The MathFinance Newsletter 

http://www.mathfinance.com

4-6 June 2008: Advanced Risk and Portfolio Management by Dr Attilio Meucci
info and registration

 Dr Attilio Meucci on Advanced Risk and Portfolio Management, Frankfurt, 4-6 June 2008
MathFinance Newsletter Editions
Registration - Advertisers

25.Apr.2008
  1. MathFinance Job Exchange
    1. DFA Capital Management: ESG Business Development & Quantitative Analyst, Cologne, Germany; Zurich, Switzerland; and Purchase, NY
    2. Professor of Finance, Warwick Business School
    3. Assistant Professor or Associate Professor (3 posts), Finance Group, Warwick Business School
    4. Tenure-track positions in actuarial science and quantitative finance, Universidad Carlos III de Madrid, Dept of Business Administration
    5. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    6. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    7. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Swiss Finance Institute Training Course on Energy and Emission Trading, Geneva, Switzerland, 12-15 May 2008
    2. Swiss Finance Institute Training Course on Practical Solutions for Econometric Issues in Asset Allocation, Geneva, Switzerland, 19-23 May 2008
    3. Modelling & Measuring Energy Risk. Pre-workshop: May 20, Conference: May 21-22, Barcelona, Spain
    4. Swiss Finance Institute Training Course on Advanced Equity Portfolio Management - I, Geneva, Switzerland, June 2-6 2008
    5. Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
    6. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    7. Property Derivatives Workshop, London, Monday 23 June 2008
    8. 4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
    9. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    10. Conference: Computational Methods for Pricing and Hedging Exotic Options. Mathematics Institute, University of Warwick: 11-12 July 2008
    11. 5th Fixed Income Conference, Budapest, September 24-26 2008
    12. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
    13. SIAM Conference on Financial Mathematics & Engineering, New Brunswick, New Jersey, November 21-22 2008
  3. MathFinance Resources
    1. Heard on the Street: Quantitative Questions from Wall Street Job Interviews, by Timothy Falcon Crack
    2. cplusplus.com - The C++ Resources Network
    3. Boost provides free peer-reviewed portable C++ source libraries
    4. MoneyScience and Geocast launch Business Video Platform, MoneyScience.TV

11.Apr.2008
  1. MathFinance Job Exchange
    1. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 11 April 2008
    2. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    3. Swiss Finance Institute Training Course on Private Equity, Geneva, Switzerland, 21-24 April 2008
    4. Swiss Finance Institute Training Course on Financial Econometrics and Forecasting, Geneva, Switzerland, 28 April 2 May 2008
    5. Swiss Finance Institute Training Course on Interest-Rate Models: Theory and Practical Applications, Geneva, Switzerland, 5-9 May 2008
    6. Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
    7. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    8. Property Derivatives Workshop, London, Monday 23 June 2008
    9. 4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
    10. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    11. Conference: Computational Methods for Pricing and Hedging Exotic Options. Mathematics Institute, University of Warwick: 11-12 July 2008
    12. 5th Fixed Income Conference, Budapest, September 24-26 2008
  3. MathFinance Resources
    1. Professor Merks Finanzlexikon

22.Mar.2008
  1. MathFinance Job Exchange
    1. Senior Lectureship / Lectureship in Financial Mathematics at University College Cork, Ireland
    2. Research Fellows in Financial Mathematics in Ireland
    3. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Frankfurt MathFinance Conference 2008: Check for latest slides and papers
    2. Latest Developments: Commodities & Commodity Derivatives, London, 2 - 3 April 2008
    3. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 11 April 2008
    4. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    5. Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
    6. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    7. Property Derivatives Workshop, London, Monday 23 June 2008
    8. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    9. 5th Fixed Income Conference, Budapest, September 24-26 2008
    10. Campus for Finance Research Conference at WHU invites papers for Jan 14-15 2009
  3. MathFinance Resources
    1. Financial Numerical Recipes in C ++ - A webpage by Bernt Arne Ødegaard
    2. ClickOptions - an online trading platform for derivatives and structured products
    3. Stochastic Programming Community Home Page
    4. MathCode C++: Generates Optimized C++ Code from Mathematica Programs

07.Mar.2008
  1. MathFinance Job Exchange
    1. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    2. Chair in Financial Mathematics/Actuarial Science Department of Mathematics at the University of Leicester Available from 1 September 2008
    3. Derivatives Analyst for the Risk Management Directorate at European Investment Bank, Luxembourg.
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    2. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 14 March, 11 April 2008
    3. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    4. Frankfurt MathFinance Conference, 17-18 March 2008
    5. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    6. Latest Developments: Commodities & Commodity Derivatives, London, 2 - 3 April 2008
    7. 11th Conference of the Swiss Society for Financial Market Research, Zürich, 11 April 2008
    8. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    9. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    10. Property Derivatives Workshop, London, Monday 23 June 2008
    11. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    12. 5th Fixed Income Conference, Budapest, September 24-26 2008
    13. Special Semester on Stochastics with Emphasis on Finance, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Sept - Dec 2008
  3. MathFinance Resources
    1. Financial Numerical Recipes in C ++ - A webpage by Bernt Arne Ødegaard
    2. ClickOptions - an online trading platform for derivatives and structured products
    3. Stochastic Programming Community Home Page
    4. MathCode C++: Generates Optimized C++ Code from Mathematica Programs

22.Feb.2008
  1. MathFinance Job Exchange
    1. Quantitative Researcher / Quantitative Developer im Bereich Corporates & Markets der DekaBank für den Aufbau der Assetklassen übergreifenden Modell- und Methodenbibliothek.
    2. Erfolgreiche, innovative Asset Management Gruppe in Zürich sucht einen Spezialisten als Datenbank Entwickler/in /-Programmierer/in
    3. Stokes Professor of Financial Mathematics (Permanent) at Dublin City University
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    2. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 14 March, 11 April 2008
    3. Training Course on Measuring Market Risk with Value-at-Risk - Methods, Implementation & Validation, The University of Piraeus Research Centre, Athens, 14-15 March 2008
    4. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    5. Frankfurt MathFinance Conference, 17-18 March 2008
    6. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    7. Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
    8. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    9. NMF2008 - 2nd International Conference on Numerical Methods for Finance, Dublin, Ireland, 4-6 June 2008
    10. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    11. First Call for Papers: Fourth International Longevity Risk and Capital Markets Solutions Conference, Amsterdam, 25 Sept 2008
  3. MathFinance Resources

12.Feb.2008
  1. MathFinance Job Exchange
    1. Tenure-Track-Professur für Mathematik an der Universität St. Gallen
    2. Stokes Professor of Financial Mathematics (Permanent) at Dublin City University
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    2. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 15 Feb, 14 March, 11 April 2008
    3. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    4. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    5. Frankfurt MathFinance Conference, 17-18 March 2008
    6. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    7. Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
    8. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    9. NMF2008 - 2nd International Conference on Numerical Methods for Finance, Dublin, Ireland, 4-6 June 2008
    10. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
  3. MathFinance Resources

25.Jan.2008
  1. MathFinance Job Exchange
    1. Risikocontroller/-in at Assenagon Asset Management, Luxembourg
    2. Market Risk Managner/Modeling at Bank Austria, Vienna
    3. Credit Suisse Summer Internship in Fixed Income and Equities, London
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Financial Data Day at the Isaac Newton Institute, Cambridge, 31 Jan 2008
    2. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    3. Credit Suisse Equity Derivatives Workshop, Frankfurt, 6 March 2008
    4. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    5. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    6. Frankfurt MathFinance Conference, 17-18 March 2008
    7. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    8. Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
    9. PhD Quantitative Finance Day at the University of Zurich on Saturday, April 5 2008
    10. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    11. 14th International Conference on Computing in Economics and Finance, University of Sorbonne, Paris, June 26-28 2008
    12. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    13. Special Semester on Stochastics with Emphasis on Finance, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Sept - Dec 2008
  3. MathFinance Resources
    1. FormelBaska: DTP-Formeleditor und Setzhilfe für LaTeX und MathML

11.Jan.2008
  1. MathFinance Job Exchange
    1. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    2. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    2. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    3. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    4. Frankfurt MathFinance Conference, 17-18 March 2008
    5. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    6. Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
    7. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    8. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
  3. MathFinance Resources
    1. Foreign Exchange Risk. The book by Jürgen Hakala and Uwe Wystup has been reprinted in softcover

28.Dec.2007
  1. MathFinance Job Exchange
    1. Financial Engineer (m/w) at LBBW Capital Markets Trading und Sales, Stuttgart, Germany
    2. Quantitative Analyst (m/w) at LBBW Capital Markets Trading und Sales, Stuttgart, Germany
    3. Project Leader for applied R&D and service projects in Financial Mathematics / Financial Engineering at Institute of Data Analysis and Process Design (IDP), Zurich University of Applied Sciences (ZHAW)
    4. Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
    8. Professorship in Mathematical Finance at the Faculty of Mathematics of the University of Vienna
    9. Tenure-track Positions in Mathematics and Statistics at Universidad Nacional in Colombia
  2. MathFinance Events
    1. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    2. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    3. Frankfurt MathFinance Conference, 17-18 March 2008
    4. Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
  3. MathFinance Resources
    1. Investitionen: Bewertung, Auswahl und Risikomanagement von Siegfried Trautmann

12.Dec.2007
  1. MathFinance Job Exchange
    1. Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
    2. Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Nicole el Karoui on "The optimal stopping problem revisited", Berlin, January 24-25 2008
    2. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    3. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    4. Frankfurt MathFinance Conference, 17-18 March 2008
    5. Call for Papers: International Workshop on Credit Risk, Universite d'Evry Val d'Essonne, June 25-27 2008
    6. Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
  3. MathFinance Resources
    1. C/C++ and C/C# interfaces with Mathematica
    2. How to give a bad talk

26.Nov.2007
  1. MathFinance Job Exchange
    1. Senior Quantitative Developer at Barclays Global Investors (BGI), San Francisco
    2. Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
    3. Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
    4. Professor(s) / Associate Professor(s) / Assistant Professor(s) in the fields of financial engineering, information systems, logistics and supply chain management, optimization and operations research or related areas at the Chinese University of Hong Kong
    5. Senior Research Associate at University of Technology, Sydney, School of Finance and Economics, Faculty of Business, Quantitative Finance Research Centre
    6. Extraordinariat (W2) für Finanzmathematik an der Technischen Universität München
    7. Two Senior Research Fellows in Quantitative Finance at the Oxford-Man Institute, University of Oxford, starting 1st September 2008
    8. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    9. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    10. Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 - 29 November 2007
    2. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    3. Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
    4. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008,
    5. Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
  3. MathFinance Resources
    1. English-German translator for Excel functions
    2. New book by Christian Fries: Mathematical Finance: Theory, Modeling, Implementation
    3. New book by Peter Kohl-Landgraf: PDE Valuation of Interest Rate Derivatives. From Theory To Implementation

05.Nov.2007
  1. MathFinance Job Exchange
    1. Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
    2. Quantitative analysts/structurers and Strategists at junior to mid-level for Top Tier US and European Investment Banks, Energy companies, Software Houses, Hedge Funds and Asset Management in London, Hong Kong, Tokyo, Singapore and the US
    3. Faculty Positions in Actuarial Science and/or Mathematical Finance in the Robinson College of Business at Georgia State University
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Finance-Seminar Monte-Carlo-Methoden, Düsseldorf, 8 - 9 November 2007
    2. Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
    3. Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 - 29 November 2007
    4. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    5. Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
    6. MoneyScience Master Class - Mark Joshi: Implementing the LIBOR Market Model, London, 24 - 25 January 2008
    7. Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
  3. MathFinance Resources
    1. Exotic Option Calculator by Sitmo
    2. Benchmarks for Optimization Software by Hans Mittelmann
    3. Papers on automatic differentiation and greeks

15.Oct.2007
  1. MathFinance Job Exchange
    1. Tenure-track Appointment at the Department of Mathematics and Statistics at York Univesity
    2. University of California - Open level position in Stochastic Analysis
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
    2. Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 -29 November 2007
    3. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    4. Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
    5. Structured Products and Credit Derivatives, Paris, 27 - 28 March 2008
  3. MathFinance Resources
    1. eFinancialCareers - The Financial Job Marketplace

28.Sep.2007
  1. MathFinance Job Exchange
    1. ESG Business Development & Quantitative Analyst at DFA Capital Management Inc.
    2. Tenure-track faculty position at the rank of Assistant Professor in Financial Mathematics at the University of Western Ontario
    3. Rand Merchant Bank Post-doctoral Research Fellowship in Mathematical Finance
    4. The Applied Mathematics group at the Department of Mathematics and Computer Science, University of Antwerp is seeking a PhD student in Numerical Analysis
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
    2. Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 -29 November 2007
    3. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    4. Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
    5. Mathematics in Finance Conference, Berg-en-dal Camp, Kruger National Park, South Africa, 1 - 6 September 2008
  3. MathFinance Resources
    1. New book by Guus Balkema and Paul Embrechts: High Risk Scenarios and Extremes - A geometric approach
    2. New book by Wüthrich, Bühlmann und Furrer: Market-Consistent Actuarial Valuation
    3. Special issue of Finance and Stochastics: Computational Methods in Finance

10.Sep.2007
  1. MathFinance Job Exchange
    1. Trading & Derivatives der Privatbank Sal. Oppenheim jr. & Cie. sucht eine(n) Mitarbeiter(in) im Frontoffice für die Modellentwicklung von exotischen Derivaten
    2. The Department of Mathematical and Statistical Sciences at the University of Alberta invites applications for a tenure-track position in the area of Mathematical Finance
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, 17-22 Sept 2007
    2. The 4th Fixed Income Conference: London, 19-21 Sept 2007
    3. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    4. Conference on Finance, Stochastics and Insurance, University of Bonn, Germany, February 25-29 2008
  3. MathFinance Resources
    1. The Fourier Space Time-stepping (FST) calculator by Vladimir Surkov
    2. New book by Wiley Finance: How I Became a Quant: Insights from 25 of Wall Street's Elite edited by Barry Schachter and Richard R. Lindsey
    3. marketindex - ABN AMRO's new trading platform for active traders

16.Aug.2007
  1. MathFinance Job Exchange
    1. Head of Portfolio Solutions at Barclays Global Investors (BGI) San Francisco, CA
    2. Risk Manager at Frankfurt School of Finance & Management: European Fund for Southeast Europe
    3. Nachwuchskräfte im Controlling und Portfolio Management, Atel Energie AG Düsseldorf
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, 17-22 Sept 2007
    2. The 4th Fixed Income Conference: London, 19-21 Sept 2007
    3. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
  3. MathFinance Resources
    1. New book by Wiley Finance: Credit Risk Modeling using Excel and VBA , with DVD by Gunter Löffler, Peter N. Posch

23.Jul.2007
  1. MathFinance Job Exchange
    1. Postdoctoral Research Fellowship in Mathematical Finance, Vienna Institute of Finance
    2. Market Risk Manager/Modeling, Bank Austria Creditanstalt AG
    3. Postdoctoral Fellow(s), Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The 4th Fixed Income Conference: London, 19-21 Sept. 2007
  3. MathFinance Resources
    1. Foundation of: The Oxford-Man-Institute of Quant Finance

02.Jul.2007
  1. MathFinance Job Exchange
    1. Senior Postdoctoral Research Fellow at the Oxford-Man Institute, University of Oxford: Market Microstructure Modelling
    2. Research Associate Position at University of New South Wales, Australia
    3. Financial Engineers Capital Market Structures (Equities/Rates), Erste Bank, Wien
    4. A Position as an Associate Professor, University of Aarhus
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 4 – 6 July 2007
    2. The 4th Fixed Income Conference: London, 19-21 Sept. 2007
  3. MathFinance Resources
    1. Online Academic Advisor - a social networking website for the global academic community
    2. Investitionen: Bewertung, Auswahl und Risikomanagement von Siegfried Trautmann

11.Jun.2007
  1. MathFinance Job Exchange
    1. Faculty Positions in Financial Engineering, Reykjavík University
    2. Zwei Praktikanten/innen in Frankfurt für den Bereich Quantitative Analysis, Sal. Oppenheim
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Modelling Cross-Commodity Relations for Energy Markets - electricity, gas and CO2. Stockholm, June 19-20 2007
    2. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Hong Kong 25-27 June 2007
    4. Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
    5. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 4 – 6 July 2007
    6. 1st Leipzig Workshop on Quantitative Risk Management, Radisson SAS Hotel Leipzig, 5-7 Sept 2007
    7. The 4th Fixed Income Conference: London, 19-21 Sept. 2007
  3. MathFinance Resources
    1. Attilio Meucci's MATLAB routines for risk and portfolio management available

14.May.2007
  1. MathFinance Job Exchange
    1. Research Associate in the Area of Financial Mathematics and Econometrics, ZHW, Zürich
    2. Financial and Economic Modeling, DFA Capital Management Inc., Cologne, Germany; Zurich, Switzerland; and Purchase, NY
    3. Client-focussed Quant at European corporate derivatives and structured products origination group, Credit Suisse
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    7. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Hong Kong 25-27 June 2007
    2. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    3. d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
    4. Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
    5. 57th Annual Meeting - Midwest Finance Association, February 27-March 1, 2008
  3. MathFinance Resources
    1. New book by Nikolai Dokuchaev: Mathematical Finance: Core Theory, Problems and Statistical Algorithms

23.Apr.2007
  1. MathFinance Job Exchange
    1. Client-focussed Quant at European corporate derivatives and structured products origination group, Credit Suisse
    2. Assistant or Associate Professor of Finance, Warwick Business School
    3. Spezialist ALM Entwicklung C++ (w/m) Aktiv-/Passiv-Steuerung, Postbank
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    8. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
    2. 4. Derivate-Stammtisch Düsseldorf, 31 Mai 2007
    3. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    4. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    5. d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
    6. Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
    7. Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
  3. MathFinance Resources
    1. Master of Quantitative Finance (M.SC.) at Frankfurt School of Finance & Management

10.Apr.2007
  1. MathFinance Job Exchange
    1. Research Assistant at the Department of Finance at HHL - Leipzig Graduate School of Management
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    6. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    2. Finance Courses in Amsterdam
    3. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
    4. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
    5. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    6. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    7. d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
    8. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, September, 17th-22nd, 2007
    9. Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
  3. MathFinance Resources

16.Mar.2007
  1. MathFinance Job Exchange
    1. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    2. IT-Consultant /Developer, Sal. Oppenheim, Frankfurt
    3. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    6. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Finance Courses in Amsterdam
    2. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
    3. Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 – 23 March 2007
    4. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    5. Frankfurt MathFinance Workshop March 26-27, 2007
    6. Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 – 30 March 2007
    7. Computational Finance World Congress, March 26, 2007, London
    8. Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
    9. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    10. Short Course on "Mathematics of Electricity Supply and Pricing", Queensland, 22-27 April 2007
    11. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
    12. Financial Econometrics and Forecasting, April 23-27, 2007, Geneva, Switzerland
    13. Private Equity, April 30 - May 3, 2007, Geneva, Switzerland
    14. Interest-Rate Models: Theory and Practical Applications, May 7-11, 2007, Geneva, Switzerland
    15. Calibration, Estimation and Numerical Methods in Finance, May 21-25, 2007, Geneva, Switzerland
    16. Practical Solutions for Econometric Issues in Asset Allocation, May 28-June 1, 2007, Geneva, Switzerland
    17. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    18. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    19. d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
    20. Structured Products, August 27-31, 2007, Geneva, Switzerland
    21. Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
  3. MathFinance Resources
    1. Two key journals in fund management from Palgrave Macmillan

01.Mar.2007
  1. MathFinance Job Exchange
    1. Full Time Associate at Risk and Quantitative Analysis Group (RQA) of Credit Suisse Fixed Income Department
    2. Full Time Position at Global Modeling and Analytics Group (GMAG) of Credit Suisse Fixed Income Department
    3. Quantitative Summer Institute at Credit Suisse Fixed Income and Equities Department - Summer Internship
    4. Quantitative Analyst, Risk Control at Erste Bank der Oesterreichischen Sparkassen AG, Vienna
    5. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    8. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Finance Courses in Amsterdam
    2. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007, New York City, 18 - 20 April 2007, Hong Kong 25-27 June 2007
    3. Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 – 23 March 2007
    4. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    5. Frankfurt MathFinance Workshop March 26-27, 2007
    6. Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 – 30 March 2007
    7. Computational Finance World Congress, March 26, 2007, London
    8. Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
    9. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    10. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
    11. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    12. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
  3. MathFinance Resources
    1. Looking for a Job in London? Why not take a look at CanaryWharfJobs.com
    2. Developing Add-ins (XLLs) in Excel 2007
    3. New Book on Mathematical Finance: Core Theory, Problems and Statistical Algorithms by Nikolai Dokuchaev

14.Feb.2007
  1. MathFinance Job Exchange
    1. Reader / Lecturer in Financial Mathematics at King's College London
    2. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    3. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    5. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Einladung zum 3. Derivate-Stammtisch, 14. Februar, Buttershaker in Düsseldorf
    2. Finance Courses in Amsterdam
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007, New York City, 18 - 20 April 2007, Hong Kong 25-27 June 2007
    4. Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 – 23 March 2007
    5. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    6. Frankfurt MathFinance Workshop March 26-27, 2007
    7. Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 – 30 March 2007
    8. Computational Finance World Congress, March 26, 2007, London
    9. Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
    10. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    11. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
    12. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    13. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
  3. MathFinance Resources
    1. Buy at 20% Discount: Wiley's Book of the Month: The LIBOR Market Model in Practice
    2. Online Academic Advisor
    3. C(omp)++: a new Collective Knowledge Portal for the Computational Finance community

31.Jan.2007
  1. MathFinance Job Exchange
    1. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    2. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    4. Position in the Wissenschaftskolleg "Differential Equation Models in Science and Engineering", Financial and Actuarial Mathematics at Vienna University of Technology, Austria
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
  2. MathFinance Events
    1. Finance Courses in Amsterdam
    2. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007, New York City, 18 - 20 April 2007, Hong Kong 25-27 June 2007
    3. Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 – 23 March 2007
    4. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    5. Frankfurt MathFinance Workshop March 26-27, 2007
    6. Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 – 30 March 2007
    7. Computational Finance World Congress, March 26, 2007, London
    8. Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
    9. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    10. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
    11. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques, London, 7 - 8 June 2007
    12. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
  3. MathFinance Resources
    1. Fractal Geometry
    2. Economymodels.com
    3. Monte Carlo Excel Sheet with Parser

15.Jan.2007
  1. MathFinance Job Exchange
    1. Faculty Positions in Systems Engineering and Engineering Management, Chinese University of Hong Kong
    2. Junior Quantitative Developer, LPA, Frankfurt a.M.
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    2. Frankfurt MathFinance Workshop March 26-27, 2007
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
    4. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
    5. Computational Finance World Congress, March 26, 2007, London
    6. Call for papers: Journal of Risk Management in Financial Institutions
  3. MathFinance Resources
    1. Drawing in LaTeX
    2. New Book on Copulasby Jörn Rank
    3. A Atructured Products Pricing Tool by Dimitri Reiswich

20.Dec.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    2. Frankfurt MathFinance Workshop March 26-27, 2007
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
    4. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
    5. Call for papers: Computational Methods in Finance, July 26-27, 2007, Waterloo, Canada
  3. MathFinance Resources
    1. UnRisk 2.5 released

06.Dec.2006
  1. MathFinance Job Exchange
    1. Front-Office Entwickler C++ & Java (m/w) bei Quanteam
    2. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Einladung zum 2. Derivate-Stammtisch am 14.12. in Düsseldorf
    2. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    3. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    4. Frankfurt MathFinance Workshop March 26-27, 2007
    5. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
    6. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
    7. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
  3. MathFinance Resources
    1. Certificate in Quantitative Finance: Start on January 3rd 2007 - Just a few places left!!
    2. Wiley's Book of the Month: FX Options and Structured Products by Uwe Wystup

15.Nov.2006
  1. MathFinance Job Exchange
    1. Front-Office Entwickler C++ & Java (m/w) bei Quanteam
    2. Barclays Capital Campus Recruitment
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Einladung zum 1. Derivate-Stammtisch am 16.11. in Düsseldorf
    2. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
    4. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
  3. MathFinance Resources
    1. Kreditderivate und Kreditrisikomodelle - New Book by Martin, Reitz and Wehn
    2. Haskell - A Computer Programming Language

30.Oct.2006
  1. MathFinance Job Exchange
    1. Faculty Position in Financial Engineering at Bilkent University, Department of Industrial Engineering
    2. Tenure-track faculty and Postdoctoral positions at Cornell University, School of Operations Research & Industrial Engineering
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    2. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. Louis Bachelier’s: Theory of Speculation - The Origins of Modern Finance
    2. Wiley's Book of the Month: Introduction to C++ for Financial Engineers with CD by Daniel J. Duffy

10.Oct.2006
  1. MathFinance Job Exchange
    1. PhD students and PostDocs in the START Prize Project "Geometry of Stochastic Differential Equations", TU Wien
    2. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Modelling & Measuring Energy Commodities Risk 2006, Conference 14-15 November, Workshop 16 November, London
    2. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    3. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    4. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. Certificate in Quantitative Finance

25.Sep.2006
  1. MathFinance Job Exchange
    1. Tenure-Track Faculty Position in Mathematical Finance, University of Western Ontario
    2. Quantitative Analyst / Spezialist im Bereich Modellvalidierung (m/w), Hypo Real Estate Holding AG
    3. Business Analysts, Consultants, Senior Consultants (m/w) - Risikomanagement Financial Risk Solutions, Deloitte
    4. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    2. Alternative Risk Transfer, Capital and Liability Solutions for Insurers: An Introduction to Modern Techniques in Liability Driven Investment, Risk Management & Capital Optimisation, Central London, 9 - 11 Oct 2006
    3. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    4. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
  3. MathFinance Resources
    1. Draft version of "Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation" by Floyd B. Hanson
    2. FDOM Excel Interface and Object Library Software
    3. Wiley's Book of the Month: Inside Volatility Arbitrage: The Secrets of Skewness by Alireza Javaheri
    4. Stable library and interfaces

12.Sep.2006
  1. MathFinance Job Exchange
    1. Quant Analyst Cross-Asset Exotics, Sal. Oppenheim jr. & Cie. Frankfurt
    2. Tenure Track Positions in Quantitative Finance: University of Texas at Austin
    3. Open level position in Stochastic Analysis (particularly Mathematical Finance), University of California
    4. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    2. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    3. Alternative Risk Transfer, Capital and Liability Solutions for Insurers: An Introduction to Modern Techniques in Liability Driven Investment, Risk Management & Capital Optimisation, Central London, 9 - 11 Oct 2006
    4. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    5. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    6. Quantitative Methods in Finance 2006, Dec 13 -16, 2006, Sydney
    7. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. Janos D. Pinter's new book on Global Optimization with Maple

28.Aug.2006
  1. MathFinance Job Exchange
    1. Ph.D. Student or Postdoc in Credit Risk Modelling, Vienna University of Technology
    2. Quantitative Energy Analyst, Stark Investments
    3. R&D in Computational Finance, NEC Europe Ltd., C&C Research Laboratories, Sankt Augustin, Germany
    4. Junior Quantitative Developer, Lucht Probst Associates GmbH, Frankfurt a.M.
    5. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    2. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    3. Alternative Risk Transfer, Capital and Liability Solutions for Insurers: An Introduction to Modern Techniques in Liability Driven Investment, Risk Management & Capital Optimisation, Central London, 9 - 11 Oct 2006
    4. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    5. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
  3. MathFinance Resources
    1. Finance and Stochastics, Volume 10, Number 3

14.Aug.2006
  1. MathFinance Job Exchange
    1. R&D in Computational Finance, NEC Europe Ltd., C&C Research Laboratories, Sankt Augustin, Germany
    2. Junior Quantitative Developer, Lucht Probst Associates GmbH, Frankfurt a.M.
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo