


        <feed xmlns="http://www.w3.org/2005/Atom">
            <id>http://www.quantfinancejobs.com/</id>
            <title>Latest jobs: Quant Jobs in Chicago, United States | QuantFinanceJobs.com</title>  
            <subtitle>Latest jobs: Quant Jobs in Chicago, United States ()</subtitle>
            <link href="http://www.quantfinancejobs.com/jobs/webfeeds/atom.aspx" rel="self" />  
            <link href="http://www.quantfinancejobs.com/jobs/" />  
            <updated>2013-05-22T03:34:49Z</updated> 
      
            <entry>  
                <title>C++ developer / Software Developer with multi-threading  - Chicago, United States, Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14156</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14156" />  
                <updated>2013-05-18T00:30:15Z</updated>  
                <summary type="html"><![CDATA[C++ developer / Software Developer with multi-threading and financial experience- Full-time position
Skills:     C++, Linux, multithreading, Linux, multicasting, Market Data, options financial 
Location Comments: Can be located in NY, CA, Chicago or preferred location as per client.

Our client is looking for a senior C++ Multithreading / Sockets developer with financial experience for our direct financial client. As part of the Market Data Development team, this position will design, build and test market data systems.

Job Description:

Design, code, test and provide production support for development projects for the options market. Candidate will review system requirements, design a solution to meet those requirements, code and test the solution using standard software engineering practices, and provide production support once system is delivered to production environment. Document design, test plan and production. 
Position will participate in all areas of the system development process to deliver new and enhanced functionality to the Arca and Amex options systems. 
Responsibilities include requirements review, systems design and architecture, coding and testing and production support. Position will also work closely with business to identify 

Requirements:
•	C/C++ development in a Linux environment.
•	Network programming including unicast and multicask messaging.
•	Interprocess communication.
•	Multithreaded programming. 
•	1 to 4 years programming experience.
•	Financial markets experience (trading systems, market data systems, FIX, etc.), especially in derivatives markets.


Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs 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>Applications Engineer – Chicago, USA - Chicago, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14146</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14146" />  
                <updated>2013-05-16T09:52:36Z</updated>  
                <summary type="html"><![CDATA[A world class, proprietary trading firm seeks exceptional Applications Engineer to join small and highly collaborative systems team. This key hire will be responsible for working closely with trading/development teams to provide bespoke solutions and on-going support to trading applications. Experience with connectivity to US exchanges is essential as is strong administration and scripting skills in Unix/Linux. Some scripting skills in Bash or Python is also an absolute must for this role. The chosen candidate will have good understanding of a Windows server environment and TCP/IP Networking too. 

JOB DESCRIPTION 

A world class, proprietary trading firm seeks exceptional Applications Engineer to join small and highly collaborative systems team. The firm are key players in the high-frequency trading space and a lot of their business is in electronic options market-making.

Reporting directly to the Head of IT Operations, this key hire will be responsible for working closely with trading/development teams to provide bespoke solutions and on-going support to trading applications. 

Role Responsibilities:
•	Deployment and maintenance of both in-house and off the shelf trading related applications and their respective environments
•	Provide 3rd/4th level of support to the desktop support team 
•	Performance analysis and tuning of trading applications
•	Liaise with various exchanges to carry out new connections, testing, upgrades, and problem resolution
•	Reporting on stability and performance of trading applications
•	Create and maintain documentation regarding incident resolutions and solving problems
•	Implement and maintain application monitoring
•	Use scripting or other programming languages to automate processes and maintain the application environments

You should have experience with:
•	Connectivity to various US exchanges
•	Substantial solid administration experience in UNIX and  Linux systems 
•	Scripting in a Linux/Unix environment
•	Windows server environments and associated troubleshooting skills
•	Good understanding of TCP/IP networks
•	Practical understanding of relational databases, in particular Informix/Postgres
•	Experience with large scale distributed transaction systems a plus
•	Exposure to financial markets and systems used by financial firms required
•	Experience with ORC highly regarded
•	Working on systems in a real-time environment

The Benefits
This group have a leading benefits package which includes bi-annual bonuses, 28-days paid holiday p/annum, medical/vision/dental Insurance, life & disability insurance and many more!

Key Words: A world class, proprietary trading firm seeks exceptional Applications Engineer to join small and highly collaborative systems team. This key hire will be responsible for working closely with trading/development teams to provide bespoke solutions and on-going support to trading applications. Experience with connectivity to US exchanges is essential as is strong administration and scripting skills in Unix/Linux. Some scripting skills in Bash or Python is also an absolute must for this role. The chosen candidate will have good understanding of a Windows server environment and TCP/IP Networking too.

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

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>Quant Developer - Proprietary Trading Firm – Chicago -USD$ 180 to $225 + - Chicago, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14068</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14068" />  
                <updated>2013-04-27T00:52:01Z</updated>  
                <summary type="html"><![CDATA[Quant Developer - Proprietary Trading Firm – Chicago -USD$ 180 to $225 + Bonus.
About the client:
My client is a technology-driven proprietary trading firm based in Chicago’s financial district. 
The firm has grown to be a leading liquidity provider and market-maker for the U.S. exchange-listed equity options markets. The unique culture deploys a highly integrated model, where traders, quantitative analysts, equity analysts and technologists work closely together to capitalize on pricing opportunities in the options, commodities and futures markets, has developed an innovative and scalable trading platform that promotes collaboration, manages firm-wide risk and uses proprietary technology to enable high performance and a trading edge. 
The client has been recognized as one of the “National Best and Brightest Companies to Work For”TM by the National Association for Business Resources in 2012 / 2013
Summary:
Desk Quants are part of the Trading Organization. They work within Trading teams providing quantitative expertise, real-time modeling, and advice on strategy and risk management. The various trading teams on the desk are segmented by product, sector, and strategy and each has unique needs from a quantitative perspective. The role of Desk Quant is a path to a future role as a Senior Desk Quant or a Trader on the Trading team.
Responsibilities:
• Collaborate with traders to enhance existing trading signals and algorithms.
• Develop, test and implement new quantitative trading strategies and algorithms.
• Create practical and innovative solutions to problems that arise on the trading desk in a timely manner.
• Must be able to understand trading concepts and ideally have experience on an options trading desk
• Leverage existing trading infrastructure and development resources to deliver solutions and add alpha to clients current trading system.
• Monitor and improve strategy and execution performance.
• Develop solutions for handling specific market events, corporate actions, special situations, and other one-off need
Skills and Qualifications:
• PhD or MS in a quantitative field, i.e. Financial Engineering.
• Practical experience in statistical analysis, optimization, Monte Carlo simulation, and derivatives pricing  and hedging.
• Practical experience on an Options, Derivatives and/or Futures desk is desired.
• Experience in developing and working with analytical libraries in C++/ C# and databases.
• Independent problem solving and excellent communication skills.
• Able to explain complex topics to a wide audience with various levels of training and exposure to quantitative subjects.
• Being able to think creatively and succinctly.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs 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 Developer / Transition role – Quantitative Trading, Chicago - Chicago, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14052</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14052" />  
                <updated>2013-04-19T00:29:20Z</updated>  
                <summary type="html"><![CDATA[Entry level Developer / Transition role – Quantitative Trading, Chicago, $150k + Bonus
Our client is one of the well known Quantitative trading firm headquartered in Chicago looking to appoint an elite C++ programmer for its Chicago based technology team.
Role: 
As an Entry level developer you need to work in a high frequency environment.  You will involve in write, test, debug, document, and implement the real time trading application and provided technical / algorithmic support to the traders. Also involved in complex programming to extract data from a variety of data sources, transform the data, and identify the alpha signals. Modeling the risk factors, forecasting and simulating business processes. 
Requirement : 
•	MS or Doctorate in Computer Science, Statistics, Maths or Physics is preferred. 
•	3 + years professional or academic experience in C++ programming is mandatory.
•	Extensive knowledge on Python, Matlab, R and Multithreading are plus.
•	Self motivated and energetic team player.
•	Excellent communication skills as well as the ability to articulate to a diverse group of people. 

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>Model Risk &amp; Performance Testing  - Boston, United States, Chicago, United States, Houston, United States, Los Angeles, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14044</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14044" />  
                <updated>2013-04-17T16:44:19Z</updated>  
                <summary type="html"><![CDATA[ 
TITLE – LOCATION

Model Risk & Performance Testing – Senior Vice President/SVP level  – Model Validation Team – Top-Tier Bank – Los Angeles, USA   -  ref: 20130412 
SALARY RANGE OR SPECIFIED NUMBER + BONUS 

$120-130k base (DOE) + very competitive bonus structure  

JOB DESCRIPTION 
We are working with a leading bank that is growing out its model validation team. This team is involved in supporting the development of the latest modeling methodologies to comply with the new regulatory framework of the bank. The SVP will be managing a group of 5-6 quants who will be responsible for model risk and performance testing. The manager will be hands-on in model stress testing, and assessing & documenting model risk, breaks in performance and control. 
Because it is in its nascent stage, the SVP will be able to enjoy the opportunity to mold and provide vision for the embryonic group. This position plays a vital part of how models are used by the firm, thus you will be exposed to a wide variety and array of models (1000+!).  
Location: Los Angeles,  USA  
Requirements: 
•	PhD in a quant discipline REQUIRED
•	Minimum 3+  years industry experience in model validation or model risk; model development experience a plus
•	Minimum 2+ years managerial experience (especially managing quants)
•	Working experience with derivatives pricing models, market risk, VaR, etc 
•	Strong quantitative skills
•	Excellent communication skills
•	Proficiency with C++, Python, VBA, Matlab a plus
In Return:
•	A huge opportunity to attain progression within a leading quantitative team
•	Very analytical and quantitative exposure
•	Career advancement and competitive compensation structure

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key words: quantitative risk, risk models, model validation, derivative pricing model, market risk, VaR, model performance testing, model risk, stress testing, model usage, metrics, model benchmarking, revalidation, C++, Python, VBA, Matlab, Los Angeles 
APPLY | risk@gqrgm.com
VISIT US | www.g-q-r.com/vacancies 


Search Consultant: James Friend

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 | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | 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 | 020.3207.9090 
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 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 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>Cross Asset Futures Execution Quant Analyst – New York  - Chicago, United States, New York, United States, Stamford, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14043</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14043" />  
                <updated>2013-04-17T16:25:57Z</updated>  
                <summary type="html"><![CDATA[TITLE – LOCATION

Cross Asset Futures Execution Quant Analyst – New York 

SALARY + BONUS 

Circa $200’000 base plus bonus 

JOB DESCRIPTION-
My client, a leading hedge fund is seeking an execution quant to design and develop new execution cross assets futures strategies, as well  as maintain and improve existing ones. 

As a  highly secretive and selective group, this is an exceptional possibility to join a world leading fund as a quant analyst, with fantastic progression possibilities. My client is seeking a junior to mid level experienced candidate, with a background in creating successful execution models. 
Key Responsibilities
•	Create new execution trading strategies
•	Develop, enhance and optimize existing algorithmic models 
•	Focus cross asset futures 
•	Conduct high quality research both independently as well as with other researchers, traders, and software engineers
•	Conduct statistical analysis of market data, historical trends, and relationships
Job Requirements
•	Top tier education
•	Demonstrated history of developing successful quantitative execution models  
•	Models preferably involving transaction cost analysis and/or high frequency trading.  
•	Excellent programming abilities – notably in C++, R & Matlab
•	Proficient with large datasets and data mining; 
•	4+ years of experience preferred
Please do not hesitate to get in touch to learn more on this fantastic opportunity 

Contact: Ben Harris on +44 (0) 203 141 8010

APPLY | quant@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>Senior Credit Relationship Manager, California - Chicago, United States, Los Angeles, United States, Washington DC, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14042</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14042" />  
                <updated>2013-04-17T16:23:34Z</updated>  
                <summary type="html"><![CDATA[Senior Credit Relationship Manager, California
Salary $120,000 - $140,000

US investment bank is looking for a senior credit relationship manager for it’s San Jose office.

Responsible for developing an expanding business in middle market ($15M - $75M) commercial credit relationships and also managing an existing portfolio of credit relationships generating considerable revenues.  The main focus will be developing  medium sized business, principally privately held which has credit facilities with a single lender.  Underwrite and structure credit transactions and obtain credit approval.  Work with clients to present solutions to short and long-term strategic objectives.

Major Responsibilities:

Business Development: 
Focus on the achievement of new business goals, as determined by their manager.  Develop and call on a qualified list of prospects and referral sources with calling activity goals.  Network with referral sources. Telemarket in order to establish face to face meetings with cold and warm prospects and referral sources. Demonstrate the ability to initiate, advance and close new business opportunities.  Responsible for cross-selling a wide range of bank products and services to both clients and prospects, including capital markets products

Financial:
Responsible for increasing annual NOI of existing portfolio, as well as contributing towards region's annual new business goal.

Qualifications

•	Normally requires 7-10 years commercial banking experience.
•	Strong sales skills.
•	Understanding of credit underwriting, structuring skills and banking/capital markets products.

APPLY | jobs@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 | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | 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 | 020.3207.9090 
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 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 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>Globally Leading Fund Seeking Systematic Portfolio Management Team - London, United Kingdom, Chicago, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14040</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14040" />  
                <updated>2013-04-17T15:53:55Z</updated>  
                <summary type="html"><![CDATA[Globally Leading Fund Seeking Systematic Portfolio Management Team


Location

 USA, New York, New York



Salary

$200,000 - $250,000 Base + Contractual P&L



Position Type

Permanent



Employment Type

Full time



Updated

17-04-2013



Ref No.

STO9957


Apply OnlineSave this JobSend to FriendPrint


Whilst headquartered in New York, they are also able to accommodate teams in Chicago and London.




We’ve been retained by a US hedge fund looking to hire a senior individual or team of PMs to run Equities, FX and/or Futures medium frequency Systematic trading strategies.  With a world class low latency infrastructure and plenty of AUM they’re open to hiring a range of different styles from intraday StatArb through longer term Systematic GloMac strategies.

 

Whilst a strong track record, in terms of length and superior metrics, is preferred those with excellent backtested or simulated results will also be considered.

 

Contractual payout in the region of 18%, dependent on Risk and Capital usage.

Please call +44 203 141 8016 to speak to the Systematic Search Team in confidence or apply online.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>MD - Head of Development for Low-Latency Infrastructure - Chicago, United States, New York, United States, Stamford, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14038</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14038" />  
                <updated>2013-04-17T15:39:15Z</updated>  
                <summary type="html"><![CDATA[MD - Head of Development for Low-Latency Infrastructure


Location

 USA, New York, New York



Salary

$300,000 - $1,000,000 Total Comp DOE



Position Type

Permanent



Employment Type

Full time



Updated

17-04-2013



Ref No.

BW9291


Apply OnlineSave this JobSend to FriendPrint


Internationally Accredited Trading House Seeks Senior Development Head for Low-Latency Trading Infrastructure.




This is a strategically key hire for this leading low-latency group – seeking a hands-on technologist (C++) who can design and implement low-latency trading infrastructure and solutions. From embedded software to optimising code with quant research teams, this role would suit a strong technologist with quantitative analytical ability.

Call or apply to discuss the requisition in greater depth – 0203 141 8015
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Start Up Quant Fund Hiring Software Engineers- $ Very Competitive - Chicago, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13893</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13893" />  
                <updated>2013-04-16T11:20:20Z</updated>  
                <summary type="html"><![CDATA[
Leading Chicago based start up is looking to hire software engineers to join its research and development team . This firm is populated with some of the smartest technologists and quantitative researchers in the market today.


Role:-

As a Software Specialist, you will completely manage and execute the process of implementing  high frequency trading strategies.   You will work closely with traders and quant researchers to develop and implement  trading strategies on low latency coding.

Your working day will be spent working with other talented researchers and technologists in cracking challenging and interesting problems and to develop the next generation automated trading system.


Requirements:-

Driven and motivated by solving hard technology and quantitative problems.

Understand and have no fear of low level systems, latency, networking, multi-threading.

 Undergraduate and or post-graduate degrees in computer science from a leading US faculty.

1-4 years professional experience as an industrious software engineer.

Software engineers from outside of the finance industry are particularly encouraged to apply.

Experience in developing data mining / machine learning systems is highly desirable

Handling large volume of datasets are plus.

Expert programming skills in multiple languages.

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>C++  Developer/ Programmer, Quantitative Trading Firm - New York, Chicago,  - Chicago, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14020</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14020" />  
                <updated>2013-04-12T00:56:13Z</updated>  
                <summary type="html"><![CDATA[C++  Developer/ Programmer, Quantitative Trading Firm - New York, Chicago, $150K – 200K + Bonus & other benefits.

The Research & Development team at our client Quantitative Trading would like to appoint an experienced C++ developer/ Programmer. 

The firm & role :
Our client is a Quantitative Trading Firm globally located and headquartered in New York. The firm has consistently outperformed peers across numerous trading horizons.
As part of the research & development team, you will play a critical role in the design and enhancement of the real time database and related software. 
You will have the opportunity to work on all aspects of the data platform; connectivity, feeds, imports, internal solutions, optimizing velocity / scalability and latency.
This is an exciting opportunity to work in a dynamic Quantitative trading firm where the data platform is constantly seeking cutting edge excellence.

Requirements,
•	Outstanding academic background with graduate degree in Computer Science from one of the top institutes.

•	Good level of mathematical & statistical analysis skills.

•	Strong programming skills in C++.

•	At least 2 + years experience in the C++ development and provision of latency sensitive data solutions and software.

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>  
      
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