| Shortcuts to search from 1328 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): equity derivativesFound 336 match(es)
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Quantitative Analyst - Investment Strategy & Asset Allocation
[QuantCode Jobs Listings]
...ire. The investment teams leverage the quantitative research undertaken by the asset allocation team. The team has extensive expertise in risk management, equity and fixed income management, derivatives and quantitative analysis. Responsibilities and experience of this position will include:- - Support, maintenance and development of quantitative models and t...
Updated : (2010-09-06 12:18:13)
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Hedge Fund - Cash Equities - High Frequency Front office Quant Analyst - Singapor
[QuantCode Jobs Listings]
...f C++, VBA, Matlab, Java, Linux etc A passion for maths: be able to understand PDE and Stochastic Calculus without fail Existent exposure to Equities, Equity Hybrids or commodities would be considered Alternatively if from a very strong FICC, FX, Commodities and Hybrids or Fixed income i.e 2-7 years quantitative, Rates Exotic Derivatives and Structured ...
Updated : (2010-09-06 11:25:52)
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Hedge Fund - Cash Equities - High Frequency Front office Quant Analyst - London
[QuantCode Jobs Listings]
...f C++, VBA, Matlab, Java, Linux etc A passion for maths: be able to understand PDE and Stochastic Calculus without fail Existent exposure to Equities, Equity Hybrids or commodities would be considered Alternatively if from a very strong FICC, FX, Commodities and Hybrids or Fixed income i.e 2-7 years quantitative, Rates Exotic Derivatives and Structured ...
Updated : (2010-09-06 11:24:14)
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Hedge Fund - Cash Equities Algo Trader - Singapore - EMEA
[QuantCode Jobs Listings]
...Shreves PDE theories etc Very impressive sharp ratios, strong track record, multi-facted ability and efficient mindset Existent exposure to Equities, Equity Hybrids or commodities would be considered Alternatively if from a very strong FICC, FX, Commodities and Hybrids or Fixed income i.e 2-7 years trading record. Notably Rates Exotic Derivatives & Str...
Updated : (2010-09-06 11:23:17)
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C++ Quant Developer Long Dated FX / Interest Rates
[QuantCode Jobs Listings]
...ls. As a C++ quant developer, you will have to leverage off your strong mathematical fundamentals (knowledge of stochastic calculus is desirable) as well as your interest and knowledge of finance and derivatives. Ideal Skill Set for C++ Quant Developer Long Dated FX / Interest Rates; Strong background in C++ on Linux/Unix Impressive academic background (Msc or above in computer science/physics/mathemat...
Updated : (2010-09-06 08:04:02)
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Quantitative Credit Risk Analyst | Credit Risk
[QuantCode Jobs Listings]
...lude knowledge of the market that is sufficient to take a view on the suitability of modelling assumptions. Good understanding of the Basel 2 IMM requirements. Work experience related to both OTC derivatives and securities-financing transactions (e.g. repos, securities lending, etc.) is highly desirable. Keywords: Risk, Counterparty, Quantitative, Analyst, Basel, exposure, Quant, London, UK Please send i...
Updated : (2010-09-06 06:50:05)
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Counterparty Credit Risk Analyst / Modeller | Credit Risk
[QuantCode Jobs Listings]
...deller) Develop and implement pricing models and risk management methodologies Build end to end Credit Exposure products that models CVA and Counterparty exposure (EPE/PFE) for a portfolio of OTC Derivatives covering all asset classes Development of Counterparty Exposure products Modelling credit risk mitigation techniques Ideal Candidate: Several years experience in a similar role preferable Sol...
Updated : (2010-09-04 04:51:36)
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++ Quantitative Developer Interest Rates
[QuantCode Jobs Listings]
...driven front office environment. Compensation, bonus and benefits will all be very competitive. To apply for C++ Quant Developer, please contact C++@selbyjennings.com or call 0207 019 4137 Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, Paris, France Paris
Updated : (2010-09-03 04:45:57)
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Equity Derivatives/ Exotics Trader
[QuantCode Jobs Listings]
...irements: -strong academics -track record of PnL - USA Locality -experience in investment bank -strong quantitative skills -strong knowledge pertaining to Equity derivatives/exotics Rewards: -you will be joining a growing desk where you will be a senior member of the team or a junior member with strong colleagues by your side -you will be exposed to significa...
Updated : (2010-09-02 11:10:10)
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Market Risk Quant NYC
[QuantCode Jobs Listings]
...epth knowledge on products and transactions of asset classes with solid understanding to their risk exposures and advanced quantitative methodologies. Strong background in quantitative methodologies (derivatives theory and models, probability theory, Mathematics, etc.) is required. Expertise in risk modeling. Demonstrated ability to adapt new products/businesses. Additional expertise and experience in mode...
Updated : (2010-09-01 16:51:13)
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