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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

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

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

• 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

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

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

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

This exceptional US bank is has grown exponentially over the last 3 years and are expanding their retail and w...

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