|
|
|
All our
Job and Internship
Opportunities
in Finance & Maths
CVs/Resumes (Engineer, MSc, PhD)
in Finance & Maths
|
New : Enjoy the Math Fi RSS feeds
| |
Partager cette information : 
Maths-fi.com Top of the Ads:
Previous 6 7 8 9 [10] 11 12 13 14 Next
| 1 |
Job investment bank-London : VP Margin and Market Risk Project Manager in Equities. Prime Brokerage knowledge/experience. Equity & Fixed Income product knowledge, Project experience, ideally working in different roles.
| | 2 |
Job investment bank (New York City): Senior VP Derivatives research, Interest rate & hybrids. PhD level in a highly quantitative field. Significant experience in interest rate & Hybrid products modeling. Exceptional Mathematical modeling credentials
| | 3 |
Job asset manager (Geneva, Switzerland): Avp Fixed Income/FX Quantitative Portfolio Manager. Strong academic background, reflected in their research interests. Developing Systematic Strategies across G10 and Emerging Markets...
| | 4 |
Job bank (Sidney, Australia): Fidessa oms trading developper. Java and scripting, Fidessa OMS modules (FTW, OMAR, TMAR, CTAC, BEAM, FDA, AMMA, Open Access), RMDS or Bloomberg, IT development front office experience.
| | 5 |
Job bank (New York City): FO Interest Rates Options Quant Analyst. PhD in Maths/Physics/Financial Engineering. Extensive experience & knowledge of Interest Rate & Option Deivatives products. Exceptional coding skills & solid programming skills.
| | 6 |
Job house (Boston, USA): Junior Quantitative Researcher. PhD strong focus on mathematics/statistical based qualifications. Knowledge of statistics, probability theory, linear & stochastic algebra. Strong experience with statistical software packages
| | 7 |
Job investment bank (Hong Kong): ECM originators. Strong ECM experience. Experience working in the Asian market especially Chinese corporate clients, in client facing. Strong deal list and proven track record in originating and executing transactions
| | 8 |
Job Offer d2-si : Ingénieur MOA Marché des Capitaux. Ingénieur/bac+5. Connaissances sur les opérations (Middle/Back Office) autour de la gestion des confirmations, des dénouements & paiements, du P&L, des fees, des OSTs...
| | 9 |
Job interest rates desks (Hong Kong): Interest rates structurer. Must be at least Senior VP-level at a top house, to be experienced in interest rates & FX derivative products, technical, highly entrepreneurial &good understanding of asset...
| | 10 |
Job tier one bank (New York City): Credit derivatives structuring,CDO/restructuring. You must be a credit structurer, the greater the product knowledge the more attractive you will be to my client, technical back ground. U.S work visa.
| | 11 |
Job Offer top German Bank (London): Exposure Management Credit Analyst-VP Level-Credit Risk. MSc/PhD/Master/Engineer.Several years experience in a similar role.Solid mathematical skills.Strong derivative product knowledge across all asset classes.
| | 12 |
Job Top Bank (London):Hedge Fund Credit Analyst Manager. MSc/PhD/Master/Engineer. Good knowledge of trading products + alternative asset management sector. Largely indepedent self-starter. Ability to handle a significant and diverse workload.
| | 13 |
Job bank (Geneva, Switzerland): Deals desk & Market risk analyst. Excellent market risk background (Commodities; oil). Strong VBA/Excel & MS ACCESS skills. Great European Energy market awareness.
Experience on VaR models & Stress Tests.
| | 14 |
Job investment bank (London): Director of High Frequency Algorithmic Trading. Significant experience in High Frequency Algorithmic Trading. Knowledge of FX markets (preferable). Execution strategies.
| | 15 |
Job Investment Bank (London): Junior C++ developer-Front Office Desk. Msc/PhD in Computer Science/Physics/Financial Engineering. Unix, An active interest in banking, Good communication skills, Knowledge of SQL, some C# or Java experience, .NET.
| | 16 |
Job Investment bank (London) : FX Trading Strategist. Interest in market microstructures & quantitative trading in FX. Design & programming skills: Java & Python. FX markets experience and general trading concepts and terminology.
| | 17 |
Job Investment Bank (London): Cross Asset Derivatives Model Validation Quantitative Analyst. PhD/DEA/MSc level in a highly quantitative field. Proven track record validating & reviewing models. VBA, C/C++ &/ Java, understanding of mathematics.
| | 18 |
Job European bank (Singapore): Senior Credit Risk Analyst. 5-10 yrs experience in Credit Risk modelling & Management & SME. Expert knowledge of modern risk management techniques within Retail Banking. Excellent team leadership.
| | 19 |
Job Offer top German Bank (Hong Kong): Exposure Management, Senior Credit Analyst. MSc/PhD/Master/Engineer. Experience at VP level within Exposure Management. Several years experience similar role. Solid mathematical skills (probability & statistics)
| | 20 |
Job energy desk (Geneva, Switzerland): Trader-Coal Derivatives Trader. VP to Director level coal & freight trader. A solid trading track record in the energy derivative space. Background with a large commodity trade house
| | 21 |
Job Bank (London): PhD C++ Developer-Front Office Exotic Quant Desk. Strong academic background in Computer Science/Physics/Financial Engineering-Msc/PhD. Solid C++ Programming Experience, Windows & Unix, Full software life cycle experience.
| | 22 |
Job British Bank (London): Senior Manager-Credit Risk. Postgraduate levelin a numerate subject. At least 6 years experience in the development of risk models in Retail Banking. Expert knowledge of modern risk management techniques.
| | 23 |
Job Investment Bank (London): Credit IPV Analyst-Senior Vice President. PhD in finance related degree. Highly numerate problem solver, good spreadsheet & systems skills. Strong numerical aptitude. Extensive experience of price verification...
| | 24 |
Job investment bank (London): IR/FX Derivatives Front Office Quantitative Analyst (VP). Proven track record validating & reviewing models for front office trading & structuring teams. Technical proficiency in VBA, C/C++ &/or Java.
| | 25 |
Job bank (London): Credit Risk Analyst. Solid mathematical skills including probability & statistics. Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products & risk concepts.
| | 26 |
Job Top British Banks (London):
Front Office Credit Analyst Exposure Management -Credit Risk.Masters in Financial Subject.
Several years experience in a similar role. Knowledge of PFE/PE.Solid mathematical skills including probability & statistic
| | 27 |
Job bank (New York City): C++ Developer-Front office interest rates desk. Solid C++ programming experience, Linux/UNIX, Expert C++ skills. Practical experience of using C++ to build multi-threaded, low latency, real time applications.
Fluent Englis
| | 28 |
Job bank (London): Senior Analyst Basel II. Postgraduate level in a numerate subject. At least 3 years experience in the development of credit risk models in Retail Banking. Good knowledge of modern risk management techniques.
| | 29 |
Job Top Tier Investement Bank (New York-NYC-NY): VP Level C++ Developer. MSc/PhD/Master/Engineer. Knowledge of Core Java and STL is advantageous. Fluency in spoken and written English. Good team player. Algorithmic trading experience preferred.
| | 30 |
Job Offer Top Tier Investment Bank (London): Head of Credit Structuring. MSc/PhD/Master/Engineer. VP/Director of credit derivatives structuring.Good pricing/restructuring skills + good understanding of the European fixed income markets.180,000+ Bonus
| | 31 |
Job Investment bank (London): Interest rate structurer. Fixed Income structurer/trader with a background in interest rates exotics. Good technical skills &appreciation of risk parameters & hedging. Technically strong structurer not a marketer.
| | 32 |
Job Offer d2-si : Ingénieur Support Métier Cash Management Ingénieur/bac+5. Fonctionnement d'applications Internet, problématiques de gestion de flux, L'architecture fonctionnelle & technique grand système, gestion de projets informatiques.
| | 33 |
Job investment bank (London): Head of market risk for debt and capital markets. Significant Market Risk Experience of which at good experience years in Structured Credit products. Must have a detailed understanding of all risks...
| | 34 |
Job Bank (London): Quantitative Counterparty Credit Risk Analyst. Strong knowledge of PFE, EPE, EEPE. Knowledge of Basel II, BIPRU requirements with regards to CCR. At least one of C++/C#/F#/Matlab. Project management & leadership experience.
| | 35 |
Job Offer Leading Invesment Bank (London): FX Independent Price Verification Analyst. PhD/ equivalent in finance. Highly numerate problem solver, good spreadsheet a&systems skills. Strong numerical aptitude.Experience with FX products is essential
| | 36 |
Job Top Us Investment Bank (New York - NYC-NY): Quantitative Analyst, Derivatives Model Validation. PhD in a quantitative field (maths, physics, statistics, engineering). Excellent mathematical/quantitative skills. C, C++, Java + VBA or SAS required.
| | 37 |
Job bank (London): Senior VP Derivatives research, Interest rate & hybrids PhD level. Exceptional Mathematical modeling credentials, with working knowledge of Stochastic Volatility. Significant experience in interest rate & Hybrid products & modeling
| | 38 |
Job leading energy trading firm (Houston): Trading desk risk analyst - commodities. Bachelors/MSc degree in Accounting, Finance, Economics/other related degree. Experience in natural gas OR oil risk controls and risk reporting function.
| | 39 |
Job leading European Investment Bank (London-Londres): C++ Developer - Quant Desk. MSc/PhD in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience. Strong maths & quantitative skills. Full software lifecycle experience.
| | 40 |
Job Major Physical Trading Firm (London): Head of risk-commodities. MSc/PhD/Master/Engineer. In depth understanding of commodities (physical metals trading.)Strong experience of the financial sector gained over a number of years,in a risk role.
| | 41 |
Job Offer Top Tier Investment Bank (London):Equity Structurer.MSc/PhD/Master/Engineer.Essential to be working as an equity structurer/trader focused on European markets (associate level/similar)Good pricing skills, good equity derivatives experience.
| | 42 |
Job investment bank (London): Front Office Quant Analyst-(VP, Exotic Rates). PhD in a Mathematical discipline from a top school/university. Strong C++ development skills. Broad technology skills, and the ability to learn new skills very quickly.
| | 43 |
Job Investment Bank (New York City): C++ Developer. Strong OO language-preferably C++. Ability to pick up new languages/systems quickly, Numerate background, Understanding of financial derivatives, Good problem solver, Experience of interest rates.
| | 44 |
Job Offer Top Tier European Investment Bank (London): DCM originators, Base £100,000 +High Base. MSc/PhD/Master/Engineer. Good market experience in Debt capital markets. Skills in structuring/ origination and execution of DCM transactions.
| | 45 |
Job Leading Hedge Fund (Singapore): Analyst - Commodities. MSc/PhD/Master/Engineer in Statistics, Econometrics of Financial Engineering. Exp statistical or econometric models. Expert knowledge of SAS, Splus, Excel as well as Matlab. 150k+ bonus.
| | 46 |
Job Leading Asset Manager (London): Quantitative Strategist. PhD in a highly quantitative field such as queue theory, artificial intelligence, signal processing, machine learning. Strong ability to code in c++ & Matlab.
| | 47 |
Job Investment Bank (London): Front Office FX Quant Analyst-Associate VP. PhD in Mathematics. Some industry experience is expected & those with knowledge & experience with FX exotic products. Strong programming skills in C++, VBA, Metlab.
| | 48 |
Job commodity house (Stanford CT, USA): Senior Risk analyst-commodities. Complete understanding of energy derivative markets & associated risks.
Good working understanding of options & their related Greeks along with volatility surfaces. Excel & VBA
| | 49 |
Job investment bank (Singapore): Market risk manager-credit. Good knowledge of credit trading markets with an emphasis on distressed debt & loan trading. Detailed understanding of VaR.
Proficiency in Microsoft Excel and Access.
| | 50 |
Job company (London): Senior risk analyst. Min of 3-4 years of risk management experience with at least 2 years hedge fund risk experience. Strong quantitative skills, excellent knowledge of derivatives, general knowledge of the hedge funds markets.
|
| |
|
Version française
Made in
|
|
|
|
- Club : club.maths-fi.com
|
|
- Master Finance
- MS Finance de Marché
- Mastere Finance de Marché
|
|
