Strong experience of CDS Swaption, CM-CDS et Credit Range Accrual et other credit volatility products. Experience of Gap Risk modelling for credit CPPI, leveraged single name CDS and etc

Experience in C++/Java/C#, Windows/UNIX. Excellent degree in computer science or related field. Passion for technology.

PhD in Mathematics/Financial Engineering/Physics Quant modeling experience in fixed income, especially in calibrating interest rate et exchange rate models...

Quantitative Educational Background. Strong risk modeling exposure. Market Knowledge. Trade approval exposure. Cross asset knowledge.

Linux, Scripting. Strong academic background in computer science or related degree. Excellent communication skills. Wide interest in finance et trading.

Tertiary qualified. Significant interest in financial markets. Strong analytical ability et decision making skills. Fluency in Cantonese an advantage, but not necessary.

Tertiary qualified. Significant interest in financial markets. Strong analytical ability et decision making skills. Fluency in Cantonese an advantage, but not necessary.

An excellent C++ focused computer science background. Experience working on large scale distribution systems. Experience building real-time report systems.

Must be a DCM originator. Must speak German. Must have experience with German corporate clients.

7+ years experience in building et managing fixed income et interest rate derivatives trading infrastructure... Excellent knowledge of US fixed income...

Experience developing pricing models et software within Fixed Income. PhD in Mathematics/Financial Engineering. Must have solid understanding of statistical analysis, probability...

PhD in Finance, Economics, Statistics, Operational Research. Extensive experience in a quantitative analyst role. Good C++ et VBA coding skills.

MSc. in Mathematics or Economics. 2 to 5 years experience in Finance. Development et Implementation of exotics pricing models. Excellent knowledge of Front Office systems.

The risk manager will be responsible for developing strategy, approving trades/products and interpreting the risk numbers into clear commercial sense.

PhD in a highly quantitative subject. Significant experience working on modeling of exotic equity derivatives. Experienced in large scale Monte Carlo simulations.

Currently be at senior associate/vice president level. Significant experience in highly advanced mathematics. Top level programming skills.