New finance/economics positions at http://jobs.phds.org, July 02, 2007

New job listings at http://jobs.phds.org - Jobs for PhDs
List your job at no cost! http://jobs.phds.org/jobs/post

* Manager, Modeling Services: Moody's KMV, London. Join Moodys KMV,
the worlds leading provider of market-based quantitative credit risk
products for credit risk investors. Moodys KMVs products are widely
used around the globe by credit risk investors, including global and
regional banking institutions, buy/sell side...
http://jobs.phds.org/jobs/moodyskmv/manager-modeling

* Financial Engineering Internship: Moody's KMV, San Francisco. 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
financial...
http://jobs.phds.org/jobs/moodyskmv/financial

* 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-5

* Junior Quantitative Developer - C++: Recruit Associates, New York
City, USA. My client, a top tier US bulge bracket in bank in New
York City seeks a Junior Quant Developer with strong C++ to work
within the Equity Derivatives Trading group. In this role you will
develop pricing models and risk analytics for highly complex exotic
and...
http://jobs.phds.org/jobs/rfrost/junior-quantitative-1

* Analytics Associate: Variable Annuities: Ashton Lane Group, Inc,
Philadelphia, PA. Provide analysis and modeling of complex
actuarial and capital market hedging programs Responsibilities: -
Utilize data mining and analysis to provide insight into trends and
risks within the Variable Annuity business - Identify
interrelationship of risk...
http://jobs.phds.org/jobs/ashtonlane/analytics-associate

* Credit Risk Manager: Telecoms, Media & Technology: Ashton Lane
Group, Inc, New York, NY. Responsible for the effective credit risk
management (evaluation of risk/exposure management) of the Telecoms,
Media & Technology sector. Responsibilities: - Evaluation and
proactive management of credit exposures to assigned names and
their...
http://jobs.phds.org/jobs/ashtonlane/credit-risk-manager

* Quantitative Derivatives Strategist: Ashton Lane Group, Inc,
Philadelphia, PA. Incorporating advanced derivatives strategies to
manage and hedge financial and market risks of the firms variable
annuity program Responsibilities: - Mitigate complex exposures that
combine Actuarial, Financial, and Capital Market risks. - Develop
and...
http://jobs.phds.org/jobs/ashtonlane/quantitative

* Senior quant developer for Flow Equity derivatives. : Phi
Partners, London. Our client, a leading global investment bank is
looking for a Senior Quant Developer for flow equity derivatives.
The successful applicant will be a senior C++ developer with
experience of development within a performance critical environment
(such as a pricing library for...
http://jobs.phds.org/jobs/phipartners/senior-quant-1

* Equity Derivatives Financial Engineer / C++ Expert: Phi Partners,
London. A leading global investment bank is looking for a senior
quant developer to work on optimising the computational speed and
accuracy of pricing models used within Exotic Equity derivatives.
The successful applicant will be a senior C++ developer with
experience of architecture...
http://jobs.phds.org/jobs/phipartners/equity-derivatives-1

* Medium Level Equity Derivatives Financial Engineer: Phi Partners,
London. Our client, a global investment bank is looking to recruit a
Medium Level Equity Derivatives Financial Engineer. The successful
candidate will have very good C++ skills gained in a professional
environment (financial institution, Software Company, large scale
research project)....
http://jobs.phds.org/jobs/phipartners/medium-level-equity-1

* Associate PhD, Quantitative Strategies, Asset Management : Top
Tier Investment Bank, New York . USD 250K One of the worlds most
prominent asset management firms would like to hire an additional
associate to join its highly regarded quantitative strategies group.
Role The quantitative strategies group is focused on developing the
quantitative trading...
http://jobs.phds.org/jobs/huxleyrai/associate-phd

* Payment Modeler: JPMorgan Chase, Iselin, NJ or Columbus, OH.
Description Chase Home Lendingis looking to add a VP level
Prepayment Modeler to its mortgage modeling and analytics team. The
analytics team is responsible for developing all models in support
of loan origination pricing, portfolio management and...
http://jobs.phds.org/jobs/jdespaigne/payment-modeler

* Sr. Infrastructure Manager: Connections of New York, New York, NY.
Engineering manager who can build the roadmap, manage & develop
team. Strong mixture of Microsoft and Unix background Build the
resilience strategy, roadmap and migration plan for our critical
infrastructure. Required experience of major systems management...
http://jobs.phds.org/jobs/rrogers/sr-infrastructure

* Senior Web Analyst: Online Media, New York, NY. Major online
media client seeks a Senior Web Analyst. Responsibilities: *
Design/implement customized website traffic reports using web
reporting tools (i.e. - WebTrends, Omniture, etc.). * Utilize
multiple data sources (i.e. - Nielsen NetRatings, web analytics,...
http://jobs.phds.org/jobs/ezdnyc/senior-web-analyst

* Market Risk Reporting: Ashton Lane Group, Inc, New York, NY.
Analysis and oversight for both Credit and Interest Rate derivative
products Junior level position with room for advancement
Responsibilities: - Monitor risk positions against market risk
limits, (both VaR and non VaR limits) through regular Senior Trading
and...
http://jobs.phds.org/jobs/ashtonlane/market-risk

* MIDDLE OFFICE ASSOCIATE: Ashton Lane Group, Inc, Boston, MA.
Prestigious Investment Manager Responsibilities: - Maintain market
data critical to portfolio valuation (e.g., curves, prices, vols,
etc) - Preparation of P & L including Risk Attribution - Production
of portfolio risk reports including market sensitivities,...
http://jobs.phds.org/jobs/ashtonlane/middle-office

* Sr Quantitative Developer Positions: Objective Solutions,
NYC/London. My clientis seeking10 exceptional individuals to work
here in New York and 5 in London on the modeling, design and
development of analytical models including portfolio credit risk
models for analysis of CDO transactions and other complex models.
Responsibilities...
http://jobs.phds.org/jobs/cpanoff/sr-quantitative

* CDO Risk Position: Objective Solutions, New York City. CDO and
Structured Credit Products Risk Manager Firm Overview : Our client
is a leading investment and asset management company specializing in
fixed income and credit products managed primarily through
Collateralized Debt Obligations (CDOs). The company...
http://jobs.phds.org/jobs/cpanoff/cdo-risk-position

* Manager, Advisory Services : Moody's KMV, London, UK. Join Moodys
KMV, the worlds leading provider of quantitative credit risk
products for credit risk investors and originators. Moodys KMVs
products are widely used around the globe, including global,
national and regional banking institutions, buy/sell side
organizations and...
http://jobs.phds.org/jobs/moodyskmv/manager-advisory

* Fixed Income Risk Analyst: JPMorgan Chase, iselin, NJ or Columbus,
OH. Description Chase Home Mortgage is looking for a dynamic
individual to join the mortgage modeling and analytics team as a
Risk Analyst. This is an Associate level position primarily
supporting the mortgage servicing rights (MSR) portfolio. The
analytics...
http://jobs.phds.org/jobs/jdespaigne/fixed-income-risk

* Quantitative Analyst: JPMorgan Chase, Iselin, NJ or Columbus, OH.
Description Chase HomeLending is looking to add a VP level
Quantitative Analyst to its mortgage modeling and analytics team.
The analytics team is responsible for developing all models in
support of loan origination pricing, portfolio management and...
http://jobs.phds.org/jobs/jdespaigne/quantitative-analyst

* SAN Engineer: Connections of New York, New York, NY.
Responsibilities: - In-depth capacity planning of infrastructure
components to ensure optimal utilization. - Ability to focus on
design efforts of large-scale projects (eg. Telehouse exit, RDU,
Slough). - Regular interaction with SI team to ensure work orders...
http://jobs.phds.org/jobs/rrogers/san-engineer

* Quantitative Researchers : RGM Advisors, LLC, Austin, TX. RGM
Advisors, LLC, an Austin, Texas based firm with trading strategies
in multiple asset classes around the world, is expanding its
research team. This is a unique opportunity to join a sophisticated
quantitative trading firm in a collaborative environment away
from...
http://jobs.phds.org/jobs/rgmadvisors/quantitative


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