| Annonceur |
Dépot |
Titre |
Résumé |
Score |
| amontech | 21-07-2010 | Consultant C# .Net / Finance de Marché Front Office | Offre emploi amontech : Consultant CS# .net/Finance de marché/Front Office. Ingénieur/Bac + 5 IT. Développement en salle des marchés (en coopération avec les traders). Expérience requise : 2 ans minim... | 100% |
| selby-jennings-london | 21-07-2010 | PhD C++ Developer – Quant Desk - London | 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 & quantitat... | 100% |
| exane | 21-07-2010 | Responsable des Etudes Quantitatives | Offre emploi exane : Responsable des Etudes Quantitatives. DEA/Master/Ingénieur en mathématiques financières ou équivalent. Niveau confirmé en C++ et en VBA. Exp : 5 ans minimum en études quantitative... | 100% |
| selby-jennings-singapore | 21-07-2010 | Analyst -Commodities Salary Circa 150k + bonus and benefits -Singapore | Job Leading Hedge Fund (Singapore): Analyst - Commodities. MSc/PhD/Master/Engineer in Statistics, Econometrics of Financial Engineering. Exp statistical or econometric models. Expert knowledge of SAS,... | 100% |
| selby-jennings-paris | 21-07-2010 | Contract - Java Swing Developer - €300-€400 per day - Paris | Job global supplier of IT solution (Paris): Java Swing Developer (contract). MSc/PhD/Master/Engineer. E300-E400/day. Strong knowledge in Java (Swing). Background in OO programming and design patterns.... | 100% |
| selby-jennings-london | 21-07-2010 | Market Risk Manager - Front Office - London | 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 w... | 100% |
| selby-jennings-london | 19-07-2010 | Front Office Credit Analyst Exposure Management -Credit Risk - £60 – 90,000 - London | 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 mat... | 100% |
| selby-jennings-new-york | 19-07-2010 | Junior Structured Credit Originator/ Structurer-New York | Job Top Tier US Investment Bank (New York): Junior Structured Credit Originator/Structurer. MSc/PhD/Master/Engineer. Good experience across CLNs/CDOs/single tranche CLO/ leveraged loans/ ABS. Cash or... | 100% |
| selby-jennings-london | 19-07-2010 | Head of risk-commodities-- £80,000 - £100,000-London | 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 g... | 100% |
| yxene | 19-07-2010 | Ingénieur d'études SUMMIT Back Office | Offre emploi yxene : Ingénieur d'études SUMMIT Back Office. Ingénieur Bac+5. Maîtriser C/C++, Sybase, SQL, Unix. La connaissance des technologies SUMMIT, C# et XML serait un atout | 100% |
| selby-jennings-london | 19-07-2010 | Technical Project Manager E-Commerce E-Trading – (Spring, Struts, Jetty, ORM, SQL, XML) – London | 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/t... | 100% |
| selby-jennings-london | 19-07-2010 | Front Office Quantitative Analyst - London | 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. St... | 100% |
| selby-jennings-london | 19-07-2010 | IR/FX Derivatives Model Validation Quantitative Analyst (VP)-£60,000 - £75,000- London | 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 deri... | 100% |
| selby-jennings-london | 19-07-2010 | Hedge Fund Credit Analyst - VP to SVP level-Credit Risk-London | 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 ... | 100% |
| selby-jennings-london | 19-07-2010 | Credit Derivative Model Validation Quant -Vice President - London | 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, ... | 100% |
| selby-jennings-hong-kong | 19-07-2010 | Interest Rate Exotics Model Validator - Junior Vice President – Hong Kong | Job Top US Investment Bank (Hong Kong): Interest Rate Exotics Model Validator - Junior VP. PhD Maths/Physics. Previous experience with financial products (IR and FX). C++, VBA, Matlab etc. skills. Exc... | 100% |
| selby-jennings-new-york | 16-07-2010 | Lead C# .NET Developer-(C#, .NET, Developer, GUI, SQL, Spring)–New York-Circa $100,000 per annum + bonus and benefits | Job investment bank (New York City-NYC-NY) : Lead C# .NET Developer. Exceptional C#.NET Dev Skill. Exp in financial services & trading businesses. Development experience using large relational databas... | 100% |
| selby-jennings-london | 16-07-2010 | SVP, Interest Rate Exotics Quantitative Analytics, Front Office, London-Base £95,000 to £125,000 GBP | 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 inve... | 100% |
| selby-jennings-london | 16-07-2010 | Equity Derivative Structurer, London | 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 s... | 100% |
| selby-jennings-new-york | 16-07-2010 | Systematic Quantitative Researcher-FX-New York | Job Hedge fund (New York City-NYC-NY): Systematic Quant Researcher. Strong academic background in a quant field. Strong programming skill matlab, sql, c++, vba. Experience focusing on high frequency r... | 100% |
