Since I have been looking for a quant-related job, I share several sites I personally find useful:

Worldwide:
http://www.efinancialcareers.com
http://www.quantspot.com
http://www.quantster.com/
http://www.quantfinancejob.com/forum/
http://www.wilmott.com/categories.cfm?catid=5  
http://www.monster.com

Germany & Switzerland:
http://www.stepstone.de/home_fs.cfm
http://www.jobpilot.de/
http://www.monster.de/
http://www.jobware.de/

Asia (excluding China):
http://quantfinanceasia.com/index.php    
http://www.monster.com.sg/index.html  
http://www.jobsdb.com/Singapore/    
http://www.jobstreet.com.sg/
http://app.www.sg/directory.asp?type=Work&id=14

China:
http://quanthr.com/bbs/forum-9-1.html
http://www.51job.com/
http://www.zhaopin.com/
http://www.jobchina.net/

help me complete the list if you have sites I am not aware of, cheers.

Functional Gradient Descent (FGD) is a method of nonparametric time series analysis, useful in particular for estimating conditional mean, variances and covariances for very high-dimensional time series. FGD is a kind of hybrid of nonparametric statistical function estimation and numerical optimization. In fact, the idea of FGD comes from the fact that boosting can be viewed as an optimization algorithm in function space. This method employs an iterative refitting of generalized residuals, based on a given statistical procedure called base learner, to approximate the first two conditional moment functions of a multivariate process. An appealing feature of this expansion is that it is a nonlinear nonparametric model that directly nests the Gaussian diagonal VAR model, the Gaussian GARCH model and the multivariate CCC-GARCH as simple, starting special cases. The FGD model is fitted using conventional maximum likelihood together with a cross-validation strategy that determines the appropriate number of additive terms in the final expansions.

Interested ppl shall download the Splus codes and data at http://www.raffonline.altervista.org/fgd/
PS: to be honest, this is not the area i am family with at all, download at your own risk

This tool can replicate and price any non path-dependent, continuous piecewise linear payoff function on a stock. You can use the tool to price and value option positions and simple structured products on a stock.

The Financial Engineering tool automatically replicates and prices a given continuous piecewise linear payoff function. So far the tool can only handle payoffs on a stock, where the payoff is denominated in the same currency as the stock.

Long ago I shared a Financial Model Excel Spreadsheets Library by Thomas Ho, here is another long list of free financial excel spreadsheets for financial planning and analysis, although most of them are for corporate finance practitioners in my view, there are some samples which might be of your interest, for example:

Risk Premium - Calculates the implied risk premium in a market.
NPV & IRR  - Explains Internal Rate of Return, compares projects, etc.
Black Scholes Option Pricing - Excel add on for the pricing of options.
Forex  - Foreign market exchange simulation for Excel
Breakeven Analysis  - Pricing and breakeven analysis for optimal pricing
Option Trading Workbook - Educational toolkit for using Excel for Options
EVA Model - Template worksheets for calculating Economic Value Added (EVA)
...

Download at http://www.exinfm.com/free_spreadsheets.html

Another derivative calculator shared with you, ATOM - Advanced Tool for Option Modelling is a C++ option calculator covers:

price, implied volatility and Greek letters;
Black-Scholes analytic formula;
binomial tree lattice;
Cox-Ross-Rubinstein parametrisation;
Jarrow-Rudd equal-probabilitiy parametrisation;
control variable technique;
Broadie-Detemple penultimate node analytic approximation;
Monte carlo simulation with the following variance reduction and normal sampling techniques:
antithetic variable;
moment matching, also known as quadratic re-sampling;
Mersenne Twister pseudo-random numbers;
Halton quasi-random numbers;
Box-Muller polar normal inversion;
Moro normal inversion;
unlimited maximum number of steps in binomial trees and unlimited maximum number of trials and time intervals in Monte carlo simulations;
exotic option support: Asian average price, binary cash-or-nothing and asset-or-nothing, chooser option;