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Offres d'emploi Senior (international)
en finance de marché
Ingénierie financière, IT finance, finance quantitative, maths et informatique financières
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| 151 |
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.
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| 152 |
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.
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| 153 |
Job Investment Bank (Singapore): FO Credit/Interest Rates Quant Analyst. PhD in Mathematics/Physics & Engineering. Extensive experience with C++ & VBA coding skills demonstrated via experience in implementing financial pricing models.
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| 154 |
Job Investment Bank (Hong Kong - HK): C++ Quantitative Developer. Strong C++ on UNIX/Windows, SQL, Perl/Python. A background in fixed income, currencies & commodities. Experience working on pricing libraries.
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| 155 |
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.
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| 156 |
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.
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| 157 |
Job energy house (Singapore): Senior Market Risk Manager-Commodities. Experience of risk management, trading/trade support experience in the oil market. Very strong analytical skills; Excel & VBA skills
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| 158 |
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.
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| 159 |
Job investment bank (New York, NY, NYC): Vanilla rates and Municipals, Quantitative Analyst. PhD, MSc. Excellent level of financial mathematics, stochastic calculus, advance PDE's, Monte Carlo Simulations etc. Proficient in C++/C, Java, Matlab.
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| 160 |
Job Investment Bank (New York, NY, NYC) : Low Level C++ Developer-High Frequency Algorithmic Trading Rates Team. Multi-threaded C++, STL, Linux, Low Level Kernal Programming, Algorithmic Trading Experience.
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| 161 |
Job European bank (New York, NY, NYC) : Java AND C# Developer. Front and C#, Java backend, Unix, Risk Management, Front Office, VBA (desirable). Highly ambitious to move within senior rankings of the group in a short time period.
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| 162 |
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.
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| 163 |
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
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| 164 |
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.
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| 165 |
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.
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| 166 |
Job Financial Company (New York-NYC-NY): C++ Developer. Experience writing object-oriented software using the C++ programming language. Possess solid understanding of the properties & appropriate use of basic algorithms & data structure.
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| 167 |
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.
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| 168 |
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.
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| 169 |
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
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| 170 |
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.
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| 171 |
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.
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| 172 |
Job Top Tier US Investment Bak (New York - NYC-NY): Front Office Commodity Exotics Quant Analyst - Senior VP. PhD/MSc/Master/Engineer in Maths/Physics/Financial Engineering. Extensive experience working in the Commodity business. $170,000 - $190,000
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| 173 |
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.
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| 174 |
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.
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| 175 |
Job Top Tier Investment Bank (New York-NYC-NY): Senior Java Developer. Circa $140,000 + significant bonus package. MSc/PhD/Master/Engineer. skills in: Java, J2EE/ Swing, Front Office, FICC. Experience working in a front office environment.
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| 176 |
Job Top US Commodity House (New York - NYC - NY): Senior Quant Modeller - Commodity Derivatives. PhD level in Maths, Statistics, Physics, Financial Engineering. Exp in a senior front-office quantitative role. Strong command of MatLab & Excel/VBA.
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| 177 |
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.
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| 178 |
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
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| 179 |
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.
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| 180 |
Job leading global Investment Bank (New York - NYC - NY): C++ Quantitative Developer (Interest Rates, Fixed Income, Pricing, Analytics) MSc/PhD/Master/Engineer. Strong C++ on UNIX/Windows. Background in FICC. $150,000 per annum + bonus & benefits.
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