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London, United Kingdom |
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Selby Jennings |
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discipline, Mathematics, Physics, Financial Engineering etc. High level of Mathematical finance, stochastic calculus, PDE??, Gaussian Copula, specific knowledge of Emerging Market activities, credit dynamics...
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New York, NY, United States |
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Selby Jennings |
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background in a highly quantitative subject. Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assu...
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New York, NY, United States |
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Selby Jennings |
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Physics, Financial Engineering etc. Exceptional Mathematical modeling credentials, with working knowledge of Stochastic Volatility with jumps, advanced PDE??, Libor, HJM etc. Strong programming knowledge in C++, C, Visu...
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Boston, MA, United States |
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earned a Ph.D. in a highly quantitative discipline, (2) have a deep understanding of probability, stochastic processes, and basic financial theory such as the CAPM and options pricing theory, and (3)&nbs...
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New York, NY, United States |
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Hudson Placement Group Inc. |
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strategies, and risk practices.Candidates must have a PhD in a quantitative discipline and some knowledge of stochastic calculus, mathematical finance, and object-oriented programming.These positions will afford the suc...
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New York, NY, United States |
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Rimrock Associates Inc. |
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markets and possess strong knowledge of time series analysis. Familiarity with dynamic programming and stochastic control theory, digital signal analysis and spectral methods is a plus; solid knowledge of linear a...
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| Location: |
New York, NY, United States |
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Maven Search |
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| Description: |
and curve construction. You will have a strong understanding of options pricing theory, probability theory, stochastic processes, partial differential equations and numerical analysis. You will have strong hands on pr...
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| Location: |
London, United Kingdom |
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Selby Jennings |
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progression for the right candidate. The successful candidate will: ? Have knowledge of working on the stochastic volatility LIBOR Market Model (LMM)? Develop model-based analytical formulas for CMS products? ...
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| Location: |
Singapore |
| Recruiter: |
Selby Jennings |
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team leader, who has managed their own team in the past.-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc. -PhD in Maths/Physics/Financial Engineering from a to...
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| Location: |
New York, NY, United States |
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should have a PhD Degree in a quantitative discipline emphasizing signal processing, stochastic control, prediction, pattern recognition, machine learning and/or dynamical systems. Strong compute...
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