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| ITO 33 |
| Wilmott |
3372 Views |
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ITO 33 is an engineering company specialising in two, very often inseparable, mathematical aspects of the derivatives pricing problem: the theoretical framework where the problem is formulated, and the algorithm to solve it.
(Free software offer inside...)
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| CQF Info Session - London - 2 April |
The CQF is one of the most respected and practical quantitative finance programs in the world. Taught by an expert tutor faculty, it provides delegates with practical, cutting-edge skills and knowledge. In these difficult times for financial engineering, this is the one program that has consistently and from its very beginning shown the pitfalls and how to avoid them.
We are holding an information session in London on the following date:
2 April - London
Dr Paul Wilmott will be presenting evening Information Sessions for the internationally renowned Certificate in Quantitative Finance. You are invited to join him and the CQF team to find out why the qualification is the fastest-growing quantitative finance program in the world and how taking it will benefit you and your career. The presentation will commence at 6.30pm.
For further information please email cqf@7city.com. Full details will then be sent to you.
ABOUT THE CQF
The CQF program runs twice yearly, commencing in June and January. It is presented simultaneously over the internet to delegates all around the world. The next CQF program begins in June 2009. For full listings of dates and costs, to view sample lectures and to see what past delegates have to say, please visit our website at www.cqf.com, call Claire Riseley on +44 (0)207 496 8605 or contact quants@7city.com.
Key course elements:
Live via Distance Learning
Perpetual access to recorded lectures
Focus on the practical side of financial engineering
The program questions all quant assumptions and all models
A no-frills approach to gaining knowledge and skills
Part-time course lasting six months
Lectures from a highly acclaimed team of instructors combining leading academics and practitioners
Classroom and live web-cast sessions allowing full tutor-delegate interaction
Coherent learning objectives, from fundamental concepts through to the latest advances
Innovative and relevant technical course content
Computer workshops putting theory into practice
Advanced trading simulator for putting theory into practice
Emphasis on the implementation of models and algorithms
All sessions recorded, allowing learning regardless of schedule or time-zone
Who is the CQF for?
Do you have a science background and want to leverage your skills in the financial world?
Do you have a masters or doctorate in finance but find that you still lack practical skills and knowledge?
Do you want to learn how to apply your mathematical skills to trading, quant research, quant development, and risk management?
Are you too busy to take time out from work?
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| Market Risk Projects, London - AVP/VP Level Hire - Up to £85,000+bonus - ORG2796 |
Market Risk Projects, London AVP/VP Level Hire Up to £85,000+bonus
One of Londons most prestigious financial institutions has an actively mandate for a Quantitative Risk Analyst to join the market risk department in a project focussed role.
This hire will be based in London and the successful candidate will join the quantitative risk management team that is part of the wider market risk structure. The main function of this team is to manage the production of risk information and infrastructure from a project perspective. This includes developments in market risk methodology, new products and their functionality.
The successful candidate will be asked to take charge of projects until delivery of completion. Projects will be varied and require outstanding quantitative mathematics, pricing, IT and communicative skills.
It is essential that all applicants possess relevant market risk management experience in addition to exposure to complex derivative products at a leading financial institution. A quantitative education to at least MSc level is necessary, as is full project life cycle experience and modelling skills.
This is a rare and outstanding opportunity to join a market leading investment bank in a quantitative risk management team. To apply for this role please send your CV to risk@orgtel.com and for further information call Damien Patel on +44 (0) 207 337 2323. |
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