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    Last Update : 02/07/2012   

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Senior Job offers New York
(Senior Job Offers : Quantitative finance, Financial Engineering, Mathematical Finance, IT Finance.)


1 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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2 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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3 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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4 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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5 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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6 Job IB (New York): Live Deal Counterparty Credit Risk Manager. Counterparty Credit Risk/Exposure Management experience. Knowledge of Basel II framework. Excellent Interpersonal Skills. Ideally an experience in market capital. 
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7 Job IB (New York): Exposure Management Director. 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. 
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8 Job Top Tier Bank (New York -USA) Foreign Exchange Desk Quant - AD/VP.PhD/MSc/Master/Engineer in Maths/Maths finance/Physics. Previous experience of mid-level quant modelling/derivatives trading desk support experience in FX, Credit & Equity etc.  
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9 Job Leading Global Insurance Firm (New York - USA) : Quantitative Risk Manager - Cross-Asset - Mid Level. MSc/PhD/Master/Engineer in a quantitative field. Risk analyst/strategist/Asset allocation specialist. Basic financial engineering concepts. 
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10 Job Global IB (New York - USA): Market Risk Manager Fixed Income. MSc/PhD/Master/Engineer in a quantitative field. Good product knowledge of FX and IR products. Excellent knowledge of standard market risk measures + regulatory market risk background. 
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11 Job Leading Global IB (New York City - USA): Front Office IR Quant Analyst. PhD/Masters/MSc in Maths/Physics/Financial Engineering. Excellent level of Financial Maths. 1-4 year experience &knowledge of Interest Rate Derivatives products, C++, VBA. 
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12 Job Major European IB (New York -USA): Director & Head of Commodities Quant. PhD/MSc/Master/Engineer. Expertise in commodities products particularly Oil & Gas. Management an OPENLINK experience. Min 7 years experience as a front office quant analyst. 
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13 Job Leading Global IB (New York - USA): Market Risk Specialist - VaR Analytics. MSc/PhD/Master/Engineer in a quant subject.Rates product knowledge. Experience of managing front to back development in risk capture/infrastructure/reporting & modelling. 
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14 Job Tier 1 American IB (New York): Experienced FX Quant.PhD in Maths/Physics/Financial Engineering (or quant related subject) from a top-school. Experience with FX. Must come from a Front Office Quant Analyst team. Solid programing skills (C++, VBA 
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15 Job Model Validation and Approval group (New York - USA): Model Validation Quant Analyst.Ph.D. in a quantitative discipline.Salary: $140-175,000 base + Guaranteed bonus. Experience required: 3+ years trading/desk analyst/capital markets experience. 
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16 Job IB (New York): VP Market Risk, Equities. Previous experience & exposure to financial markets. Experience of working with equity derivative products along with an understanding of fund linked derivatives. 
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17 Job IB (New York): Risk Industry Credit Risk Analyst. 3-5 years of Corporate Credit experience, preferably with a Leveraged Finance background that includes exposure to LBO and M&A transactions. Detail oriented with exceptional analytical skills. 
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18 Job IB (New York): Front office Senior Quant, Interest Rates Exotics. Good understanding of pricing and risk management of flow and exotic interest rate derivatives (both theoretical and practical). Supporting an Interest Rates Flow & Exotics desks. 
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19 Job IB (New York): FO FX/Equity Quant Analyst, Senior/VP. PhD in Mathematics, Physics, Engineering. Some previous experience working with either FX/Equity products, but any industry experience involving asset exposure. 
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20 Job risk modelling teamIB (New York): Market risk methodology-Vice President, VaR Analytics. Degree educated in a quantitative subject. Good rates product knowledge, sound understanding of regulatory requirements. 
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21 Job Hedge Fund (New York): Senior Quantitative Strategist. A thorough understanding of market microstructure research, High frequency data, developing algorithmic strategies and portfolio optimization. Highly statistical & econometric background. 
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22 Job investment management firm (New York): Quantitative Equity Researcher/PM-Partner Level-Buyside. Experience developing quantitative equity strategies across US/EU/Asian Equities. Prior responsibility of full trading cycle in quantitative equities. 
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23 Job Largest Global custodial bank (New York- USA): Experienced Credit Model Validation. PhD/Masters /equivalent in a quantitative subject- Finance (IDEAL)/Maths, Stats, Physics, Engineering. Ideally 4-7 years of industry experience in a similar role. 
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