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    Last Update : 02/07/2012   

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Finance Job Senior (international) in Quantitative Finance
(Job and Internship in Finance : Quantitative finance, Financial Engineering, Mathematical Finance, IT Finance.)
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1 Emploi asset-technology (London) : Ingenieur salle de marches - H/F. Ingénieur/bac+5 en informatique &/3e cycle. Exp : 2 ans en dév informatique (C# et C++)/support métier et applicatif impérativement en salles de marché des BFIs/Asset Managers. 
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2 Emploi asset-technology (Hong Kong) : Ingenieur salle de marches - H/F. Ingénieur/bac+5 en informatique &/3e cycle. Exp : 2 ans en dév informatique (C# et C++)/support métier et applicatif impérativement en salles de marché des BFIs/Asset Managers. 
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3 Job Offer invivoo (London): C#/C++/Java: FO developer. Prior experience working within a financial institution alongside traders & quants. Excellent technical skills in C#.NET/Java/C++ & proven background built upon a scientific degree. 
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4 Emploi asset-technology (London) : Ingenieur salle de marches - H/F. Ingénieur/bac+5 en informatique &/3e cycle. Exp : 2 ans en dév informatique (C# et C++)/support métier et applicatif impérativement en salles de marché des BFIs/Asset Managers. 
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5 Emploi asset-technology (Hong Kong) : Ingenieur salle de marches - H/F. Ingénieur/bac+5 en informatique &/3e cycle. Exp : 2 ans en dév informatique (C# et C++)/support métier et applicatif impérativement en salles de marché des BFIs/Asset Managers.  
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6 Job Offer teamtrade (New York): Ingenieur de production/Finance de marche. Bac+5/ingénieur. Expérience : 2-4 ans en environnement Unix, scripting. Connaissances générales en informatique sont obligatoires. Première expérience en finance de marché. 
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7 Job IB (Toronto, Canada): VP-Director Level Modelling Expert, Cross Asset desk manager. Experienced within quantitative risk/leading risk team. PhD/MSc in a very quant focused thesis i.e: Applied Mathematics, Physics, Statistics & Probability 
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8 Job IB (London): Emerging Market Fixed Income Quantitative Desk strategistWorking in an emerging Markets focused role, ideally as a quant analyst/Strategist providing coverage in local interest rates markets for CEEMEA. 
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9 Job IB (Singapore): VP, Market risk-Fixed income. Good knowledge of credit trading markets with an emphasis on distressed debt & loan trading. Detailed understanding of VaR. Proficiency in Microsoft Excel and Access. 
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10 Job Quantitative Hedge Fund (New York City): PhD Quantitative Strategist.; Developing statistical & econometric based modelsPerforming macroeconomic research. Back testing to develop new and existing strategies. 
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11 Job Global Emerging Markets Bank (London, Europe): Senior Counterparty Credit Risk Manager15+ years experience in the relevant area. Knowledge of equities, FIs and emerging markets. Exposure to high yield portfolios. 
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12 Job IB (London): FO Prime Brokerage Risk Manager. Excellent stepping stone for a risk manager to move from a middle office to front office environment but also into a revenue generating role. 
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13 Job IB (Geneva, Switzerland): Rapidly Expanding Oil Trading firm seeks Head of Credit. Master in Finance/Economics. Strong experience in a credit analysis or financial role within trading or financial environment. Excellent written & spoken English. 
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14 Job IB (New York): FO Prime Brokerage Risk Manager. Excellent stepping stone for a risk manager to move from a middle office to front office environment but also into a revenue generating role. 
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15 Job oil trading team (London): Level-Senior analyst, Reporting to-Global Head of risk contr; ol. Excellent spreadsheet capability in MS Excel. Strong mathematical skills particularly in terms of analysis of complex data to be able to draw clear. 
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16 Job IB (London): Director, Market risk-fixed income. Work with the FO, Credit, Finance, Valuation & Policy group, Quantitative Research, Model Review Group, Finance and Middle Office as lead contact for all risk management issues. 
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17 Job Quantitative Hedge Fund (London): PhD Quantitative Strategist.; Developing statistical & econometric based modelsPerforming macroeconomic research. Back testing to develop new and existing strategies. 
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18 Job leading global IB (Toronto - Canada): Senior Quantitative Risk Analyst-Risk Modelling.Quantitative/Risk MSc/PhD/Master/Engineer. Strong VBA & Excel skills. Strong understanding of VaR. Experienced within quantitative risk or a leading risk team. 
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19 Job Macro Fund (New York-USA): Fixed Income Quantitative Strategist. MSc/PhD/Master/Engineer in a quantitative field.Candidate with experience researching and developing trade ideas across fixed income futures, cash Treasury bonds, rates swaps & CDS. 
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20 Job growing Hedge fund with $11 billion AUM (London): Hybrids Quant.MSc/PhD/Master/Engineer. Good programming skills in C#/C++ & Matlab. Proven leadership ability.Investment banking background + extensive derivatives experience + proven track record. 
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21 Job commodities trading firm (San Francisco- USA): Market Risk Analyst-Commodities Specialist. MSc/PhD/Master/Engineer involving strong numerical skills. Experience in the commodities trading sector -preferably US energy market. 2-4 years experience. 
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22 Job Leading Fund (London): Senior Quantitative Researcher. MSc/PhD/Master/Engineer. Experience in developing quantitative models +screens. Additional financial qualifications including CFA. +7 years experience in quantitative hedge fund research. 
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23 Job leading global commodity trading house (Singapore): Deputy Head of Market Risk. MSc/PhD/Master/Engineer. Previous risk reporting experience +/understanding of Trading. Significant experience of commodities in a senior risk management role. 
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24 Job Top Consultancy firm (Brussels - EU): Experienced Chief Actuary/Global Head. MSc/PhD/Master/Engineer with a minimum of 10 years of industry experience post qualification (quantitative background) skills. Outstanding compensation with guarantee. 
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25 Job Major Global firm (The Hague-Holland): Credit Risk Officer.Bachelor/Masters degree in Risk/Finance/Accounting/Business/related discipline.Knowledge of commodity trading &/Risk management.Exp in accounting/risk/finance/audit + SAP applications. 
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26 Job leading Asset Manager (London): Quantitative Strategist-Tactical Asset Allocation. MSc/PhD/Master/Engineer. Associate-VP level developing quant strategies. Strong programming languages. Experience in quant strategy. Strong mathematical skills. 
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27 Job Award Winning American IB (New York City): Experienced FX Quant Analyst.PhD in Maths/Physics/Financial Engineering/quant related. Must come from a Front Office Quant Analyst team. Exp with FX + exceptionnal coding/programming skills C++, VBA. 
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28 Job top IB (Singapore): Head of Structured Trade Finance. MSc/PhD/Master/Engineer. Working knowledge of the trade finance market and products. Good knowledge of corporate clients in Asia. Great market leading team. Mandarin + English language skills. 
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29 Job Leading Commercial Energy house (Birmingham - West Midlands): Senior Commodity Quantitative Valuations and Structurer. MSc/PhD/Master (Finance/Maths/Engineering). Strong economic, market and financial analytical skills. Excel, VBA, C++, Matlab. 
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30 Job central risk department (Kuala Lumpur-Malaysia): Senior Economic Capital Modellers MSc/PhD/Master (engineering/statistical degree).Strong quantitative abilities. +5 years experience within economic capital.Strong management and reporting ability. 
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