Post-grad degree in a quantitative programme: Statistics Mathematics, Financial engineer. Strong et clear experience in retail risk et decision science with a proven track record of people management

Msc in finance/economics. Ideally 2-3 years experience in a capital reporting et analysis role. Investment Banking background. Familiar with ICAAP. Understanding of regulatory framework for bank capital.

High degree of familiarity with industry practice in counterparty credit risk measurement and management.

Pure commodity structuring experience ideally within metals, oil et gas. This is a client facing role so you must have relevant experience with clients in Asia.

In depth experience of FX structuring, specialised exotic/INDEX experience. Experience in Risk management of Exotic FX products.

Mathematical/Economics background. Outstanding knowledge of FX derivative products. Additional product knowledge across interest rates/insurance. IB experience within FX Market Risk Management.

Ingénieur/Bac+5 en informatique. Exp requise: 2 ans min C# et C++ en salles de marché BFIs/Asset Managers. Idéalement une 1ère expérience internationale environnement anglo-saxon.

Ingénieur/Bac+5 en informatique.Exp requise: 2 ans min C# et C++ en salles de marché BFIs/Asset Managers. Idéalement une 1ère expérience internationale environnement anglo-saxon.

Strong background in C++ on Linux/Unix. Impressive academic background. Ability to pick up new languages quickly. Very good mathematics. Good communication skills.

Msc/PhD in Computer Science/Physics/Mathematics. C++, Unix/Linux, STL/Boost, Design Patterns. Strong quantitative/mathematical finance background.

Experience writing object-oriented software using the C++ programming language. Proficiency in both UNIX et Windows. Equities experience.

Someone with some experience of 'secondary research'. Ability to present structured product ideas, based on an Asian theme, to European clients. Someone with experience in a client facing experience.

PhD, MSc, DEA in Mathematics, Financial Engineering. Experience in financial services/investment derivatives/valuation functions.

Strong quantitative background (MSc/higher in Mathematics, Physics/Engineering). Good IT skills, with some knowledge of C++. Experience in a banking environment.

Understanding of distributed application development across Unix/Windows, Java/C++/C#, Grids et databases. Experience of having performed architecture/permit to build/governance function.

PhD degree in Math, Math Finance, Physics, or Engineering. 2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity.