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Offres d'emploi Senior (international)
en finance de marché
Ingénierie financière, IT finance, finance quantitative, maths et informatique financières
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Job bank (Singapore): Senior Manager-Portfolio Credit Risk. Finances/Economics degree-Msc/Phd.
Hands-on experience in a credit risk management including Basel II & Economic Capital concept. Risk appetite/risk allocation methodology.
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| 2 |
Job IB (New York, NY, NYC): Associate FX derivative structurer. In depth experience of FX structuring, specialised exotic/INDEX experience.
Experience in Risk management of Exotic FX products.
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| 3 |
Job IB (New York, NY, NYC): Market risk professional-compliance & regulatory. Solid analytical skills & ability to understand complex Market Risk documentation. Experience as an analyst in market risk/trading with exposure to regulation & compliance.
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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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| 5 |
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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| 6 |
Job bank (Singapore): Senior Manager-Quantitative Credit Risk. Degree in Quantitative programme. Strong experience in credit risk modelling and management. Analytical mind and sound business insight. Self starter with proven ability to manage.
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Job team (Hong Kong): Equity Capital Market Originator. VP/Director Level experience in Equity capital markets origination. Experience on an Asian focused area. Ideal candidate will be based in Hong Kong and already working on a good ECM team.
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| 8 |
Job IB (Hong Kong): Credit, Structurer, Corporate, Emerging markets. vp/director credit derivatives structuring. Good pricing/restructuring skills. Essential to have worked in the Asian credit derivatives market for the past 5 years at least.
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Job IB (Singapore): Credit, Structurer, Corporate, Emerging markets. vp/director credit derivatives structuring. Good pricing/restructuring skills. Essential to have worked in the Asian credit derivatives market for the past 5 years at least.
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Job IB (London): Market risk manager-FX. Mathematical/Economics background. Outstanding knowledge of FX derivative products. Additional product knowledge across interest rates/insurance. IB experience within FX Market Risk Management.
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| 11 |
Job IB (London): C++ Quant Developer-Long Dated FX/Interest Rates. Msc/Phd computer science/physics/mathematics. Strong background C++ Linux/Unix. Very good mathematical fundamentals: stochastic calculus
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Job IB (New York, NY, NYC): C++ Developer-Equitie. Solid C++ programming experience within Equities,
Linux/UNIX, Expert C++ skills. Practical experience of using C++ to build multi-threaded applications. Knowledge of STL. Fluent english.
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| 13 |
Job structuring team (Singapore): Commodity Derivative Structurer. Pure commodity structuring experience ideally within metals, oil & gas. This is a client facing role so you must have relevant experience with clients in Asia.
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| 14 |
Job Bank (Singapore): Head of Modelling-Credit Risk. Post-grad degree in a quantitative programme: Statistics Mathematics, Financial engineer. Strong & clear experience in retail risk & decision science with a proven track record of people management
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| 15 |
Job bank (London): Credit Analyst-Credit Risk. Msc in finance/economics. Ideally 2-3 years experience in a capital reporting & analysis role. Investment Banking background. Familiar with ICAAP. Understanding of regulatory framework for bank capital.
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| 16 |
Job Financial Institution (London): Quantitative Credit Risk Analyst-Credit Risk. High degree of familiarity with industry practice in counterparty credit risk measurement and management.
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| 17 |
Job bank (London): Senior Manager-Quantitative Credit Risk. PhD in Finance, Financial Economics, Econometrics, Mathematical Finance. Strong knowledge of PD/EAD modelling. Strong experience in credit risk modelling & management.
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| 18 |
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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| 19 |
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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| 20 |
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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| 21 |
Job IB (New York, NY, NYC): Senior Interest Rates C++ Developer-FO Interest Rate Derivatives Trading Desk. Extensive background in C++ development. Ability to pick up new in house languages/systems quickly. Numerate background.
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| 22 |
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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| 23 |
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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| 24 |
Job IB (London): Leveraged Finance/Structured Finance. From a Leveraged finance background either (loan capital markets, M&A & Debt). Between second year analyst & senior associate. Anyone from a structured finance background.
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| 25 |
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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| 26 |
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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| 27 |
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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| 28 |
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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| 29 |
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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| 30 |
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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