| Jersey City, USA: Fixed Income Quant at global Trading firm | Selby Jennings QRF Excellent | USA-NJ-Jersey City | 25 May 12 |
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Fixed Income, Options, Quantitative, Analyst, Model, C++, Unix, Linux, PhD, maths, algorithms
| Model Validation Director - Mortgages | Selby Jennings QRF Competitive | USA-DC-Washington/Metro | 25 May 12 |
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Financial services institution Location: Washington DC Metro Area Skills: review, evaluation, model, mortgag...
| Quantitative Equity Analyst, Quantitative Investment Group | Wellington Management Company, LLP Competitive | USA-MA-Boston | 25 May 12 |
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Quantitative Equity Analyst, Quantitative Investment Group
| Associate, Portfolio Analytics (Investor Research/Analytics & Portfolio Analytics) Investment Management | Not Disclosed Highly competitive (base + lucrative bon... | USA-CT-Stamford | 25 May 12 |
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Skilled individuals with exceptional quant and analytical skills sought for challenging roles on two investor/...
| Quantitative Software Developer | Quantitative Systems Based on Experience and Skillset | USA-NY-New York City | 25 May 12 |
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Quantitative Software Developer
| Market Risk Manager | Comprehensive Recruiting Outstanding compensation and benefit pla... | USA-NY-New York City | 25 May 12 |
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Top NY based Financial Firm is looking to add a Market Risk Manager that will assist Senior Members of the Ris...
| Regulatory Risk Manager - MBS | Comprehensive Recruiting Outstanding compensation and benefit pla... | USA-NY-New York City | 25 May 12 |
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Global financial firm is looking to add a Risk Manager responsible for assessing and managing financial risks ...
| Quantitative Credit Analyst | Macquarie Information not provided | USA-NY-New York City | 25 May 12 |
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The Credit Trading quant team is looking to add a junior to mid level quantitative analyst.
| Developer - New York Technology Group | RIMES Technologies Corp competitive | USA-NY-New York City | 24 May 12 |
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RIMES is the premier provider of financial data & flexible applications, and serves a growing Global Investmen...
| Front Office Credit Analyst / Developer | Comprehensive Recruiting Outstanding compensation and benefit pla... | USA-NY-New York City | 24 May 12 |
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Global financial firm is looking to add an Analyst to their CDO Trading Desk.
| Quantitative Analyst- Market Risk Methodology | UBS AG - Investment Bank DOE | USA-CT-Stamford | 24 May 12 |
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We are looking for a Quantitative Analyst to join the Market Risk Methodology (Value-at-Risk) team within Firm...
| Senior Quant Developer | Netik LLC $150,000 Salary, plus Bonus | USA-NY-New York City | 24 May 12 |
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Senior Index Pricing Quantitative Developer (C++/Unix )will require the Following Skill Set; • Strong C++ back...
| Quant-Model Validation (Credit Derivatives) | The Tuttle Agency 220,000-250,000 plus bonus | USA-NY-New York City | 24 May 12 |
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Our client is looking for a Quant Risk background for a Global Product Head for Credit Derivatives business. ...
| Principal ABS Modeling role with Major Asset Management firm | Selby Jennings QRF $175-250k Base Salary + excellent discre... | USA-NY-New York City | 24 May 12 |
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This major asset manager that currently holds $8billion AUM is looking to expand in a number of areas and is l...
| Model Validation- Risk & Economic Capital | Not Disclosed $100k-120k base salary plus bonus | USA-DC-Washington/Metro | 24 May 12 |
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Validate Risk Models, hands-on coding experience in C, C++, and experince with Economic Capital requirements. ...
| C++ Prop Trading | Rimrock Associates, Inc. 150-300k | USA-NY-New York City | 24 May 12 |
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Proprietary trading firm seeks talented up and coming C++ developer.
| C# Risk Developer | Rimrock Associates, Inc. 100k-250k | USA-CT-Greenwich | 24 May 12 |
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This is an opportunity to join a very successful hedge fund specialized in quantitative trading and alternativ...
| SVP Level Quantitative risk manager- Tier 1 investment bank New York | Selby Jennings QRF $150,000-$200,000 base +bonus and benefi... | USA-NY-New York City | 24 May 12 |
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SVP Level Quantitative Risk Manager-Credit/Interest rates focused
| VP, Quantitative Risk | Twenty Recruitment Group Highly competitive base, bonus & benefit... | USA-NY-New York City | 24 May 12 |
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Our client, a global investment bank, is seeking a VP of Risk Management for their OTC clearing businesses.
| Corporate -- Quantitative Research -- Basel Model Process Reviewer-- VP -- New York | JPMorgan Competitve | USA-NY-New York City | 24 May 12 |
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Please see the job description
| Director, Operational Risk Analytics Job | CapitalOne Competitive | USA-VA-Vienna | 24 May 12 |
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See Job Description
| Boutique multi strategy hedge fund in Stamford is looking for senior risk specialist with experience of equities risk management within a buy side role | Selby Jennings Risk Team Exceptional Salary Package With PnL Perf... | USA-CT-Stamford | 24 May 12 |
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• Senior Risk Specialist | Multi Strategy Hedge Fund • Stamford, CT • Exceptional Salary Package With PnL Pe...
| Lead Quant: Greenfield Project | Eames Consulting Risk Up to $150,000 base, plus bonus and bene... | USA-NY-New York City | 24 May 12 |
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Interested to speak with any New York based or who want to relocate, quants who are looking to join recession ...
| Quantitative Equity Strategist | Consumer Edge Research LLC Competitive | USA-CT-Stamford | 24 May 12 |
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Leading Consumer Sector Equity Research Boutique located in Stamford, CT is looking for a Quantitative Equity ...
| Associate Quantitative Market Risk Modeling | Ashton Lane Group, Inc Excellent Base & Bonus | USA-DC-Washington/Metro | 24 May 12 |
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Market Risk Model Validation Quantitative Analyst for a large commercial bank
| Quantitative Market Risk Associate | Ashton Lane Group, Inc Excellent Base & Bonus | USA-MA-Boston | 24 May 12 |
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Support the portfolio management team of a prestigious fund.
| Investment Actuary Analyst | Ashton Lane Group, Inc Excellent Base & Bonus | USA-PA-Philadelphia | 24 May 12 |
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Supporting the variable annuity hedging strategy of a leading financial institution.
| VP - Economic Capital Model Validation | Ashton Lane Group, Inc Excellent Base & Bonus | USA-DC-Washington/Metro | 24 May 12 |
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Independent model validation for a large commercial bank
| Senior Weather Risk Analyst | Ashton Lane Group, Inc Excellent Base & Bonus | USA-NY-New York City | 24 May 12 |
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Responsible for quantitative risk analysis for a boutique financial firm.
| Associate Prime Brokerage Risk | Ashton Lane Group, Inc Excellent base & Bonus | USA-NY-New York City | 24 May 12 |
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Quantitative risk management within the prime brokerage business of an investment bank