| Shortcuts to search from 1346 Quantitative Finance Jobs | |||||||
| Skill | Java | C# .NET | Matlab | Mathematica | C++ | Database | Excel |
| Location | New York | Chicago | London | Paris | Tokyo | Singapore | Canada |
| Role | Analyst | Developer | Structurer | Junior Quant | Senior Quant | Strategist | Rich Quant |
| Sector | Hedge Fund | Credit Derivatives | Mortgage | Trading | Equity Derivates | Front Office | Fixed Income |
Search Results
Keyword(s): C++Found 420 match(es)
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Counterparty Credit Risk Analyst / Modeller | Credit Risk
[QuantCode Jobs Listings]
...s & a team player Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences Understanding of various pricing models C++ advantageous The bank will look at people who have a Market Risk or CVA background. Keywords: Credit Risk, Credit Risk Analyst, Counterparty, Exposure Management, CVA, PFE, Analyst, Modeller, C++, OT...
Updated : (2010-09-04 04:51:36)
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Commodities Quant Analyst - London
[QuantCode Jobs Listings]
...e role: Pricing and modeling commodities models Commanding power, gas, oil, energy, and metals products Understanding Stochastic Calculus & Stochastic Differential Equation (PDE) Implementing C++ or Java, someone who implements well Positioned entirely in the Front Office and working entirely alongside quants & trade specialists Supporting traders, research strategies and quantitative ide...
Updated : (2010-09-03 11:40:03)
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Commodities Quant Analyst - London
[QuantCode Jobs Listings]
...e role: Pricing and modeling commodities models Commanding power, gas, oil, energy, and metals products Understanding Stochastic Calculus & Stochastic Differential Equation (PDE) Implementing C++ or Java, someone who implements well Positioned entirely in the Front Office and working entirely alongside quants & trade specialists Supporting traders, research strategies and quantitative ide...
Updated : (2010-09-03 10:28:08)
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++ Quantitative Developer Interest Rates
[QuantCode Jobs Listings]
...ank, with a fantastic reputation for having some of the strongest front office quant teams in Paris. Through continued success of the rates business in Paris, an opportunity has arisen for a talented C++ developer to join their front office quant desk in a role which will provide a great amount of technical and quantitative exposure. You will take an instant impact on a number of cutting edge develop...
Updated : (2010-09-03 04:45:57)
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Hedge Fund - Commodities Front office Quant Analyst - NJ - United States
[QuantCode Jobs Listings]
...tochastic Calculus & Differential Equation (PDE) Ideally an extensive command of LIBOR (LMN), Exotics, Shreves theories, Volatilities etc Very strong computational ability implementing in two of C++, VBA, Matlab, Java, Linux etc A passion for maths be able to understand PDE and Stochastic Calculus without fail Existent exposure to FICC, Rates Hybrids or Fixed income quantitative experience ...
Updated : (2010-09-02 11:05:39)
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Senior Quantitative C++ Developer Exotic Fixed Income
[QuantCode Jobs Listings]
...rength in the quantitative space. Following recent high profits and continued business growth, we have an opportunity on the front Exotic Fixed Income quant desk for a very talented and well educated C++ quantitative developer. You will take a critical role in the business, focusing on pricing, analytics, application development and risk tools. Sitting on the front office, you will regularly liaise w...
Updated : (2010-09-01 16:24:51)
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Quantitative Credit Analyst
[QuantCode Jobs Listings]
...perience covering credit and derivatives Minimum VP level experience in quantitative research. Highly quantitative academic background, with minimum MsC, PhD is preferable. Technical skills including C++, Matlab and SAS. This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You should expect to be working in a highly commercial org...
Updated : (2010-09-01 16:13:03)
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Interest Rates Senior Front office Quant Analyst - London - United Kingdom
[QuantCode Jobs Listings]
...tochastic Calculus & Differential Equation (PDE) Ideally an extensive command of LIBOR (LMN), Exotics, Shreves theories, Volatilities etc Very strong computational ability implementing in two of C++, VBA, Matlab, Java, Linux etc Have a PhD in a very quantitative suited subject i.e. Theoretical Physics, Stochastic Calculus, Probability and Statistics, Probability etc A passion for maths be a...
Updated : (2010-09-01 10:58:12)
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Equity Execution Quants NYC
[QuantCode Jobs Listings]
...mic quants. You will work on execution algorithms developing and researching execution strategies for equity options Requirements: Knowledge of VWAP, TWAP Strong technical skills Java/Linux/KDB/C++ Knowledge of slippage, dark pools, liquidity PHD or Msc in relevant discipline You will be well versed in strategies and have experience of researching large datasets. You will be an executio...
Updated : (2010-09-01 10:49:43)
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Front Office Equity/Credit Derivatives Quant Analyst
[QuantCode Jobs Listings]
...th FX experience) or with Credit Derivatives experience. -PhD Mathematics/Physics/Financial Engineering or other related topic from a top school. -Strong coding skills. -Good programming skills, e.g. C++, VBA. Key words: Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Credit; CDS; CDO; Europe; London; Vice President; Trading; Traders; Managing Director; C++; S...
Updated : (2010-09-01 09:29:43)
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