland): Commodities Analyst-Quantitative. Strong quantitative background with an MsC/PhD in a quantitative field & experience working on a commodities desk up to a least associate level.
More details... | | | | 45 | Job hedge fund (Geneva, Switzerland): Fixed Income/FX Quantitative Portfolio Manager. Strong academic background. Developing Systematic Strategies across G10 & Emerging Markets,
In-depth knowledge of quantitative finance & FX strategy. C++ & Matlab.
More details... | | | | 46 | Job IB (Frankfurt, Germany): FX structurer. FX specialist structurers/ very good technical FX sales. Experience working in the European market, good technical skills/knowledge of how FX products impact on the trading book.
More details... | | | | 47 | Job energy house (Essen, Germany): Market risk specialist-commodities. Degree level candidate with an economic/financial/mathematical background. Previous exposure & knowledge. Knowledge of VBA, SQL. Excellent communication skills in English & German
More details... | | | | 48 | Job energy house (Dusseldorf, Germany): Market risk specialist-commodities. Degree level candidate with an economic/financial/mathematical background. Previous exposure & knowledge. VBA, SQL. Excellent communication skills in English & German.
More details... | | | | 49 | Job Financial Firm (Dublin, Ireland) : Senior C++ Developer. Solid C++ programming experience.
Windows Visual Studio, Expert C++ skills. Practical experience of using C++ to build multi-threaded applications. Knowledge of C#. Fluent in English.
More details... | | | | 50 | Job bank (Cardiff, UK): Retail Basel II Manager-Credit Risk. Excellent degree in a numerate discipline (maths/statistics). At least 5 years experience in the development of risk models in Retail Banking.
More details... | | | | 51 | Job IB (Baharain): Deputy Head of market risk-Cross asset. Graduate University Degree &/ CFA/FRM. 7+ years experience. Strong quantitative & conceptual skills driven by a proactive & solution-providing mindset.
More details... | | |
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