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Offres d'emploi Junior (international)
en finance de marché
Ingénierie financière, IT finance, finance quantitative, maths et informatique financières
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| 1 |
Job IB (New York, NY, NYC): C++ Developer (C++, Equities, High frequency, Low latency, Unix, Windows). Experience writing object-oriented software using the C++ programming language.
Proficiency in both UNIX & Windows. Equities experience.
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| 2 |
Job IB (London): C++ Risk/Quant Developer-FX & Rates Trading Desk. Strong background in C++ on Linux/Unix. Impressive academic background. Ability to pick up new languages quickly. Very good mathematics. Good communication skills.
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| 3 |
Job IB (London): Senior Quantitative C++ Developer-Exotic Fixed Income. Msc/PhD in Computer Science/Physics/Mathematics. C++, Unix/Linux, STL/Boost, Design Patterns. Strong quantitative/mathematical finance background.
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| 4 |
Job IB (London): Equity derivatives structuring. Someone with some experience of "secondary research". Ability to present structured product ideas, based on an Asian theme, to European clients. Someone with experience in a client facing experience.
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| 5 |
Job Offer : Job IB (London): Quantitative Derivatives Valuation and Independent Price Verification, VP. PhD, MSc, DEA in Mathematics, Financial Engineering. Experience in financial services/investment derivatives/valuation functions.
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| 6 |
Job IB (London): Front Office Quantitative Analyst. PhD degree in Math, Math Finance, Physics, or Engineering. 2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity.
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| 7 |
Job IB (London): Multi asset, emerging market structurer. Emerging market, multi asset structuring experience with specific experience in CEEMEA regions. You will need to be experienced in a client relations.
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| 8 |
Job bank (London): Hedge Fund Credit Officer-Credit Risk. Prior relevant Credit Risk Management work experience, preferably having covered NBFI/Hedge Fund credits. Broad knowledge of financial products especially derivatives. Strong computer skills.
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| 9 |
Job IB (London): IR/FX Derivatives FO Quantitative Analyst (VP). Impressive technical proficiency in VBA, C/C++ &/ Java should be complemented by a superb academic background in a highly quantitative subject.
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| 10 |
Job IB (London): Technical Lead-Java/C#/C++ Developer. Understanding of distributed application development across Unix/Windows, Java/C++/C#, Grids & databases. Experience of having performed architecture/permit to build/governance function.
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| 11 |
Job IB (London): Junior Quantitative Analyst in ABS & Credit Risk Models. Strong quantitative background (MSc/higher in Mathematics, Physics/Engineering). Good IT skills, with some knowledge of C++. Experience in a banking environment.
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| 12 |
Job Broker House (London): FO Equity/Credit Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic, Equity Derivative products/with Credit Derivatives experience. Strong coding skills.
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| 13 |
Job bank (London): Commodities Traded Credit Risk Analyst-Credit Risk. Strong Excel and Access skills and ability to use these tools to gain efficiency in daily process. Experience in OpenLink and/or SRA trading systems. Understanding of VBA.
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| 14 |
Job Offer invivoo (London): C#/C++/Java : Front office developer. Excellent technical skills & proven background built upon a scientific degree. Strong knowledge of SQL. Strong mathematics skills and a solid business understanding.
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| 15 |
Offre emploi asset-technology (London) : Ingénieur salle des marchés. Ingénieur/Bac+5 en informatique. Exp requise: 2 ans min C# et C++ en salles de marché BFIs/Asset Managers. Idéalement une 1ère expérience internationale environnement anglo-saxon.
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| 16 |
Offre emploi asset-technology (Hong Kong) : Ingénieur salle des marchés.Ingénieur/Bac+5 en informatique.Exp requise: 2 ans min C# et C++ en salles de marché BFIs/Asset Managers. Idéalement une 1ère expérience internationale environnement anglo-saxon.
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| 17 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. Counterparty credit risk analyst. Knowledge of Basel II. Background in Finance. Project management and leadership experience.
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| 18 |
Job IB (Singapore): C++/Python Developer. Strong C++ skills, Python scripting experience. Naturally bright & able to pick up new skills such as Python or Linux System Administration. Fluent English.
Strong sense of personal responsibility.
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| 19 |
Job IB (New York, NY, NYC): C++ Front Office Quantitative Developer-Interest Rates, Fixed Income, Pricing, Analytics. Strong C++, UNIX/Windows, VBA/Excel, SQL, Perl/Python. A desire to have a successful career within a growing front office team.
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| 20 |
Job bank (London): FO Quantitative Counterparty Credit Risk Analyst. Project management & leadership experience. Background in Statistics.
Counterparty credit risk analyst. Strong knowledge of PFE, EPE, EEPE. Knowledge of Basel II, BIPRU requirement
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| 21 |
Job IB (London): Front Office Equity Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic & Equity Derivative products.
Good programming skills, e.g. C++, VBA.
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| 22 |
Job IB (London): PhD, C++ Quantitative Developer-FO-Interest Rates. Recent PhD in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience. Windows & Unix. Full software lifecycle experience. Strong mathematical background.
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| 23 |
Job trading house (London): Market risk specialist-Quant. Qualification in a science/engineering/economics subjects involving strong numerical skills. Strong Excel skills. Database, VBA, Access & programming skills.
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| 24 |
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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| 25 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering/Physics. Programming knowledge: VBA, Excel with an understanding of C++.
Knowledge of Mandarin.
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| 26 |
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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| 27 |
Job IB (Hong Kong): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
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| 28 |
Job IB (London): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
Cliquez ici pour en savoir plus... |
| 29 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
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| 30 |
Job IB (London): PhD, C++ Quant Developer-Front Office Rates Desk. Solid C++ Programming Experience,
Windows & Unix. Full software lifecycle experience,
-Recent PhD in Computer Science/Physics/Financial Engineering. Strong mathematical background.
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