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            <id>http://www.quantfinancejobs.com/</id>
            <title>Latest jobs: Entry/Junior Hedge Funds Quant Jobs in England, United Kingdom | QuantFinanceJobs.com</title>  
            <subtitle>Latest jobs: Entry/Junior Hedge Funds Quant Jobs in England, United Kingdom ()</subtitle>
            <link href="http://www.quantfinancejobs.com/jobs/webfeeds/atom.aspx" rel="self" />  
            <link href="http://www.quantfinancejobs.com/jobs/" />  
            <updated>2013-06-20T11:44:45Z</updated> 
      
            <entry>  
                <title>PhD or Masters/ MSc level Quantitative Analyst for | C++ Options pricing - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14244</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14244" />  
                <updated>2013-06-11T10:48:26Z</updated>  
                <summary type="html"><![CDATA[JOB DESCRIPTION 
A tier one Investment Bank in London is looking to hire an exceptional Masters/ MSc or PhD level quantitative analyst for their cross-assets front-office derivative pricing team. Candidates will focus on the development & implementation of exotic models within C++ for this cross-assets team whilst liaising regularly with local traders. 
This is an exceptional opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere.
Location:  London, UK.    
The role:
•	Detailed review of front office pricing models
•	Developing and implementing derivatives pricing models
•	Chance to work on a variety of complex models
•	Working entirely in their Front Office alongside quant’s & trade specialists
•	Support traders, research strategies and quantitative ideologies to a large degree
•	Liaising closely with local traders to provide quantitative assistance 

Requirements: 
•	Junior/entry level Quant’s – less than 3 years experience post academia 
•	An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics & Probability, Electrical Engineering, Financial Engineering, Computer Science etc 
•	Strong communicative skills
•	Experience with C++, C#, JAVA, VBA, Matlab are of preference 
•	Confidence with a strong numerative background
•	Highly ambitious
•	Real desire to break into the quantitative analytics world 
In Return:
•	A huge opportunity to attain significant progression within the quant analytics sphere
•	A large number of evolving projects to get your teeth stuck into and work expansively
•	The chance to join arguably the strongest global cross-assets group on the street. 
•	The chance to master and manage some of the most complex models you can put your mind too.
•	Impressive remuneration structure that pay extremely well both on base and bonus
•	Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
•	Excellent opportunity for aspiring junior quant’s following an impressive PhD or Masters study 
•	Relocation allowance for overseas quant’s 
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: Ecole Polytechnique, DEA, Paris VI, Paris VII, PhD, MSc, Masters, Entry level quant, derivatives pricing, quantitative modeling, stochastic calculus, PDE modeling, C++, C#, quantitative development, quantitative analytics, quant pricing group, global analytics library, library quant, desk quant, commodities, commodity, FX, interest rates, exotic, vanilla products, Europe, London. 

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 Analyst Developer Global Fund - Geneva, Switzerland, Zurich, Switzerland, London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14208</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14208" />  
                <updated>2013-06-03T09:23:58Z</updated>  
                <summary type="html"><![CDATA[Quant Analyst Developer Global Fund

Quant Capital is urgently looking for a Quant Analyst Developer to join our high profile client.

This is a $20billion strong Hedge fund with performance figures of 23%. They trade a number of products across equity and commodities in both high and low frequency strategies. They have the reputation as one of the best funds globally. They use a combination of proprietary data, superior technology, and aggressive execution to achieve their trading objectives.

The quantitative team is responsible for supporting trading platforms with the required infrastructures (databases, processes, etc), and developing trading and risk management tools

The junior quantitative analyst position is a front-office position and the suitable candidate will work closely with the Quantitative team, notably on:

• Building pricing models from scratch, able to develop, modify, test, optimize and implement models and strategies
• Valuing and analyse financial market data and history using quantitative techniques
• Developing, maintaining and supporting trading platform (C++, Excel, C#)
• Developing various trading tools (Excel, C++)
• Developing and maintaining various overnight processes (Risk management, historical analysis)
Currently the team includes 2 other quants based on the commodities platform and a group of 30 traders.

Candidates MUST have:
? A minimum of 2 years as a Quant Analyst Developer
? Experience in and Investment Bank or Hedge Fund (high demand environment)
? Quantitative degree in Maths, Science, Economics, Computer Science fro m a top tier university
? C++ or C#
? Good programming skills in SQL/ Excel
? Experience in applied and numerical mathematics stochastic process / probabilities
? Practical work experience with Excel
? You MUST be AN EU Passport holder due to restrictions.

This role suits a junior Quant who is looking to further expand their knowledge in one of the worlds best known firms. You will be joining one of the world’s best trading teams and gain invaluable experience. I am looking for someone with sub 6 years’ experience who is bright motivated and deserves to work with the best.
In exchange we offer a very very competitive salary, the opportunity to be relocated to 

Geneva and live there. A tax rate that is almost criminally low.
My client pays a yearly bonus that is a considerable addition.

I am interested to see your drive as this role will no doubt be popular.
My client is based in Geneva this is one of the world’s most beautiful and opportunistic cities but may not be right for everyone.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Assistant Trader / Quant Researcher - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14185</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14185" />  
                <updated>2013-05-29T16:55:04Z</updated>  
                <summary type="html"><![CDATA[The successful candidate will sit on the trading floor alongside the traders. ( At The Company, there aren't formal hierarchies or job titles, and everyone works for the growth of the firm, rather than their individual business group, all employees work in collaborative teams and interact with many areas of the firm and its business); you will be helping them form trading strategies to contribute to our high frequency/systematic trading efforts. (Unlike a traditional hedge fund, The Company’s focus is on trading, not investing. We don't raise money from outside investors, and we don't have clients or customers).

The successful candidate will have the following skills:

· Excellent quantitatively, with a strong understanding of probability and statistics

· An effective communicator in a close-knit team setting

· Motivated, competitive and eager to learn and teach

· Able to solve new problems quickly in the hectic environment of a busy desk or exchange floor

· Excited to engage in impromptu and exploratory debate on trading strategy and risk

· Strong mathematical and analytic skills. There's no specific checklist, but we draw on ideas from everywhere we can, so we value interest and experience in a range of scientific and technical fields.

· The ability and desire to write good code. You will at times be required to use your programming skills to build trading tools.

· Some research experience. This doesn't mean a Ph.D. is a job requirement, but you should have developed good taste in research topics and the ability to do productive work.

· Previous experience or course work in finance, business, or economics is not required. We're more interested in how you think and learn than what you know…

You will be actively working on trades every day, so you will always be occupied; whether it be programming and building tools to aid our traders and platforms, or simply help with building trading strategies. We don’t have captive customers, so we have to win by being better than the competition every day.

And we’re still small enough that there are countless unexplored opportunities; we’ve always been in the position of having more trading ideas to pursue than people to execute them. The majority of hedge funds are growing by having more capital under management, we on the other hand believe that hiring and training exceptional people, will help us to grow even further.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 or email abooker@westbourne-partners.com.

Westbourne Partners have a number of similar jobs within a number of financial companies, please send in a resume and we can get in contact with any suitable position.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Multi Strategy Fund - HFT Quant  - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14182</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14182" />  
                <updated>2013-05-29T16:46:03Z</updated>  
                <summary type="html"><![CDATA[My client, a multi strategy hedge fund is looking to expand its high frequency trading team, and add two juniors to its existing successful team

You will be required to provide analytic support to the equity, fx and special events trading desk. Working closely with the traders and senior quants you will have the opportunity to design, propose and back-test trading strategies across the mentioned asset classes. 

The successful candidate will come from an outstanding academic background having achieved a MSc or PhD in a numerate subject (Math, Physics, CompSci, Engineering etc..) 
You will also have a keen interest in financial mathematics and trading in general, coding experience in an OO or statistical programming language are highly relevant and preferred. 

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Quantitative Graduate Opportunity - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13967</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13967" />  
                <updated>2013-05-27T00:15:07Z</updated>  
                <summary type="html"><![CDATA[We are looking for talented graduates with excellent mathematical skills and a desire to work in the financial markets.

We require graduates with exceptional academic track records, with a minimum of a 2i at undergrad level, followed by a Masters or Phd. Subjects should be in Mathematics/Engineering/Physics with a strong numerical content.

We expect candidates to have a basic understanding of finance from background reading- Hull, Wilmott, Baxter and Rennie etc.

This is an excellent opportunity to join a leading finacial sector company.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>HFT - Quant Researchers - Paris, France, London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14118</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14118" />  
                <updated>2013-05-10T16:33:21Z</updated>  
                <summary type="html"><![CDATA[My client, a multi strategy hedge fund is looking to expand its high frequency trading team, and add two juniors to its existing successful team

You will be required to provide analytic support to the equity, fx and special events trading desk. Working closely with the traders and senior quants you will have the opportunity to design, propose and back-test trading strategies across the mentioned asset classes. 

The successful candidate will come from an outstanding academic background having achieved a MSc or PhD in a numerate subject (Math, Physics, CompSci, Engineering etc..) 
You will also have a keen interest in financial mathematics and trading in general, coding experience in an OO or statistical programming language are highly relevant and preferred. 

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
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