Displaying 72 jobs
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09 May 2008 17:19
UK -
Entry level quantitative analyst required developing framework for pricing and risk management.
This role is within a Hedge Fund working in the quantitative analytics teams.
The role will involve:
Developing framework for pricing and risk management.
supporting, upgrading and debugging the software
liaising with other quants, traders
Liaising with IT to deliver the analytics to systems for use by the business
supporting other quant researchers with program... more
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09 May 2008 14:09
LONDON - Excellent Basic, plus %age of returns - Negotiable
Senior Quant Researcher/Trader – Commodities/CTA – LONDON:
A highly regarded hedge fund are currently growing the CTA part of their firm. They are hiring experienced and technically outstanding Quantitative Traders with Systematic models with strong, profit generating, high frequency strategies that can either be fully implemented from day 1, or new models that can be developed and researched, in order to be improved and back tested before implementation.
Y... more
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07 May 2008 15:43
Atlanta - Competitive based on experience and qualifications
Hyde Park Global Investments, a hedge fund based in Atlanta, is currently looking for a highly motivated individual to join our dynamic and energetic quantitative team to assist with the development of new statistical arbitrage models. This person will also need to implement, validate and document improvements to the fund’s proprietary mathematical algorithms as needed.
The successful candidate should have excellent quantitative and data analysis skills, along ... more
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03 May 2008 01:07
New York - highly competitive/commensurate
Multi-billion dollar international Fund of Funds seeks an Analyst to assist their investment team.
The analyst's responsibilities will include in-depth hedge fund analysis and recommendations for the firm's various funds of funds and for its managed accounts.
The analyst will evaluate the capabilities of investment managers world-wide for the development of new products and the on-going monitoring of existing offerings – covering equity, fixed-income, ... more
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03 May 2008 00:50
CT - highly competitive/commensurate
Leading Multi-strategy Hedge fund in CT is seeking a Quant Programmer for the Equity Statistical Arbitrage desk. As a member of the team, the position entails development and support of the software infrastructure and the daily operations of a proprietary equity trading strategy. The set of responsibilities may broaden to include trading. Qualified candidates will have strong proficiency in C++, C, SQL, TCP/IP sockets, threads, and network programming, have exper... more
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02 May 2008 23:45
New York - highly competitive
Our client is a global multi-strategy hedge fund.
They are looking for several talented C# developers, ideally with experience developing trading analytics to join their team. Depending on experience one would be assigned to the business line they're best suited to support.
Responsibilities will include writing and maintaining multiple applications which will be used by portfolio and risk managers within the firm.
for some roles the job will require fol... more
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02 May 2008 23:43
New York - highly competitive
Multi-billion dollar global multi-strategy hedge fund is looking for a market risk analyst. This is a unique opportunity to work alongside the business, evaluating risk exposure and advising on hedging Responsibilities -
Monitor market activity, conduct daily review of market news and movement
review positions taken by the business and changes to the positions, analyze risks sensitivities & VaR figures
Monitor global limits and take action when necessary
Da... more
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02 May 2008 16:39
London - Aprox £80,000
My client is a hedge fund within a tier 1-investment bank, with a position in London. The fund trades on European and US equity markets. It employees diversified strategies including a range of frequencies, intra-daily (in tick-by-tick data series), daily and weekly.
The business is in a state of growth and is looking to hire a quantitative developer (C++) for a role that will involve implementing trading models that have been developed by the strategy team.... more
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02 May 2008 15:34
London - Competitive
Man Investments is one of the world’s largest hedge fund managers and part of Man Group plc, a leading FTSE100 company. We are looking for exceptional individuals who possess a postgraduate degree in a relevant discipline for permanent positions in our London-based AHL Research group.
The role involves research, design and development of quantitative models which predict price movements in financial instruments using fundamental data from both financial and ma... more
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30 Apr 2008 18:24
San Francisco - Excellent Base + Bonus
Lead the confirmations team for all North American traded OTC derivatives within a leading investment firm.
Responsibilities:
•Recruit, train, and manage the team responsible for all daily functions related to the confirmations process
•Resolve trade disputes and help proactively manage processes to support business growth.
•Provide business expertise on functional and process requirements
•Partner with Portfolio managers to proactively manage the risk as... more
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29 Apr 2008 09:39
London - £50000-900000
My client is a hedge fund within a tier 1-investment bank, with a position in London. The fund trades on European and US equity markets. It employees diversified strategies including a range of frequencies, intra-daily (in tick-by-tick data series), daily and weekly.
The business is in a state of growth and is looking to hire a quantitative developer (C++) for a role that will involve implementing trading models that have been developed by the strategy team.... more
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25 Apr 2008 14:46
Stamford, CT - Open
Financial software and consulting firm is seeking a mid-level C++ developer. Candidate will develop investment/risk management/trading systems for hedge funds and investment banks. Candidates must have at least 3 years of industry experience and basic financial product knowldge in FX, Fixed Income, Derivatives and other asset classes. Candidate must be highly skilled in C++ and OOD and have experience with SQL, Win32, UNIX, and GUI (using MFC or .NET). Strong co... more
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25 Apr 2008 14:44
New York - Open
Top tier investment bank seeks Quantitative Analyst for Risk Analytics Group. This group is responsible for developing quantitative pricing and risk management models for credit risk and hedge fund risk. Credit risk projects include development of pricing and simulation models for interest rate, equities, commodities, FX and credit derivatives. Hedge fund risk management projects involve the development of methodologies to measure specific risk and will require ... more
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24 Apr 2008 18:41
San Francisco -
BGI’s Alpha Management Group (AMG) is responsible for the construction, support, and maintenance of its fund of hedge funds products. The group supports the AlpEx Products, a fund of externally managed hedge funds.
The core responsibility of this role is focused on the research and development of the external fund of hedge funds products, while providing general support to the rest of the business. The role spans research, data management, and data infrastructu... more
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24 Apr 2008 18:11
San Francisco -
Barclays Global Investors (BGI) is America's largest money manager, providing structured investment strategies such as indexing, risk-controlled active products, and exchange traded funds to investors worldwide. For 35 years, BGI has been at the forefront of developing innovative investment ideas, applying science and technology to the investment process. Headquartered in San Francisco and winning first place in the SF Business Times' ''Best Places... more
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23 Apr 2008 09:29
LONDON - Superb Package
A Systematic/Prop Trading group require a high calibre real-time Trading Systems developer to work on the deployment of high frequency Trading models on behalf of the Traders and Head of Algorithmic Trading. You will be working on multiple asset class based models of varying frequency, and will enjoy working on systems with the fastest connections on the market to various exchanges.
You must have and expert level of C++ on Windows and/or Unix/Linux, and be conf... more
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23 Apr 2008 09:28
LONDON - Excellent Package - flexible
High Frequency Trading Systems – Quant Developer – London
A Systematic/Prop Trading group require a high calibre real-time Trading Systems developer to work on the deployment of high frequency Trading models on behalf of the Traders and Head of Algorithmic Trading. You will be working on multiple asset class based models of varying frequency, and will enjoy working on systems with the fastest connections on the market to various exchanges.
You must have and ... more
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17 Apr 2008 22:39
Greenwich - Open
Prestigious Hedge Fund is looking for Quantitative Research Analysts to join their expanding team in Greenwich, CT. Candidate must possess a degree in a quantitative field (Economics, Computer Science, Math, Physics, etc.), with strong GPA and SAT scores. In addition, ideal candidate will have 1-2 years of experience; currency strategy experience would be ideal, but not required. This individual must have strong programming skills, VBA and SQP; C++ and/or Java ... more
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17 Apr 2008 10:38
LONDON - Market Leading
REAL TIME TRADING SYSTEMS – Quant Researcher – Hedge Fund – London:
A highly prestigious Quantitative Hedge Fund require a top class mathematician to join the Trading Research Group. You must show a track record of immense quality, with a top PhD in a highly numerate discipline, from a leading University. If this is not the case you will not be considered.
The group is has around 8 members, with some specialist developers, and some algorithm experts. You wi... more
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17 Apr 2008 10:36
LONDON - Excellent package - flexible depending on experience
REAL TIME TRADING SYSTEMS – Quant Researcher – Hedge Fund – London:
A highly prestigious Quantitative Hedge Fund require a top class mathematician to join the Trading Research Group. You must show a track record of immense quality, with a top PhD in a highly numerate discipline, from a leading University. If this is not the case you will not be considered.
The group is has around 8 members, with some specialist developers, and some algorithm experts. You wi... more
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