| Annonceur |
Dépot |
Titre |
Résumé |
Score |
| selby-jennings | 29-10-2011 | VP–Director Level Modelling Expert, Cross Asset desk manager, Toronto, Canada, Base Salary – CAD $150,000 – CAD $175,000 | Job IB (Toronto, Canada): VP-Director Level Modelling Expert, Cross Asset desk manager. Experienced within quantitative risk/leading risk team. PhD/MSc in a very quant focused thesis i.e: Applied Math... | 49% |
| selby-jennings-london | 22-10-2011 | VP – Market risk manager, London, Salary: £80,000 - £100,000 + potential 100% bonus + benefits | Job firm (London): VP-Market risk manager. Proficiency with spreadsheets, basic VBA programming & the ability to use the firm's risk managements database & reporting systems. Practical knowledge of th... | 48% |
| selby-jennings-london | 26-10-2011 | Quantitative Strategist-Tactical Asset Allocation-London | Job leading Asset Manager (London): Quantitative Strategist-Tactical Asset Allocation. MSc/PhD/Master/Engineer. Associate-VP level developing quant strategies. Strong programming languages. Experience... | 48% |
| selby-jennings-singapore | 29-10-2011 | VP, Market risk-Fixed income, Singapore, Base Salary - $120,000 - $150,000SGD + bonus & additional benefits | Job IB (Singapore): VP, Market risk-Fixed income. Good knowledge of credit trading markets with an emphasis on distressed debt & loan trading. Detailed understanding of VaR. Proficiency in Microsoft E... | 48% |
| 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 ... | 48% |
| selby-jennings-paris | 15-10-2011 | Front Office C++ Quantitative Developer-Interest Rate Derivatives/Commodities, Leading French Investment Bank, Paris, Circa 100,000 Euros plus very competitive bonus/benefits | Job IB (Paris, Europe): FO C++ Quantitative Developer-Interest Rate Derivatives/Commodities. Strong C++, Excel/VBA. Strong analytical/mathematical background (Yield curves, Stochastic calculus, pricin... | 47% |
| selby-jennings-singapore | 22-10-2011 | AVP-VP, Market risk – Credit derivatives, Singapore, Base Salary – $130,000 - $150,000 + bonus & additional benefits | Job IB (Singapore): AVP-VP, Market risk-Credit derivatives. Good knowledge on market risk management concepts, methodologies & frameworks. Experience in developing historical and scenario stress tests... | 47% |
| selby-jennings | 22-10-2011 | Quantitative Risk Manager, Cross-asset, Zurich, Switzerland, 140,000CHF - 170,000CHF (depending on experience) + excellent bonus & additional benefits | Job IB (Zurich, Switzerland, E:urope): Quantitative Risk Manager, Cross-asset. MScPhD in a quantitative field. Mid-level working experiences in capital markets. Solid understanding of basic financial ... | 45% |
| selby-jennings-new-york | 19-10-2011 | Market risk manager - Fixed Income - New York | Job Global IB (New York - USA): Market Risk Manager Fixed Income. MSc/PhD/Master/Engineer in a quantitative field. Good product knowledge of FX and IR products. Excellent knowledge of standard market ... | 45% |
| selby-jennings-london | 29-10-2011 | Front office Prime Brokerage Risk Manager, London, Excellent Base Salary + Front Office bonus with market leading benefits package (stock, housing, relocation and other additional benefits) | Job IB (London): FO Prime Brokerage Risk Manager. Excellent stepping stone for a risk manager to move from a middle office to front office environment but also into a revenue generating role. || Inter... | 44% |
| 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 ... | 44% |
| selby-jennings-new-york | 29-10-2011 | Front office Prime Brokerage Risk Manager, New York, Excellent Base Salary + Front Office bonus with market leading benefits package (stock, housing, relocation and other additional benefits) | Job IB (New York): FO Prime Brokerage Risk Manager. Excellent stepping stone for a risk manager to move from a middle office to front office environment but also into a revenue generating role. || Int... | 43% |
| 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... | 43% |
| selby-jennings-paris | 26-10-2011 | Senior Risk Control - Paris | Job Top Commodities House (Paris): Senior Risk Control. MSc/PhD/Master/Engineer in Maths/Financial Subject.Fluency in English & French.Experience within Risk/Credit Risk/Market Risk/Risk Control.Knowl... | 42% |
| selby-jennings-new-york | 19-10-2011 | Quantitative Risk Manager - Cross-asset - Mid Level - New York | Job Leading Global Insurance Firm (New York - USA) : Quantitative Risk Manager - Cross-Asset - Mid Level. MSc/PhD/Master/Engineer in a quantitative field. Risk analyst/strategist/Asset allocation spe... | 42% |
| selby-jennings-new-york | 15-10-2011 | Front Office FX/Equity Quant Analyst, Senior Vice President, New York, Salary: $180,000 + exceptional benefits + bonus | Job IB (New York): FO FX/Equity Quant Analyst, Senior/VP. PhD in Mathematics, Physics, Engineering. Some previous experience working with either FX/Equity products, but any industry experience involvi... | 42% |
| selby-jennings-singapore | 27-10-2011 | Deputy head of market risk-Commodities-Singapore | Job leading global commodity trading house (Singapore): Deputy Head of Market Risk. MSc/PhD/Master/Engineer. Previous risk reporting experience +/understanding of Trading. Significant experience of co... | 41% |
| selby-jennings-singapore | 26-10-2011 | Market risk manager-Structured Credit-Singapore | Job leading global IB (Singapore): Experienced Market risk manager-Structured Credit. Excellent credit derivatives experience from a product control background. Detailed understanding of VaR MSc/PhD/... | 41% |
| selby-jennings | 15-10-2011 | Junior Model Validation Quant, Zurich Switzerland (CESR), Cross Asset, Top Swiss Investment Bank | Job IB (Zurich, Switzerland Europe): Junior Model Validation Quant. PhD/Masters or equivalent in a quantitative subject. 3+ years of experience in the industry, preferably in a similar role, -Strong ... | 39% |
| selby-jennings-new-york | 15-10-2011 | Tier 1 American Investment Bank Seeks Risk Industry Credit Risk Analyst, New York, Salary : Up $90-110,000 | Job IB (New York): Risk Industry Credit Risk Analyst. 3-5 years of Corporate Credit experience, preferably with a Leveraged Finance background that includes exposure to LBO and M&A transactions. Deta... | 39% |
