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Senior Job offers London
(Senior Job Offers : Quantitative finance, Financial Engineering, Mathematical Finance, IT Finance.)
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1 Job IB (London): VP, FO Quantitative Analytics, Exotic Equity Derivatives. PhD, MSc, DEA in Physics/Mathematics/Financial Engineering. Advanced level: Stochastic Calculus, PDE's, Black Scholes. Experience of Monte Carlo and Binomial tree simulations 
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2 Job bank (London): FO Equity & Commodities Derivative Quant Analyst. PhD in Mathematics/any finance related degree. Extensive previous experience working with Equity products &/ Commodities Strong programming skills Experience working with SAB models 
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3 Job IB (London): Associate/VP Quantitative analyst, IR/FX. PhD level in Mathematics, Physics, Financial Engineering. Exceptional mathematical modeling, knowledge of stochastic Calculus, Local volatility. Solid programming ability in C++, JAVA, MATLAB 
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4 Job bank (London): Senior Manager-Quantitative Credit Risk. PhD in Finance, Financial Economics, Econometrics, Mathematical Finance. Strong knowledge of PD/EAD modelling. Strong experience in credit risk modelling & management. 
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5 Job Financial Institution (London): Quantitative Credit Risk Analyst-Credit Risk. High degree of familiarity with industry practice in counterparty credit risk measurement and management. 
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6 Job bank (London): Credit Analyst-Credit Risk. Msc in finance/economics. Ideally 2-3 years experience in a capital reporting & analysis role. Investment Banking background. Familiar with ICAAP. Understanding of regulatory framework for bank capital. 
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7 Job IB (London): C++ Quant Developer-Long Dated FX/Interest Rates. Msc/Phd computer science/physics/mathematics. Strong background C++ Linux/Unix. Very good mathematical fundamentals: stochastic calculus 
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8 Job IB (London): Market risk manager-FX. Mathematical/Economics background. Outstanding knowledge of FX derivative products. Additional product knowledge across interest rates/insurance. IB experience within FX Market Risk Management. 
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9 Job Offer asset-technology (London) : Ingénieur salle des marchés. Ingénieur/Bac+5 en informatique. Exp requise: 2 ans min C# et C++ en salles de marché BFIs/Asset Managers. Idéalement une 1ère expérience internationale environnement anglo-saxon. 
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10 Job IB (London): Senior Quantitative C++ Developer-Exotic Fixed Income. Msc/PhD in Computer Science/Physics/Mathematics. C++, Unix/Linux, STL/Boost, Design Patterns. Strong quantitative/mathematical finance background. 
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11 Job IB (London): C++ Risk/Quant Developer-FX & Rates Trading Desk. Strong background in C++ on Linux/Unix. Impressive academic background. Ability to pick up new languages quickly. Very good mathematics. Good communication skills. 
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12 Job IB (London): Equity derivatives structuring. Someone with some experience of "secondary research". Ability to present structured product ideas, based on an Asian theme, to European clients. Someone with experience in a client facing experience. 
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13 Job IB (London): Leveraged Finance/Structured Finance. From a Leveraged finance background either (loan capital markets, M&A & Debt). Between second year analyst & senior associate. Anyone from a structured finance background. 
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14 Job Offer : Job IB (London): Quantitative Derivatives Valuation and Independent Price Verification, VP. PhD, MSc, DEA in Mathematics, Financial Engineering. Experience in financial services/investment derivatives/valuation functions. 
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15 Job IB (London): IR/FX Derivatives FO Quantitative Analyst (VP). Impressive technical proficiency in VBA, C/C++ &/ Java should be complemented by a superb academic background in a highly quantitative subject. 
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16 Job bank (London): Commodities Traded Credit Risk Analyst-Credit Risk. Strong Excel and Access skills and ability to use these tools to gain efficiency in daily process. Experience in OpenLink and/or SRA trading systems. Understanding of VBA. 
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17 Job bank (London): Hedge Fund Credit Officer-Credit Risk. Prior relevant Credit Risk Management work experience, preferably having covered NBFI/Hedge Fund credits. Broad knowledge of financial products especially derivatives. Strong computer skills. 
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18 Job IB (London): Technical Lead-Java/C#/C++ Developer. Understanding of distributed application development across Unix/Windows, Java/C++/C#, Grids & databases. Experience of having performed architecture/permit to build/governance function. 
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19 Job Broker House (London): FO Equity/Credit Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic, Equity Derivative products/with Credit Derivatives experience. Strong coding skills. 
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20 Job IB (London): Junior Quantitative Analyst in ABS & Credit Risk Models. Strong quantitative background (MSc/higher in Mathematics, Physics/Engineering). Good IT skills, with some knowledge of C++. Experience in a banking environment. 
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21 Job IB (London): Front Office Quantitative Analyst. PhD degree in Math, Math Finance, Physics, or Engineering. 2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity. 
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22 Job IB (London): Multi asset, emerging market structurer. Emerging market, multi asset structuring experience with specific experience in CEEMEA regions. You will need to be experienced in a client relations. 
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23 Job Offer invivoo (London): C#/C++/Java : Front office developer. Excellent technical skills & proven background built upon a scientific degree. Strong knowledge of SQL. Strong mathematics skills and a solid business understanding. 
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24 Job trading house (London): Market risk specialist-Quant. Qualification in a science/engineering/economics subjects involving strong numerical skills. Strong Excel skills. Database, VBA, Access & programming skills. 
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25 Job IB (London): PhD, C++ Quantitative Developer-FO-Interest Rates. Recent PhD in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience. Windows & Unix. Full software lifecycle experience. Strong mathematical background. 
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26 Job IB (London): Front Office Equity Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic & Equity Derivative products. Good programming skills, e.g. C++, VBA. 
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27 Job bank (London): FO Quantitative Counterparty Credit Risk Analyst. Project management & leadership experience. Background in Statistics. Counterparty credit risk analyst. Strong knowledge of PFE, EPE, EEPE. Knowledge of Basel II, BIPRU requirement 
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28 Job IB (London): Senior Quantitative C++ Developer-Exotic Fixed Income. Msc/PhD in Computer Science/Physics/Mathematics. C++, Unix/Linux, STL/Boost, Design Patterns. Strong quantitative/mathematical finance background. Good communication. 
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29 Job IB (London): PhD, C++ Quant Developer-Front Office Rates Desk. Solid C++ Programming Experience, Windows & Unix. Full software lifecycle experience, -Recent PhD in Computer Science/Physics/Financial Engineering. Strong mathematical background. 
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30 Job IB (London): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++. 
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