BFA emploi (Banque Finance Assurance)

Mosaic Finance est une société d'investissement indépendante, solidement capitalisée et spécialisée dans le trading électronique d'options.

Au sein de notre équipe IT, nous recherchons un Développeur C++ HF spécialiste de la connexion aux marchés électroniques et aux flux temps réel des fournisseurs de données.

Mission

Développant nos propres solutions d'accès aux marchés, votre mission consistera à :
-Analyser et comprendre les besoins des utilisateurs,
-Concevoir et développer nos systèmes d'accès aux marchés électroniques: diffusion des flux temps réel et passage d'ordres,
-Réaliser les tests et la maintenance évolutive de ces applications au meilleur niveau de performance et de sécurité,
-Assurer leur support.

Profil

-Bac+5 (Ecole d'Ingénieur et/ou Informatique),
-Minimum 2 ans dans un poste similaire,
-Solides compétences en conception et développement objet C++, Java, SQL, programmation multithread, programmation réseaux et systèmes (multicast, sockets, TCP/IP),
-Bon relationnel, rigueur, curiosité, réactivité, disponibilité + Bon niveau d'anglais.

Vous souhaitez travailler à proximité immédiate des équipes front office et vous investir dans une structure à taille humaine en plein développement ? Rejoignez-nous !

Poste basé à Paris 8ème
Rémunération: fixe+variable

Référence : 3856]]> Wed, 3 Nov 2010 0:00:00 <![CDATA[Développeur Front Java]]>

Mosaic Finance est une société d'investissement indépendante, solidement capitalisée et spécialisée dans le trading électronique d'options.

Au sein de l'équipe IT dédiée à la salle des marchés Dérivés, vous interviendrez dans le cadre de la mise en place des outils utilisés par les Market Makers/Traders (outils de gestion de position, de connectivité clients, automates de trading, program trading, pricing...).

Mission

Pour cela, vous serez amené(e) à : - Analyser et comprendre les besoins des utilisateurs ;
-Concevoir et développer des outils en langage objet (Java essentiellement),
-Réaliser les tests et la maintenance évolutive de ces applications,
-Assurer le support applicatif.

Profil

-Bac+5 (Ecole d'Ingénieur et/ou Informatique),
-Minimum 1 an dans les activités de marché sur une fonction similaire,
-Large culture technique et en particulier sur JAVA, SWING, multi threading, SQL;la connaissance des réseaux est un plus.
-Fort intérêt pour les métiers de la Finance,
-Bon relationnel, rigueur, curiosité, créativité et disponibilité + Anglais courant.

Vous souhaitez travailler à proximité immédiate des équipes front office et vous investir dans une structure à taille humaine en plein développement ? Rejoignez-nous !

Poste basé à Paris 8ème
Rémunération: fixe+variable

Référence : 3857]]> Wed, 3 Nov 2010 0:00:00 <![CDATA[Stage Sophis : Hong Kong Financial Software Integration in a Asset Management Company]]>

Nous avons besoin des cerveaux les plus talentueux et créatifs pour rejoindre nos équipes de R&D et de Consultants. C'est véritablement le moment idéal et passionnant pour nous rejoindre et saisir l'opportunité de faire évoluer votre carrière à un niveau international.

Acteur majeur du marché des logiciels pour les produits structurés (dérivés actions, dérivés de crédit, de matières premières, de taux...), nous poursuivons notre développement rapide dans les grandes capitales financières mondiales dont New York, Londres, Paris, Francfort, Dubaï, Singapour, Hong Kong et Tokyo.
Nos solutions couvrent aujourd'hui l'intégralité des classes d'actifs et répondent aux besoins des banques d'investissement et des asset managers. Plus d'une centaine d'institutions financières dont AXA IM, Bank of China International, Barclays Capital, BNP Paribas AM, HSBC, IXIS, Royal Bank of Canada et de nombreux hedge funds, nous font confiance et travaillent avec les solutions Sophis.

L'objectif de notre politique de stage est de se conclure par votre embauche.

Leading company on the software financial market with regards to portfolio and risk management, we are increasing our presence worldwide and strengthening our office in Hong Kong.

We provide cross-asset solutions and related services to Investment Banks, Brokerage Houses, Asset Management Companies and Hedge Funds.

More than a hundred financial institutions worldwide including Abbey National, AXA IM, Bank of China International, Barclays Capital, BNP Paribas AM, HSBC, Royal Bank of Canada as well as many hedge funds companies rely on us and work with our solutions.

You will be responsible for analyzing and coordinating support activities in connection with all the technical services for the company's proprietary financial software.

You will consult with client's management and systems engineers to follow up on technology uses and needs on company's large scale, high level projects. You will follow up implementation activities in areas of connectivity and grid-computing servers, systems integration and databases and you will report to R&D team potential problems, developing and providing solutions to client.

You possess a Bachelor's Degree or foreign degree equivalent in Computer Science or Engineering and some experience in the job offered or Master of Business Administration, with concentration in Finance, or foreign degree equivalent, with some experience.

You want to be involved in strategic and complex projects, we want to hear from you!

Skills required:
-Good knowledge of Windows Server (2003 and 2008) OS and .Net technology,
-Knowledge of Unix OS,
-Experience in Oracle DBMS 10g/11g,
-Comfortable XML/FpML/XSL languages,
-SOA principles and concepts,
-Distributed architectures.

The internship will ideally last 6 months.

Référence : 3854]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Ingénieur MOA Business Analyst ]]>

Au service des «Majors» de la Finance de Marché, donnez un sens différent à votre métier.
D2SI, est une société de Conseil en Nouvelles Technologies, spécialisée sur les Marchés Financiers.
Nos collaborateurs apportent leur expertise technique et fonctionnelle en matière de maîtrise d'ouvrage, de maîtrise d'oeuvre applicative ou encore de management des infrastructures.

Notre spécificité : Notre engagement dans des projets de développement durable. Chaque année, 2% du résultat, du capital et du temps des salariés, sont investis dans un projet à dimension sociale et/ou environnementale.

Pour porter notre développement, nous recrutons un ingénieur MOA Business Analyst, motivé par notre modèle original d'entreprise responsable, basé sur l'excellence, la réactivité et l'éthique.

Mission

Au sein d'une banque d'investissement, vous intégrez une équipe IT en charge du support au trading sur actions, taux et change. L'activité concernée est le trading Algorithmique grâce a laquelle les ordres des clients peuvent être exécutes en automatique sur les différents marches internationaux.

Vous contribuez à la mise en place des tests fonctionnels précédant la mise en production du projet :
-Cycle de vie complet de la mise en place des cycles de tests pré production. Liaison avec des clients, liaison avec le développement,
-La gestion des livraisons des Clients : priorisation, gestion, en liaison avec le trading,
-Suivi des UAT avec le business pour les nouvelles livraisons des logiciels,
-L'analyse des problèmes de production et au support,
-La consolidation des différents systèmes,
-Mise en place des procédures de tests adapter a la mise en production du projet,
-La Rédaction des tests scripts et intégration dans des outils informatiques dédies,
-Rédaction des spécifications fonctionnelles et techniques en interaction avec le développement et le chef de projet.

Profil

Diplômé de l'enseignement supérieur (Ecoles d'ingénieurs...) vous souhaitez muscler votre double compétence fonctionnelle et technique dans un environnement exigeant et humain.
Vous maîtrisez le marché actions, Bloomberg, Reuters et Oracle.
Vous possédez des notions en comptabilité financière.
L'anglais est indispensable (contexte international, utilisation au quotidien).

De plus, vous avez un excellent relationnel et une forte capacité d'analyse.
Rejoignez-nous pour partager nos valeurs d'éthique et de respect mutuel !

Postes basés à Suresnes (92).
Envoyez-nous votre candidature à :
D2SI–LE GALL Yoann
4, rue Diderot- 92150 Suresnes – ou par mail.

Référence : 3842]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Ingénieur MOA Accès Marchés ]]>

Au service des «Majors» de la Finance de Marché, donnez un sens différent à votre métier.
D2SI, est une société de Conseil en Nouvelles Technologies, spécialisée sur les Marchés Financiers.
Nos collaborateurs apportent leur expertise technique et fonctionnelle en matière de maîtrise d'ouvrage, de maîtrise d'oeuvre applicative ou encore de management des infrastructures.

Notre spécificité : Notre engagement dans des projets de développement durable. Chaque année, 2% du résultat, du capital et du temps des salariés, sont investis dans un projet à dimension sociale et/ou environnementale.

Pour porter notre développement, nous recrutons un ingénieur MOA Accès Marchés, motivé par notre modèle original d'entreprise responsable, basé sur l'excellence, la réactivité et l'éthique.

Mission

Au sein d'une banque d'investissement, vous intégrez une équipe dont le rôle est de développer et maintenir des solutions d'accès de trading aux bourses. Cette équipe prend en charge une application qui assure le traitement Back-Office des opérations d'Achat/Vente de titres initiées par les salles de marché (marchés actions et dérivés, obligataires).

Les trois phases à mener sont les suivantes :
1/ La gestion de projets :
-Analyse et compréhension de l'existant : fonctionnel, référentiel produits, marchés, utilisateurs, volume de trading,
-Analyse des impacts du changement,
-Etablissement et suivi d'un planning global,
-Communication vers les différentes intervenants du projets : informatique, Front/Middle/Back Office,
-Suivi de la mise en production et post-mortem.

2/ Gestion des livraisons d'applications :
-Définition du contenu et de la date de la livraison en concertation avec le développement (correction de bugs, évolutions techniques ou fonctionnelles),
-Planification des homologations techniques et fonctionnelles et de la mise en production,
-Animation du comité de contrôle des scénarii de tests et du mode opératoire de mise en production.
-Suivi de la mise en production.

3/ Gestion de la relation IT avec les bourses :
-Réception et analyse des communications IT émanant des bourses,
-Communication des impacts aux équipes de développement et de supports,
-Assurer un contact régulier avec les «Chargés de clientèles» responsables du compte SG au sein des bourses.

Profil

Diplômé de l'enseignement supérieur (Ecoles d'ingénieurs...), vous souhaitez muscler votre double compétence fonctionnelle et technique dans un environnement exigeant et humain.
Vous avez une première expérience en finance de marché en MOA.
Vous avez une connaissance des marchés de Forex, Bonds et Matières Premières.
Vous possédez des notions en Perl, Php et SQL
L'anglais est indispensable (contexte international, utilisation au quotidien).

De plus, vous avez un excellent relationnel et une forte capacité d'analyse.
Rejoignez-nous pour partager nos valeurs d'éthique et de respect mutuel !

Postes basés à Suresnes (92).
Envoyez-nous votre candidature à :
D2SI–LE GALL Yoann
4, rue Diderot- 92150 Suresnes – ou par mail.

Référence : 3841]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Senior VP IR/FX Desk Quant-Singapore-$190,000 + excellent package]]>

Our client a Global Investment Bank is seeking an outstanding quant for a front office role on their rapidly growing Fixed Income trading desk.

The group are highly regarded and well known for their exceptional training schemes and career progression which offer candidates the responsibility of running their own team of talented junior quants. The bank is looking to further expand its Fixed Income platform in Singapore/Hong Kong and you will work in a team of 6 and be responsible for the development of complex analytics and pricing models for the desk as well as the development of analytics software.

Skills:
-Experience developing pricing models and software within Fixed Income in some capacity such as analytics, risk management or strategy development.
-Must have solid understanding of statistical analysis, probability, and linear algebra.
-Experience working with real-time systems and market data (Reuters, Bloomberg).
-Will be working in a varied team of pure Quants to Programmers developing analytics libraries, ensuring smooth operations and accurate analysis.
-Work with models to ensure correct pricing of Exotic products.
-Solid experience with C++, Matlab or Splus, C#, VBA/Excel, and databases (SQL)
-PhD in Mathematics/Physics/Financial Engineering from a top university.

To apply or for more information please contact by mail.
www.selbyjennings.com, 00 44 207 019 4137

Référence : 3850]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Senior C#/C++ developer-Front Office-Electronic Trading-London-Contract/Temporary]]>

International Investment Bank seeks a Senior C#/C++ developer with a strong past track record of delivering Front Office derivatives trading applications at a major investment bank. The Senior C#/C++ developers experience would ideally cover one or more of: FX derivatives, pricing, risk, or electronic trading systems.

The requirement is to construct a system which will accurately and quickly measure the risk of an options book and automatically execute hedge trades to dynamically maintain the risk position. This role covers the section of the overall system which will receive live risk data, implement the trading algorithms, and executes the hedge trades.

Quantitative derivatives business knowledge:
-Options Pricing/Risk, ideally in FX,
-Strong object oriented design and development skills coupled with practical problem solving skills,
-Strong C# and C++/Win development,
-Good communication and interpersonal skills,
-Good theoretical understanding of distributed systems-networking, concurrency, fault tolerance, real time systems, messaging, databases,
-Good knowledge of best practice development Agile, test-driven development.

Experience:
-Front office development is essential. Track record of delivering derivatives pricing/risk systems-design and build. The best candidates will be able to point to numerous major deliveries over a number of years,
-Experience working on electronic/algo trading platforms is be highly beneficial,
-Successful establishment and management of full life cycle understanding of software project delivery for Front Office trading applications,
-Team leading small focussed development teams, with an emphasis on mentoring juniors and graduates in best practice software engineering. Managing multi-centre/offshore development resources,
-Capable of RAD work (e.g. Excel) and designing and developing multi-tier systems (e.g. risk engine work); moving comfortably between these extremes.

This is an urgent requirement and will require someone with strong front office banking experience as well as strong development skills in C#/C++.

Start Date : ASAP
Duration : 6 Months +
Salary/Rate : £600+
Agency : Selby Jennings

00 44 207 019 4146

Référence : 3853]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Market risk professionals from commodity and financial background needed for top European energy house in Dusseldorf, Germany, 45,000–50,000 Euros]]>

The energy house is active in the generation and transmission as well as the sale and trading of electricity and gas. This integrated business model gives them a good position from which to take advantage of the rising demand for energy.

Their comprehensive power plant portfolio and investment programme for the modernization and construction of new generation capacity are the basis for growing earnings in the future. Their leading position in European energy trading helps them make optimal use of their power plants on the market.

Their gas and oil production business is displaying above-average growth. In light of ever-higher global demand, they will steadily increase the share of gas they produce in-house.

The role:
You will produce and comment on the global daily and monthly risk reports, including the calculation and maintenance of global position and risk measures. You will actively develop the firm's risk reporting into the daily risk report, with the inclusion of new desks/parts of the business. The risk analyst will look to improve the current global risk reporting with focus on FX and interest rate exposure reporting, performing stress tests on our overall portfolio, and reporting on results all belong to your field of tasks which also includes commentary, allocation and maintenance of global limits within the firm. You will work with the businesses new global reporting database, provide financial reporting submissions to Finance, and maintain the reporting of critical system configurations of the Open Link Endur trading application (user roles, access security, portfolio administration. You will also take on all other tasks which need an approach beyond the local offices as well as project work for small and larger projects.

Ideal Profile:
-Degree level candidate with an economic, financial, or mathematical background.
-Previous exposure and knowledge ideally gained within the risk controlling/financial reporting environment of an energy trading company/utility or an investment bank.
-An understanding of/exposure to a commodity trading business, energy markets and/or market risk methodologies would be an advantage.
-Knowledge of IAS 39 and accounting principles.
-You are methodical, numerate, and analytical, with the ability to pay close attention to detail and to organise workload whilst under pressure.
-You show an adaptable approach to work, seeking to make continuous improvements to existing processes, and have strong Excel and database skills.
-Knowledge of VBA, SQL and/or Endur as well as Business Objects would be an advantage.
-Confident and have excellent communication and interpersonal skills.

All resumes by mail.

Référence : 3848]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Quant Analyst/Trader-(VP, Interest Rate Exotics)-London-Circa £90,000 + significant bonus package]]>

Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional Quant Analyst/Trader, with a passion for problem solving and instant recognition to join their rapidly developing Exotic Rates Team. This position is located on the world's leading global trading floor, physically sitting directly next to an MD in FICC global trading (reporting directly to him). You will need to be an excellent problem solver, able to come up with practical solutions in C++ in a rapid environment among the world's most prestigious trading teams.

Required skills:
-Strong C++ development skills.
-Broad technology skills, and the ability to learn new skills very quickly.
-PhD in a Mathematical discipline from a top school/university.
-Provide high level support for IR Exotic Trading Desk and be looking to enter the trading team.

Responsibilities:
-Implementing IR stochastic volatility models in C++
-Implementing pricers for IR Volatility/Variance products
-Implementing different tools for managing exotic IR portfolios

The Person:
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-You will begin working with the current position holder, to learn directly from previous incumbent for short period.
-Ability to act as a conduit between the business and senior members on the desk.
-Instant implementation of your work, with immediate and visible results and instant feedback.

To apply please press the apply button or call 00 44 207 019 4137.

Référence : 3852]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Senior VP IR/FX Desk Quant-Hong Kong-$190,000 + excellent package]]>

Référence : 3851]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Senior Commodity Risk Quantitative Analyst–London-Circa £90,000 + significant bonus package]]>

This forward-thinking energy house has a pioneering spirit to lead the energy markets, making them the most followed Energy House in the world. They are now looking to take on a talented Senior Commodities Risk manager who has the ability to lead and inspire their own team, someone who will help drive the company forward in the commodity markets, continuously breaking new boundaries. The Company conducts its business to return maximum value to shareholders while utilizing a wealth of knowledge and resources from its employees and acting responsibly in all communities in which it operates. Not only will this candidate be given exceptional responsibility, the candidate will be reporting to the MD's directly, giving that individual massive company-wide visibility making career progression easier and simpler.

Responsibilities for the Senior Commodity Risk Quantitative Analyst role:
-Assist in the reporting of risk trades and structured deal valuation undertaken by the Commercial Trading group based in Europe.
-Contribute significant value to the gas, power and emissions trading business as part of an aggressive growth plan.
-Play an integral role in building and supporting mathematical models for derivative and asset valuation.
-Working with the risk, trading, and commercial development groups, the individual will use his/her skills to structure and review complex trading positions in the gas & power markets.
-Model and value storage, transportation and power assets.
-Provide timely intrinsic and extrinsic asset evaluation.
-Support the options trading desk.
-Provide shift and term traders with appropriate information to trade and optimise storage and transportation positions.
-Assist building of structured solutions for the Commercial Development group.
-Help develop real option valuation skills within the Gas, Power & Emissions trading group.
-Ensure a consistent pricing/valuation approach with COP risk management.
-Ensure activity and recommendations are aligned with COP internal policy and procedure.

Required skills for the Senior Commodity Risk Quantitative Analyst role:
-Proven expertise in building complex portfolio analysis models.
-PhD in a numerate and/or quantitative discipline preferably to include advanced financial modelling. Numerical postgraduate qualification would be an advantage.
-Commercially focussed with demonstrated interest in mathematical modelling.
-Experience working in a trading group.
-Experience in developing options pricing models relating to gas and electricity markets.
-Advanced modelling skills to include some of the following: Monte Carlo Methods, Linear Programming, Stochastic Optimisation, and Econometrics.

The Person:
-Team player.
-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.

To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.

Référence : 3849]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy), Paris-Circa £90,000 + significant bonus package]]>

Tier 1 investment bank known for their innovative approach and flat management structure are looking for a Senior Business Analyst to formulate an effective IT strategy in response to short and long term business objectives within their rapidly developing FX team.

The successful Senior Business Analyst will be responsible for developing a trading platform across ITEC/FIC, including scoping, design and construction of the project and will report directly to the head of the Sales desks, Head of e-Commerce and Head of Trading in the pursuit of increased SG volumes on FX market.

Required Skills for the e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy):
-Background and experience in delivery of an electronic trading system in the FX.
-Architectural design (from front end to back end).
-Strong skills in object orientated analysis and methodologies.
-Broad technology skills and the ability to learn new skills very quickly.

Responsibilities for the successful e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy):
-Delivery of project, either directly or via the team/external project managers, to budget.
-Of high level pro-active client relationships. Maintenance of strong working relationships with e-commerce vendor systems.
-Provision of support to the business during ‘Increasing Flow', ‘Optimising Trading', ‘Platform Industrialisation' phases.

The person:
-Exceptional communication skills.
-Able to deliver projects within budget.
-Ability to work within a high pressure working environment.

Key words: (FX, Electronic Trading System, C++, Java, C#, Strategy) LDN.

Primarily, exceptional communication skills and the ability to work within budgets are most important to the client, as is having a background working in a similar environment working within FX. Time will be split between London/Paris with implementations in New York and Hong Kong.
This position provides a great opportunity to build a team and requires a strong desire to work in a collaborative, fast paced, high pressure environment.

To apply please contact: by mail or contact 00 44 207 019 4137.

Référence : 3847]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy), London-Circa £90,000 + significant bonus package]]>

Tier 1 investment bank known for their innovative approach and flat management structure are looking for a Senior Business Analyst to formulate an effective IT strategy in response to short and long term business objectives within their rapidly developing FX team.
The successful Senior Business Analyst will be responsible for developing a trading platform across ITEC/FIC, including scoping, design and construction of the project and will report directly to the head of the Sales desks, Head of e-Commerce and Head of Trading in the pursuit of increased SG volumes on FX market.

Required Skills:
-Background and experience in delivery of an electronic trading system in the FX.
-Architectural design (from front end to back end).
-Strong skills in object orientated analysis and methodologies.
-Broad technology skills and the ability to learn new skills very quickly.

Responsibilities:
-Delivery of project, either directly or via the team/external project managers, to budget.
-Of high level pro-active client relationships. Maintenance of strong working relationships with e-commerce vendor systems.
-Provision of support to the business during ‘Increasing Flow', ‘Optimising Trading', ‘Platform Industrialisation' phases.

The person:
-Exceptional communication skills.
-Able to deliver projects within budget.
-Ability to work within a high pressure working environment.

Key words: (FX, Electronic Trading System, C++, Java, C#, Strategy) LDN.

Primarily, exceptional communication skills and the ability to work within budgets are most important to the client, as is having a background working in a similar environment working within FX. Time will be split between London/Paris with implementations in New York and Hong Kong.
This position provides a great opportunity to build a team and requires a strong desire to work in a collaborative, fast paced, high pressure environment.

To apply please contact: by mail or contact 00 44 207 019 4137

Référence : 3846]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Senior Vice President Front Office Credit Quant Analyst–London-Circa £120,000 + significant bonus package]]>

This forward-thinking US Investment Bank is looking for exceptional Credit Quant Analysts to join their ranks at one of their largest head-offices in London. They are looking for a highly talented Quantitative Analyst to join their award winning global Front Office Quant Analyst group, who are looking to expand at a rapid rate, considering they have been doing extraordinarily well in 2009 and are envisioning an even fruitful 2010. I

f you are not motivated and driven to be the best, this role is not for you. They are looking to hire someone to manage one of their large team of talented quants, who has the ability to encourage and inspire.
The successful candidate will be overseeing many of the advanced projects. The candidate will also be put on a training scheme to advance their career to Director Level.

Responsibilities for the Front Office Credit Quant Analyst role:
-Developing tools (in C++ and VBA) to calculate fair value adjustments to address model deficiencies or otherwise align valuations with market practice.
-Assessing and examining parameter uncertainty within illiquid/complex derivative or structured transactions.
-Devising, examining and implementing calibration approaches for complex derivative models.
-Examining the impact of pricing deal portfolios using alternative market data sources.
-Extensive use of C++ and VBA to develop tools used by Product Control to address some of the above points.
-Supporting the highly talented Credit Derivative traders, who are some of the most highly respected traders in the world. This trading floor is one of the biggest seen and are expected to expand further.

Required skills for the Front Office Credit Quant Analyst role:
This is an excellent opportunity to work closely with experienced Quantitative Analysts working on mathematical based projects for a leading investment bank.

This role requires a combination of mathematical and programming skills, the successful candidate should:
-Hold a PhD in Finance, Economics, Statistics, Operational Research or another quantitative field from a top school.
-Have extensive experience in a quantitative analyst role, and experience working with prepayment models, interest rates, credit, credit cards, mortgages.
-Have good C++ and VBA coding skills demonstrated via experience in implementing financial pricing models,
-Have a flexible, enthusiastic work ethic and enjoy developing quantitative solutions to market based model problems.
-Need to know SAS and S-Plus.
-MUST have advanced & applied econometric modeling skills.
-MUST have advanced time series modeling skills.

The Person:
-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.

To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.

Référence : 3845]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Vice president, Front Office Exotic Credit Derivatives Desk Quant, London-Salary £80,000-£100,000 Base]]>

Top Tier US investment bank is currently looking to add an experienced credit derivative quant to the front office quant group in London.
This team delivers new and innovative pricing models to the trading desk and implements these into the common analytics library.
The group is highly mathematical with an exceptional knowledge of finance and business decisions.
Each individual must have real business acumen and understand the implications of the models they create on the pnl.
These positions will both report to the head of the trading desk on a daily basis and the global head of credit analytics on a weekly basis that is located in New York.

The successful individuals will be responsible for CDO analytics including bespoke tranche products, CDO^2, and structured credit including ABS, RMBS and CMBS.

The candidates are likely to have the following background:
-Currently be at senior associate or vice president level working in either an exotic credit front office quant team or a model validation role.
-Significant experience in highly advanced mathematics including stochastic calculus, PDE modeling, Numerical methods including Bi/Trinomial Trees.
-Experience from a top investment bank or analytics house.
-Exceptional education to PhD/DEA level in a highly quantitative course for example mathematics, physics or engineering.
-Top level programming skills including C++ or Java.

These are very good opportunities for a top quant to join a top team, in a group performing well above market expectations.

To apply please contact by mail, 00 44 207 019 4137, www.selbyjennings.com

Référence : 3844]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Senior Vice President, Equity Derivatives Quantitative Analytics, London-Salary £80,000-£95,000]]>

Top tier EU investment bank is looking to rejuvenate its Exotic Equity desk after a recent restructure of the business.

They are looking for an experienced front office quantitative modeler to work closely with the traders on the design and implementation of advanced and highly Exotic, Equity derivative models.

This team has recently restructured and is now closely associated with the Commodities desk, therefore you will also be asked to work on a number of Commodity Hybrids on projects with other quants. The team consists of 10 quants globally with the majority at HQ in London. You will report directly into the head of Equity based Analytics and a senior trader, and gain excellent exposure to the business.

The desk covers a wide range of Asians, Quantos, Cliquets, Reverse Convertibles, American, Barriers and Lookbacks but is constantly expanding its product range.
This is an excellent opportunity to join a team that is on a climb since the recent crisis and has managed to turn around very quickly due to quick thinking and good results.

Qualifications:
-Significant experience working on the modeling of exotic equity derivatives, preferably within a Front office team.
-Exceptional academic background to PhD, DEA level in a highly quantitative subject, e.g. Mathematics, Physics, Financial Engineering, El Karoui, etc.
-Advanced Mathematical modeling techniques- Stochastic Calculus, PDE's, Black Scholes, Stochastic Volatility, etc.
-Strong programming skills in C++/C, Java, MATLAB.
-Experienced in large scale Monte Carlo simulations.
-Excellent communication skills (Spanish would be a bonus).

To apply or for more information, please contact by mail.

www.selbyjennings.com 00 44 207 019 4137

Référence : 3843]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Senior Market Risk Manager-Front Office, London, £90,000]]>

A leading global investment bank is looking to hire a Front Office Risk manager to manage the risk across its exotic rates and FX businesses in London.
The bank is one of the biggest banks in the world with significant growth potential over the next 5 years.
The senior market risk manager will be responsible for building up trust and mutual respect between the trading and structuring units with market risk.

The environment is entrepreneurial, fast faced and constantly changing and will suit a trader, structurer or good risk manager who wants to move into a fast track career to senior management. The risk manager will be responsible for developing strategy, approving trades/products and interpreting the risk numbers into clear commercial sense.

All applications by mail.

More info at www.selbyjennings.com

Référence : 3840]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Consultant MOE Front Office Summit]]>

LUNALOGIC, cabinet de conseil dédié à la finance de marché et à l'Asset Management, accompagne les plus grandes institutions financières à Paris et à l'international.

Reconnus pour notre exigence et notre recherche permanente de l'excellence, nous recherchons pour l'un de nos clients :
Un(e) consultant(e) MOE FRONT OFFICE SUMMIT

Mission

Au sein d'une grande banque d'investissement basée à Paris, intégré(e) à l'équipe Maîtrise d'oeuvre Front Office pour la ligne métiers «Dérivés de taux», vous participerez au développement et au suivi de projet de l'application Summit. Vous aurez pour mission :
-D'assurer le développement,
-De rédiger les spécifications techniques et de réaliser les tests,
-D'assurer le support de production sur l'application Summit.

Profil

De formation Bac+5, Ecole d'ingénieurs ou équivalent, vous justifiez d'une expérience significative d'au moins trois ans en études et développement en finance de marché.
Vous maîtrisez les langages C# et C++ ainsi que les bases de données. Vous avez une excellente maîtrise du progiciel Summit.
Un excellent niveau d'anglais est indispensable.
Des qualités analytiques, rédactionnelles et relationnelles, le sens du service, l'esprit d'équipe et la faculté d'adaptation aux situations nouvelles sont des qualités indispensables pour réussir.

Poste basé à Paris.
Rémunération selon profil et expérience.

Si partager des valeurs communes d'exigence, excellence, performance, dans une structure à taille humaine proche de ses collaborateurs répond à vos attentes, faites-nous part de vos motivations et adressez-nous votre candidature sous la référence 2010-018.

Référence : 3855]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[Quantitative Developer–Exotic Equity Derivatives-London]]>

This is a great opportunity for a Quantitative Developer with a strong financial and IT experience across Exotic Equity Derivatives to join the Trading desk of a leading investment bank based in London.
This global Investment bank Equity Derivatives Exotics trading desk works on improving Front Office systems.
The team has to improve its front office quant analytics library and quant development platform.

Following that, we are looking for a Quantitative Developer to integrate the team in charge of improving interconnection between these Systems.

Context:
-Asset Class: Exotic Equity Derivatives,
-Streamline platforms and modern infrastructure,
-Dynamic and face-paced Front Office environment with high-level exposure.

The successful candidate should posses the following:
-2 to 5 years experience in Finance,
-Development and Implementation of exotics pricing models,
-Excellent knowledge of Front Office systems,
-Strong programming skills: XML; C#; Java,
-Outstanding academic track record, with a double or a triple education degree from a top engineer school completed by a MSc. in Mathematics or Economics.

This institution seeks a Quantitative Developer consultant for its team based in London in an extremely motivated and talented environment.

Send us your application under the reference 2010-019 :
LUNALOGIC
Recruitement Service
Lincoln House–300, High Holborn
London WC1V 7JH
website : www.lunalogic.com

Référence : 3839]]> Fri, 3 Sep 2010 0:00:00 <![CDATA[C#, commodities, front office-London ]]>

London based International Investment Bank is looking to take on a Senior C# developer for a role to work along side the Commodities Trading desk.
The Senior C# Developer will work with quantitative modellers to develop, configure and support a new pricing, Risk & P/L system in C# using valuation models.

Skills:
-Possess strong background in Object Oriented design and development,
-C#,
-C++,
-Ability to communicate with stakeholders,
-Experience of the Front Office,
-Commodities,
-University degree (BS or above) required in Computer Science,
-Requires at minimum basic knowledge in FO risk and modeling,
-Strong skills in the following languages: C#, C++,
-Ideally should have SQL skills with skills in PL/SQL programming. Having experience in Oracle database,
-Expertise in FO risk and modeling,
-Experience of integrating valuation models into a pricing/risk system before,
-Experience performing source code control using CVS, Clear Case and related tools,
-Developing applications in Windows server environments,
-Exposure to Endur and AVS scripting is a plus but not required,
-Experience working on RAD/Agile projects,
-Experience running a small team of developers,
-Multithreading knowledge.

Only candidates with the relevant C# and banking experience will be considered for this role due to it's core requirements.

Start Date : ASAP
Duration : 6 Months +
Salary/Rate : £500+

00 44 207 019 4146

Référence : 3836]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Senior market risk manager with cross asset experience needed for leading financial institution in London, £100,000-£110,000 needed for leading financial institution in London, £100,000-£110,000]]>

Purpose:
Due to instability in many financial services companies in the market, a leading financial institution are looking for a very strong risk professional to advise and review current stress testing/regulatory risk and best practice risk assessments for banks, hedge funds and trading firms within the Elite Risk Division.

Personality:
The sort of personality we are looking for is somebody who is looking to get an industry wide and top down view on current economic capital and stress testing risk capabilities instead of one individual firm. This position would suit any risk professional who are suited to presenting to senior business heads, CRO's etc. on proposed risk strategy, weaknesses, areas for improvement etc. The environment is very dynamic and the nature of the work changes constantly – thus the risk specialist needs to adapt to different firms, different risk managers and different problems. This is an opportunity to develop the ‘new culture' of risk and therefore needs dynamic and creative risk professionals to drive forward the UK financial community.

The role:
-To work in an intellectually stimulating environment, within a high-profile and highly-regarded team, that makes a significant contribution to the delivery of the firm's objectives.
-The opportunity to apply your technical abilities and good judgment to specific technical issues that frequently arises, and more generally to improve the way that firms organise and manage their market risk management and product control arrangements.
-An excellent opportunity to develop and hone highly-valued skills and broad-based experience in risk management and product control, or to use this role as a stepping-stone to a career in financial regulation.
-A good work-life balance that is not always available within the risk management industry.

Ideal Profile:
-Proven quantitative skills. In terms of specific areas of knowledge, you will need to demonstrate knowledge of linear algebra and probability and statistics.
-Proven practical and technical experience. You will have practical and technical industry experience gained in a financial services organisation or professional services firm from working in a trading, structuring, risk management, model validation or product control capacity.
-Strong verbal and written communication skills. You must be able to communicate, both verbally and in writing, technical issues succinctly and confidently to colleagues within the firm and to senior management in regulated firms.
-Confidence. You will have the confidence to deal with the senior management of regulated firms and lead meetings with leading firms.
-An in-depth understanding of bond maths and derivative valuation principles and methods.
-Coding skills, for example in MatLab or VBA.
-Experience of trading, risk or P&L system implementation.

-Take part in conferences on ‘industry best risk practices'
-Advise regulated firms on how to implement new products across all asset classes
-Hold workshops and training for senior risk professionals and senior business heads on changes to industry risk management
-Occasional travel within the UK or abroad for a few days at a time may be required.

All resumes by mail.

Référence : 3834]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Equity structurer, London, Base £90,000 + High Bonus]]>

A unique opportunity has come up to join one of the most highly regarded Equity structuring desks in London.
My client, a top-tier institution, is eager to add to its team before the end of the year and is actively looking for Associate-level equity structurers to join the team.

The role will involve:
-Structuring and pricing innovative solutions for equity derivative products across Western Europe(Germany/Austria/ Switzerland),
-Product development and working alongside the sales team to market equity derivatives,
-Frequently meeting clients in order to structure the most client-driven and saleable derivative products.

The types of candidate my client would consider for this role would have the following skills:
-Analyst/Associate level at a top house,
-It is essential to be experienced in equity derivative products; my client would prefer pure equity structurers and is eager to hire candidates who are both technical and highly entrepreneurial,
-It is highly desirable to have experience with institutional and corporate clients across the European market,
-Essential to be fluent in German.

For more information please contact the Structuring team by mail or call us on 00 44 207 019 4139. Please send your CV in word document and not PDF file.

www.selbyjennings.com

Référence : 3830]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Investment Bank seeks C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform–New York-$160,000+ significant bonus/benefits package]]>

This tier 1 global investment bank with a significant global reach and reputation is seeking to hire an exceptional and experienced C++/java developer with a passion for problem solving and innovation to join their new Greenfield derivatives electronic trading platform.
You will take instant recognition as one of the senior technologists in the team and report directly to the head of global electronic trading.
Business exposure is absolutely huge and you will be expected to quickly become an expert in derivatives.

Required skills for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform NYC:
-Exposure to both C++ and java, but with excellent proficiency in one of these,
-Experience working on high frequency/low latency systems,
-Broad technology skills and ability to learn new skills quickly,
-Experience working in a fast paced financial team,
-Strong Derivatives Knowledge would be ideal.

Responsibilities for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform NYC:
-Work independently and as part of the team to architect and design a new cutting edge derivatives trading platform,
-Work with and advise the business users (Traders and Quants) on the use, customization, extension and deployment of the platform,
-The ability to identify and fix problems quickly,
-Ability to act as a conduit between the developers in the team and the senior management driving forward the project.

The Person:
-You will need to be motivated, passionate and hard working,
-Able to work in a pressurized environment,
-Want to further your career and move up the ranks in the firm.

This position provides a great opportunity to join a high frequency trading team that is receiving huge backing from the business.
As one of the senior technologists in the team at such an early stage, career opportunity is absolutely huge.
There will be plenty of opportunity to lead and mentor and you will be remunerated very generously for your contribution.

To apply for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform please contact by mail or call 00 44 207 019 4137.

Référence : 3837]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[C++ Developer–(C++, Python, C#/.NET, Analytics)-London-Circa £85,000 + Significant Bonus Package]]>

Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional C++ developer to consolidate, rationalise and enhance existing analytics libraries within their world renowned quantitative research and development team.
You will need to have strong C++ knowledge but also be able to liaise with IT developers and traders using non-C++ technologies.

Required skills for C++ Developer–(C++, Python, C#/.NET, Analytics) role:
-Strong technical background with an emphasis on C++
-Python
-Excel/C#/ .NET
-Broad technology skills and the ability to learn new skills very quickly

Responsibilities for C++ Developer–(C++, Python, C#/.NET, Analytics) role:
-Analytics software delivery, delivery of automated quality assurance software
-Development/build process improvement
-Provide much of the technical design and reference implementation
-Bring together disparate and partially unified libraries in a controlled, coordinated and technically consistent way

The person: C++ Developer–(C++, Python, C#/.NET, Analytics)
-Be able to liaise with other developers and traders in a high pressure environment
-Instant implementation of your work, with immediate and visible results and instant feedback.
-Flexible and apply themselves to resolving any technical challenges that inhibit success.
-Enjoy the challenge of quickly learning and applying technical skills
-An excellent understanding of successful development practices for large geographically distributed teams.

Key Words: C++, Python, C#, .NET, Analytics, Excel.

Primarily, exceptional C++ with some Python scripting ability and a self confident ambitious personality are most important to the client.
This position provides a great opportunity for those of a strong desire wanting to work in a collaborative, fast paced, high pressure environment.

To apply for the C++ Developer–(C++, Python, C#/.NET, Analytics) role please contact:
by mail or call 00 44 207 019 4137

Référence : 3838]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Front Office Quant Analyst-(VP, Exotic Rates)-London-Circa £90,000 + significant bonus package]]>

Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional Front Office Quant Analyst, with a passion for problem solving and instant recognition to join their rapidly developing Exotics Rates team.
This position is located on the world's leading global trading floor, physically sitting directly next to an MD in FICC global trading (reporting directly to him).
You will need to be an excellent problem solver, able to come up with practical solutions in C++ in a rapid environment among the world's most prestigious trading teams.

Required skills for the Front Office Quant Analyst-(VP, Exotic Rates) role:
-Strong C++ development skills,
-Broad technology skills, and the ability to learn new skills very quickly,
-PhD in a Mathematical discipline from a top school/university.

Responsibilities for the Front Office Quant Analyst-(VP, Exotic Rates) role:
-Have experience in working on the stochastic volatility LIBOR Market Model (LMM),
-Have experience in developing a generic replication model, which is used to price and hedge constant maturity swap (CMS) products,
-Develop a three factors short rate/FX hybrid model, for the pricing and hedging of cross currency products,
-The models are implemented in C++ with Excel interfaces, combining object-oriented programming, generic programming/metaprogramming, and using STL, Boostand so on so experience in these is a must.

The Person:
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-You will begin working with the current position holder, to learn directly from previous incumbent for short period.
-Ability to act as a conduit between the business and senior members on the desk.
-Instant implementation of your work, with immediate and visible results and instant feedback.

To apply for the Front Office Quant Analyst-(VP, Exotic Rates) role please press the apply button or call 00 44 207 019 4137.

Référence : 3835]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Cross Asset Derivative Structurer-Moscow-£120,000-£140,000 plus bonus]]>

My client a top U S investment bank is looking to fill a Director position in Cross Asset structuring.
The role will be focusing on Russian emerging market corporate clients.

Responsibilities:
-Developing bespoke cross asset products including FX, IR and Equity derivatives,
-Developing relations with Russian based corporate clients,
-Running a team of 4-6 people who will be developing/marketing products and pitching to clients,
-Developing the banks interests in the area,

Skills Required:
-Must be a cross asset structurer,
-Must be able to speak Russian,
-Must be of the correct seniority to take on a Director position.

To apply please send a word version of your resume by mail or call 00 44 207 019 4139 to discuss.
www.selbyjennings.com

Référence : 3829]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Risk Quant Manager for leading Energy house, London, £ up to 60,000]]>

A Tier 1 energy house are looking to build up their risk analytics platform as this energy trading house have more trading and more deals going within their oil desks and thus more risk to manage.

This role will offer the candidate the chance to take charge of a significant part of their business and will be heavily involved in the development and implementation of the risk strategy with the risk analytics.

The position will require strong communication of quantitative terms to senior management.
The ideal profile is a candidate with significant Var modeling and risk analytics development with some exposure to commodities [physical oil]

All applications by mail in word.doc format.

www.selbyjennings.com

Référence : 3833]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Structured Finance, London, Base £100,000+ Bonus]]>

My client a top investment bank is looking to take on an associate level to join the Financial Institutions Structured Finance team.

Responsibilities include:
-Responsible for sourcing the transaction, day to day client management throughout the execution phase,
-Structuring of CDOs and CLOs/ corporate loans/ mortgage consumer ABS/ balance sheet CLOs/ cash and synthetic securitisation,
-My client will be pushing transactions and executing cash balance sheet deals to FIG clients and public synthetic transactions/ portfolio trades/ liability management,
-Working closely with European based clients- 70% FIG and 30% corporates.

Skills required:
-Ideally a number of years experience in investment banking in a securitisation/structured credit team- Associate/Vice President level,
-Outstanding analytical skills and a good knowledge of corporate finance,
-Understanding of structured credit models and pricing cash flow modelling,
-Must have experience in structured finance/securitisation or CDO and CLO loan structuring experience,
-My client is ideally looking for a generalist securitisation/ credit structurer with a broad understanding of asset classes.

To apply please send a word version of your resume by mail or call 00 44 207 019 4139 to discuss.
www.selbyjennings.com

Référence : 3831]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Front Office Credit Desk Quant, London-Salary £70,000-£90,000]]>

A top US investment bank is seeking an experienced Credit Derivatives Quant with Mortgage Experience to join its Credit quant in London.

You will be working within the structured credit Quant group and working with the traders to develop efficient tools for the desk, trading strategy analytics, and risk and valuation tools.
You will be developing the analytics library and working with other quants to build complex derivative pricing models and implement in C++.
You will be covering a range of Exotic credit derivatives as well as CDS, default baskets, credit options, tranches, CDO and flow products such as CLO/CBO, ABS, MBS, CMBS.

The position is a great opportunity to join an exceptional team of highly regarded quants working in one of the most lucrative investment banks in the globe.

Qualifications:
-Background modelling credit derivatives, CDS, default baskets, credit options, tranches, CDO and flow products such as CLO/CBO, ABS, MBS, CMBS
-Excellent academic background with a PhD in a highly quantitative discipline, Mathematics, Physics, Financial Engineering etc.
-High level of Mathematical finance, stochastic calculus, PDE's, Gaussian Copula, specific knowledge of Emerging Market activities, credit dynamics, or mortgages are a plus
-Strong hands on technology skills are a core requirement (C++ programming and statistical packages such as SAS or Matlab; Excel VBA).
-Strong Communication Skills

To apply or for more information, please contact by mail.

www.selbyjennings.com, 00 44 207 019 4137

Référence : 3832]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Debt Capital Markets-Frankfurt, Germany-£70,000-£100,000]]>

My client a number one investment bank is looking to rapidly increase its coverage of debt capital markets in central Europe.
They are looking for an enthusiastic candidate to take on a senior role in Germany working closely with there corporate client base.
They are offering a competitive pay package and an opportunity to advance within the company.

Responsibility:
-Origination and execution for all debt related products,
-Involved in marketing and origination of corporate bonds, hybrids, rating advisory mandates, derivative and liability management solutions,
-client presentations, pricing updates, ad hoc client requests, primary and secondary market reporting,
-Establishing new relationships and diversifying the product range covered: DCM.

Skills required:
-Should be able to produce viable transaction list,
-Must have experience of European markets,
-Understanding of European languages are advantages.

To apply please send a word version of your resume by mail or call 00 44 207 019 4139 to discuss.

Référence : 3828]]> Thu, 3 Jun 2010 0:00:00 <![CDATA[Editeur logiciel Finance : Analyste QUANT]]>

INVIVOO, dans le cadre de son activité, développe un pôle trading systématique.

INVIVOO est particulièrement reconnue pour ses compétences et son expérience sur les plateformes de trading et commerce électronique :
-Automates de trading temps réels : market-making, arbitrage statistique couverture automatique, back-testing ...
-Plateforme de commerce électronique : outils de négociations de type RFQ, passerelles de passage d'ordres, chambre de matching ...
-Outils de restitution de l'information temps réel : calcul de P&L et risque temps réel, agrégation et exploitation d'information financière ...

Mission

Au sein de ce pôle d'ingénierie financière composé d'un trader et de deux ingénieurs IT, vous participerez à la mise en place de la plateforme de trading algorithmique.
Vous assisterez le trader dans l'implémentation de stratégies de trading, participerez à l'évaluation et la validation de modèles financiers en mettant en oeuvre vos connaissances en mathématiques financières puis vous serez chargé de les implémenter au sein de l'architecture existante.
-Analyse séries temporelles
-Data Mining
-Modélisation économétrique
-Gestion de la performance: allocation d'actifs & stratégies quantitatives

Profil

De formation Bac+5 Grande Ecole d'ingénieurs complétée par un 3e cycle en Mathématiques Financières, vous justifiez d'une expérience de 2 ans minimum sur les modèles financiers et sur la conception et développement de librairies de pricing.
L'esprit d'équipe, autonomie et la faculté d'adaptation aux situations nouvelles sont des qualités indispensables pour réussir.

Lieu : PARIS
Stage de fin d'études/pré embauche : 6 mois minimum
Rémunération : à définir

Référence : 3826]]> Mon, 3 May 2010 0:00:00 <![CDATA[Ingénieur Système Unix (H/F)]]>

Référence : 3827]]> Mon, 3 May 2010 0:00:00 <![CDATA[Analyste quantitatif-trading systématique]]>

INVIVOO, société spécialisée en finance en forte croissance, développe un pôle d'Ingénierie Financière utilisant une plateforme de trading systématique.

INVIVOO est particulièrement reconnue pour ses compétences et son expérience sur les plateformes de trading et commerce électronique :
-Automates de trading temps réels : market-making, arbitrage statistique couverture automatique, back-testing...
-Plateforme de commerce électronique : outils de négociations de type RFQ, passerelles de passage d'ordres, chambre de matching...
-Outils de restitution de l'information temps réel : calcul de P&L et risque temps réel, agrégation et exploitation d'information financière...

Mission
Au sein de ce pôle d'ingénierie financière composé d'un trader et de deux ingénieurs IT, vous participerez à la mise en place de la plateforme de trading algorithmique.
Vous assisterez le trader dans l'implémentation de stratégies de trading, participerez à l'évaluation et la validation de modèles financiers en mettant en oeuvre vos connaissances en mathématiques financières puis vous serez chargé de les implémenter au sein de l'architecture existante.
-Analyse séries temporelles,
-Data Mining,
-Modélisation économétrique,
-Gestion de la performance: allocation d'actifs & stratégies quantitatives.

Profil
De formation Bac+5 Grande Ecole d'ingénieurs complétée par un 3e cycle en Mathématiques Financières, vous justifiez d'une expérience de 2 ans minimum sur les modèles financiers et sur la conception et développement de librairies de pricing. L'esprit d'équipe, l'autonomie et la faculté d'adaptation aux situations nouvelles sont des qualités indispensables pour réussir sur ce poste.

Référence : 3825]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Chef de produit Editeur logiciel Finance]]>

INVIVOO recrute pour sa filiale NEOMANTIS spécialisée sur l'édition de logiciel. NEOMANTIS réalise des solutions logicielles basées sur son framework XComponent, outil de Complex Event Processing de création de composants personnalisés.

XComponent, issu de plus de 10 années de R&D, offre une productivité de composants étonnante tout en répondant aux exigences techniques et fonctionnelles des plateformes de trading : performance, scalabilité, fault-tolérence, modélisation fonctionnelle ...

INVIVOO est particulièrement reconnue pour ses compétences et son expérience sur les plateformes de trading et commerce électronique :
-Automates de trading temps réels : market-making, basket trading, arbitrage statistique et haute-fréquence, couverture automatique, back-testing ...
-Plateforme de commerce électronique : outils de négociations de type RFQ, passerelles de passage d'ordres, chambre de matching ...
-Outils de restitution de l'information temps réel : calcul de P&L et risque temps réel, agrégation et exploitation d'information financière ...

Mission
Avec un produit en fin de cycle de développement et une équipe d'ingénieurs déjà en place, vous intégrez l'équipe pour :
-définir le positionnement commercial du produit XComponent et les objectifs commerciaux.
-orienter la politique de développement et les choix technologiques.
-être garant de la qualité, des coûts et des délais.
-être moteur dans l'évolution de nos méthodes/process.
-assurer le support avant-vente
-gérer la relation client.

Profil
De formation Ingénieur, vous avez plusieurs années d'expérience sur une fonction de chef de produit et vous avez déjà géré le lancement de la commercialisation d'un produit du même type (logiciel) dans un environnement similaire (banque/finance).
La connaissance de notre cible (grands comptes de la banque/finance) est essentielle pour ce poste, de même qu'un parcours en développement logiciel préalable, ceci afin de valoriser au mieux les spécificités de notre produit et l'image de société spécialisée en IT et Finance associée à notre société.

Référence : 3824]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Développeur Front-Java]]>

Mosaic Finance est une entreprise d'investissement indépendante spécialisée dans le trading électronique d'options.

Mission
Au sein de l'équipe IT Front Office dédiée à la salle des marchés Dérivés, vous interviendrez dans la mise en place des outils utilisés par les Market Makers/Traders (outils de gestion de position, de connectivité clients, automates de trading, pricing...).

Pour cela, vous serez amené(e) à :
-Analyser et comprendre les besoins des utilisateurs,
-Concevoir et développer ces outils en Java,
-Assurer la réalisation des tests,la maintenance évolutive et le support de ces applications.

Profil :
-Bac+5 (Ecole d'Ingénieur avec idéalement une spécialisation en Finance de Marchés),
-Minimum 1 an dans une fonction similaire,
-Savoir-Faire : large culture technique et en particulier sur Java, Swing, multithreading, SQL la connaissance des réseaux est un plus.
-Savoir-Etre: bon relationnel, rigueur, curiosité, créativité et forte implication personnelle + Anglais.

La R&D constituant l'essentiel de nos investissements, nous vous offrons une réelle opportunité d'épanouissement professionnel à proximité immédiate du Front Office.
Rém: fixe+variable

Référence : 3821]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Ingénieur Développement C++ et Temps Réel]]>

Mosaic Finance est une entreprise d'investissement indépendante spécialisée dans le trading électronique d'options. Dans le cadre du développement de notre équipe IT, nous recherchons un Ingénieur Développement C++ spécialiste de la connexion aux marchés électroniques et aux flux temps réel des fournisseurs de données.

Mission:
Développant nos propres solutions d'accès aux marchés, votre mission consistera à :
-Analyser et comprendre les besoins des utilisateurs,
-Concevoir et développer nos systèmes d'accès aux marchés électroniques (diffusion des flux temps réel et passage d'ordres),
-Assurer la réalisation des tests et de la maintenance évolutive de ces applications au meilleur niveau de performance et de sécurité,
-Assurer le support applicatif.

Profil :
Bac+5 (Ecole d'Ingénieur et/ou Informatique avec idéalement 3ème cycle Finance),
Minimum 2 ans dans un poste similaire,
Savoir-Faire : solides compétences en conception et développement objet C++, Java, SQL, multithreadring,
Savoir-Etre : bon relationnel, rigueur, curiosité, réactivité + Anglais courant.

La R&D constituant l'essentiel de nos investissements, nous vous offrons une réelle opportunité d'épanouissement professionnel à proximité immédiate des équipes Front Office.
Rém: fixe+variable

Référence : 3822]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Top British Bank seeks strong market risk analyst, London, £ 45,000–60,000]]>

A leading British bank who have suffered since Sept 08 are looking to build up their market risk team with the hire of a very strong risk profile who can manage the structured fixed income business especially on the rates side.
The bank is offering significant career progression opportunities and commercial exposure to the successful candidate.

Primary purpose of the role is to undertake risk management responsibilities for the Global Structured Rates trading business.
The jobholder would be required to analyse positions to ensure that the risk is correctly captured, and develop/use knowledge of key trading strategies/risk positions to review the portfolio to identify areas of concern.

The jobholder would also be required to provide support to the Head of Structured Rates Market Risk on broader issues affecting the businesses risk managed by the team.

Requirements:
-Analyse positions and trading strategies, develop detailed knowledge of positions on trading books and sources of trading P&L,
-Build relationships with key staff in Front Office and other support functions,
-Ensure risk reports are accurate and highlight key risk metrics,
-Consider alternative risk management strategies and controls as portfolios evolve,
-Review/approve new risk pricing models and changes to existing models,
-Review/approve non standard deals,
-Review/approve new products/structured transactions.

Responsibilities:
-Prepare regular summaries of positions, P&L and pipeline deals for senior Trading Business and Market Risk Management,
-Avoid adverse audit findings for the desks that the jobholder risk manages,
-Provide analytical input to biweekly Risk & Control Committee meetings,
-Perform initial review of all non-standard deals and new product approval requests on the desks listed above; provide additional input thereafter to ensure Market Risk requirements are met prior to signoff,
-Conduct review of new & existing models in conjunction with the quant team and document the sign off of models from a market risk perspective,
-Develop a robust process for scenario analysis and other measures of risk not well captured by VaR,
-Work with risk control team to automate reporting for the trading desks listed above, ensuring that reports reflect forthcoming changes to business structure, and incorporate additional risk metrics where appropriate,
-Assist with ongoing integration of another Arates-related businesses,
-Assist with testing of market risk aspects of new systems and work with the project teams to enable the new systems to be used in daily risk production,
-Assist in development and implementation of improvements to VaR and other risk methodologies, including back-testing and 'risks to include in VaR' project,
-Daily market risk management decisions, eg: evaluating whether risk feeds received from Front Office systems accurately reflect risk; deciding which issues to escalate to senior management,
-Recommendations to Market Risk Management on deal approval requests,
-Approval for upgrades to core trading systems,
-Proposing issues to raise with desk heads at regular market risk liaison meetings.

All applications by mail in word.doc format.

www.selbyjennings.com

Référence : 3816]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Credit analyst needed to join leading exposure management team for large investment bank in London, £38,000–£40,000]]>

The bank is a reliable partner and effective provider of financial services to private customers. They are the best bank from the point of view of SMEs, and as such, they successfully support their customers' business activities–worldwide.

Their customers benefit from a comprehensive network of branches with personalised advisory and other services.
The bank has a direct global presence in the key business and financial centres. In addition they co-operate with several thousand correspondence banks all over the world.

The role:
The purpose of the role is to be the risk partner for the allocated parts of the bank, supporting and assisting these business areas to achieve their goals, by balancing risk reward and executing daily activities in an independent, controlled and compliant manner.
The person fulfilling this role will be responsible for interacting and partnering the business in order for them to achieve their strategic objectives.

Responsibilities:
-Provide front-office support for vanilla and structured exotic transactions via the traded Products Desk,
-Central point of contact for all front-office and Risk Management requests with transaction information, risk assessment and current issues.
-Provide risk calculations (and presentation/explanation as required) for new transactions,
-To provide methodology support across all Risk Management for new products, and structured transactions, and to participate in development of new methodologies, policies, and risk systems,
-Planning and managing of risk relevant projects including relevant analysis,
-Participate in any relevant internal/external audits,
-Provide assistance and training to front-office of limit monitoring IT systems,
-Escalate relevant issues/disputes/conflicts with front office to F3/L3 team leader,
-Front Office in terms of dealing with trade enquiries and proposing solutions /ways forward where required,
-Participate in development of risk methodologies requiring solid mathematical background,
-Demonstrate a good understanding of traded products, collateralization and associated credit terms in legal documentation.

Ideal Profile:
-Degree educated (min 2:1),
-Strong analytical skills with gained in either a financial institution or industry related organisation,
-Exposure to working with both vanilla and exotic products,
-You will posses strong commercial orientation and be a lateral thinker with proven ability to undertake comprehensive industry research and analysis,
-Client focused with persuasive communication skills both written and verbal, confident when being challenged,
-A collegial team member who builds strong, open dialogue based relationships with clients and colleagues,
-You will be self-directed with the ability to prioritise and meet demanding deadlines.
-Proficient financial modelling.

All applications by mail.

Référence : 3817]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Front Office Quant Analyst–Credit–London-£100,000]]>

Our client a Top Tier U.S Investment Bank are looking to hire an outstanding PhD quant analyst with a strong quantitative background to join their rapidly expanding group.

The candidate will have core quantitative skills and be looking to enter into a highly pressurised environment as you will sit on the desk directly with traders creating models.

-The group delivers mathematical models, develops, and maintains the bank's C++ analytics library which supports the trading, risk management and other front/middle office systems in the Credit area,
-You will have strong experience of CDS Swaption (single name and index), CM-CDS and Credit Range Accrual and other credit volatility products,
-Experience of Gap Risk modelling for credit CPPI, leveraged single name CDS and etc,
-Knowledge of Synthetic ABS CDO tranche, ABS CDS and index, ABS equity excess spreads,
-Base Correlation Mapping and random recovery model.

This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence in globally.

Please apply directly by mail, 00 44 207 019 4137, www.selbyjennings.com

Référence : 3813]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Front Office Quant Analyst–Credit–Paris-£100,000]]>

Our client a Top Tier U.S. Investment Bank are looking to hire an outstanding PhD quant analyst with a strong quantitative background to join their rapidly expanding group.

The candidate will have core quantitative skills and be looking to enter into a highly pressurised environment as you will sit on the desk directly with traders creating models.

-The group delivers mathematical models, develops, and maintains the bank's C++ analytics library which supports the trading, risk management and other front/middle office systems in the Credit area,
-You will have strong experience of CDS Swaption (single name and index), CM-CDS and Credit Range Accrual and other credit volatility products,
-Experience of Gap Risk modelling for credit CPPI, leveraged single name CDS and etc,
-Knowledge of Synthetic ABS CDO tranche, ABS CDS and index, ABS equity excess spreads,
-Base Correlation Mapping and random recovery model.

This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence in globally.

Please apply directly by mail, 00 44 207 019 4137, www.selbyjennings.com

Référence : 3814]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Front Office Quant Analyst–Equities-London-£100,000]]>

Our client a top-tiered U.S. Investment Bank are looking to expand their London offices and are looking for a senior Equities quant analyst to join their hugely successful Quant team.

The group are highly regarded and well known for their exceptional training schemes and career progression which offer candidates the responsibility of running their own team of talented junior quants.

Responsibilities:
-Candidate will be joining the Quant Execution Strategy team - which develops systematic trading systems.
-Will be working in a varied team of pure Quants to Programmers.
-Developing analytics library, ensuring smooth operations and accurate analysis.
-Will be working with models to ensure correct pricing of Exotic products, i.e. FX, EQ, IR and Credit.
-Strong programming skills in C++, NR and Matlab.
-PhD in Mathematics/Physics/Financial Engineering from a top university.

To apply please contact by mail with CV in word format.

Référence : 3815]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Multiple Counterparty/Exposure Risk Management Opportunities, London, £ 60,000–90,000]]>

A leading British bank who have suffered since Sept 08 are looking to build up their Counterparty Credit Risk analytics space with the roll–out and development of world class analytics and risk platform.
To achieve this, they need to hire a number of different quants to build this analytics space.

A brief description below:
To meet business demands and Group and regulatory requirements, a large-scale project is being undertaken to redevelop the methodologies and systems surrounding the modeling, measurement and control of counterparty credit risk. Consequently, the Risk Methodology team is seeking to hire a number of quantitative analysts with substantial prior experience in this area.

Requirements:
The core function of the role is to research and identify appropriate methodologies, successfully balancing the need for technical rigour with considerations of feasibility and ease of implementation. Close liaison will be required with the Risk Solutions and Control Group (prototyping of models, development of functional specification, testing of model implementation) and with Group Risk Analytics (model validation).

Responsibilities:
The candidate will be required to work closely with a wide range of different constituencies and will need good interpersonal skills.
He/she will need to be a team player, but willing to work independently and to accept responsibility for the production of agreed deliverables within a specified time frame

The ultimate objective of the role is to provide the methodological inputs associated with the development, testing and implementation of a sophisticated, robust and flexible counterparty credit risk measurement system.

Good time and project management skills, with the ability to simultaneously manage multiple projects, are needed.
The candidate will also need to be an excellent communicator (both written and verbal, formal and informal).

All applications by mail in word.doc format

www.selbyjennings.com

Référence : 3811]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Senior C++ Quant Developer/Excel VBA-Paris]]>

A Global Paris based Investment Bank is seeking a VP level Senior C++ Quant Developer to work within there Statistical Arbitrage team.
The banks has a major group in statistical arbitrage and black box strategies and is seeking a Quantitative Analyst to join there team.
The group has been in the market for many years and holds an impressive, successful record with exceptional risk measures.

The candidate should have strong development skills in the following technical areas:
-C++,
-Excel/VBA,
-Python.

The analyst will develop black box techniques and/or develop models for high frequency trading.
Excellent communication skills are required due to substantial interaction with the trading and management teams.
The candidate will also liaise with the IT development team for the industrialization of automatons.
Also the job will consist of validating the different strategies and tactics to the risk management providing key risk measures for strategies.

The ideal applicant should come from a strong educational background within quantitative finance, statistics, physics, mathematics, econometrics, engineering or other similar background and an unrivalled motivation to work in quantitative finance.

Apply today with an up to date word formatted version of your CV.

Start Date: ASAP
Duration of Contract: 6 Months
Salary/Daily Rate: Dependent on experience

Contact Jack Slaughter
Telephone 00 44 207 019 4125

Website www.selbyjennings.com

Référence : 3812]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Commodity structurer, London, base £100,000 + Bonus ]]>

My client highly reputable investment bank is looking to fill a commodity structuring position.
They are looking to fill a V.P. to Director role focusing on U.K. corporate clients.

Responsibilities:
-Working closely with the quants teams,
-Generated new products and tactical ideas for structured products marketed through retail distribution,
-Designing a wide range of commodities products in Energy, Metals, Agriculture, Power and Commodity Indices,
-Push Hybrid structures (FX/Rates/Equities) and promote cross selling efforts in other macro sales teams.

Skills Required:
-Must be able to work well in a team or have experience running a team,
-Mast have a strong mathematical background,
-Must be a commodity structurer or trader wih good derivatives experience.

To apply please send a word version of your resume by mail or call 00 44 207 019 4139 to discuss.

Référence : 3819]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Director Multi asset Structuring, London, Base 160,000+ Bonus]]>

A top tier European investment bank is looking to hire a Director and potential desk head to cover equity/FX/interest rates and credit derivatives structuring:

Responsibilities will include:
-Structure and sell profitable derivative solutions to institutional/retail/corporate and retail clients in Europe,
-Increasing the derivatives structuring and pricing capability across asset classes,
-Role involves marketing and selling commodity/interest rates/FX/credit and high yield products for clients and managing the sales division,
-Meeting client in Europe and helping explain products and increase sales P and L,
-Marketing all the activities of equities and Structured Retail product development teams,
-Role will involve driving new product development through innovative new solutions tailored to treasury client requirements.

This is a critical business hire and my client is looking to hire candidates with the following skills:
-Essential to be either a multi asset structurer/equity structurer or FX and interest rates structurer,
-My client would consider excellent structurers keen to increase their responsibility on the sales side,
-Strong preference for experience of the Western European market,
-My client would consider good traders keen to work in structuring,
-A strong network of clients/deal list and track record in building a derivatives business is attractive to my client.

For more information please contact the Structuring team on structuring@selbyjennings.com or call us on 00 44 207 019 4139. Please send your CV in word document and not PDF file.
www.selbyjennings.com

Référence : 3820]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Leading brokerage and investment group needs senior credit risk specialist in Hong Kong, 650,000 HK]]>

Background:
The firm is Asia's leading, independent brokerage and investment group. The company provides equity broking, capital markets, merger and acquisition, and asset management services to global corporate and institutional clients.

Renowned for their product innovation and award-winning market intelligence, the firm has built a reputation for unrivalled equity research and economic analysis, which are consistently voted as the best in Asia.

Role:
The scale of the firm's projects, reporting requirements (audit, regulators, management) and the additional risk management and control requirement in exposure & limit management for the group now warrants a risk manager in the Group Risk Department.

Responsibilities:
-Covers mainly cash equities, futures & options and equity linked product.
-Credit analysis and limit approvals for Institutional clients.
-Management of Credit Limits and Exposures for all markets of the group (19 markets worldwide).
-Intra-day monitoring of margin utilization and daily monitoring of limit excess and failed settlement.
-Implementation of policies and practices necessary to ensure appropriate and adequate credit risk management for the whole group.
-Assist in development of necessary tools to satisfy BASEL II Risk Management Framework requirements.
-Ensure adherence to the Group's Risk policies for credit risk in accordance with local regulatory framework.
-Responsible for ad hoc credit risk related duties and projects for the group.
-Identify, analyze and report on all areas of credit risk exposure inherent in the group's activity.
-Help in the setting of risk strategy for counterparty/exposure management.
-Provide risk calculations (and presentation/explanation as required) for new transactions.
-To provide methodology support across all Risk Management for new products, and structured transactions, and to participate in development of new methodologies, policies, and risk systems.
-Planning and managing of risk relevant projects including relevant analysis

Ideal Profile:
-Able to work independently, and under pressure.
-Strong self-motivation and initiative.
-5 years experience in credit analysis or credit risk management.
-Existing credit risk professionals that wants to expand their role into broader areas of risk and control.
-Given the high degree of liaison that will be required with internal staff and regional offices, the candidate will need to have a high degree of proficiency in both written and spoken English.

All applications by mail.

Référence : 3818]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Analyste Quantitatif–Trading systématique]]>

IVIVOO, société spécialisée en finance en forte croissance, développe un pôle d'Ingénierie Financière utilisant une plateforme de trading systématique.

INVIVOO est particulièrement reconnue pour ses compétences et son expérience sur les plateformes de trading et commerce électronique :
-Automates de trading temps réels : market-making, arbitrage statistique couverture automatique, back-testing,
-Plateforme de commerce électronique : outils de négociations de type RFQ, passerelles de passage d'ordres, chambre de matching,
-Outils de restitution de l'information temps réel : calcul de P&L et risque temps réel, agrégation et exploitation d'information financière.

Mission
Au sein de ce pôle d'ingénierie financière composé d'un trader et de deux ingénieurs IT, vous participerez à la mise en place de la plateforme de trading algorithmique.
Vous assisterez le trader dans l'implémentation de stratégies de trading, participerez à l'évaluation et la validation de modèles financiers en mettant en oeuvre vos connaissances en mathématiques financières puis vous serez chargé de les implémenter au sein de l'architecture existante.
-Analyse séries temporelles,
-Data Mining,
-Modélisation économétrique,
-Gestion de la performance: allocation d'actifs & stratégies quantitatives.

Profil
De formation Bac+5 Grande Ecole d'ingénieurs complétée par un 3e cycle en Mathématiques Financières, vous justifiez d'une expérience de 2 ans minimum sur les modèles financiers et sur la conception et développement de librairies de pricing.

L'esprit d'équipe, l'autonomie et la faculté d'adaptation aux situations nouvelles sont des qualités indispensables pour réussir sur ce poste.

Référence : 3823]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Support IT Marchés de Capitaux]]>

YXENE, société de conseil à taille humaine spécialisée dans le secteur Banque/Finance auprès des grands comptes, recherche de nouveaux talents pour partager sa croissance.

Mission

Au sein d'un Grand Groupe Bancaire Français, rattaché(e) au DG, vous intégrerez l'équipe chargée de constituer une offre de service pour une clientèle de «Hedge Funds».

Afin de renforcer l'équipe de support fonctionnel, vous participerez aux tâches suivantes :
-Analyser les problèmes quotidiens remontés par les utilisateurs de la plate-forme (utilisateurs internationaux) : opérateurs Back Office, maîtrise d'ouvrage, responsables clients,
-Suivre les traitements et proposer des sujets d'amélioration de la plate-forme (correction de bugs et petites demandes d'évolution).

Apports de la mission :
-Découverte d'un large panel d'instruments financiers,
-Montée en compétences sur la plate-forme MUREX,
-Contexte International : développement de compétences en anglais.

Profil recherché :
Diplômé Bac+5 (Ecole d'ingénieurs), vous maîtrisez les technologies suivantes : JAVA, SQL, Ksh(scripts unix).
Rigoureux, réactif, efficace et autonome, on vous reconnaît une aisance relationnelle et rédactionnelle.
Anglais courant exigé (contexte international).
Une première expérience sur le progiciel murex serait un atout déterminant.

Référence : 3810]]> Sat, 3 Apr 2010 0:00:00 <![CDATA[Stage Invivoo : Stage développement : C # 3.5/Mathématiques finance de marchés]]>

INVIVOO est une société de conseil en informatique, spécialisée en banque d'investissement. Nous intervenons comme fournisseur privilégié auprès des principaux comptes du marché. (CALYON, SGCIB, HSBC, NATIXIS, BNPPARIBAS...)

Notre ambition est de vous accompagner dans votre évolution de carrière sur des interventions de haut niveau technique et fonctionnel sur tous les métiers de la finance : Front, Middle ou Back Office, risque, titrisation, dérivés actions, taux, obligations, matières premières...

Nos métiers sont :
-Ingénierie financière : participation à la mise en place de modèles de calculs (pricing, stratégies...),
-Maîtrise d'oeuvre (développement, conception, architecture technique en Technologies Objet : C#, .Net, java, J2EE, C++...),
-Maîtrise d'ouvrage (coordination de projets, spécification fonctionnelle...),
-Intégration de progiciels financiers (Murex, Summit, Calypso...),
-Support applicatif et fonctionnel.

Projet
Au sein d'un grand compte de la finance vous serez intégré au sein d'une d'une équipe dont la mission est de développer une solution efficace, générique et élégante permettant à une ou plusieurs applications d'utiliser un service de calcul distant (Monte Carlo, équations aux dérivées partielles). Vous devrez être opérationnel rapidement sur les problématiques de distribution de calcul et serez au coeur des métiers de la banque d'investissement en travaillant au contact de l'équipe de structuration dérivés actions.

Ce développement devra prendre en compte et dépasser les limitations du système actuel afin de répondre aux problématiques suivantes :
-Tolérance aux pannes,
-Monitoring,
-Maintenabilité du système de versionnement des applications de calcul,
-Différentes stratégies de gestion de la charge de calcul pourront être implémentées,
-Intégration dans l'application de structuration Caesar.

Profil
Etudiant(e) en dernière année d'Ecole d'Ingénieur, vous disposez d'une expérience significative en développement C++ et/ ou C#. Vous disposez d'un bon relationnel pour travailler dans un environnement exigeant.
Passionné(e) par les nouvelles technologies, vous souhaitez développer une double compétence à forte valeur ajoutée et voulez vous investir sur des projets de grande envergure.

Lieu : PARIS
Stage de fin d'études/pré embauche : Supérieur ou égal à 4 mois minimum entre janvier et août 2010
Rémunération : à définir

Référence : 3809]]> Wed, 3 Feb 2010 0:00:00 <![CDATA[stage Invivoo : stagiaire développeur C Sharp/finance]]>

INVIVOO est une société de conseil en informatique, spécialisée en banque d'investissement. Nous intervenons comme fournisseur privilégié auprès des principaux comptes du marché (CALYON, SGCIB, HSBC, NATIXIS, BNPPARIBAS...).

Notre ambition est de vous accompagner dans votre évolution de carrière sur des interventions de haut niveau technique et fonctionnel sur tous les métiers de la finance : Front, Middle ou Back Office, risque, titrisation, dérivés actions, taux, obligations, matières premières...

Nos métiers sont :
-Ingénierie financière : participation à la mise en place de modèles de calculs (pricing, stratégies...),
-Maîtrise d'oeuvre (développement, conception, architecture technique en Technologies Objet : C#, .Net, java, J2EE, C++...),
-Maîtrise d'ouvrage (coordination de projets, spécification fonctionnelle...),
-Intégration de progiciels financiers (Murex, Summit, Calypso...),
-Support applicatif et fonctionnel.

Projet
Au sein de la société Neomantis, éditeur logiciel dans le domaine de la finance, vous interviendrez sur le projet XComponent visant à modéliser et résoudre divers problèmes classiques en finance : automate de trading, workflow de négociation sales/trader, connexions marché, intégration de flux de données...
Après vous être familiarisé(e) avec la plateforme XComponent, vous participerez à :
-l'intégration de grids performants et de graphes évolués WPF/Winforms pour l'affichage de prix en temps réel.
-la conception, le développement et le test de nouveaux modules : connexions marché, intégration de flux temps réels...

Environnement technique
C#/Mono, hibernate, multithreading, WPF/Silverlight, Tibco Rendez Vous

Profil
Etudiant(e) en troisième année d'Ecole d'Ingénieur ou en université avec une expérience en programmation objet (la connaissance du C# est un plus). Passionné(e) de nouvelles technologies, vous souhaitez développer une expertise technique et vous investir sur des projets ambitieux.

Lieu : PARIS
Stage de fin d'études/pré embauche : 6 mois minimum
Rémunération : à définir

Référence : 3808]]> Wed, 3 Feb 2010 0:00:00