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| Annonceur |
Dépot |
Titre |
Résumé |
Score |
| selby-jennings-london | 16-05-2010 | Senior market risk and product controller position for top continental investment bank-London-Base Salary £60,000-£70,000 + bonus & additional benefits | 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 inclu... | 0% |
| selby-jennings-london | 14-08-2010 | Front office-interest rate exotics-London-Base Salary-£90,000-£100,000 + bonus & additional benefits | 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. Qua... | 0% |
| selby-jennings-new-york | 22-06-2010 | Advanced Mathematical and Programming Junior, New York-Salary $100,000- $120,000 base | Job Quantitative Analytics Group (New York City): Advanced Mathematical & Programming Junior. PhD. Monte Carlo/C++/Java/Matlab/C#. Experience in a financial institution in a quantitative analytics gro... | 0% |
| selby-jennings-new-york | 11-08-2010 | C++/Python Quantitative Developer-(Interest Rates, Fixed Income, Pricing, Analytics)–New York-Salary-circa $150,000 per annum plus substantial bonus and benefits | Job Investment Bank (New York, NY, NYC): C++/Python Quantitative Developer. Strong C++ on UNIX/Windows, SQL, PYTHON. A desire to have a successful career within a growing front office team. A backgrou... | 0% |
| selby-jennings-new-york | 16-08-2010 | C++ Front Office Quantitative Developer-NYC-Interest Rates, Fixed Income, Pricing, Analytics–New York-Salary-circa $150,000 per annum plus substantial bonus and benefits | Job IB (New York, NY, NYC): C++ FO Quantitative Developer-NYC-Interest Rates, Fixed Income, Pricing, Analytics. Strong C++ on UNIX/Windows, SQL, Perl/Python. A desire to have a successful career withi... | 0% |
| 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, ... | 0% |
| selby-jennings-hong-kong | 20-05-2010 | Senior C++ Equity Derivatives Developer-(C++, Java, Equities, Linux)–Hong Kong-circa £90,000 per annum + bonus and benefits | Job Investment bank (Hong Kong): Senior C++ Equity Derivatives Developer. An excellent C++ focused background. Experience working on large scale library development. Deep knowledge within the financia... | 0% |
| selby-jennings-new-york | 27-08-2010 | C++ Front Office Quantitative Developer-New York City-Interest Rates, Fixed Income, Pricing, Analytics-Salary-circa $150,000 per annum plus substantial bonus and benefits | Job IB (New York, NY, NYC): C++ Front Office Quantitative Developer-Interest Rates, Fixed Income, Pricing, Analytics. Strong C++, UNIX/Windows, VBA/Excel, SQL, Perl/Python. A desire to have a successf... | 0% |
| selby-jennings-london | 03-06-2010 | Senior C++ Equity Derivatives Developer-(C++, Java, Equities, Linux, Mathematics)–London-circa £90,000 per annum + bonus and benefits | 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 doma... | 0% |
| selby-jennings-hong-kong | 16-05-2010 | Senior C++ Equity Derivatives Developer-(C++, Java, Equities, Linux)–Hong Kong-circa $100000 HK per annum + bonus and benefits | Job Investment bank (Hong Kong): Senior C++ Equity Derivatives Developer. Experience working on large scale library development. Deep knowledge within the financial domain. An excellent understanding ... | 0% |
| selby-jennings-london | 25-08-2010 | Market risk specialist-London-UK-Base Salary–£70-£90k + bonus & additional benefits | 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 for... | 0% |
| selby-jennings | 28-07-2010 | Senior Fixed Income Quant - $130,000-$150,000 - Toronto - Canada | 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 + i... | 0% |
| selby-jennings-london | 16-06-2010 | FX IT Technical Lead / Application Manager – London | 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 ... | 0% |
| selby-jennings-london | 26-05-2010 | Senior C++ Equity Derivatives Developer-(C++, Java, Equities, Linux, Mathematics)–London-circa £90,000 per annum + bonus and benefits | 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... | 0% |
| selby-jennings-london | 20-08-2010 | Structured Credit Analyst/Developer–(Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst)–London-Salary-circa £80,000 per annum plus bonus and benefits | 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... | 0% |
| selby-jennings-new-york | 16-06-2010 | Front Office Quant Analyst – Exotic IR Derivatives – New York | Job Offer Top Tier US Bank (New York): Front Office Quant Analyst - Exotic IR Derivatives. PhD in a mathematical discipline from any top university worldwide. Extensive quant background. Work with va... | 0% |
| selby-jennings-london | 11-08-2010 | Calypso Structured Credit Analyst/Developer–(Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst)–London-Salary-circa £80,000 per annum plus bonus and benefits | 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 ... | 0% |
| selby-jennings-london | 18-05-2010 | Statistical Arbitrage Quantitative Trader-London | Job team (London): Statistical Arbitrage Quantitative Trader. Strong academic background in Computer Science, Financial Engineering... Relevant knowledge & experience from working in a similar role/fi... | 0% |
| selby-jennings-london | 16-08-2010 | PhD C++ Quant Developer-FX/Interest Rates Front Office Role-Top European Investment Bank-London-Circa £60,000 plus unbeatable bonus/benefits | 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 n... | 0% |
| selby-jennings-london | 23-08-2010 | Senior Quantitative Developer (C++/Linux)–Interest Rates Business-Global Investment Bank–London-City Based-Salary-circa £80,000 per annum plus substantial bonus and benefits | 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 ... | 0% |
