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 Dernières annonces d'emploi Junior à l'international à la date du dimanche 5 février 2012 
 Job credit risk management department (Hong Kong): Junior Quantitative Credit Risk Analyst.
Sun, 5 févr 2012 02:32:29 GMT

PhD in quantitative/statistical subject.Excellent reporting and analytical ability.Strong numerical skills.Ability to work effectively as a member of the team.
 Job central risk department (Kuala Lumpur-Malaysia): Junior Economic Capital Modellers MSc/PhD/Master (engineering/statistical degree).
Sun, 5 févr 2012 02:32:29 GMT

1-3 years experience within economic capital. Strong quantitative abilities. English speaking. Driven candidate.
 Job Major Global firm (The Hague-Holland): Credit Risk Officer.
Sun, 5 févr 2012 02:32:29 GMT

Bachelor/Masters degree in Risk/Finance/Accounting/Business/related discipline.Knowledge of commodity trading et/Risk management.Exp in accounting/risk/finance/audit + SAP applications.
 Offre emploi moodys-analytics-fermat (London): Consultant Client Services.
Sun, 5 févr 2012 02:32:29 GMT

Ingénieur spécialisation finance, Master Maths Financières/Finance. Première exp 1 an min stage inclus dans un environnement Financier avec de la relation Client.
 Offre emploi moodys-analytics-fermat (London, Europe): Client Services Support Specialist.
Sun, 5 févr 2012 02:32:29 GMT

Ingénieur/Master Informatique Finance. Première expérience professionnelle (1 an min stage inclus). Maîtrise SQL, XML, Macros Excel/VBA, C #, C++, Java, XBRL.
 Job IB (Zurich, Switzerland, E:urope): Quantitative Risk Manager, Cross-asset.
Sun, 5 févr 2012 02:32:29 GMT

MScPhD in a quantitative field. Mid-level working experiences in capital markets. Solid understanding of basic financial engineering concepts.
 Job IB (New York): Live Deal Counterparty Credit Risk Manager.
Sun, 5 févr 2012 02:32:29 GMT

Counterparty Credit Risk/Exposure Management experience. Knowledge of Basel II framework. Excellent Interpersonal Skills. Ideally an experience in market capital.
 Job IB (New York): Exposure Management Director.
Sun, 5 févr 2012 02:32:29 GMT

10-15yrs relevant experience within a top tier institution. In depth knowledge of the exposure management space. Ability to oversee complex projects across multiple asset classes.
 Job IB (Toronto, Canada): ICAAP RISK MANAGER-VP.
Sun, 5 févr 2012 02:32:29 GMT

Strong academic background in a Finance or Scientific related course. Exposure to all areas of ICAAP or/ RWA. Experience in Counterparty Credit Risk. Experience in Quantitative Analytics.
 Job IB (Singapore): AVP-VP, Market risk-Credit derivatives.
Sun, 5 févr 2012 02:32:29 GMT

Good knowledge on market risk management concepts, methodologies et frameworks. Experience in developing historical and scenario stress tests for illiquid asset class.
 Job firm (London): VP-Market risk manager.
Sun, 5 févr 2012 02:32:29 GMT

Proficiency with spreadsheets, basic VBA programming et the ability to use the firm's risk managements database et reporting systems. Practical knowledge of third-party risk management platforms.
 Job IB (Hong Kong): FO Equity Quant, Associate Level.
Sun, 5 févr 2012 02:32:29 GMT

PhD in Mathematics/Financial Engineering/Physics. Candidates with internship experience or some experience working in a Equity team. Knowledge in programming languages : C++, VBA, Matlab, Latex.
 Job IB (London): Structured Commodity Finance.
Sun, 5 févr 2012 02:32:29 GMT

experience of structured commodity finance or trade finance. skills in technical structuring/ origination et execution of deals, only hire Associate- VP level hires.
 Job Leading Global IB (Hong Kong): Quantitative Market Risk Analyst-VAR modelling.
Sun, 5 févr 2012 02:32:29 GMT

Excellent quantitative/risk. PhD/MSc/Master/Engineer in a very quant focused thesis. 1-3 years existent exposure within quantitative risk or a leading risk team.
 Job Leading Global IB (New York City - USA): Front Office IR Quant Analyst.
Sun, 5 févr 2012 02:32:29 GMT

PhD/Masters/MSc in Maths/Physics/Financial Engineering. Excellent level of Financial Maths. 1-4 year experience etknowledge of Interest Rate Derivatives products, C++, VBA.
 Job Leading Global Insurance Firm (New York - USA) : Quantitative Risk Manager - Cross-Asset - Mid Level.
Sun, 5 févr 2012 02:32:29 GMT

MSc/PhD/Master/Engineer in a quantitative field. Risk analyst/strategist/Asset allocation specialist. Basic financial engineering concepts.
Pour consulter le site Job IB (New York): FO FX/Equity Quant Analyst, Senior/VP.,
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