| Annonceur |
Dépot |
Titre |
Résumé |
Score |
| axa-im | 09-11-2009 | Investment Solutions Product Specialist | Business Area: Marketing, Sales and Client Services Location: Paris Duration: 6 months starting January Description The Investment Solutions Product Specialists team is composed of 3 people... | 33% |
| selby-jennings-new-york | 19-10-2011 | Front Office Interest Rates Quant Analyst - New York City - USA | Job Leading Global IB (New York City - USA): Front Office IR Quant Analyst. PhD/Masters/MSc in Maths/Physics/Financial Engineering. Excellent level of Financial Maths. 1-4 year experience &knowledge o... | 33% |
| 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... | 32% |
| selby-jennings-new-york | 27-10-2011 | Fixed Income Quantitative Strategist- Hedge Fund- New York | Job Macro Fund (New York-USA): Fixed Income Quantitative Strategist. MSc/PhD/Master/Engineer in a quantitative field.Candidate with experience researching and developing trade ideas across fixed incom... | 32% |
| moodys-analytics-fermat | 18-05-2011 | Senior Business Analyst in ALM | Job Offer moodys-analytics-fermat : Senior Business Analyst in ALM. Master Degree Finance. 5 to 7 years Experience in ALM in the bankig industry. Good working knowledge of fixed income portfolio mana... | 31% |
| selby-jennings-paris | 26-10-2011 | Interest Rates Derivatives Quant Analyst-Paris | Job leading Brokerage (Paris): Interest Rates Derivatives Quant Analyst. PhD in Maths/Physics/Financial Engineering. Extensive experience &knowledge of Interest Rates & FI Derivatives products, C++, V... | 31% |
| 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 ... | 31% |
| selby-jennings-london | 29-10-2011 | Emerging Markets Fixed Income Quantitative Desk strategist-London | Job IB (London): Emerging Market Fixed Income Quantitative Desk strategistWorking in an emerging Markets focused role, ideally as a quant analyst/Strategist providing coverage in local interest rates ... | 30% |
| 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... | 30% |
| selby-jennings-new-york | 22-10-2011 | Live Deal Counterparty Credit Risk Manager at a Top US Bank, New York, Salary: $160,000+ depending on candidate's experience | Job IB (New York): Live Deal Counterparty Credit Risk Manager. Counterparty Credit Risk/Exposure Management experience. Knowledge of Basel II framework. Excellent Interpersonal Skills. Ideally an expe... | 30% |
| 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... | 29% |
| selby-jennings-paris | 19-10-2011 | Senior Credit Risk Analyst– Paris | Job Leading Commodities House (Paris - EU): Senior Credit Risk Analyst. MSc/PHD/Master in a Science, Engineering/Analytical Subject. Strong numerical skills. + 5 years experience within the commoditie... | 29% |
| selby-jennings-london | 29-10-2011 | PhD Quantitative Strategist–Quantitative Hedge Fund, London | Job Quantitative Hedge Fund (London): PhD Quantitative Strategist., Developing statistical & econometric based modelsPerforming macroeconomic research. Back testing to develop new and existing strateg... | 28% |
| selby-jennings-london | 27-10-2011 | Senior Quantitative Researcher-Hedge Funds- London | Job Leading Fund (London): Senior Quantitative Researcher. MSc/PhD/Master/Engineer. Experience in developing quantitative models +screens. Additional financial qualifications including CFA. +7 years e... | 28% |
| selby-jennings | 27-10-2011 | Senior Quantitative Risk Analyst-risk modelling-Toronto-Canada | Job leading global IB (Toronto - Canada): Senior Quantitative Risk Analyst-Risk Modelling.Quantitative/Risk MSc/PhD/Master/Engineer. Strong VBA & Excel skills. Strong understanding of VaR. Experienced... | 28% |
| axa-im | 09-11-2009 | REIM – Compliance and Sustainable Development | Business Area: Responsible InvestmentLocation: ParisDuration: 6 months asap Description AXA REIM is a specialist in European real estate with over €42 billion assets under management. AXA REIM h... | 27% |
| axa-im | 09-11-2009 | Corporate Finance and Strategy | Business Area: Finance Location: Paris Duration: 6 months starting January Description Reporting to the Head of Corporate Finance and the deputy Head of Strategy, your main responsibilities will ... | 27% |
| 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... | 27% |
| selby-jennings-new-york | 19-10-2011 | Director and Head of Commodities Quant - New York - USA | Job Major European IB (New York -USA): Director & Head of Commodities Quant. PhD/MSc/Master/Engineer. Expertise in commodities products particularly Oil & Gas. Management an OPENLINK experience. Min 7... | 26% |
| selby-jennings | 27-10-2011 | Experienced Chief Actuary/Global Head–Brussels | Job Top Consultancy firm (Brussels - EU): Experienced Chief Actuary/Global Head. MSc/PhD/Master/Engineer with a minimum of 10 years of industry experience post qualification (quantitative background) ... | 26% |