


        <feed xmlns="http://www.w3.org/2005/Atom">
            <id>http://www.quantfinancejobs.com/</id>
            <title>Latest Jobs | QuantFinanceJobs.com</title>  
            <subtitle>The QuantFinanceJobs.com Jobs Web Feed</subtitle>
            <link href="http://www.quantfinancejobs.com/jobs/webfeeds/atom.aspx" rel="self" />  
            <link href="http://www.quantfinancejobs.com/jobs/" />  
            <updated>2013-06-19T14:12:47Z</updated> 
      
            <entry>  
                <title>Tier 1 Hedge Fund Hiring PhD Portfolio Managers/ Geneva/ $Comp - Geneva, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14280</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14280" />  
                <updated>2013-06-19T10:40:33Z</updated>  
                <summary type="html"><![CDATA[Top Tier Hedge Fund are Looking to Hire highly talented PhD students from quantitative disciplines with a strong optimization focus and very robust C++ skills  to work as Assistant Portfolio Managers . The positions will be located in Geneva.

Role:-

The successful candidate will work with a portfolio manager to maintain and expand the  domestic and international equities portfolio. Possible tasks for the successful candidate would be overseeing and optimizing the trading of existing signals in developed or emerging markets as well as research and creation of new signals. Prior systematic trading experience is not a requisite although will be classed as desirable.

You will be involved in producing new trading ideas and this  will involve the application of mathematical modelling techniques. The role offers fantastic career progression and the individual will be responsible for developing high frequency trading models using mathematical and computational techniques and manipulating and analyzing very large time series data sets. Ideally the candidates will take on a senior role with more responsibility and running their own trading portfolio after 18 months to 2 years after working on the full life cycle and understanding the true values of the firm


Requirements:-

To apply for this position, you must ideally  have a first class degree and a PhD in ideally Signal Processing, Statistics, Operations Research, Maths, Econometrics.

The ideal candidate will be a PhD with optimization focus who is a very strong programmer in C++. 

Understanding of optimization theory and algorithms (including dynamic programming, large-scale linear and non-linear programming, interior point methods, genetic algorithms, simulated annealing and robust optimization, machine learning) a plus.

Attention to detail.

The firm have an academic, research orientated environment within their Quant team, so impressive academic credentials and papers are viewed very favourably. This is a great chance to learn from a highly profitable group of traders and develop skills in the practical application of trading systems strategy development across all target markets.

Please only apply if you fit the criteria above taking into consideration the importance of the programming in C++.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Jr. Coder – C/C++ - Automated Financial Trading Firm - $130 K + Bonus  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14279</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14279" />  
                <updated>2013-06-19T01:13:54Z</updated>  
                <summary type="html"><![CDATA[Jr. Coder – C/C++ - Automated Financial Trading Firm - $130 K + Bonus 

Location: NY, Chicago

Client: Our client is a one of the leading financial portfolio keeper with mainly into Financial Trading. They are here to manage and maintain the platform to be available for business mainly into financial markets. They transact for our clients in all key financial markets, including equities, bonds, currencies and commodities, so that capital flows and economies can grow.

Job Description: Our Client is looking out for talents for the entry/Junior Developer positions who are going to work with skilled and talented Sr. Professionals. The main job is to develop the software model using the strategies within the financial markets according to the requirement of the Financial strategist’s of the Company.

Requirements: 
•	Strong knowledge in C++ with 1 to 3 years of experience.
•	Strong Academics in Top universities related to Computer Science, Statistics, Math, Engineering, etc...
•	Strong knowledge in Test Cases, Code Compilers.
•	Java and MATLAB is a value added advantage.
•	Experience in Financial Trading Domain would be appreciated.

Contact:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference CHVI. Alternatively, please call our offices at 646-502-8555 and ask to speak with Chris for a confidential discussion. Thank you for your interest and we look forward to engaging with you. ]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>C++ Programmer – Automated Trading Company – NY &amp;Tristate -  $180K Basic - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14278</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14278" />  
                <updated>2013-06-19T00:55:28Z</updated>  
                <summary type="html"><![CDATA[C++ Programmer – Automated Trading Company – NY &Tristate -  $180K Basic + Bonus.

About:

Our client is a Leading producer of Automated Trading Algorithm’s, they headquartered in New York looking to expand the strength of R&D team by positioning more Software programmers for their offices located in NY & Tri-state. Our clients had built a strong base in present financial market by building many of the best Automated Trading Algorithms available in today’s market. They are into creating and developing Automated Trading Algorithms for many buy or sell groups in USA.

Roles:

This work includes implementation of interfaces to proprietary, analytical applications, databases, implementation of remote communications systems.
Development of tools to provide high levels of automation to internal processes. 
Programming in C++ in creating a new Algorithm. 
Developing an existing algorithm to increase the business performance of buy or sell groups.

Requirements:

B.S/ M.S/Ph d in Computer Science field from one of the top ranking Universities in USA.
1- 6 years of experience in C++ programming from any industry
Strong knowledge & exposure throughout Academics & carrier in programming C++.
Skills & Experience in Perl, Python & Matlab would an added advantage.
Excellent records in Academics such as winning a Olympiad/Scholarship or any programming competitions would be appreciated.

Contact:

If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “MHSH“.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Leading Investment Banker requires - C++ Software Developer NY, USA  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14277</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14277" />  
                <updated>2013-06-18T21:54:20Z</updated>  
                <summary type="html"><![CDATA[Leading Investment Banker requires - C++ Software Developer NY, USA - $120K – 180K + Excellent bonus potential

Firm:
•	The firm engages in market making and trading across global equities, fixed income, foreign exchange, options and futures. They are the leading source of liquidity in U.S. equities among all securities firms across NYSE- and NASDAQ-listed stocks.
•	The team is looking for an exceptional developer to join the team ASAP. The Client is open to candidates from both finance and non financial backgrounds.
 REQUIREMENT:
•	At a minimum, 3-5 years exposure to the financial markets, specifically the derivative markets and its software products (i.e. trading systems, structuring tools, risk management applications).
•	Masters Degree in Physics, Mathematics or Computer Science required.
•	A demonstrable record of delivering quality software.
•	Expertise in C/C++ programming and must be skilled in a variety of operating systems, scripting languages and building systems.
•	Advocate for Continuous Integration, testing and modern software engineering practices, including peer reviews and technical documentation.
•	PhD is advantageous, but not mandatory.
RESPONSIBILITIES
•	Use complex High Performance Computing Techniques to optimize and tune the core analytics libraries
•	Work closely with front office quant/tech teams across a number of desks including equities, rates, exotics, hybrids.
•	Join a front office team in a fast paced and dynamic environment.

CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference ‘HEKU’. Alternatively, please call our offices at 646-502-8555 and ask to speak with Hemanth for a confidential discussion. Thank you for your interest and we look forward to engaging with you.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Principal Quantitative Analyst for Citizens Bank - Boston, United States, Providence, United States, Stamford, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14276</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14276" />  
                <updated>2013-06-18T20:40:13Z</updated>  
                <summary type="html"><![CDATA[Responsibilities 

Are you mathematically inclined, always up for a challenge and able to work well in a team? If so, you’ll thrive as a Principal Quantitative Analyst at Citizens Bank. You’ll identify and evaluate opportunities to improve pre-and-post default performance on a wide range of consumer loan portfolios. In return, you’ll have an outstanding platform for thought leadership as well as access to some of the world’s best academic resources.
 
Citizens Bank
We believe that a good bank is not only good to its customers, but also to its colleagues. When you become a Citizens colleague, you’ll be part of an organization that’s involved in our communities, giving back and always striving to do what’s right. It’s a workplace you can feel good about. And we give back to you by supporting you in your career and rewarding your commitment with all the benefits you’d expect from one of the nation’s leading banks – as well as some that will likely exceed your expectations. You’ll also see that we’re always looking for new ways to enhance your career, as well as your life. That’s what a good bank does.

As a Principal Quantitative Analyst your main responsibilities will involve:
•Analyzing business problems and making recommendations for improvement
•Developing and delivering regular reports to high-level management
•Implementing strategies in conjunction with other teams
•Designing statistical and mathematical models for reporting and predictive analytics
•Independently leading medium-complexity projects

Qualifications 

 Required Qualifications:
•5 years of relevant quantitative experience
•2-3 years experience programming in SAS, SQL
 Preferred Qualifications: 
•5 years financial or quantitative experience
•5 years experience programming in SAS, SQL
•Master’s  degree in a quantitative disciple (e.g. Mathematics, Statistics, Engineering, Physics, Computer Science, Economics)
Education:
Bachelor’s degree in a quantitative disciple (e.g. Mathematics, Statistics, Engineering, Physics, Computer Science, Economics)

Hours and Work Schedule 

Hours per Week:   40
Work Schedule:    Monday-Friday 8:00AM-5:00PM
 

Equal Employment Opportunity 

It is the policy of RBS Citizens, N.A. to provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to race, color, ethnicity, religion, gender, pregnancy/childbirth, age, national origin, sexual orientation, gender identity or expression, disability or perceived disability, genetic information, citizenship, veteran or military status, marital or domestic partner status, or any other factor protected by federal, state and/or local laws.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>C++ Programmer, Proprietary Quantitative Trading Group, New York, $150k + B - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14275</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14275" />  
                <updated>2013-06-18T00:16:55Z</updated>  
                <summary type="html"><![CDATA[Firm:
•	Our Client is one of the most successful and recognized as an innovative creator of state-of-the-art technology for quantitative trading.
Mandate:
•	You will join the Technology team which is responsible for all of the technology that drives the firm.
•	Working closely with researchers / developers on the optimal and efficient programming of trading algorithms.
•	Working with other programmers on the optimization and development of the firm's mission critical trading systems.
•	Development of analytics and risk management tools.
Requirements:
•	B.S in Computer Science from one of the top Universities
•	1 to 3 years full time industry programming experience in C++
•	Team player comfortable with an ethos of collegiate responsibility
•	“Heavy duty” quant skills and problem solving ability is essential
CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference THCH. Alternatively, please call our offices at 646-502-8555 and ask to speak with Thomas for a confidential discussion. Thank you for your interest and we look forward to engaging with you.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Entry Level C++ Programmer/Developer – Quantitative Trading Industry - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14274</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14274" />  
                <updated>2013-06-18T00:06:26Z</updated>  
                <summary type="html"><![CDATA[Entry Level C++ Programmer/Developer – Quantitative Trading Industry – San Francisco & Tri-state - $130,000 Basic + Bonus

Our client is one of the top most Quantitative Trading Algorithm developer who develops and implements advanced automated tools to convert quant trader’s strategies into orders. They are expert in developing successful low latency trading algorithms for high frequency trading.  Due to the extra ordinary delivery to their end client brought them more business and made a demand for next phase. As part of their transformation to the next phase they would like to employ a quantitative C++ programmer/Developer to strengthen their current development team in San Francisco & Tri-state.
Principal Responsibilities: 
•	You will be helping the senior researchers with collecting, collating & giving a statistical figure to the massive data.
•	You will be responsible for designing, developing and testing new risk management under minimal supervision. 
•	Identifying financial risk issues and providing solutions. Construct, verify/validate, and maintain a library of models to support enterprise wide risk management. 
•	Participate in the development of risk management tools by enhancing existing analytical models and focusing on designing and implementing new models. 
•	Implementation of C++ in development of Automated Trading Algorithms. 

Required: 
•	BS/ MS/ Ph d in computer science or related stream from one of the top universities. 
•	Strong knowledge and hands-on experience with C++ Programming. 
•	Ability to operate autonomously, as well as be an effective member of a broader team. 
•	Winning of Olympiad or any scholarship would be first preferred. 
•	Proved skill set and projects in C++.
•	Knowledge & experience in Java, Python & Matlab would be an added advantage.

Contact :
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “MHSH“.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Low Latency Software Developer for Automated Trading – San Francisco, CA - San Francisco, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14273</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14273" />  
                <updated>2013-06-17T20:36:26Z</updated>  
                <summary type="html"><![CDATA[Looking for an outstanding C++ or Java Developer for our client Automated Trading firm based in Los Angeles, CA

About the Client
Our client is a leading US Electronic trading firm focused on high frequency automated execution. . They are headquartered in Los Angeles with trading offices in New York and Chicago. They have a diverse and integrated global team of software developers driving the next generation suite of trading systems and algorithms.. Over the past 5 years, the firm has gained significant share outside of its core equity execution expertise into the global fixed income and commodities markets. 

Role
As an expert C++ or Java developer you will work with other quantitative developers, specialist PhD quantitative analysts, market impact and transaction cost researchers in developing the novel trading systems and algorithms for automated execution.. The firm enjoys a very rewarding compensation culture that is links employees closely (but collegiately) to the revenue performance of the firm. Your strengths and those of your colleagues in optimising automated trading logic and software is key to driving these numbers. 

Requirements
2 - 4 years of experience in industrial level Java and or C++ programming 
Strong quantitative ability in Maths, Physics or Statistical is highly desirable. 
Experience of working and analysing large datasets is a plus. Ivy league academic background in computer science at undergraduate and post-graduate level. 
No Financial domain experience is required. 
Excellent Communication skills with the confidence to work with senior traders.

Contact
If you find this role of interest, please submit your credentials to apply@mavenalpha.com, quoting the reference "SUSH" and or call us at +1 (646) 502-8555.

Website - www.mavenalpha.com]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Financial Technology Company Hiring Quantitative Client Services Lead/ Dubl - Dublin, Ireland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14272</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14272" />  
                <updated>2013-06-17T13:56:16Z</updated>  
                <summary type="html"><![CDATA[Leading financial technology company are looking for a quantitative lead to provide leadership  to their talented Pre-Sales and Professional Services Team  based in Dublin.


Role:-

The position requires significant depth in quantitative financial analytics as well as specific domain knowledge relevant to this company’s customers, their businesses and how their solutions can benefit them.

You will be required to:-


Ensure that all Pre-Sales and Professional Services activities in the EMEA region are carried out successfully in a timely and effective manner 


Act as a domain expert in discussions with prospects and clients. 


Work with Sales to identify solutions that the company’s technology and services can deliver to businesses in the  target markets. 


Recruit new Pre-Sales and Professional Services staff in the Dublin office when required and ensure they are successfully on-boarded and have the necessary understanding of  the company’s products and Client Services practices. 


Oversee professional development/training of direct reports, and, working closely with the Client Services Director and other Client Services Managers, ensure all members of the Client Services team reach a high standard of quantitative financial domain knowledge. 


Work with Research and Development in the management of an ongoing rotation system to enable suitable Client Services Team members to gain cross-functional training. 


Requirements:-

You must have a PhD in a mathematical / quantitative subject as a very fundamental quantitative depth is required.


Strong quantitative skills – applied mathematics with a focus on probability stochastic calculus, stochastic processes, partial differential equations and numerical analysis. 


Proficiency in all concepts of the financial derivatives market, in particular financial instrument valuations and risk management. 


Programming experience (C++, Python, Excel/VBA) and object-oriented design experience would be a big asset. 


Previous external client experience is a benefit, especially in presale product demonstrations and scoping and delivering Professional Services 


Very strong communication skills and the ability to convey complex information to a range of audiences and through a variety of mediums. 


Previous experience managing the work of others and furthering their careers with ability to mentor staff, both in technical areas and in personal development.  An outstanding candidate who fits the above criteria but just has the interest in managing a small team but can demonstrate the potential to manage a team, will also work.


Specific domain knowledge relevant to this company’s customers, their businesses and how this company’s solutions can benefit them, and experience using this company’s products are assets. 

Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>EMBEDDED C++ SYSTEMS ENGINEER FOR HIGH FREQUENCY TRADING - Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14271</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14271" />  
                <updated>2013-06-15T01:12:42Z</updated>  
                <summary type="html"><![CDATA[EMBEDDED C++ SYSTEMS ENGINEER FOR HIGH FREQUENCY TRADING. NY OR LA, $200K/+BONUS.

FIRM:
A leading fully automated algorithmic trading firm in US,  has an emerging senior position within an elite high frequency trading team. The position is for an experienced Embedded Systems Engineer to conceive, design, develop and deliver an ultra-low latency embedded software/hardware/network solution for running multiple high frequency strategies.

ROLE:
•	This role will demand/expect knowledge of higher level software development around C++, Linux/ Windows technology and Optimizing this platform by using network and systems programming, as well as other advanced techniques.
•	The environment is collaborative, fast paced and challenging, most suited to a highly driven individual with a great amount of pride in their work and a desire to work in a performance related and rewarding team.

REQUIREMENTS:
•	A strong background in data structures, algorithms, and object-oriented programming, preferably in C++ or Java.
•	Designing, implementing, and deploying high-frequency trading algorithms 
•	Exploring trading ideas by analyzing market data and market microstructure for patterns and creating tools to analyze data for patterns 
•	Contributing to libraries of analytical computations to support market data analysis and trading, Developing, augmenting, and calibrating exchange simulators 
•	Augmenting, improving, redesigning, and/or re-implementing low-latency/high-throughput production trading environment, which collects data from and disseminates orders to exchanges around the world 
•	Developing systems that provide easy access to historical market data and trading simulations 
•	Building risk-management and performance-tracking tools 
•	PhD, bachelor’s, and master’s in computer science, mathematics, physics, electrical engineering, and related fields are highly desirable.

CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at  646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you


]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Equity Capital Markets - C++ Software Developer NY, USA  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14270</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14270" />  
                <updated>2013-06-15T00:49:54Z</updated>  
                <summary type="html"><![CDATA[Equity Capital Markets - C++ Software Developer NY, USA - $150K – 180K +Bonus

Firm:
•	The firm engages in market making and trading across global equities, fixed income, foreign exchange, options and futures. They are  the leading source of liquidity in U.S. equities among all securities firms across NYSE- and NASDAQ-listed stocks.
•	The team is looking for an exceptional developer to join the team ASAP. The Client is open to candidates from both finance and non financial backgrounds.
 REQUIREMENT:
•	1-6 + years of experience in C/C++ development.
•	Very strong problem solving and critical thinking skills
•	Research and/or software development experience on Unix/Linux platform and/or Windows platform.
•	Working knowledge of common design and development practices including full life cycle development process.
•	Winner of a Putnam, Olympiad or Scholarship would be an added advantage.
•	MS, PhD in Math or Physics or Computer Science or Electrical or other engineering fields, is required.
RESPONSIBILITIES
•	As a C++ Developer and part of the team responsible for their core operating and other high performance services you will be working on the cutting edge of Big Data and Social Data, utilizing your skills within C++.
•	Work closely with front office quant/tech teams across a number of desks including equities, rates, exotics, hybrids.
•	Use complex High Performance Computing Techniques to optimize and tune the core analytics libraries.
CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference ‘HEKU’. Alternatively, please call our offices at 646-502-8555 and ask to speak with Hemanth for a confidential discussion. Thank you for your interest and we look forward to engaging with you.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>C++ Developer: Systematic Trading Hedge Fund, New York, USD $225K+ Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14269</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14269" />  
                <updated>2013-06-15T00:26:52Z</updated>  
                <summary type="html"><![CDATA[Firm:
•	Our Client is a Global Technology Firm catering its expertise to the Finance Domain; a Pioneer in the field of systematic investment management.
Role & Group:
You will work with the Technology Team, focused on researching and developing cutting edge platforms and tools to create sophisticated data analysis and trading systems. The team has an agile development and constantly focused on continuous growth. They are constantly evaluating each part of the platform with a view to learn, iterate and advance.
Requirements:
1-6 years C++/Java Developer experience from any industry with a strong Academic Background
C++ low latency development skill will be a big plus
B.S in Computer Science from a Leading University
Finance/Trading industry experience is not mandatory; Professionals from outside the industry are encouraged to apply
Postgraduate (M.S/PhD) qualifications in Computer Science or related discipline are desirable but not necessary
CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference THCH. Alternatively, please call our offices at 646-502-8555 and ask to speak with Thomas for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 

]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Junior Experts in C/C++ - Financial Trading firm in NY, Chicago - $150 K +  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14268</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14268" />  
                <updated>2013-06-15T00:17:11Z</updated>  
                <summary type="html"><![CDATA[Client: 

Leading Financial Trading Experts in US with revenue of more than $500bn, who are 
Into Financial Markets to develops Trading modules through Machine Learning and other tools for different trading concepts.   

Job Description:

Junior Experts who have deliberate talent in developing C/C++ are welcome to work with the Team of dynamic Technologist. The Role involves a development of Software models using different algorithms and analysis techniques in Machine Learning. This opportunity will be a full time opportunity and purely a Financial development role.

Requirement:

•	Experts in C/C++ development with 1 to 3 years of experience.
•	Strong Academics relevant to Computer Science/Finance in Top Schools in US.
•	Implementation of Test Suites and Test Frames 
•	Good Debugging Skills. 
•	Functional Knowledge in Data Structures, Algorithms, etc…
•	Knowledge in Financial Markets would be great.

Contact:

If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference CHVI. Alternatively, please call our offices at 646-502-8555 and ask to speak with Chris for a confidential discussion. Thank you for your interest and we look forward to engaging with you.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>C++ Quant Developer – Hedge Fund – New York – $200K Basic + Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14267</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14267" />  
                <updated>2013-06-14T20:41:23Z</updated>  
                <summary type="html"><![CDATA[We are looking for Senior C++ Developer for our financial client to develop and maintain their quantitative trading systems.

About 
Our client is a multi strategy hedge fund firm in New York. The majority of their trading portfolio is focused on the high frequency domain.  Their technology team has played a very successful role in building and supporting the automated market making business. 

Role:
This is an opportunity for an individual with a strong software development background in the financial industry. Assist portfolio managers in developing fully-automated trading strategies. You will be involved in researching, developing and implementing new modeling, calculation and reporting approaches in a continuous improvement cycle and maintenance of the software infrastructure to support the valuation libraries in C++. Liaising internally with portfolio managers, quant research team and software development team to develop, enhance, and support the firm’s technology infrastructure.

Requirements: 
•	PhD preferably in Maths, Physics, Engineering, Computer Science or other Quantitative subjects.
•	2 - 3 years experience in building and compiling C++ libraries with high-level object-oriented design.
•	Good knowledge in C/ C++, Python, Perl, Matlab as well as in databases and UNIX are plus.
•	Self-motivated and quick-learning professional able to address complex technical challenges and product high quality solutions in an efficient and timely manner.
•	2 Years in financial software developed is desire but not mandatory.

Contact
If you find this role of interest, please submit your credentials to apply@mavenalpha.com, quoting the reference "SUSH" and or call us at +1 (646) 502-8555.

Website - www.mavenalpha.com
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Credit Risk Modeling Associate  - Atlanta, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14266</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14266" />  
                <updated>2013-06-14T12:26:30Z</updated>  
                <summary type="html"><![CDATA[Job Description
Wholesale Transaction Credit Risk Modeling 
Atlanta GA 
The position is in the Credit Risk Modeling Team, part of the Risk Analytics Group.  Primary responsibility of this role is to provide analytical support in the development, implementation, monitoring and maintenance of Basel II compliant quantitative risk measurement models such as PD, LGD and EAD for the wholesale portfolios in the bank.  Wholesale portfolios include Commercial & Industrial, Corporate Banking, Commercial Real Estate, Wealth & Investment Management etc. 
  
A successful candidate will have demonstrated ability to handle all aspects of model development process including methodology selection, data collection and analysis, testing, prototyping, documenting, performance monitoring and backtesting in compliance with Basel II and other regulations.  Sound technical background with working knowledge of commonly used statistical techniques including Linear and Logistic regression, Decision Trees, Monte-Carlo simulation, Time Series etc. is required as is working knowledge of corporate accounting statements. 
  
Modeling with econometric variables and/or experience in building and refining models for low default portfolios using external market data to augment limited internal data are a plus. 
  
The job requires working closely with cross-functional teams comprising of experts from Credit Risk, Lines of Business, Credit policy etc. to incorporate expert judgment in the modeling process.  As a result excellent communication and presentation skills are required.
Desired Skills & Experience
Basic Qualifications 
- Master's degree/MBA in finance, banking or another quantitative field such as Mathematics, Economics, Statistics, or Engineering. 
- Demonstrated technical proficiency related to the position, including Probability and Statistics. 
- Strong quantitative, finance and statistical background including extensive background in use of software to support quantitative analysis covering Excel, Access, VBA, SAS, UNIX, SQL etc. 
- Excellent communication and presentation skills. 
- 2+ years minimum work experience in quantitative analysis. Prior credit risk modeling experience preferred.  
- Team player, able to perform well in a cross functional team set up.


Contact: Brad Kruse @ +1 310 807 5028

APPLY | risk.americas@gqrgm.com

VISIT US | www.g-q-r.com/vacancies

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>CVA and Counterparty Risk Model Validation Quant  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14265</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14265" />  
                <updated>2013-06-14T12:24:45Z</updated>  
                <summary type="html"><![CDATA[Job Description
 This top US Bank is looking for a quantitative finance analyst in the GBAM Model Risk Management team. The group is a multi-national team within Enterprise Model Risk Management based in three locations worldwide. It covers all aspects of model validation and model risk (i.e. verifying derivatives pricing models, identifying the models’ key underlying assumptions) for FX, equity, commodities, credit derivatives, mortgage products, rates products and counterparty, assessing both market and credit risks. Candidate will work closely with model developers, various derivatives trading desks and risk management groups. Candidate will report to the Head of CVA and Counterparty Credit Model Validation. 
  
  
Responsibilities 
  
•	Validate CVA models developed by Front Office Quants and CCR models developed by Counterparty Credit Analytics Group. Coverage includes all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity and Credit, as well as collateral exposure modelling. 
•	Review the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated. 
•	Identify and quantify model risk associated with the model being validated. 
•	Develop benchmark models in C++ for model review and model risk management purposes. 
•	Prepare validation report and technical documents for the model being validated. 
•	Help on maintaining model inventory and perform annual model review. 
•	Assist market risk managers on trade approvals and finance on price verification methodologies. 
 
Desired Skills & Experience
Requirements 
  
•	3+ years of quantitative modelling experience in CVA or CCR (Counterparty Credit Risk) related area in a major trading or investment firm. 
•	Broad expertise in quantitative finance for cross-asset classes from IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity to Credit. 
•	A quantitative PhD from a top school along with a quantitative related thesis. 
•	In depth understanding of financial mathematics including stochastic differential equations, probability theory, interest rates and credit risk modeling. 
•	Strong coding ability in C++ and Python. 
•	Excellent communication skills (both written and verbal) and a real hands-on ability to analytics. 
•	Excellent presentation, negotiation and influencing skills. 
•	Extremely well organized and detail-oriented. 


Contact: Brad Kruse @ +1 310 807 5028

APPLY | risk.americas@gqrgm.com

VISIT US | www.g-q-r.com/vacancies

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>VP – Credit Risk Modelling  - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14264</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14264" />  
                <updated>2013-06-14T12:21:30Z</updated>  
                <summary type="html"><![CDATA[Overview
Leading global banking group is currently looking for a senior hire in their credit risk modelling team to take on a strategic role across a global portfolio.  This is an excellent opportunity to gain oversight across a global portfolio and play a key strategic role within the institution. 

The Role
-	Aid in the development & oversee PD, LGD, EAD model development across a global portfolio of Corporates
-	Manage & co-ordinate model developers in LATAM, NA, ASIA & Europe – ensuring relevant models are consistent with group internal standards, but also external regulatory
-	Play a leading role in setting the standard of how the global models should be benchmarked as the bank transitions from a regional to a global model
-	Directly manage a small team of analysts in London, as well as indirectly managing analysts in LATAM, NA & Europe
The Candidate
-	Sound quantitative academics – MSc / PhD preferred
-	Extensive experience in PD, LGD, EAD modelling of a Corporate portfolio – specifically commercial banking (SME’s, small-mid corps)
-	Quantitative & Qualitative – possessing the ability to convert technical concepts into laymann terms for a non-technical audience
-	Knowledge of regulations including IFRS 9 & Basel


This is a truly excellent opportunity to gain unique exposure across a global portfolio with a leading bank. Please contact 0203 141 8014 or e-mail risk.emea@gqrgm.com for more information. 

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on LinkedIn: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Senior C++ Software Engineer / developer with real-time trading experience  - Chicago, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14263</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14263" />  
                <updated>2013-06-14T12:19:06Z</updated>  
                <summary type="html"><![CDATA[JOB DESCRIPTION- Background

I’m working with a 100 person high and medium frequency trading firm that has both prop and fund activities. They combine the typical HFT Options EMM with a more medium frequency stat-arb fund. It is agreed that last year was a tough year for quant trading but they are performing well this year and are looking to the future. 

You must have at least 5 years experience working in C++ environment to be considered. Please phone the LA office immediately if you think you are a good fit as interviews start w/c 17th June. 

Model Implementation – very strong C++ and very numerate (in order to understand the quantitative models and do some analysis on them). Should have a good understanding of software engineering principles: testing, development style etc. Good STL & Boost. You will have the following: a high quality degree in computer science or related discipline; extensive knowledge of the development life cycle, from prototyping and coding through to testing, documentation, live deployment and maintenance; a good understanding of Linux, scripting, working with large numerical data sets, and large scale systems

Networking – Strong C++, advanced knowledge of multithreading, networking, distribution systems, IO, working with large data sets. Some scripting e.g. Python would be advantageous.

Requirements:
•	Exceptional C++ with strong object oriented design skills 
•	Experience in developing with STL and/or Boost 
•	Understanding and experience developing mission critical performance sensitive real-time systems 
•	Experienced in multi-threaded and preferably network software development 
•	Cross-platform development (Windows and Linux) 
•	Excellent verbal and written communication skills 

Key Words: C++ , Algorithmic Trading, Electronic Trading Technology, Low-latency , High Performance Computing, Development,  Object-Oriented Design, multi-threading,  


Contact: Brad Kruse @ +1 310 807 5028

APPLY | fintech.americas@gqrgm.com 

VISIT US | www.g-q-r.com/vacancies

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>VP - Exotic Equity Derivatives Trader – London - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14262</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14262" />  
                <updated>2013-06-14T12:16:41Z</updated>  
                <summary type="html"><![CDATA[JOB DESCRIPTION 
We are working with a leading global investment bank who are looking to hire a VP to join their exotic equity derivatives trading desk in London. The role is an additional head count position off the back of significantly strong recent results, most notable the start of this week. Their EMEA franchise business especially on the structured product side is one of the strongest in the investment banking industry. Their team covers both the exotic index and single stock space. They are looking for someone who is currently trading index exotics at another top tier institution, however someone with single stock exotics experience will also be considered. The candidate must have exceptional academics with a technical Masters from a leading school. The position will be focused on, though not limited to, trading exotic equity products predominantly across the Index space in EMEA, as well as trading exotic pay-offs off the back of equity and equity-linked quantitative investment strategies. The ideal candidate will have approximately 2-5 years relevant experience.
The group is looking to hire at VP level. The group offer a world class platform and a market leading sales team that provide an extremely beneficial environment for a trader. They are looking for someone hungry and experienced that can hit the ground running from a revenue generating point of view but show the desire and ability to learn and develop.

REQUIRED:
•	2-5 years exotic equity derivatives trading experience
•	Already located in London or be willing to relocate
•	Excellent communication skills
•	At least a Masters degree
IN RETURN:
•	Role within a very innovative, academic and practical team.
•	Opportunity to increase scope, take on more responsibilities and be involved in projects where desired.
•	Personal growth within an organization that rewards performance
•	Very much a hands on trading role with clear progression opportunities
Summary:
Our client is looking to bring in a VP level exotic equity derivatives trader. The successful candidate is likely to have approximately 2-5 years direct trading experience in either the exotic single stocks or index space.  It is an additional head count hire given to the desk following a strong and profitable beginning to the year.



APPLY | quant-jobs@g-q-r.com 

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
Search Consultant: Daniel Scott
Contact Telephone Number: 020.3141.8030
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Quant,  GQR Global Trading,  GQR Global Markets

We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East. 
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Current / ex Rates Trader wanted for Senior Risk Management position - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14261</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14261" />  
                <updated>2013-06-14T12:15:04Z</updated>  
                <summary type="html"><![CDATA[Overview
Leading Hedge Fund with an excellent reputation in the market is currently looking for a current / ex rates trader to risk manage their rates business globally. This is an active risk management function and not a reporting suite.

The Role
-	Work closely with over 20 traders responsible for over $10bn of capital - discussing & assessing positions taken whilst setting limits.
-	Act as a consultant to the front office for all risk related matters, gaining credibility by having a deep understanding of rates products and be in tune with the markets.
-	Cover both linear & non-linear rates products globally.
-	Collaborate with the wider risk team (who are also ex traders) to enhance methodologies.
The Candidate
-	Current / previous Rates trader at a reputable institution – either from the buy or sell side
-	Excellent rates product knowledge – either linear or non-linear
-	Excellent communication skills with the ability to gain instant credibility

This is an excellent opportunity for someone who wants to utilise their trading skills in a different capacity with an institution that offers great work/life balance, security as well as an intellectually stimulating environment. 


Please e-mail risk.emea@gqrgm.com or call 0203 141 8014 for more information. 

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on LinkedIn: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr 
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
        </feed>  
     

