| Annonceur |
Dépot |
Titre |
Résumé |
Score |
| selby-jennings-new-york | 19-10-2011 | Foreign Exchange Desk Quant - Associate Director / Vice President - New York - USA | Job Top Tier Bank (New York -USA) Foreign Exchange Desk Quant - AD/VP.PhD/MSc/Master/Engineer in Maths/Maths finance/Physics. Previous experience of mid-level quant modelling/derivatives trading desk... | 100% |
| selby-jennings-hong-kong | 19-10-2011 | Quantitative Market Risk Analyst - VAR modelling - Hong Kong | Job Leading Global IB (Hong Kong): Quantitative Market Risk Analyst-VAR modelling. Excellent quantitative/risk. PhD/MSc/Master/Engineer in a very quant focused thesis. 1-3 years existent exposure wit... | 100% |
| selby-jennings | 19-10-2011 | Quantitative Market Risk Analyst - VAR modelling - Beijing/Pekin | Job Leading Global IB (Beijing/Pekin): Quantitative Market Risk Analyst-VAR modelling. Excellent quantitative/risk PhD/MSc/Master/Engineer in a very quant focused thesis. 1-3 years existent exposure ... | 100% |
| selby-jennings-singapore | 19-10-2011 | Head of Operational Risk - Hong Kong | Job Tier 1 Bank (Singapore):Head of Operational Risk - VP to ED.MSc/PhD/Master/Engineer.Proven ability in managing a team,providing guidance on pro-active risk management.Excellent knowledge of financ... | 100% |
| selby-jennings-new-york | 18-10-2011 | Market risk Specialist - VaR Analytics - VP - New York - USA | Job Leading Global IB (New York - USA): Market Risk Specialist - VaR Analytics. MSc/PhD/Master/Engineer in a quant subject.Rates product knowledge. Experience of managing front to back development in ... | 100% |
| selby-jennings-singapore | 18-10-2011 | Front office trading risk analyst - commodities - Singapore | Job Leading Commodities Trading Firm (Singapore): Front office trading risk analyst.MSc/PhD/Master/Engineer in finance.Excellent market risk background (Commodities, oil). Strong VBA/Excel & MS ACCESS... | 100% |
| selby-jennings-london | 17-10-2011 | Senior Quantitative research analyst – London | Job leading Global Asset manager (London, UK) : Senior Quantitative Research Analyst. PhD Preferred. Excel VBA or Access/SQL or C# Exposure to the investment process in addition to experience of back... | 100% |
| selby-jennings-london | 17-10-2011 | Junior Fixed Income quant trader – London | Job Leading Quantitative Trading Desk (London, UK) : Junior Fixed Income Quant Trader. PHD/MSC/Master/Engineer in a quantitative subject with a focus on Fixed income. Knowledge of derivatives (options... | 100% |
| selby-jennings-singapore | 17-10-2011 | Senior Counterparty Risk Modeller – Singapore | Job Leading Asian Financial Institution (Singapore):Senior Counterparty Risk Modeller. MSc/PhD/Master/Engineer.Counterparty risk and economic capital model engineering knowledge. Strong quantitative a... | 100% |
| selby-jennings-london | 17-10-2011 | Junior Quantitative Strategist- High Frequency Trading- london | Job IB (London - UK):Junior Quantitative Strategist-High Frequency.PhD in Computer Science, Computational Physics,Financial Engineering.1-3 Yrs experience in HF strategy/research space. Experience wor... | 100% |
| selby-jennings | 17-10-2011 | Junior Quantitative Equtiy Researcher – Switzerland- Zurich | Job Quantitative Research Team (Zurich - Switzerland): Junior Quantitative Equity Researcher. MsC in Computer Science/Computational Finance is essential. Previous internship in a similar field/Develop... | 100% |
| selby-jennings-new-york | 17-10-2011 | Model Validation Quant Analyst - New York - NYC | Job Model Validation and Approval group (New York - USA): Model Validation Quant Analyst.Ph.D. in a quantitative discipline.Salary: $140-175,000 base + Guaranteed bonus. Experience required: 3+ years ... | 100% |
| selby-jennings | 17-10-2011 | Front Office Support Analyst - New Jersey - Jersey City | Job Major Inter-dealer Broker (Jersey City - New Jersey - USA): Front Office Support Analyst. Bachelor's Degree in an analytical discipline. Exposure to/understanding of most/all asset classes Expe... | 100% |
| selby-jennings-new-york | 17-10-2011 | Experienced FX Quant - NYC - New York | Job Tier 1 American IB (New York): Experienced FX Quant.PhD in Maths/Physics/Financial Engineering (or quant related subject) from a top-school. Experience with FX. Must come from a Front Office Qua... | 100% |
| selby-jennings | 17-10-2011 | Head of Market Risk modelling - Copenhagen - Denmark | Job Leading Scandinavian IB (Copenhagen, Denmark): Head of Market Risk Modelling. MSc/PhD in a quantitative field. Advanced C++ programming skills. MATLAB, R, Excel. Solid understanding of basic finan... | 100% |
| selby-jennings-london | 17-10-2011 | VP Market Risk - Interest rates in Emerging Markets - London | Job Leading European IB (London): VP Market Risk - Interest Rates in Emerging Markets. MSc/PhD/Master/Engineer (quantitative background). Previously trader/structurer/risk manager. Good knowledge of F... | 100% |
| selby-jennings-new-york | 15-10-2011 | VP Market Risk, Equities, New York, Base Salary – $110,000 - $130,000 + bonus & additional benefits | Job IB (New York): VP Market Risk, Equities. Previous experience & exposure to financial markets. Experience of working with equity derivative products along with an understanding of fund linked deri... | 100% |
| selby-jennings-singapore | 15-10-2011 | Associate, Trade risk support – Fixed Income, Singapore, Base Salary – $90,000 - $100,000SGD + bonus & additional benefits | Job Ib (Singapore): Associate, Trade risk support-Fixed Income. Daily reconciliation & booking of OTC derivatives securities & cash instruments in various trade capture systems. Ensure accurate trade ... | 100% |
| selby-jennings-singapore | 15-10-2011 | Market Risk Manager, Associate – traded credit, Singapore, Base Salary – approx $110,000- $120,000SGD + bonus & additional benefits | Job IB (Singapore): Market Risk Manager, Associate-traded credit. Quantitative &/or Economics degree. Solid experience around credit trading including knowledge of vanilla credit derivatives & risks.... | 100% |
| selby-jennings | 15-10-2011 | Top Italian Bank Seeks Risk Modellers in Italy (Basel II/III knowledge), Milan, Salary : €70-90,000 | Job global firm (Milan, Italy, Euope): Risk Modellers. Strong Postgraduate degree in Quantitative fields. At least 3-5 years experience in a Risk modelling role. Basel II/III regulatory knowledge. Cou... | 100% |
