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Master Mag
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en finance de marché
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Job Offer - selby-jennings-london in Quantitative Finance
(Job and Internship Offers : Quantitative finance, Financial Engineering, Mathematical Finance, Quantitative / IT Finance.)
| Job Offer - selby-jennings-london in Quantitative / IT Finance. | | 1 | 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.
More details... | | | | 2 | Job Large Japanese Investment Bank (London):IR/FX Derivatives Model Validation Quantitative Analyst.MSc/PhD/Master/Engineer in a highly quantitative subject.Direct experience of interest rates/FX derivatives.Technical proficiency in VBA,C/C++ &/Java.
More details... | | | | 3 | 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.
More details... | | | | 4 | 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.
More details... | | | | 5 | 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.
More details... | | | | 6 | 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
More details... | | | | 7 | 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
More details... | | | | 8 | 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.
More details... | | | | 9 | 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.
More details... | | | | 10 | 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.
More details... | | | | 11 | Job Investment Bank (London): FX/IR Independent Price Verification Analyst. PhD/Masters in finance related degree. Highly numerate problem solver, good spreadsheet and systems skills. Strong numerical aptitude.
More details... | | | | 12 | Job European bank (London): Equity Derivative Structurer. Must have knowledge of European Equity structured products, must have experience working with European clients, must be an Equity Derivative structurer.
More details... | | | | 13 | 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.
More details... | | | | 14 | 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.
More details... | | | | 15 | 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.
More details... | | | | 16 | Job Investment bank (London): Interest rate structurer. Background in interest rates exotics. Good technical skills & appreciation of risk parameters & hedging is important.
More details... | | | | 17 | Job Leading German bank (London): Credit Modellers VP level and above. Several years experience in a similar role preferable. Knowledge of PFE/PE. Solid mathematical skills. Strong derivative product knowledge across all asset classes.
More details... | | | | 18 | Job bank (Londno): Hedge Fund Credit Analyst, VP level-Credit Risk. Skills to deal with financial and treasury executives/managers of clients & targets, which represent some of the top institutions, as well as with various RBFG staff.
More details... | | | | 19 | Job Investment Bank (London): FO FX Quant Analyst-Associate. PhD in Mathematics/mathematical related subject. Strong programming skills in C++, VBA, Metlab. Excellence in probability theory, stochastic processes, partial differential equations...
More details... | | | | 20 | Job Investment Bank (London): Junior C++ developer-Front Office Desk. Msc/PhD in Computer Science/Physics/Financial Engineering. Unix, An active interest in banking, Good communication skills, Knowledge of SQL, some C# or Java experience, .NET.
More details... | | | | 21 | Job Investment Bank (London): Quantitative Analyst in ABS and Credit Risk Models. A strong quantitative background MSc. Good IT skills, with some knowledge of C++. Good communications skills. Experience in a banking environment.
More details... | | | | 22 | Job investment bank (London): Junior Quantitative Analyst-Equity & Commodity. Quantitative background with MSc. Some professional experience an advantage. Good knowledge of financial instruments used in capital markets, in particular equity.
More details... | | | | 23 | Job investment bank (London): IR/FX Derivatives Front Office Quantitative Analyst (VP). Proven track record validating & reviewing models for front office trading & structuring teams-preferably with direct experience of interest rates/FX derivatives.
More details... | | | | 24 | Job Investment Bank (London): Quantitative Analytics-Credit Model Validation. At least a Masters in Financial Math, Finance, Business, Mathematics. Financial product valuation experience. Demonstrable Credit Product experience.
More details... | | | | 25 | Job Bank (London): PhD C++ Developer-Front Office Exotic Quant Desk. Strong academic background in Computer Science/Physics/Financial Engineering-Msc/PhD. Solid C++ Programming Experience, Windows & Unix, Full software life cycle experience.
More details... | | | | 26 | Job asset management company (London): Quantitative Strategist-Electronic Trading Group. PhD in Computer Science, Computational Physics, Financial Engineering. 1-3 Years experience in high frequency FX space. Finance or a similar quantitative field.
More details... | | | | 27 | Job investment bank (London): C# Developer. Expertise in C#, FX Options, .Net, GUI. Exception communication and analytical skills, both verbal and written. Excellent team and organisational skills.
More details... | | | | 28 | Job bank( London): Java Developer. Expertise in Java, C# front end experience desirable, Risk, Real-Time, Equity. Ability to cope within a fast paced front-office environment.
More details... | | | | 29 | Job investment bank (London): Senior Java Developer. Core Java, Algorithmic Trading, Equity, Algorithmic Execution experience, Experience working under UNIX, FIX.
More details... | | | | 30 | Job Investment Bank (London): Risk Model Development Quantitative Analyst. PhD in Mathematics, Mathematical Finance, Physics or Engineering. Very strong analytical & problem solving abilities. Up to 5 years industry experience.
More details... | | | | 31 | 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.
More details... | | | | 32 | Job investment bank (London): Java Developer. Expertise in Java, C# front end experience desirable, Risk, Real-Time, Equity. Exception communication and analytical skills, both verbal and written. Excellent team and organisational skills.
More details... | | | | 33 | Job Investment Bank (London): Credit C++ Quant Developer Front Office. Excellent C++, Unix, VBA/Excel, Front Office Experience (preferably in credit). Experience working alongside quants on pricing and models.
More details... | | | | 34 | Job investment bank (London): Market Risk VP-commodities. Professional experience in a risk related area. An understanding of Greeks & VaR. Commodities experience within trading environment.
Track record of dealing with Front Office.
More details... | | | | 35 | Job Leading Asset Manager (London): Quantitative Strategist. PhD in a highly quantitative field such as queue theory, artificial intelligence, signal processing, machine learning. Strong ability to code in c++ & Matlab.
More details... | | | | 36 | Job energy trading house (London): Front office risk quant-commodities. Driven to guarantee performance over the long term for all stakeholders. Commitment to associate the Group's development with respect for the planet.
More details... | | | | 37 | Job Top German bank (London): Junior Exposure Management-Credit Risk. Participate in development of risk methodologies requiring solid mathematical background. Demonstrate a good understanding of traded products...
More details... | | | | 38 | Job Bank (London): FO Quantitative Analyst-Correlation Commodities. PhD in Math, Math Finance, Physics, or Engineering. Quantitative modelling &/ derivatives trading desk support experience in Commodities, preferably experience in correlation risk.
More details... | | | | 39 | Job Offer ECM origination team (London: ECM originator, director, CIS/ CEE. You must be an ECM originator, speak Russian, experience in other eastern European languages. Senior V.P/Director at a top investment bank with specific experience in ECM.
More details... | | | | 40 | Job Investment Bank (London): Front Office Credit Quant Analyst. PhD in Mathematics/Physics & Engineering. Experience in either a Front Office/Model Validation environment, with derivative products. STRONG credit experience & knowledge is ESSENTIAL.
More details... | | | | 41 | Job bank (Londo): Front Office Quantitative Analyst-Inflation Quant. PhD in Mathematics, Mathematical Finance, Physics/Engineering. Prior experience in fixed income derivatives & primary focus on inflation derivatives.
More details... | | | | 42 | Job Investment Bank (London): FX Algorithmic Trading Senior C++/Unix Developer. Hands on development with realtime systems. High Frequency Algo Trading Design Experience, Extensive C++, Linux, Multi-threading, STL, Background in FX.
More details... | | | | 43 | Job Investment bank (London): C++ Developer. Expertise in C++, Unix (Linux). Knowledge of FX trading and FX risk management. markets. Exception communication & analytical skills, both verbal and written.
More details... | | | | 44 | Job Investment Bank (London): Msc/PhD C++ Developer (To start July/August). Strong academic background in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience, Windows & Unix, Full software lifecycle experience.
More details... | | | | 45 | Job bank (London): Spanish Speaking Credit Risk Analyst. Provide front-office support for vanilla and structured transactions via the traded Products Desk. Central point of contact for all front-office.
More details... | | | | 46 | Job investment bank (Paris): Java Swing Developer. Strong knowledge in Java (Swing). A background in OO programming & design patterns. Good design, development and debugging skills. The daily rate is flexible, based on experience.
More details... | | | | 47 | Job bank (London): Junior Structured Credit Originator/Structurer.Good experience across CLNs/ CDOs/ single tranche CLO/ leveraged loans/ABS,
Good structurers in banks, hedge funds or buy side institutions.
More details... | | | | 48 | Job investment bank (London): Interest rate structurer/pricing/structuring, Associate. Good technical skills and quantitative skills. Experience of pricing/back testing/payoffs ideally exposure to vanilla & exotic interest rate derivatives.
More details... | | | | 49 | Job bank (London): Commodity Quant, Energy & Base Metals. PhD, DEA. Significant professional experience working on Commodities, with a focus on Energy & Base Metals. This will ideally be from a Front office environment.
More details... | | | | 50 | Job investment bank (London): Italian speaking structured finance associate. *fluent in Italian, Investment banking backgrounds. Must be an ABS structurer with experience in RMBS, EMBS, CLO's & CDO'S, structuring ABS,CLO,CDO & RMBS products.
More details... | | | | 51 | Job investment bank (London): Structured Commodity Finance. Must be an commodity structurer/trader or quant. Fundamental understanding of commodity structures. Must have worked with derivatives. Able to run VB macros and liaise with IT.
More details... | | | | 52 | Job Investment bank (London): Java Developer. Java,
Electronic Trading, Object Orientated design, Front office experience, Low Latency.
More details... | | | | 53 | Job Investment Bank (London): FX Quant Developer-Senior Vice President. PhD in Mathematics, Physics, Engineering, Finance. Extensive previous experience as a modeller/developer. Fluent in C/C++ & strong programming skills.
More details... | | | | 54 | Job German bank (London): Junior Exposure Management-Credit Risk. Solid mathematical background. Demonstrate a good understanding of traded products, collateralization & associated credit terms in legal documentation.
More details... | | | | 55 | Job bank (London): Counterparty Credit Risk Analyst/Modeller-Credit Risk. Several years experience in a similar role preferable. Solid mathematical skills. Strong derivative product knowledge across all asset classes
More details... | | | | 56 | Job firm (London): Operational risk analyst. Minimum two years prior operational risk experience in the financial services industry a prerequisite. Previous experience in embedding operational risk frameworks, conducting risk assessments...
More details... | | | | 57 | Job bank (London): Junior Quantitative Analyst-Equity and Commodity. Quantitative background with MSc. Some professional experience an advantage. Good knowledge of financial instruments used in capital markets (equity & commodity derivatives).
More details... | | | | 58 | Job investment bank (London): IR/FX Derivatives Front Office Quantitative Analyst (VP) PhD from top tier schools/programs in Math, Math Finance. Quantitative modelling &/or derivatives trading desk support experience in Credit, Rates, Equity, FX, etc
More details... | | | | 59 | Job Investment Bank (London): Front Office FX Quant Analyst-Associate VP. PhD in Mathematics. Some industry experience is expected & those with knowledge & experience with FX exotic products. Strong programming skills in C++, VBA, Metlab.
More details... | | | | 60 | Job Bank (London): FX Quant Developer-Senior VP. PhD in Mathematics, Engineering, Finance. FX Quant Developer-Senior VP. Extensive previous experience as a modeller/developer. Fluent in C/C++ and strong programming skills.
More details... | | | | 61 | Job bank (London): Credit Risk Analyst. Solid mathematical skills including probability & statistics. Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products & risk concepts.
More details... | | | | 62 | Job investment bank (London): Head of market risk for debt and capital markets. Significant Market Risk Experience of which at good experience years in Structured Credit products. Must have a detailed understanding of all risks...
More details... | | | | 63 | Job investment bank (London): IR/FX Derivatives Front Office Quantitative Analyst (VP). Proven track record validating & reviewing models for front office trading & structuring teams. Technical proficiency in VBA, C/C++ &/or Java.
More details... | | | | 64 | Job house (London): Senior C++Developer. Substantial development experience. Expert C++ skills. Practical experience of using Perl, Python & SQL to build multi-threaded, low latency applications. Experience in high-performance systems programming.
More details... | | | | 65 | Job Hedge Fund (London): Quantitative Analyst. Exceptional Programming Languages VBA, MATLAB, SQL.
Strong academic background, with a deep knowledge of financial theory. Experience maintaining quantitative models and database.
More details... | | | | 66 | Job investment bank (London): Director of High Frequency Algorithmic Trading. Significant experience in High Frequency Algorithmic Trading. Knowledge of FX markets (preferable). Execution strategies.
More details... | | | | 67 | Job Investment Bank (London): C++ Quant Developer-Front Office Long Dated FX/Interest Rates. Msc in computer science/physics/mathematics). Strong background in an OO programming language (C++). Ability to pick up new languages/databases quickly.
More details... | | | | 68 | Job Quantitative Trading team (London): Statistical Arbitrage Quantitative Trader. Experience in statistical analysis, signal processing & machine learning. Relevant knowledge & experience from working in a similar role (VP). C++, Matlab, R, VBA.
More details... | | | | 69 | 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
More details... | | | | 70 | Job the structured interest rate derivatives products based (London): Market risk analyst. A good first degree in a quantitative discipline. Good VBA skills. Understanding of interest rate derivatives & their risk profiles.
More details... | | | | 71 | Job investment bank (London): Fixed Income Structurer. Good technical skills & quantitative skills. Experience of pricing/back testing/payoffs.
Both institutional and corporate experience. Solid track record in structuring & executing rates products
More details... | | | | 72 | 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
More details... | | | | 73 | 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.
More details... | | | | 74 | 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.
More details... | | | | 75 | Job Offer highly regarded commodity finance structuring desk (London): Commodity Structured finance. MSc/PhD/Master/Engineer. Developed significant loan structuring knowledge. Knowledge in commodity finance structuring covering multiple commodities.
More details... | | | | 76 | 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.
More details... | | | | 77 | 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).
More details... | | | | 78 | 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)
More details... | | | | 79 | 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.
More details... | | | | 80 | 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
More details... | | | | 81 | 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.
More details... | | | | 82 | 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
More details... | | | | 83 | 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.
More details... | | | | 84 | 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.
More details... | | | | 85 | Job bank (London): IR/FX Derivatives Model Validation Quantitative Analyst (VP).Proven track record validating & reviewing models for front office trading & structuring teams-preferably with a direct experience of interest rates or FX derivatives.
More details... | | | | 86 | Job Investment Bank (London): Junior C++ Developer. Science/Physics/Financial Engineering-Msc/PhD. Solid C++ Programming Experience, Windows & Unix,
Full software lifecycle experience.
More details... | | | | 87 | Job investment bank (London): Java Developer. Core Java, C++. Knowledge of fixed income interest rate products. Algorithmic Execution experience. Experience with UNIX (linux).
More details... | | | | 88 | 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.
More details... | | | | 89 | Job Fixed Income group (London): Fixed Income C/C++ Developer. C/C++. Strong coding skills. Excellent communication and problem solving skills. Should be a quick learner with a desire to learn/understand Finance.
More details... | | | | 90 | Job bank (London): FX C++ Algorithmic Developer. Excellent C++ & MATLAB focused background. Experience working on large scale library development. Excellent understanding of successful development practices for large geographically distributed teams.
More details... | | | | 91 | Job investment bank (London): Head of counterparty market risk-cross asset. Significant investment banking experience within counterparty risk-in particular an understanding of the specifics of physical oil trading is a distinct advantage.
More details... | | | | 92 | Job Hedge Fund (London): Systematic FX Strategist. Strong academic background, reflected in their research interests. Developing Systematic FX Strategies across G10 & Emerging Markets. In-depth knowledge of quantitative finance and FX strategy.
More details... | | | | 93 | Job Investment Bank (London): Desk Strategist, Rates Exotics. PhD in Mathematics, Mathematical Finance, Physics or Engineering. Excellence in probability theory, stochastic processes, partial differential equations & numerical analysis.
More details... | | | | 94 | Job Offer : Equity C++ Developer (High Frequency, Algorithmic Trading System. Expertise in C++, Unix (Linux), Knowledge of Equity markets.
More details... | | | | 95 | Job Capital Management team (London): Group treasury manager-Group treasury, capital management manager. Experience in a Global Markets, Corporate Treasury environment or closely related Banking activities. Commercial awareness.
More details... | | | | 96 | Job Bank (London): Front Office Interest Rates Exotic Derivatives Quant Analyst. Extensive experience & knowledge of Interest Rate & Exotic products. Exceptional coding skills. PhD in Maths/Physics/Financial Engineering. Experienced team leader.
More details... | | | | 97 | Job structuring team (London): Multi asset structurer. Eastern European language skills however this is not a necessity.
A balance of both technical & forward facing ability.
More details... | | | | 98 | Job rates desks (London): Trading Strategies Structurer. Product knowledge in fixed income indices & corresponding trading strategies. Experience in developing algorithmic trading strategies including index calculation, referencing & back testing...
More details... | | | | 99 | Job bank (London): VP of Credit & Interest Rate Hybrids, Quantitative Analytics. PhD level in Mathematics, Physics, Financial Engineering. Experience working on a range of Interest rate & credit products. Exceptional Mathematical modelling ability.
More details... | | | | 100 | Job bank (London): VP of Credit & Interest Rate Hybrids, Quantitative Analytics. PhD level in Mathematics, Physics, Financial Engineering. Experience working on a range of Interest rate & credit products. Exceptional Mathematical modelling ability.
More details... | | | | 101 | Job international bank (London): Exposure Management-Credit Risk. Thorough understanding of all traded products (FX, FX options, Interest Rate Derivatives, Commodities, Equities, Fixed Income, Structured Products)...
More details... | | | | 102 | Job Investment Bank (London): Credit IPV Analyst-Senior Vice President. PhD in finance related degree. Highly numerate problem solver, good spreadsheet & systems skills. Strong numerical aptitude. Extensive experience of price verification...
More details... | | | | 103 | Job Investment Bank (London): Cross Asset Derivatives Model Validation Quantitative Analyst. PhD/DEA/MSc level in a highly quantitative field. Proven track record validating & reviewing models. VBA, C/C++ &/ Java, understanding of mathematics.
More details... | | | | 104 | Job bank (London): Senior VP Derivatives research, Interest rate & hybrids. PhD level in Computational Finance, Mathematics, Physics, Financial Engineering. Significant experience in interest rate & Hybrid products & modeling.
More details... | | | | 105 | Job Investment bank (London): Interest rate structurer. Fixed Income structurer/trader with a background in interest rates exotics. Good technical skills &appreciation of risk parameters & hedging. Technically strong structurer not a marketer.
More details... | | | | 106 | Job commodity house (London): Senior market risk ETRM specialist. Masters degree in numerate discipline. Energy Market Risk Experience for multiple physical & financial commodities.
Prior experience designing implementing models...
More details... | | | | 107 | Job Investment bank (London) : FX Trading Strategist. Interest in market microstructures & quantitative trading in FX. Design & programming skills: Java & Python. FX markets experience and general trading concepts and terminology.
More details... | | | | 108 | Job Investment bank (London): FX Java Developer. Expertise in Java, Unix (Linux). Experience in low latency environment. Knowledge of FX markets. Exceptional communication and analytical skills, both verbal and written.
More details... | | | | 109 | Job Tier 1 Bank (London): Business Credit Risk Analyst, VP position-Credit Risk. Strong Business Analysis within an OTC Derivatives Transaction processing system. Detailed knowledge of different OTC Derivative contracts. Strong MS Excel/MS Access.
More details... | | | | 110 | Job investment bank (London): Multi asset indices structurer. Senior VP/Director/Executive Director level. Proven track record or skills in the development/construction of indexes/indices.
Expertise on algorithmic strategies/dynamic...
More details... | | | | 111 | Job investment bank (London) : Junior Quant Developer C++. Expertise in C++, Unix (Linux). Strong Mathematical grounding. Knowledge of financial markets/domain.
More details... | | | | 112 | Job Investment Bank (London): FX/Rates Independent Price Verification Analyst. Masters level degree or Maths/Physics/Quantitative Finance. Previous FX experience obtained in a Bank in the areas of Price Verification... Good knowledge of Excel.
More details... | | | | 113 | Job investment bank (London): Front Office Quant Analyst-(VP, Exotic Rates). PhD in a Mathematical discipline from a top school/university. Strong C++ development skills. Broad technology skills, and the ability to learn new skills very quickly.
More details... | | | | 114 | 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..
More details... | | | | 115 | Job Bank (London): Quantitative Counterparty Credit Risk Analyst. Strong knowledge of PFE, EPE, EEPE. Knowledge of Basel II, BIPRU requirements with regards to CCR. At least one of C++/C#/F#/Matlab. Project management & leadership experience.
More details... | | | | 116 | Job bank (London) : Risk Analytics Quantitative C++ Developer. Excellent C++ focused background.
Strong aptitude for problem solving. Excellent academic background in scientific or mathematic discipline. Deep knowledge within the financial domain.
More details... | | | | 117 | Job Investment bank (London): Senior C++ Equity Derivatives Developer. Excellent C++ focused background. Experience working on large scale library development. Deep knowledge within the financial domain.
More details... | | | | 118 | Job investment bank (London): FX structurer. Essential to be an FX structurer/trader with experience working in European market. Good technical skills/knowledge of how FX products impact on the trading book and a good concept of FX derivatives.
More details... | | | | 119 | Job Bank (London): Commodities Traded Credit Risk Analyst-Credit Risk. Ability to think & make decisions under pressure & under short time-frames. Very strong attention to detail. Experience in OpenLink &/or SRA trading systems.
More details... | | | | 120 | Job investment bank (London): ECM Originator. Strong junior ECM experience. Experience working with marketing material/pitchbooks/term sheets.
Strong deal list and proven track record in originating & executing transactions.
More details... | | | | 121 | Job bank (London): ECM Southern European desk, Originator. Essential to work in Equity capital markets or equity syndicate & few years experience in this market. Good marketing skills/ client facing ability & sales skills. Spanish & English essential
More details... | | | | 122 | Job investment bank (London): Equity structurer. Some Equity Derivative Structuring experience. Knowledge of the European based structured products.
Have worked in London & good understanding of equity products. Fluent in German.
More details... | | | | 123 | Job investment bank (London): Fixed income structurer. Good technical skills & quantitative skills. Experience of pricing/back testing/payoffs & ideally exposure to vanilla & exotic interest rate derivatives.
More details... | | | | 124 | Job investment bank (London): Interest rates indices structurer. Senior/VP or Director level.
Proven track record or skills in the development/construction of indexes/indices. Must have a track record in successfully building...
More details... | | | | 125 | Job Investment bank (London): Fixed Income/Interest rates structurer. You must be a Fixed Income structurer. Must be familiar with Scandinavian languages as you will join the Scand desk. Experience with the northern European market.
More details... | | | | 126 | 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.
More details... | | | | 127 | Job investment bank (London): Commodity Quantitative Analyst. High level of numeracy, good organisation skills. Strong technical & quantitative academic background. Experience in a similar role, or have experience with crude oil/Distillate.
More details... | | | | 128 | Job US bank (London): Equity Derivative Structurer. Understanding of the Asian market & also local languages. Be coming from a position of seniority with experience running a team,
specifically focused on equity derivative structuring on Asian marke
More details... | | | | 129 | 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
More details... | | | | 130 | Job Investment Bank (London): Junior C++ Developer for Front Office Exotic Quant Desk. Solid C++ Programming Experience. Full software lifecycle experience. Strong academic background in Computer Science/Physics/Financial Engineering-Msc/PhD.
More details... | | | | 131 | Job bank (London): Model Validation Quantitative Analyst, Credit Derivatives. Strong background in financial mathematics. At least 3 years experience in credit derivatives products, in credit derivative modeling & rating agency methodologies.
More details... | | | | 132 | 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.
More details... | | | | 133 | Job leading German bank (London): Junior Exposure Management-Credit Risk. Participate in development of risk methodologies requiring solid mathematical background. Demonstrate a good understanding of traded products, collateralization ...
More details... | | | | 134 | 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
More details... | | | | 135 | 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.
More details... | | | | 136 | Job Fixed Income research & strategy team (London): Quantitative FX strategist-Associate/VP. Experience developing FX trading strategies & ideas based on Macro themes however you must also have solid Statistical programming and modelling skills.
More details... | | | | 137 | Job structuring team (London): FX derivative Advisory structuring. Must have experience working with European retail clients, FX trading or structuring experience. Experience in a forward facing experience.
More details... | | | | 138 | 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 a RAD environment. SQL & Stored Procedures (Essential, Sybase).
More details... | | | | 139 | Job Investment bank (London): 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... | | | | 140 | Job Investment Bank (London): FO Quant Analyst-Exotic Rates. PhD degree in Mathematics, Mathematical Finance, Physics or Engineering. Excellence in probability theory, stochastic processes, partial differential equations & numerical analysis.
More details... | | | | 141 | Job Investment Bank (London): Front Office Quant Developer. PhD from a top institution, with significant research into advanced-Mathematics & programming. Knowledge & experience of large scale Monte Carlo simulations.
More details... | | | | 142 | Job investment bank (London): FX Quant Developer C++ (High Frequency, Algorithmic Trading System, FX, UNIX. Expertise in C++, Unix (Linux), Experience in High Frequency, Knowledge of FX markets.
More details... | | | | 143 | 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.
More details... | | | | 144 | 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.
More details... | | | | 145 | 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).
More details... | | | | 146 | Job investment bank (London): Equity Structurer. To be an Equity or cross asset structurer to be suitable. Familiar with European retail & institutional clients. You should be coming from a front office role.
More details... | | | | 147 | Job Investment bank (London): Risk Analytics C++ Developer. Excellent academic background in science/mathematic. An excellent C++ focused background. Strong aptitude for problem solving. Deep knowledge within the financial domain, primarily risk.
More details... | | | | 148 | 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
More details... | | | | 149 | Job bank (London): Financial Institutions Debt Product Analyst. Italian spoken at business level. Experience in working within, or supporting an active trading business.
More details... | | | | 150 | Job bank (London): Front Office Quantitative Counterparty Credit Risk Analyst. Strong knowledge of PFE, EPE, EEPE, Knowledge of Basel II, BIPRU requirements with regards to CCR. Ability to code in at least one of C++/C#/F#/Matlab.
More details... | | | | 151 | Job investment bank (London): FX Quant Developer C++. Expertise in C++, Unix (Linux), Experience in High Frequency. Knowledge of FX markets. Exception communication and analytical skills, both verbal and written.
More details... | | | | 152 | Job investment bank (London): Market risk analyst with cross asset experience. Good rates product knowledge, sound understanding of trading strategies & liquidity in these markets. Experience of Trading/Market Risk/Credit Risk/Middle Office/Finance.
More details... | | | | 153 | Job investment bank-London : VP Margin and Market Risk Project Manager in Equities. Prime Brokerage knowledge/experience. Equity & Fixed Income product knowledge, Project experience, ideally working in different roles.
More details... | | | | 154 | Job British bank (London): FO Quantitative Counterparty Credit Risk Analyst. Counterparty credit risk analyst. Strong knowledge of PFE, EPE, EEPE, of Basel II, BIPRU requirements with regards to CCR. Background in Statistics.
More details... | | | | 155 | Job bank (London): Credit Risk Analyst. Provide front-office support for vanilla and structured transactions via the traded Products Desk,
-Central point of contact for all front-office and Risk Management requests with transaction information...
More details... | | | | 156 | Job Investment Bank (London): Front Office Interest Rates/FX Quant Analyst. PhD in Mathematics/Physics/Financial Engineering. Strong programming skills in C, C++. Some previous experience working with FX products &/or exposure to a FX trading desk.
More details... | | | | 157 | Job investment bank (Londno): Java Algorithmic Developer. Core Java, Linux, Algorithmic trading systems, Multithreading. As this position will be a front office role, excellent communication skills and the ability to work in a fast paced environment.
More details... | | | | 158 | Job Investment Bank (London): Front Office Quant Analyst-FX. PhD in maths. Extensive experience on development in OO languages. New models combining local volatility & stochastic interest rate or local volatility & stochastic volatility (SLV).
More details... | | | | 159 | Job Investment bank (London): High Frequency FX Trading Strategist. Interest in market microstructures & quantitative trading in FX. Design & programming skills: Java & Python. FX markets experience & general trading concepts & terminology.
More details... | | | | 160 | 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...
More details... | | | | 161 | Job team (London): Statistical Arbitrage Quantitative Trader. Strong academic background in Computer Science, Financial Engineering... Relevant knowledge & experience from working in a similar role/field up to VP level. Excellent technical skills.
More details... | | | | 162 | 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.
More details... | | | | 163 | Job investment bank (London): High Profile Role: Preventative Risk. Trading, Structuring, Risk or Audit experience at VP to Director level. Strong derivative product exposure. Strong communication and presence in meetings.
More details... | | | | 164 | Job Global bank (London): Front Office Credit Risk Analyst. To be the risk partner for the allocated parts of the bank, supporting & assisting these business areas to achieve their goals, by balancing risk reward...
More details... | | | | 165 | 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.
More details... | | | | 166 | Job investment bank (London): VP Market Risk Developer with FX & IR exposure. Degree educated in a quantitative subject. Experience of managing front to back development in risk capture/infrastructure/reporting and modelling.
More details... | | | | 167 | Job investment bank (London): Equity Derivative Structurer. To have an in depth knowledge of Equity Derivative structuring. This is a highly forward facing role so the ability to work in close contact to clients. Knowledge of the retail market.
More details... | | | | 168 | Job Investment company (London): Director of Market Data & Vendor Management. Extensive Market Data contract negotiation experience with data vendors & stock exchanges. Exceptional customer/business support skills.
More details... | | | | 169 | Job investment bank (London): VP, Credit Derivatives, CVA, Quantitative Analyst. PhD, DEA in Mathematics, Physics, Financial Engineering. Experience as a quantitative analyst working on CVA & credit derivatives. Top mathematical modelling expertise.
More details... | | | | 170 | Job investment bank (London): Interest Rates structurer. You have worked with European based corporate or investor clients. Liability side structuring skills. Experience in Interest Rates structuring or trading.
More details... | | | | 171 | 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.
More details... | | | | 172 | 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.
More details... | | | | 173 | Job Investment Bank (London): Junior C++ Developer, Successful Global Risk/Trading Platform. Excellence with C++, Python scripting, Linux/Unix/Windows, OO Databases. Excellent academic background in computer science/maths/financial engineering.
More details... | | | | 174 | Job European Investment Bank (London): Senior C++/Python Guru. Strong C++, Python, Pragmatic & confident, Enthusiasm to learn new ideas & technologies, Desire to work in a intense & challenging financial environment, Impressive academic background.
More details... | | | | 175 | Job investment bank (London): Front office credit risk analyst. Degree educated (min 2:1). Strong analytical skills with gained in either a financial institution/industry related organisation. Exposure to working with both vanilla ² exotic products.
More details... | | | | 176 | Job investment bank (London): Quantitative counterparty risk analyst. Counterparty credit risk analyst, Strong knowledge of PFE, EPE, EEPE, Project management and leadership experience.
More details... | | | | 177 | Job investment bank (London): Equity Derivative Structurer. Some Equity Derivative Structuring experience. Knowledge of Asia based structured products. Ideally you should have worked in Asia & have a good understanding of Asian products.
More details... | | | | 178 | Job Investment Bank (London) : Front Office FX Quant Analyst-Mid Level. PhD or equivalent in Mathematics/Physics. Extensive previous experience as a desk quant working with FX exotic products, in risk analysis, model validation &/or model control.
More details... | | | | 179 | 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.
More details... | | | | 180 | Job top tier European House (London): Head of Indices Structurer. MSc/PhD/Master/Engineer. Vice President level indices structurer. Solid track record in creating/ developing & trading indices. Fixed income and rates specialists.£150,000 + High Bonus
More details... | | | | 181 | Job IB (London): Structured finance. Mmust be fluent in Spanish/Italian/Portuguese. Must be a structurer with a background modelling ABS. Familiar with a forward facing position. Strong quantitative and modelling skills are important.
More details... | | | | 182 | Job investment bank (London): Silverlight Developer. Advanced .Net 3.5 (especially LINQ, RX),
WPF/Silverlight + Prism. Exposure to message-oriented middleware, Threading. FX Options products - Vanilla, Exotic, FX Cash products...
More details... | | | | 183 | Job Bank (London): Senior Commodities Credit Risk Analyst. Professional qualification/education to degree standard &/ substantial experience within similar technical discipline. In-depth knowledge of key legislation, regulation, standards & trends.
More details... | | | | 184 | Job Global Investment Bank (London): Market Risk Manager. MSc/PhD/Master/Engineer. Detailed knowledge of trading products and traded risk management. Experience in Complex rates, hybrid structures, exotic interest rates and hybrid options products.
More details... | | | | 185 | Job IB (London): Risk Systems Analyst. Experience of analysis, supporting and enhancing a derivatives risk management system, high volume enterprise-wide systems & tactical (ie excel based) solutions.
More details... | | | | 186 | Job Tier 1 investment bank (London):Senior market risk manager-Equities. MSc/PhD/Master/Engineer in a quantitative subject.Knowledge of Equity products, risk management methodologies, Excel/VB. Experience in either market risk, trading/research role.
More details... | | | | 187 | Job bank (london): 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... | | | | 188 | Job Bank (London): Quantitative Strategist. Highly quantitative academic background based in a Statistical field... Quantitative strategist fluent in a number of technical languages. Experience covering global equities & in high frequency research.
More details... | | | | 189 | Job fixed income manager (London): Buy side credit structurer, CLO+ CDOs. Analyst/associate level experience. Credit research/credit structuring/credit structured finance/quantitative modellers. Experience in the Collateralized Debt Obligation market
More details... | | | | 190 | Job IB (London): PhD C++ Quantitative Developer-FO Exotic Quant Desk. PhD in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience, Windows & Unix. Full software lifecycle experience. Strong maths and quantitative skills.
More details... | | | | 191 | 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.
More details... | | | | 192 | 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.
More details... | | | | 193 | Job British Bank (London): Credit Analyst-Credit Risk. Graduate (or equivalent) in a finance/quantitative subject. Direct experience related to understanding the risks in complex derivative transactions. Proven financial markets experience.
More details... | | | | 194 | Job bank (London): Quantitative Analyst AVP/VP-Credit Risk. Understanding of Black-Scholes option pricing, interest rates modelling, MonteCarlo simulation. Knowledge of derivative products valuation. SQL, C++ or Matlab.
More details... | | | | 195 | Job IB (London): Senior Quantitative Developer (C++/Linux)-Interest Rates Business. PhD in computer science/mathematics. Strong C++, Unix/Windows, Perl/Python. A background in fixed income/rates is a plus. Pricing/Analytics/Derivatives experience.
More details... | | | | 196 | Job IB (London): IR/FX Derivatives Model Validation Quantitative Analyst (VP). Impressive technical proficiency in VBA, C/C++ &/ Java. Proven track record validating & reviewing models for front office trading and structuring teams.
More details... | | | | 197 | Job IB (London): PhD C++ Quantitative Developer-Front Office Exotic Quant Desk. PhD in Computer Science/Physics/Financial Engineering, Solid C++ Programming Experience. Windows & Unix, Python Scripting. Full software lifecycle experience.
More details... | | | | 198 | Job bank (London): Market risk specialist. Highly experienced in risk management/monitoring. Qualification in a science/engineering/economics subjects involving strong numerical skills.
Strong Excel skills, Database, VBA & programming skills.
More details... | | | | 199 | Job bank (London): Credit Risk Analyst. Provide front-office support for vanilla & structured transactions via the traded Products Desk. Central point of contact for all front-office & Risk Management requests with transaction information...
More details... | | | | 200 | Job bank (London): FO Commodity Hybrid Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Some previous experience working with Hybrid Commodity products. Pervious industry experience.
More details... | | | | 201 | Job trading house (London): Market risk specialist-Quant. Qualification in a science/engineering/economics subjects involving strong numerical skills. Strong Excel skills. Database, VBA, Access & programming skills.
More details... | | | | 202 | 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.
More details... | | | | 203 | Job IB (London): C++ Risk/Quant Developer-FX & Rates Trading Desk. Very good mathematics. Strong background in C++ on Linux/Unix. Impressive academic background. Ability to pick up new languages quickly.
More details... | | | | 204 | 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.
More details... | | | | 205 | Job IB (London): PhD, C++ Quantitative Developer-FO-Interest Rates. Recent PhD in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience. Windows & Unix. Full software lifecycle experience. Strong mathematical background.
More details... | | | | 206 | Job IB (London): Front Office Equity Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic & Equity Derivative products.
Good programming skills, e.g. C++, VBA.
More details... | | | | 207 | Job European bank (London): C# Application Developer (Senior). C#, .Net, Unix, Fixed Income, Front Office, Development & full project life cycle experience, Databases (Sybase OR Oracle OR SQL).
More details... | | | | 208 | 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.
More details... | | | | 209 | Job Financial Institution (London): Quantitative Credit Risk Analyst-Credit Risk. High degree of familiarity with industry practice in counterparty credit risk measurement and management.
More details... | | | | 210 | 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
More details... | | | | 211 | 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
More details... | | | | 212 | 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.
More details... | | | | 213 | 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.
More details... | | | | 214 | Job bank (London): FO Quantitative Counterparty Credit Risk Analyst. Project management & leadership experience. Background in Statistics.
Counterparty credit risk analyst. Strong knowledge of PFE, EPE, EEPE. Knowledge of Basel II, BIPRU requirement
More details... | | | | 215 | 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. Good communication.
More details... | | | | 216 | Job rapidly growing DCM team (London): Debt Capital Market Origination.Senior Associate/VP Level.MSc/PhD/Master/Engineer. Ability to develop banks European interests working with different client groups. Exp: variety of client bases & DCM Origination
More details... | | | | 217 | Job Bank (London): Credit Risk Manager-Credit Risk. Ph.D. Good understanding of statistics. Strong knowledge of credit business & credit products + Basel 2 framework. Relevant working experience in a bank, rating agency, consultancy/advisory firm.
More details... | | | | 218 | Job bank (London): Counterparty Risk Analyst-Risk. Market risk management experience gained in an investment bank, hedge fund/institutional asset management firm. Understanding and experience of market risk management practices, processes & systems.
More details... | | | | 219 | 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.
More details... | | | | 220 | Job IB (London): Structured Credit Analyst/Developer. Good knowledge of Fixed Income & Credit derivatives business & markets. Derivative products life-cycle-exchange traded, OTC & securitised products. Java programming skills & experience.
More details... | | | | 221 | Job Commodity Utility Firm (London): Credit & Documentation Analyst-Credit Risk. Need knowledge of credit documentation. Professional qualification or education to degree standard and/or substantial experience within a similar technical discipline.
More details... | | | | 222 | Job IB (London): Structured Finance, Securitisation, Structurer, Italian, Originator. Ideally a number of years experience in investment banking in a securitisation/structured credit team-Associate/VP level. Fluent in Italian.
More details... | | | | 223 | Job IB (London): Fund structurer, UCITS structurer, alternative investments specialist. A fund structurer/fund linked/fund wrapping structurer with experience of the above fund products. VP & Director level hire.
More details... | | | | 224 | Job IB (London): Associate level Equity capital Markets Origination. Direct experience in Equity capital markets/convertible bonds/equity syndicate. Ideally Analyst/Associate level experience.
More details... | | | | 225 | Job IB (London): Senior Market Risk Manager-cross asset. Degree in numerical bias subject. Excellent understanding of broad range of financial products. At least 5 years previous experience in a Market Risk Management-Control function, trading.
More details... | | | | 226 | Job IB (London): Calypso Structured Credit Analyst/Developer. Good knowledge of Fixed Income & Credit derivatives business & markets. Derivative products life-cycle-exchange traded, OTC & securitised products. Java programming skills & experience.
More details... | | | | 227 | Job tier 1 investment bank (London): Risk C++ Developer Front Office. MSc/PhD/Master/Engineer in computer science. Solid C++ experience. Strong object oriented design + development skills.
Accomplished developer. Knowledge of Derivatives (FX, IR)
More details... | | | | 228 | Job Top Telecommunication Company (London): Risk C++ Developer.MSc/PhD/Master/Engineer.Solid C++ programming experience.Expert C++ skills. Practical experience of using C++ to build multi-threaded applications. Fluency in spoken and written English.
More details... | | | | 229 | Job Top Investment Bank (London): Front Office Senior Quantitative Analyst - IR and Hybrids. MSc/PhD/Master/Engineer in Math, Math Finance, Physics/Engineering. 2-4 years quant modelling &/ derivatives trading desk support experience. C/C++ coding.
More details... | | | | 230 | Job Top Investment bank (London): Exotic Rates Quant Analyst.PhD/MSc/Master/Engineer preferably advanced, in Maths, Engineering, Sciences, Computer Science.C++ dev skills in a numerical (scientific) programming setting.Exp: up to 5 years industry.
More details... | | | | 231 | Job leading global investment bank (London) : Senior Market Risk Manager. MSc/PhD/Master/Engineer in Maths/Economics. Outstanding knowledge of FX derivative products. Excellent VBA and Excel skills
IB experience within FX Market Risk Management.
More details... | | | | 232 | Job Top German Bank (London): Credit Risk Analyst AVP-SVP. MSc/PhD/Master/Engineer. Knowledge of PFE or PE. Solid mathematical skills (probability & statistics) Strong derivative product knowledge. Several years experience in a similar role.
More details... | | | | 233 | Job global number 1 investment bank (London): C++ Quant Developer - Long Dated FX/Interest Rates. MSc/PhD/Master/Engineer in computer science/physics/mathematics. Strong background in C++. Excellent mathematical fundamentals (stochastic calculus)
More details... | | | | 234 | Job team (London): FX & Hybrids Pricing Verification & Valuation Quant. PhD, DEA, MSc in Mathematics, Physics, Financial Engineering etc. Expertise in building models in Excel & VBA. Solid practical & theoretical knowledge of mathematical finance.
More details... | | | | 235 | 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.
More details... | | | | 236 | Job IB (London): Market risk specialist-credit. Highly experienced in risk management/monitoring. Qualification in a science/engineering/economics subjects involving strong numerical skills. Strong Excel skills, Database, VBA.
More details... | | | | 237 | Job bank (London): Senior Credit Analyst-Credit Risk. Credit risk analysis experience. Sound understanding of basic accounting principles with formal accounting training being. Experience needed in analysing & assessing Bank counterparty credit risk.
More details... | | | | 238 | Job IB (London): Quantitative C++ Developer-Rates. Msc/PhD in Computer Science/Physics/Mathematics. C++/Unix/Linux. Wide interest in programming & latest technologies. Strong mathematics & quantitative skills. Understanding of finance & derivatives.
More details... | | | | 239 | Job IB (London): Senior Quantitative Developer (C++/Linux)-Interest Rates Business. PhD in computer science/physics/mathematics. Strong C++, Unix/Windows, Perl/Python. A background in fixed income/rates. Pricing/Analytics/Derivatives experience.
More details... | | | | 240 | Job IB (London): Analytical Development Quantitative Analyst. Degree, preferably advanced, in a technical field. Exceptional C++ development skills in a numerical programming setting. Prior experience in Python an advantage.
More details... | | | | 241 | Job investment bank (London): Entry level Quantitative Analyst. PhD, DEA in Mathematics, Physics, Financial Engineering, El Karoui. Internship within a front office quant team working on derivative modeling. High level of financial mathematics.
More details... | | | | 242 | Job Investment Bank (London): Junior FO Commodity Exotics Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Some previous experience working with Commodity products. stochastic volatility vega & stochastic skew & smile dynamics experience
More details... | | | | 243 | Job IB (London): Market risk manager-front office. Excellent understanding of broad range of financial products, valuation methodologies & risk analysis using VaR & Greek sensitivities. At least 5 years previous experience in a Market Risk Management
More details... | | | | 244 | Job bank (London): Hedge Fund Credit Analyst, VP to SVP level. Ability to independently manage a client base. Must have the confidence of Global Markets senior management & direct reports, other departments. Good knowledge of trading products.
More details... | | | | 245 | 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.
More details... | | | | 246 | 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.
More details... | | | | 247 | Job IB (London): 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... | | | | 248 | Job IB (London): Associate level Equity capital Markets Origination. Direct experience in Equity capital markets or convertible bonds or equity syndicate. Ideally Analyst/Associate level experience.
More details... | | | | 249 | Job IB (London): PhD, C++ Quant Developer-Front Office Rates Desk. Solid C++ Programming Experience,
Windows & Unix. Full software lifecycle experience,
-Recent PhD in Computer Science/Physics/Financial Engineering. Strong mathematical background.
More details... | | | | 250 | 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
More details... | | | | 251 | 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.
More details... | | | | 252 | 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.
More details... | | | | 253 | 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.
More details... | | | | 254 | 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.
More details... | | | | 255 | 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
More details... | | | | 256 | 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.
More details... | | | | 257 | Job Investment bank (London): Commodities Technical Business Analyst. Proven track record as business analyst supporting Commodities. Solid understanding of technical aspect of work on trading systems. Exposure to FIX & experience with FIX messaging.
More details... | | | | 258 | Job Investment Bank (London): Algorithmic Trading Analyst. MsC in a highly quantitative field such as Physics/Applied Mathematics/Computer Science. Exceptionally quantitative skill set & experience working in a similar role.
More details... | | | | 259 | Job investment bank (London): Senior Java Developer. Expertise in Java (J2EE), C# front end experience desirable, Front office experience, Risk, Real-Time, Equity. Work closely with risk management systems. Work within a real-time environment.
More details... | | | | 260 | Job Investment Bank (London): C++ Quant Developer-Long Dated FX/Interest Rates. Impressive academic background. Strong background in C++ on Linux/Unix. Ability to pick up new languages/databases quickly. Very good mathematical fundamentals.
More details... | | | | 261 | Job German Bank (London) : Head of Governance, Director-Credit Risk. Strong project management skills, Strong mathematical skills, derivative product knowledge, and risk concepts. Experienced in risk methodology development for financial products.
More details... | | | | 262 | Job hedge fund (London): Deputy head of risk. An absolute minimum of ten years of risk experience within an investment bank or fund. Deep sector experience in one or more areas. Outstanding financial modelling skills.
More details... | | | | 263 | Job bank (London): Hedge Fund Credit Analyst, VP level-Credit Risk. Good knowledge of trading products & alternative asset management sector. Must have the confidence of Global Markets senior management and direct reports.
More details... | | | | 264 | Job IB (London): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
More details... | | | | 265 | Job IB (London): Market risk specialist. Hold an Msc PhD in a quantative field included mathematics/physics. Experience in non-traded market risk &/ liquidity risk management in banking. Strong at forming relationships across the business.
More details... | | | | 266 | 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.
More details... | | | | 267 | Job IB (London): VP, FO Exotic Credit Derivatives Desk Quant. PhD/DEA level. Significant experience in highly advanced mathematics: stochastic calculus, PDE modeling, Numerical methods including Bi/Trinomial Trees. Top level programming skills.
More details... | | | | 268 | Job IB (London): Risk Systems Analyst. Experience of analysis, supporting & enhancing a derivatives risk management system. Excellent analysis skills and problem solving that can been demonstrated throughout career.
More details... | | | | 269 | Job IB (London): Middle Office Cash Equities Business Analyst. A proven track record as a business analyst supporting cash equities. Experience working in a Middle Office environment.
Detailed understanding of global order routing & the Sales...
More details... | | | | 270 | 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.
More details... | | | | 271 | Job team (London): Front office-interest rate exotics. Degree educated in a quantitative subject. Good rates product knowledge. Experience of Trading/Market Risk/Credit Risk/Middle Office/Finance. Quantitative background and VBA/Access skills.
More details... | | | | 272 | Job IB (London): PhD C++ Quant Developer-FX/Interest Rates Front Office Role. Recent PhD in Computer Science/Physics/Financial Engineering. Strong background in C++ on Linux/Unix. Ability to pick up new languages/databases quickly.
More details... | | | | 273 | Job investment bank (London): Equity capital market Origination, ECM. An ECM originator with at least 5 years experience, experience in origination or syndication & within equity transactions,a credible transaction list.
More details... | | | | 274 | Job DCM team (London): DCM Origination. Fluent in Russian/other eastern European languages. Experienced in DCM, having focused on eastern European countries. A client facing role, so you must be comfortable to travel.
More details... | | | | 275 | Job Hedge Fund (London): C++ developer. An excellent C++ focused background. Experience working on medium scale library development. An excellent understanding of successful development practices for large geographically distributed teams.
More details... | | | | 276 | Job Global Number 1 Investment Bank (London): C++ Quant Developer.MSc/PhD/Master/Engineer in computer science/physics/maths from top university.Strong background in C++.Excellent mathematical fundamentals (stochastic calculus). Financial Derivatives.
More details... | | | | 277 | Job leading European Investment Bank (London-Londres): C++ Developer - Quant Desk. MSc/PhD in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience. Strong maths & quantitative skills. Full software lifecycle experience.
More details... | | | | 278 | 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.
More details... | | | | 279 | Job Top Tier Investment Bank (London): Desk risk analyst-credit. MSc/PhD/Master/Engineer.Strong knowledge in specific risk VaR and incremental risk charge. Exp in developing historical & scenario stress tests for illiquid asset class +credit trading.
More details... | | | | 280 | Job Large Top Tier US Investment Bank (London):IR/FX Derivatives Front Office Quantitative Analyst -VP.PhD/MSc/Master/Engineer.Quantitative modelling &/derivatives trading desk support experience in Credit, Rates, etc.C/C++ coding (numerical methods)
More details... | | | | 281 | Job Top Tier US Investment Bank (London): Analytical Development Quantitative Analyst. Ana-Strong C++ design skills. MSc/PhD/Master/Engineer. Professional software development + software life-cycle experience. Knowledge of basic options pricing.
More details... | | | | 282 | Job Top Tier US Investment Bank (London): Analytical Development Quantitative Analyst.MSc/PhD/Master/Engineer. Strong C++ design skills.
Knowledge of basic options pricing and basic probability theory. Professional software development experience.
More details... | | | | 283 | 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.
More details... | | | | 284 | Job Top Tier Investment Bank (London): Java J2EE Developer. MSc/PhD/Master/Engineer. Expertise in Java (J2EE). C# front end experience desirable. Front office experience. Risk. Real-Time. Equity. Excellent team and organisational skills.
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