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    Last Update : 02/06/2012   

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Finance Job Junior (international) in Quantitative Finance
(Job and Internship in Finance : Quantitative finance, Financial Engineering, Mathematical Finance, IT Finance.)
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1 Emploi asset-technology (London) : Ingenieur salle de marches - H/F. Ingénieur/bac+5 en informatique &/3e cycle. Exp : 2 ans en dév informatique (C# et C++)/support métier et applicatif impérativement en salles de marché des BFIs/Asset Managers. 
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2 Emploi asset-technology (Hong Kong) : Ingenieur salle de marches - H/F. Ingénieur/bac+5 en informatique &/3e cycle. Exp : 2 ans en dév informatique (C# et C++)/support métier et applicatif impérativement en salles de marché des BFIs/Asset Managers. 
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3 Job Offer invivoo (London): C#/C++/Java: FO developer. Prior experience working within a financial institution alongside traders & quants. Excellent technical skills in C#.NET/Java/C++ & proven background built upon a scientific degree. 
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4 Emploi asset-technology (London) : Ingenieur salle de marches - H/F. Ingénieur/bac+5 en informatique &/3e cycle. Exp : 2 ans en dév informatique (C# et C++)/support métier et applicatif impérativement en salles de marché des BFIs/Asset Managers. 
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5 Emploi asset-technology (Hong Kong) : Ingenieur salle de marches - H/F. Ingénieur/bac+5 en informatique &/3e cycle. Exp : 2 ans en dév informatique (C# et C++)/support métier et applicatif impérativement en salles de marché des BFIs/Asset Managers.  
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6 Job Offer teamtrade (New York): Ingenieur de production/Finance de marche. Bac+5/ingénieur. Expérience : 2-4 ans en environnement Unix, scripting. Connaissances générales en informatique sont obligatoires. Première expérience en finance de marché. 
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7 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. 
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8 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 markets for CEEMEA. 
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9 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 Mathematics, Physics, Statistics & Probability 
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10 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 Excel and Access. 
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11 Job Quantitative Hedge Fund (New York City): PhD Quantitative Strategist.; Developing statistical & econometric based modelsPerforming macroeconomic research. Back testing to develop new and existing strategies. 
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12 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. 
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13 Job IB (London): Director, Market risk-fixed income. Work with the FO, Credit, Finance, Valuation & Policy group, Quantitative Research, Model Review Group, Finance and Middle Office as lead contact for all risk management issues. 
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14 Job oil trading team (London): Level-Senior analyst, Reporting to-Global Head of risk contr; ol. Excellent spreadsheet capability in MS Excel. Strong mathematical skills particularly in terms of analysis of complex data to be able to draw clear. 
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15 Job IB (Geneva, Switzerland): Rapidly Expanding Oil Trading firm seeks Head of Credit. Master in Finance/Economics. Strong experience in a credit analysis or financial role within trading or financial environment. Excellent written & spoken English. 
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16 Job Quantitative Hedge Fund (London): PhD Quantitative Strategist.; Developing statistical & econometric based modelsPerforming macroeconomic research. Back testing to develop new and existing strategies. 
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17 Job credit risk management department (Hong Kong): Junior Quantitative Credit Risk Analyst.PhD in quantitative/statistical subject.Excellent reporting and analytical ability.Strong numerical skills.Ability to work effectively as a member of the team. 
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18 Job central risk department (Kuala Lumpur-Malaysia): Junior Economic Capital Modellers MSc/PhD/Master (engineering/statistical degree). 1-3 years experience within economic capital. Strong quantitative abilities. English speaking. Driven candidate.  
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19 Job Major Global firm (The Hague-Holland): Credit Risk Officer.Bachelor/Masters degree in Risk/Finance/Accounting/Business/related discipline.Knowledge of commodity trading &/Risk management.Exp in accounting/risk/finance/audit + SAP applications. 
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20 Job Offer moodys-analytics-fermat (London): Consultant Client Services. Ingénieur spécialisation finance, Master Maths Financières/Finance. Première exp 1 an min stage inclus dans un environnement Financier avec de la relation Client. 
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21 Job Offer moodys-analytics-fermat (London, Europe): Client Services Support Specialist. Ingénieur/Master Informatique Finance. Première expérience professionnelle (1 an min stage inclus). Maîtrise SQL, XML, Macros Excel/VBA, C #, C++, Java, XBRL. 
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22 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 engineering concepts. 
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23 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 experience in market capital. 
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24 Job IB (New York): Exposure Management Director. 10-15yrs relevant experience within a top tier institution. In depth knowledge of the exposure management space. Ability to oversee complex projects across multiple asset classes. 
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25 Job IB (Toronto, Canada): ICAAP RISK MANAGER-VP. Strong academic background in a Finance or Scientific related course. Exposure to all areas of ICAAP or/ RWA. Experience in Counterparty Credit Risk. Experience in Quantitative Analytics.  
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26 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 for illiquid asset class. 
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27 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 third-party risk management platforms. 
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28 Job IB (Hong Kong): FO Equity Quant, Associate Level. PhD in Mathematics/Financial Engineering/Physics. Candidates with internship experience or some experience working in a Equity team. Knowledge in programming languages : C++, VBA, Matlab, Latex. 
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29 Job IB (London): Structured Commodity Finance. experience of structured commodity finance or trade finance. skills in technical structuring/ origination & execution of deals, only hire Associate- VP level hires. 
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30 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 within quantitative risk or a leading risk team. 
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