Science > Physics > New physical sciences/mathematics positions at http://jobs.phds.org, April 16, 2007
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16 Apr 2007 05:01:57 AM |
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New physical sciences/mathematics positions at http://jobs.phds.org, April 16, 2007 |
New job listings at http://jobs.phds.org - Jobs for PhDs
List your job at no cost! http://jobs.phds.org/jobs/post
* Quantitative Equity Strategies PM/Team: Broadreach Group, New
York, NY. Broadreach Group has been awarded the exclusive, retained
mandate to place a Quantitative Equity Strategies Portfolio
Manager/Quantitative Equity Strategies team at a premier $4B+ hedge
fund. We are looking for a professional/team with 3+ years
successfully trading...
http://jobs.phds.org/jobs/rpisacane/quantitative-equity
* Junior Quantitative Modeler (Front Office) – Credit / IR / EM /
Commodities Derivatives - NYC: Huxley Associates, New York, NY -
NYC. Major investment bank seeking 2 junior quantitative modelers
to join the core front office quantitative team covering all asset
classes including credit, interest rates, emerging markets, FX, and
commodities derivatives. You will be working closely with the...
http://jobs.phds.org/jobs/akreymer/junior-quantitative
* ABS / Credit Prepayment Analyst: Clarity Executive Search, NYC.
My client, a top financial firm, located in NYC, is a recognized
leader and industry standard in the MBS and ABS markets and is
seeking an experienced ABS credit/prepayment analyst to join their
Mortgage/Asset-Backed Research Group. You will be responsible for...
http://jobs.phds.org/jobs/mparker/abs-credit
* IR Exotic Libor Quant: Phi Partners, London. Our Client is
developing a truly cross asset structured platform which is nearly 2
years in the making. They have just set up offices in Tokyo. They
are looking for an Interest rate Derivatives Quant specialising in
Libor Market Models. The person joining will have a massive...
http://jobs.phds.org/jobs/phipartners/ir-exotic-libor-1
* Postdoctoral Position in Biomolecular Engineering: University of
California, Davis, Davis, CA. A postdoctoral position is available
immediately in Department of Biomedical Engineering in University of
California, Davis to conduct research in the general area of
biomolecular engineering of RNA, peptides and proteins. Engineering
and synthetic...
http://jobs.phds.org/jobs/yokobayashi/postdoctoral
* Director - Data Support and Architecture: Financial Services, New
York, NY. Major financial services firm in Manhattan seeks a
Director of Data Support and Architecture. Responsibilities: *
Create/modify SAS and SQL code to support data movement from source
systems to SAS databases. * Interface with IT and the Quantitative
Research groups...
http://jobs.phds.org/jobs/ezdnyc/director-data
* Senior Quantitative MBS Modeler: Financial Services, New York, NY
.. Major financial services client in Manhattan seeks a Senior
Quantitative MBS Modeler. Responsibilities: * Maintenance/vetting of
stochastic models. * Estimation of simulation-based and econometric
and models on MBS. * Analytical data quality testing, identifying...
http://jobs.phds.org/jobs/ezdnyc/senior-quantitative-5
* Senior Quantitative Analyst: Financial Services, New York, NY.
Major financial services firm in Manhattan seeks a Senior
Quantitative Analyst. Great opportunity to help develop cutting-edge
research and analytics in support of their credit analysis groups
and structured finance business. Requirements: * PhD in Applied...
http://jobs.phds.org/jobs/ezdnyc/senior-quantitative-6
* Senior Quantitative Modeler: Financial Services, New York, NY .
Major financial services client in Manhattan seeks a Senior
Quantitative Modeler. Responsibilities: * Maintenance/vetting of
stochastic models. * Estimation of econometric and simulation-based
models. * Analytical data quality testing, cleasing data,
identifying...
http://jobs.phds.org/jobs/ezdnyc/senior-quantitative-7
* Post Doctoral Fellow: The Geneva Foundation, Silver Spring MD. An
exciting opportunity is now available with a growing national
research foundation! Multiple full-time Post Doctoral Fellow
positions are needed to work with a dynamic research team at Walter
Reed Army Institute for Research in Silver Spring, MD. We seek...
http://jobs.phds.org/jobs/TGF/post-doctoral-fellow
* PhD position in dynamics and statistical organization of large
complex systems in social, natural and economic systems: Didier
Sornette - ETH - Zurich, Chair of Entrepreneurial Risks, Zurich,
Switzerland. Subject : The subject of the PhD would be the
investigation of the dynamics and statistical organization of large
complex systems in social, natural and economic systems. The current
research is directed at...
http://jobs.phds.org/jobs/Crane/phd-position-in
* Bonds Quant - Entry Level: Huxley Associates, London. A US Top
Tier house is looking to hire 2 PhD graduates for the growing Bonds
Quant Desk. This is an exciting opportunity for a PhD looking for a
fantastic start to their front office finance career. I have been
hire exclusively by the hiring manager to find the best...
http://jobs.phds.org/jobs/rbiernacka/bonds-quant-entry
* Senior Quant Developer/Analyst - Fixed Income: Access Technology
Solutions, NYC. - An unusually high degree of expertise in a least
one area of fixed income and/or derivatives, preferrably asset
backed securities. - Expected to be involved with all aspects of
quantitative methodologies involved in pricing fixed income (all
types) and...
http://jobs.phds.org/jobs/anniebnyc/senior-quant
* Open Ph.D. Student Positions in Inorganic/Organometallic Chemistry
at EPF Lausanne: Ecole Polytechnique Federale de Lausanne, Lausanne,
Switzerland. The Laboratory of Inorganic Synthesis and Catalysis in
the Institute of Chemical Sciences and Engineering at Ecole
Polytechnique Fdrale de Lausanne (EPFL/ETHL/Swiss Federal Institute
of Technology in Lausanne), Switzerland will be...
http://jobs.phds.org/jobs/xilehu/open-ph-d-student
* Excel / VBA Quantitative developer for Synthetic CDS products: Phi
Partners, London. A major global investment bank is building a new
tactical Credit IT delivery team. They trade in; Credit Correlation
Models: Base Correlation; Exotic copulas (RFL, CBM) Correlation
Products: CDO; NthTD; CDO^2; CDO with long/shorts; CDO with name
amortization; contractual...
http://jobs.phds.org/jobs/phipartners/excel-vba-1
* FX Options Quant Developer: Phi Partners, London. Our client, a
major global investment bank is ramping up its FX trading to
encompass much wider array of exotic FX products. The Quantitative
Development team are looking to expand and to make several hires
ranging from Junior to Senior experts. At present the are looking
to...
http://jobs.phds.org/jobs/phipartners/fx-options-quant-4
* Quantitative Summit API Developer: Phi Partners, London. Our
client, a new up and coming player on the exotic derivatives market
are looking to develop advanced models which fall into the following
nine types (generically): (a) FX Options Framework (stochastic vol,
jumps, stochastic Gaussian interest rates, time-changed Levy...
http://jobs.phds.org/jobs/phipartners/quantitative-summit-1
* Senior Exotic Equity and Hybrids Quant: Phi Partners, London. Our
client, a major global investment is expanding their exotic trading
activities in Asia. Exotic Equity and Hybrid Derivatives are very
popular in Tokyo at the moment as are Equity linked multi-callable
notes (called Enmansai in Japanese) and CEO (Collateralized
Equity...
http://jobs.phds.org/jobs/phipartners/senior-exotic-equity-3
* London Lead/Head Interest Rate Quant for Exotic Interest Rate
Desk: Phi Partners, London. A major American Investment Bank are
currently re-organising the management structure of their Interest
Rate Quant team. As such the regions will be managed locally by
local Heads. This has left an opening for their European Head
quarters London branch. The London branch...
http://jobs.phds.org/jobs/phipartners/london-lead-head-1
* Quantitative / Numerical C++ Software Engineer: Phi Partners,
London. A leading investment bank is looking to expand and
consolidate their Quantitative Modelling and Analytics Group for
Exotic Interest Rates products. The Group supports global trading
based in Hong Kong, Tokyo, London and New York. The Group relies
heavilly on numerical modelling...
http://jobs.phds.org/jobs/phipartners/quantitative-2
* Structured Credit Derivatives Desk Quant: Phi Partners, London. My
client is leading investment bank with one of the most innovative
reputations in structured credit products. As the trading operation
grows there is an increasing demand on the quant groups to keep up
with the pace of innovation. As a result of this they are looking
to...
http://jobs.phds.org/jobs/phipartners/structured-credit-2
* Head of Credit Products development: Phi Partners, London. A major
European Investment is expanding their Debt Capital Markets business
at a phenomenal rate. This includes; Credit Derivatives Flow
Trading, Synthetic ABS, Structured Credit and Credit Structuring.
You will manage the relationships for these business areas and be...
http://jobs.phds.org/jobs/phipartners/head-of-credit-1
* Quantitative Research: Marcus & Associates, Westchester, NY. We
are an alternative asset management firm managing over $1 billion in
institutional assets. We are looking for a Senior Quant Researcher
toconduct research to enhance the quality of risk assessment and
develop new products. MUST HAVE THE FOLLOWING...
http://jobs.phds.org/jobs/lissablake/quantitative-3
* Statistical Forecasting Analyst - NESTLE USA: Nestle USA,
Glendale, CA. POSITION SUMMARY: Responsible for developing
forecasting models - working within the Demand Planning support team
to design, develop, test, implement and support forecasting-related
systems and business processes. PRIMARY RESPONSIBILITIES: Design,
develop, test, and...
http://jobs.phds.org/jobs/infantea/statistical
* Open Postdoctoral Positions in Inorganic/Organometallic Chemistry
at EPF Lausanne: Ecole Polytechnique Federale de Lausanne, Lausanne,
Switzerland. The Laboratory of Inorganic Synthesis and Catalysis in
the Institute of Chemical Sciences and Engineering at Ecole
Polytechnique Fdrale de Lausanne (EPFL/ETHL/Swiss Federal Institute
of Technology in Lausanne), Switzerland will be...
http://jobs.phds.org/jobs/xilehu/open-postdoctoral
* Systems Developers - Finance Industry: The Dauren Harris Group
(search firm), NYC or Dallas. You have -- finance industry
exposure, a love of programming and an impeccable academic track
record... Top hedge fund with extraordinary work culture, you will
be working with the best and brightest in a challenging technical
environment. All...
http://jobs.phds.org/jobs/lrosenberg/systems-developers
* Quantitative/Business Analyst - hedge fund: The Dauren Harris
Group (search firm), Dallas. Looking fortop candidates for a
Quant/BA role at an extraordinary financial firm that seeks only the
best and brightest..This position is part Quant, part Business
analyst (project management) and part Developer. You already know
how to work with a...
http://jobs.phds.org/jobs/lrosenberg/quantitative-4
* Dodge City Community College-Physics & Chemistry Instructor :
Academic Careers Online, Dodge City, KS 67801 . Instructor of
Chemistry & Physics: Full-time faculty position to arrange and teach
Organic Chemistry course, Engineering Physics courses, and General
Physics classes. Maintains updated course syllabi. Teaching
assignments may include some evenings and...
http://jobs.phds.org/jobs/academiccareers/dodge-city-community
* Senior Equity Derivatives Quant: Phi Partners, London. A Global
Investment are currently seeking a senior Equity derivatives Quant
for their London Office. Due to the recent appointment of a global
head of trading they are now looking to develop a range of new
pricing models to support the invigorated trading strategy. You
will...
http://jobs.phds.org/jobs/phipartners/senior-equity-3
* C++ Numerical Modelling / Compiler Quant Developer: Phi Partners,
London. A leading UK based Investment Bank have opportunities in
their financial analytics group for expert C++ programmers. Using a
proprietary financial analytics library, this group delivers
solutions supporting the Bank's entire FX, Credit, Equity and
Interest Rate business. This...
http://jobs.phds.org/jobs/phipartners/c-numerical-2
* C++ Quant Developer / Numerical Modelling: Phi Partners, London. A
leading European Investment Bank has and excellent opportunities in
their financial analytics group for expert C++ programmer with an
academic background covering numerical modelling, Fluid dynamics,
PDE etc preferred at MSc/PhD level. Using a proprietary financial
analytics...
http://jobs.phds.org/jobs/phipartners/c-quant-developer-3
* C++ Quantitative FX options developer: Phi Partners, London. My
client, a leading global investment bank, has a Quantitative C++
model library that covers FX Options, Commodities and Credit (flow
and structured). The team is split into four sections covering
Quantitative modelling, Pricing and distribution, Electronic Trading
& finally...
http://jobs.phds.org/jobs/phipartners/c-quantitative-fx-3
* Senior Quantitative Analyst/Developer for Rates and Credit: Phi
Partners, London. My client has over 183 billion sterling in assets
and has offices all over the world. Their trading division covers
Credit, Rates, FX, Money Markets, Repos etc. They have a small quant
team comprising of 4 members including the manager covering model
development, model...
http://jobs.phds.org/jobs/phipartners/senior-quantitative-3
* Exotic Interest Rate/Hybrids Desk Quant Developer: Phi Partners,
London. My client is one of the leading investment banks in the
world. With offices around the world they are one of the largest
Interest Rate and Hybrid trading houses in the world. The head of
Exotics trading for London is looking for a quantitative developer
to work in the analytics...
http://jobs.phds.org/jobs/phipartners/exotic-interest-rate-1
* Credit Derivatives Quantitative C++ Developer: Phi Partners,
London. Leading European Investment Bank has recently moved into
proprietary complex credit trading of their wholesale credit
positions. They have recruited one the markets eminent structured
credit traders who will be driving the group forward. They are
looking for a quantitative...
http://jobs.phds.org/jobs/phipartners/credit-derivatives-2
* Technical Project Manager: MPA Companies, LLC, Chicago, IL.
Technical Product Manager Chicago-OHare Airport area Global leader
in the manufacture and distribution of consumer house wares needs
Technical Project Manager with Ceramic/Glass experience for
Corporate Technology Group. Competitive salary and relocation
benefit....
http://jobs.phds.org/jobs/MPA/technical-project
* Credit Risk Management Consultant - 5430PHD: Roy Talman &
Associates, Chicago Loop. One stop shopping for financial technology
jobs! We deal with more trading companies in the Chicago area, than
any of our competitors and challenge you to find another technology
recruiter in business for more than 25 years! Job # 5430PHD
Position: Credit Risk...
http://jobs.phds.org/jobs/RoyTalman/credit-risk
* Financial Engineer: Moody's KMV, San Francisco, CA. The financial
engineering team at Moody's KMV is a group of highly qualified
professionals who design, implement, and maintain financial
calculation components used in enterprise-class software products
and internal data production systems. We are looking for a...
http://jobs.phds.org/jobs/moodyskmv/financial-engineer
* Credit Derivatives Quant with 3 to5 Yrs Front Office Exp, PhD in
NYC with 450K+ USD Package: Huxley Associates, New York City. Top
investment bank in NYC is seeking an experienced (3 to 5 years of
front office experience) quantitative analyst for the credit
derivatives quantitative group to take a leading role in developing
pricing models and supporting the trading desk. You will be
coming...
http://jobs.phds.org/jobs/akreymer/credit-derivatives
* Front Office Rates Quant at US PowerHouse: Huxley Associates,
London. This is an entry level role into the front office of this
premiere Tier One investment bank. As a member of this team you will
be working day to day with the front office Rates Traders providing
development and support. You role will include: *Development and...
http://jobs.phds.org/jobs/rbiernacka/front-office-rates
* Hedge Fund Looking for PhD Grad for Trading role: Huxley
Associates, London. An award winning hedge fund is looking for a
highly quantitative PhD Grad to join their electonic algo quant
trading team. To be suitable for this role you must have: * A
minimum of a PhD in a technical subject
(Math/Physics/ComputerScience) from a highly selective...
http://jobs.phds.org/jobs/rbiernacka/hedge-fund-looking
* Quantitative Analyst (IR Exotics) - New York – Top Tier
Investment Bank - Excellent Comp Package : Huxley Associates, New
York City. Top tier investment bank is looking to add a
quantitative analyst to the front office quant group focusing on IR
exotics. This position has developed from an expansion of the quant
group due to increased business. The group is responsible for
providing quantitative...
http://jobs.phds.org/jobs/akreymer/quantitative-analyst
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