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SELBY-JENNINGS Job Offers in Quantitative Finance
(Job and Internship Offers : Quantitative finance, Financial Engineering, Mathematical Finance, IT Finance.)
Next (27)
| 1 |
Job commodity house (Houston, USA): Director-Commodities. Significant experience of the global commodities market-in particular an understanding of the energy & power markets. Previous risk reporting experience and/or an understanding of Trading.
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| 2 |
Job IB (Sydney, Australia): FO Interest Rates Exotic Derivatives Quant Analyst. PhD in Maths/Physics/Financial Engineering. Some experience & knowledge of Interest Rate & Exotic products. Those with industry experience.
Exceptional coding skills.
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| 3 |
Job IB (Tokyo, Japan): VP of IR/FX Exotic Derivatives, Quantitative Analyst. PhD, DEA level in Mathematics, Computational Mathematics. Experience on an IR/FX Exotic Derivative desk. High level of mathematical modelling ability. Experience in LIBOR
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| 4 |
Job energy house (Dusseldorf, Germany): Market risk specialist-commodities. Degree level candidate with an economic/financial/mathematical background. Previous exposure & knowledge. VBA, SQL. Excellent communication skills in English & German.
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| 5 |
Job energy house (Essen, Germany): Market risk specialist-commodities. Degree level candidate with an economic/financial/mathematical background. Previous exposure & knowledge. Knowledge of VBA, SQL. Excellent communication skills in English & German
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| 6 |
Job IB (Baharain): Deputy Head of market risk-Cross asset. Graduate University Degree &/ CFA/FRM. 7+ years experience. Strong quantitative & conceptual skills driven by a proactive & solution-providing mindset.
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| 7 |
Job bank (shangai, China): Risk Manager-Credit Risk. Msc degree. Strong foundation in Credit analysis & principles of credit risk management in financial services. Extensive knowledge on local Chinese banking regulation and credit environment.
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| 8 |
Job hedge fund (Geneva, Switzerland): Fixed Income/FX Quantitative Portfolio Manager. Strong academic background. Developing Systematic Strategies across G10 & Emerging Markets,
In-depth knowledge of quantitative finance & FX strategy. C++ & Matlab.
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| 9 |
Job Financial Firm (Dublin, Ireland) : Senior C++ Developer. Solid C++ programming experience.
Windows Visual Studio, Expert C++ skills. Practical experience of using C++ to build multi-threaded applications. Knowledge of C#. Fluent in English.
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| 10 |
Job bank (Halifax, UK): Retail Basel II Manager-Credit Risk. Excellent degree in a numerate discipline (maths/statistics). At least 5 years experience in the development of risk models in Retail Banking.
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| 11 |
Job bank (Cardiff, UK): Retail Basel II Manager-Credit Risk. Excellent degree in a numerate discipline (maths/statistics). At least 5 years experience in the development of risk models in Retail Banking.
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| 12 |
Job bank (Toronto-Canada): Market risk specialist-VP. Highly experienced in risk management/monitoring. Qualification in a science/engineering/economics subjects. Broad understanding & experience with risk management methodologies
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| 13 |
Job IB (Toronto, Canada): Financial Engineer, Associate Director/Director (FI). 7+ years experience in building & managing fixed income & interest rate derivatives trading infrastructure & processes in top tier wholesale capital markets environment.
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| 14 |
Job company (Zurich-Switzerland): Portfolio Manager-L/S Equity Absolute Return. Minimum 5 years' of relevant experience as portfolio manager in investment management industry & minimum track record of 3 years & good understanding on European markets.
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| 15 |
Job energy supplier (Geneva, Switzerland): Commodities Analyst-Quantitative. Strong quantitative background with an MsC/PhD in a quantitative field & experience working on a commodities desk up to a least associate level.
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| 16 |
Job IB (Frankfurt, Germany): FX structurer. FX specialist structurers/ very good technical FX sales. Experience working in the European market, good technical skills/knowledge of how FX products impact on the trading book.
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| 17 |
Job Hedge Fund (Vienna, Austria): Quantitative Analyst/Trader. Excellent computing skills: C++, Matlab, R, SQL, VBA & Excel. VP level with experience developing, maintaining & implementing systematic currency, commodity & equity strategies.
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| 18 |
Job Hedge Fund (Zurich Switzerland): Quantitative Analyst/Trader. Excellent computing skills: C++, Matlab, R, SQL, VBA & Excel. VP level with experience developing, maintaining & implementing systematic currency, commodity & equity strategies.
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| 19 |
Job Tier IB (Stanford, CT, USA): Market Risk VP-commodities. Mcs degree in Accounting, Finance, Economics. Complete understanding of energy derivative markets & associated risks. Knowledge of Excel and VBA.
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| 20 |
Job Investment Bank (Los Angeles, USA): XA Valuations Analyst. MSc/PhD in Mathematics/Finance/Physics. Some business exposure (internship) or at least 6 months industry experience. Ideally someone with C++ skills is a bonus but not essential.
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| 21 |
Job Investment Bank (Houston,TX, USA): XA Valuations Analyst. MSc/PhD in Mathematics/Finance/Physics. Some business exposure (internship) or at least 6 months industry experience. Ideally someone with C++ skills is a bonus but not essential.
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| 22 |
Job Investment Bank (Toronto):Senior Fixed Income Quant.MSc/PhD/Master/Engineer.7+ years exp in developing pricing,quoting,yield curve & prepayment models in North American & European fixed income + interest rate derivatives wholesale capital markets
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| 23 |
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.
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| 24 |
Job leading European Investment Bank (Milan): Associate VP Cross Asset Model Validation Quant Analyst. PhD Maths/Physics/other related subject. Programing skills (C++, C#, Java etc.) Knowledge of VBA & Excel. Excellent level of Financial Mathematics.
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| 25 |
Job team (Connecticut, USA): Quantitative Strategist-Leading Multi Strategy Hedge Fund. MsC/ PhD. Experience in the financial industry in a similar role, developing quantitative trading strategies & in Commodities.
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Next (27)
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