LEADING SPECIALIST QUANTITATIVE RECRUITMENT FIRM FOR FINANCIAL INDUSTRY Millar Associates International Search and Selection
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New

Snr Market Risk Manager, Risk Oversight (Equities & Commodities)

Ref: RMRO-2608

New

Quantitative Risk Analyst – Interest Rate Derivatives

Ref: QRAIR-2008

New

RAD Developer, Risk Management Group

Ref: RAD-2008

New

Quantitative Risk Analyst - Equity Derivatives

Ref: QRAED-1908

New

Senior Quant, Model Building & Library Development (Rates)

Ref: SQAF-2705

Head of VaR Analytics Group

Ref: VARA-1207

New

Head of Market Risk Stress Testing

Ref: HMRST-0207

Quantitative Risk Analyst

Ref: QRA-1006

New

Senior Quant Analyst (Rates), Model Risk

Ref: SQAR-0706

New

Head of Risk Methodology, Development & Systems

Ref: HRMDS-0406

C++ Developer, Rates & Currencies Technology

Ref: RCT-1205

Head of Fixed Income High Frequency Algorithmic Trading

Ref: HFIAT-2804

Snr Analyst Developer, Bond Trading Desk

Ref: SADBT-1904

Interest Rate Quant, Yield Curves & RV

Ref: YCRV-1203

New

Front Office Quant Developer – Multi-Asset Trading

Ref: DMAT-2701

New

Structured Credit Risk Manager

Ref: SCRM-2711

Algorithmic Trading Quant - Microstructure Research (Assoc/VP)

Ref: DATQ-3004

Analytic Libraries Quant Developer

Ref: ALQD-1407

Snr Murex Quant Analyst (Front Office)

Ref: MQ-2205

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