| Principal ABS Modeling role with Major Asset Management firm | Selby Jennings QRF $175-250k Base Salary + excellent discre... | New York, NY, 10001 | 24 May 12 |
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This major asset manager that currently holds $8billion AUM is looking to expand in a number of areas and is l...
| SVP Level Quantitative risk manager- Tier 1 investment bank New York | Selby Jennings QRF $150,000-$200,000 base +bonus and benefi... | New York, NY, 10001 | 24 May 12 |
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SVP Level Quantitative Risk Manager-Credit/Interest rates focused
| Boutique multi strategy hedge fund in Stamford is looking for senior risk specialist with experience of equities risk management within a buy side role | Selby Jennings Risk Team Exceptional Salary Package With PnL Perf... | Stamford, CT, 06901 | 24 May 12 |
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• Senior Risk Specialist | Multi Strategy Hedge Fund • Stamford, CT • Exceptional Salary Package With PnL Pe...
| East Coast, USA: Quantitative role at Top Finance Trading firm | Selby Jennings QRF Excellent | New York, NY, 10001 | 24 May 12 |
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Fixed Income, Options, Quantitative, Analyst, Model, C++, Unix, Linux, PhD
| NYC IB: Counterparty credit risk Quant - strong prog skills | Selby Jennings QRF Excellent | New York, NY, 10001 | 24 May 12 |
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Front Office: Counterparty Credit Risk Quant with strong developer skill set Location: NYC, USA Top Global ...
| Quantitative Exposure Management Credit Risk VP for Leading US Tier 1 Investment Bank | Selby Jennings QRF Above market value | New York, NY, 10001 | 24 May 12 |
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Brief Description
| Director of Credit Risk Quantitative Analytics for a Dynamic US Bank | Selby Jennings QRF $140,000-175,000 Base Salary Depending o... | Delaware City, DE, 19706 | 22 May 12 |
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This exceptional US bank is has grown exponentially over the last 3 years and are expanding their retail and w...