| 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): matlabFound 98 match(es)
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Hedge Fund - Commodities Front office Quant Analyst - NJ - United States
[QuantCode Jobs Listings]
...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 would be cons...
Updated : (2010-09-02 11:05:39)
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Quantitative Credit Analyst
[QuantCode Jobs Listings]
...nce 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 organizatio...
Updated : (2010-09-01 16:13:03)
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Interest Rates Senior Front office Quant Analyst - London - United Kingdom
[QuantCode Jobs Listings]
...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 able to unders...
Updated : (2010-09-01 10:58:12)
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Fixed Income(Rates) Flow Quant New York/London
[QuantCode Jobs Listings]
...res. Working knowledge of Fixed Income products and markets, specifically - swaps, US treasuries and agencies, futures, inflation products and vanilla options. Strong development skills in Excel, Matlab, C++. This is an excellent opportunity for a results orientated candidate with strong analytical skills and attention to detail. You will be client focused with a hunger to deliver and the ability to...
Updated : (2010-08-31 10:51:44)
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Senior Quantitative Equity Researcher
[QuantCode Jobs Listings]
...ive field. Experience up to Director level is advantageous as this is a senior position, Experience in quantitative equity research / funds management. Expert Excel essential, some VBA, SQL and R (or Matlab) skills highly desirable). Knowledge of Global equity markets with a focus on Asia. Strong ability to articulate, explain and market complex concepts to both a technical and a non technical audience ...
Updated : (2010-08-27 11:16:48)
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Front Office Quantitative Counterparty Credit Risk Analyst
[QuantCode Jobs Listings]
...ds Ideal candidate: Counterparty credit risk analyst Strong knowledge of PFE, EPE, EEPE Knowledge of Basel II, BIPRU requirements with regards to CCR Ability to code in at least one of C++/C#/F#/Matlab Background in Statistics Project management and leadership experience Key Words: Credit, Risk, PFE, Exposure, C++, Counterparty, Quantitative All applications to risk@selbyjennings.com London
Updated : (2010-08-27 07:03:49)
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FX Quant Developer | Senior Vice President
[QuantCode Jobs Listings]
...s, Engineering, Finance or related field. - Fluent in C/C++ and strong programming skills. - Strong software engineering skills in a multi-platform/multi-programmer environment. - Strong knowledge of Matlab. - Those with experience of managing a team of their own is a plus but not essential. The Person: -Have strong initiative to act on his/her feet, as fast decisions will have to be made. -Enthusiastic...
Updated : (2010-08-23 18:47:59)
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Quantitative Analyst AVP/VP| Credit Risk
[QuantCode Jobs Listings]
...rlo simulation Good Communication Skills Ability to communicate complicated technical concepts clearly to less technically minded people Knowledge of derivative products valuation SQL, C++ or Matlab Keywords: Credit, Risk, Exposure, counterparty PFE, PE, Derivative, Structured, Product, Quant, Quantitative, methodology, London, AVP,VP, UK, England Please send all enquiries to risk@selbyjennings....
Updated : (2010-08-23 14:44:20)
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Portfolio Risk Analytics - Senior C++ Software Engineer
[QuantCode Jobs Listings]
...cations and data analysis. Experience in portfolio level analytics, fixed income, or derivatives analysis a plus. Qualifications: Strong development skills 5+ years of C++ experience. Experience with Matlab Experience with R, S-PLUS, SAS, or other major statistical system Experience with programming numerical methods Background in statistics and linear algebra. Knowledge of time series, data analysis, f...
Updated : (2010-08-23 11:23:22)
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Quantitative FX Derivatives Strategist Associate/VP
[QuantCode Jobs Listings]
...global macroeconomic markets. The ideal candidate will have :- Ph.D. in Economics from a leading University Excellent Econometrics skills (Time Series and Cross-Sectional) Programming skills within:- Matlab, C++, VBA, SAS etc and other statistical languages. Familiarity with fair value models/ commodity currency models, carry, trend and momentum. Relocation will be offered for the right candidate. There...
Updated : (2010-08-23 10:43:27)
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