|
|
 |
| CQF Open Day Presentation |
| Paul Wilmott & 7city |
1298 Views |
|
We occasionally hold CQF open evenings for potential applicants and all interested parties. A presentation by Paul Wilmott to introduce the CQF, is followed by an opportunity to discuss the certificate in more detail with some of the course directors. If you would like to attend the open evening, please contact 7city client services, telephone +44 (0) 20 7496 8600 or email clientservices@7city.com if you would like to attend.
If you are not able to attend an Open Evening, why not watch it on the web? A recording is now available allowing you to hear and see Dr Paul Wilmott give an overview of the CQF program, what it is, how it's delivered, who lectures and the reasons for taking it.
|
|
 |
| Get the most out of the Events Board |
Welcome to the Wilmott Events Board!
Receive email notification of new events as soon as they are posted. Members can activate this feature by going to the 'profile' navigation tab, the selecting the personal options tab and activating the categories you wish to subscribe to.
If you choose to book a place or make an enquiry please use the Email link within the posting.
Interested in an event that's not posted here? Contact us at events@wilmott.com and we may be able to arrange a substantial discount!
Event organizer wanting access to 30,000+ quants? If you are interested in posting here, please email events@wilmott.com
|
|
 |
| Vice President of Exotic Credit Derivatives and Hybrids, London / Hong Kong, Exceptional Compensation - SJ1711 |
Top Tier European Investment Bank, Vice President of Exotic Credit Derivatives and Hybrids, London / Hong Kong, Exceptional Compensation
Top tier EU investment bank is currently taking advantage of its strong market position and is looking to hire an exceptional candidate for their front office exotic credit and hybrids quantitative modeling team in London or Hong Kong. This position is a strategic hire which will allow for further group growth in the future. This position will see the successful candidate being highly compensated.
The role will include:
Front office quantitative modeling and implementation for the traders and structurers
A variety of projects on exotics including synthetics, correlation and cash
Reporting directly to the Global Head of Quantitative Analytics in London
Being a senior part of the front office team and lead junior quants into projects
The successful candidate may have the following profile:
PhD or DEA in a highly quantitative course for example mathematics, physics of finance
Exceptional skills in stochastic calculus, calculus, Brownian Motion, Heats, Ito Calculus; C or C++ or C# or Matlab
A number of years experience in industry which will support a senior and team lead role in the front office
Expert knowledge of correlation and synthetic credit derivative products and exotic stochastic models used to price these
Experience from either a model validation role or a front office environment
Aspirations to work in a business focused role where what you do directly affects output
Once again, this bank will pay good people well above market rate and have extraordinary benefits.
Please contact:
harry@selbyjennings.com
quantexotic@selbyjennings.com
www.selbyjennings.com
|
|
|
|
 |
|
|
|
| |
|
 |
| Paul
Science in Finance X: Dynamic hedging and further defence of Black-Scholes
23 07 08: 11:12 AM |
| NNT
Charlatans Always Seem to Make Sense Intellectually
30 11 07:1:48 PM |
| Collector
The Ultimate Peak-Oil Convertible Sports Vehicle
08 07 08:8:07 PM |
| Emanuel Derman
CP != PC
02 07 08: 3:35 AM |
| Satyajit Das
Tales of Leverage
10 07 08: 11:51 PM |
| DCFC
Networking Events Events For Your Diary
11 07 08: 8:59 AM |
| Pablo Triana
Amazon Sales Rankings
28 05 08: 12:06 PM |
| Jan Dash
Stressed VAR
17 06 08: 12:40 PM |
| Dan Goldstein
Contracts to fight procrastination
03 07 08: 2:17 AM |
| Cuchulainn
Programming Teasers in C++ and Matlab
23 04 08: 7:39 AM |
|
