Washington/Worldwide

Major Bank in Washington, DC seeking technical experts to support the Agricultural & Rural Development Department's work on Commodity Risk Management. Organizations and individuals will be considered for a range of part-time consulting opportunities supporting project work in Africa, Asia, and Latin America.
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Washington/Worldwide

Major Bank in Washington, DC seeking technical experts to support the Agricultural & Rural Development Department's work on Commodity Risk Management. Organizations and individuals will be considered for a range of part-time consulting opportunities supporting project work in Africa, Asia, and Latin America.

The consultants will provide both technical and operational advice and support to the bank's project activities on agricultural commodity risk management (with a focus on price and weather risks), supply chain financing and agricultural market development. The support includes (but is not limited to) a range of the following topics: project feasibility analysis, structuring of contracts(insurance and derivatives), project implementation, capacity building etc.

Location:

Consultants are not expected to relocate to Washington DC. Work can be performed from the consultants' current base, but frequent travels to Africa, Asia and/or Latin America are expected depending on the project countries to which the consultants
are assigned.

Experience:

Individual applicants should have 8+ years of experience in one or more of the following fields:

- Agricultural marketing, trading, supply chain management, and finance.
- Commodity trading in developing countries, with a particular focus on export crops (cotton, coffee, cocoa) and food staples (maize; rice).
- West African cotton markets and trading.
- Agricultural insurance markets.
- Use of commodity derivatives and strategies for hedging price risk within the physical supply chain.
- Use of index-based weather insurance / derivatives and strategies for managing weather risk within the physical supply chain.
- Legal / regulatory frameworks governing insurance and commodity derivative markets.
- Agricultural policy, particularly policy issues related to trade intervention, food security, and market development.
- Management of agricultural development projects in Africa, Asia, and Latin America.

Skills and Education:

- Quantitative analysis using excel or other statistical programs.
- Excellent written communications skills with an outstanding command of English.
- French speaking skills strongly desired.
- Experience in applying skills to developing countries strongly preferred.
- Advanced degrees and/or commercial experience in economics, business, and finance or relevant fields.

Remuneration:

Compensation will be based on the bank's procedures for establishing short term consultant fees.

New York / London

The New York City and London offices of a prestigious international bank are seeking an Interest Rate & Equity Derivatives Modeler to join their research and development team.
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New York / London

The New York City and London offices of a prestigious international bank are seeking an Interest Rate & Equity Derivatives Modeler to join their research and development team.

This is a position as a highly quantitative modeling role, assisting on day to day pricing and hedging issues, as well as looking at longer term modeling. Ideal candidate would have 3+ years industry experience in IR and/or equity modeling and have real potential to interact daily with traders. Right applicant will be involved in modeling, pricing and hedging interest rate & cross currency structures, such as differential swaps, and average rate options. This position presents an excellent opportunity for a researcher to join and participate in a trading group.

Essential attributes include: a PhD in Mathematics, Physics, Statistics, Computer Science or similar quantitative degree; strong programming skills with C/C++; outstanding communication skills. Right applicant will submit resume in word format to: dinka@martingaleinternational.com

New York

The top New York City Investment Bank is looking for an experienced quantitative modeler to join their Global Derivatives Group. Applicant must have extensive knowledge of Fixed Income and Equity Derivatives products.
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New York

The top New York City Investment Bank is looking for an experienced quantitative modeler to join their Global Derivatives Group. Applicant must have extensive knowledge of Fixed Income and Equity Derivatives products. This is a position for applicant who has hands-on experience with option analytics, exotics, modeling, hedging, risks and pricing. A PhD from a top school with at least 2 years of experience at a top tier firm creating quality models for either a trading desk or quant research group is needed. Position requires very strong programming C/C++ skills, and excellent knowledge of numerical methods and financial mathematics. Very good communication skills are also required.
Please submit your resume in word format to dinka@martingaleinternational.com

New York/LA

Portfolio Analytics team of the major Investment Bank is seeking experienced and detail oriented C++ software engineers to research, design, develop, and test Portfolio analytics software applications and components. Applicant will be immediately responsible for designing, implementing, enhancing, documenting, maintaining and re-factoring large complex software applications and will be involved in the entire software development life-cycle.
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New York/LA

Portfolio Analytics team of the major Investment Bank is seeking experienced and detail oriented C++ software engineers to research, design, develop, and test Portfolio analytics software applications and components. Applicant will be immediately responsible for designing, implementing, enhancing, documenting, maintaining and re-factoring large complex software applications and will be involved in the entire software development life-cycle.

REQUIREMENTS:

Applicant must have 3+ years of experience in financial industry and must possess a BS/MS degree in Computer Science or another technical discipline. Applicant must demonstrate very strong C++/OOAD programming skills and excellent problem solving and debagging skills. Working knowledge of financial derivatives is a plus, but not required.
Please submit resume in WORD format to dinka@martingaleinternational.com

New York/London

This is a position with New York City office of a prestigious international bank for a senior quantitative analyst working at exotics trading desk. The position is a highly quantitative modeling role, assisting on day to day pricing and hedging issues. Ideal candidate would have 3+ years industry experience in IR and/or equity modeling and have real potential to interact daily with traders.
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New York/London

This is a position with New York City office of a prestigious international bank for a senior quantitative analyst working at exotics trading desk. The position is a highly quantitative modeling role, assisting on day to day pricing and hedging issues. Ideal candidate would have 3+ years industry experience in IR and/or equity modeling and have real potential to interact daily with traders. The right applicant will be involved in modeling, pricing and hedging interest rate & and products, such as differential swaps, and average rate options. The main responsibilities of the position will include: barrier options, caps, hybrids, and development implementation of interest rate market models interacting with the trading desks.Essential attributes include: a PhD in Mathematics, Physics, Statistics, Computer Science or similar quantitative degree; Experienced in interest rate option modelling – HJM, tree, Monte Carlo simulation, smile.Strong interest rate derivatives product knowledge, callable, knock-out, path-dependent.Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis. Cross-asset experiences C/C++ coding with emphasis on numerical methods. Good communication skills. Right applicant will submit resume in word format to: dinka@martingaleinternational.com

New York

The major Investment Bank in NYC is looking for senior mortgage quantitative analyst for their mortgage research group. The position will involve empirical research and modeling in support of investment, trading, and risk management. The applicant will work as a senior member of the mortgage research team, designing, estimating and developing MBS prepayment/default models. Qualified candidate should have superior C++ programming skills. Candidate should have strong mathematical, problem solving, quantitative and numerical skills too.
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New York

The major Investment Bank in NYC is looking for senior mortgage quantitative analyst for their mortgage research group. The position will involve empirical research and modeling in support of investment, trading, and risk management. The applicant will work as a senior member of the mortgage research team, designing, estimating and developing MBS prepayment/default models. Qualified candidate should have superior C++ programming skills. Candidate should have strong mathematical, problem solving, quantitative and numerical skills too.

Applicant must have at least 5 years direct experience as a senior mortgage modeler and should also have a PhD in Mathematics, Physics, Engineering, Computer Science or another quantitative discipline. Excellent communication skills are required. Please email resume in WORD FORMAT to: dinka@martingaleinternational.com

New York

Major Investment Bank in NYC is looking for an experienced quantitative modeler with extensive knowledge in one of the following areas: Credit, Treasuries, CB’s, CDS/CDO’s, MBS/ABS or Interest Rate Derivative products.
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New York

Major Investment Bank in NYC is looking for an experienced quantitative modeler with extensive knowledge in one of the following areas: Credit, Treasuries, CB’s, CDS/CDO’s, MBS/ABS or Interest Rate Derivative products.

This position is for applicants to work as desk strategist and have at least 5 years of experience at a top tier firm creating quality models for either a trading desk or quant research group. The main responsibilities will include all aspects of quantitative research and modeling, including quant trading models and recommendations.

The ideal candidate will have strong mathematical and numerical skills and Ph.D. in Mathematics, Physics, Engineering or a similar quantitative discipline. Strong knowledge of C/C++ is required for this position. Please submit your resume in word format to: dinka@martingaleinternational.com

MathFinance Job Exchange: http://www.mathfinance.com

Der Bereich Corporates & Markets der DekaBank sucht mehrere Mitarbeiter oder Mitarbeiterinnen für den Aufbau der Assetklassen übergreifenden Modell- und Methodenbibliothek.
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MathFinance Job Exchange: http://www.mathfinance.com

Der Bereich Corporates & Markets der DekaBank sucht mehrere Mitarbeiter oder Mitarbeiterinnen für den Aufbau der Assetklassen übergreifenden Modell- und Methodenbibliothek.

Unser Ziel und unsere Aufgaben:

• Konzeption und Entwicklung von Bewertungmodellen für exotische Aktien- und Zinsderivate.
• Implementierung dieser Modelle in C++ innerhalb der neuen Modellbibliothek.
• Inbetriebnahme, Wartung und Weiterentwicklung der Modelle.
• Enge Zusammenarbeit mit dem Handelstisch in Sachen Pricing und Risikomanagement.

Wir bieten:

• Wachsendes und hochmotiviertes Team junger Wissenschaftler und Ingenieure
• Die Entwicklung und Implementierung der Modelle sowie Anbindung an das Handelssystem liegen in einer organisatorischen Einheit.
• Enge Zusammenarbeit mit dem Handel, dem Risikocontrolling und der Modellanbindung.
• Sie gestalten die Weiterentwicklung unserer Bewertungsbibliothek maßgeblich mit und übernehmen ein hohes Maß an Verantwortung.

Ihr Profil:

• Diplom oder Promotion in Mathematik, Physik oder anderer quantitativer Disziplin. Ein Einblick in die Finanzmathematik ist für die Senior Positionen wesentlich, für die Junior Quants von Vorteil aber nicht Bedingung.
• Guter Überblick über den aktuellen Stand in der Fachliteratur im Aktien- und/oder Zinsderivatebereich
• Fortgeschrittene Programmierkenntnisse in C++
• Gesunde Mischung aus Detailverliebtheit und Pragmatismus
• Teamgeist und Offenheit
• Sehr gute Deutsch- und Englischkenntnisse in Wort und Schrift

Explizit suchen wir:

Senior Zins Quant:

• Sie haben einschlägige Erfahrung mit der Implementierung und dem Einsatz von Zinsstrukturmodellen (LMM, MFM, Cheyette) im Frontoffice.
• Sie sind mit den unterschiedlichen numerischen Verfahren und Methoden (MC, PDE, Lattice) vertraut.
• Sie bringen Erfahrung in der Berechnung der Risikokenngrößen zum Riskomanagement einer Zinsposition mit.

Senior Euqity Quant:

• Sie haben einschlägige Erfahrung mit der Implementierung und dem Einsatz von Aktienmodellen (LocalVola, Heston, Levy) im Frontoffice.
• Sie sind mit den unterschiedlichen numerischen Verfahren und Methoden (MC, PDE, Lattice) vertraut.
• Sie bringen Erfahrung in der Berechnung der Risikokenngrößen zum Riskomanagement einer Aktienposition mit.

Junior Quant:

• Ihre Stärke liegt in numerischer Mathematik und Sie haben idealerweise auf diesem Gebiet promoviert.
• Sie haben über Vorlesungen oder Selbststudium einen ersten Einblick in die Finanzmathematik erhalten.
• Es reizt Sie Ihr an der Universität gewonnenes Wissen in der Praxis einzusetzen.

Kontakt:
DekaBank - Deutsche Girozentrale
Dr. Michael Dirkmann

Telefon 069-7147-7737
Mainzer Landstr. 16
60325 Frankfurt

New York

The major Investment Bank in NYC is looking for quantitative analyst with experiences in pricing and hedging of mortgage-backed securities and modeling of prepayment and default risk on MBS. These position will involve empirical research and modeling in support of investment, trading, and risk management. Qualified candidate should have superior skills in Statistics or Econometrics and proven ability to program and develop sophisticated financial models using C++. Candidate should have strong mathematical, problem solving, quantitative and numerical skills to.
show me about this job

New York

The major Investment Bank in NYC is looking for quantitative analyst with experiences in pricing and hedging of mortgage-backed securities and modeling of prepayment and default risk on MBS. These position will involve empirical research and modeling in support of investment, trading, and risk management. Qualified candidate should have superior skills in Statistics or Econometrics and proven ability to program and develop sophisticated financial models using C++. Candidate should have strong mathematical, problem solving, quantitative and numerical skills to.

Applicant must have at least 3 years direct experience with Equities, Fixed Income, Commodities, as well as their Derivatives and should also have a Ph.D in Mathematics, Statistics, Finance, Economics, Physics, Computer Science or another quantitative discipline. Please email resume in WORD FORMAT to: dinka@martingaleinternational.com