


        <feed xmlns="http://www.w3.org/2005/Atom">
            <id>http://www.quantfinancejobs.com/</id>
            <title>Latest jobs: Senior Hedge Funds Quant Jobs in England, United Kingdom | QuantFinanceJobs.com</title>  
            <subtitle>Latest jobs: Senior Hedge Funds Quant Jobs in England, United Kingdom (Recruitment Agency)</subtitle>
            <link href="http://www.quantfinancejobs.com/jobs/webfeeds/atom.aspx" rel="self" />  
            <link href="http://www.quantfinancejobs.com/jobs/" />  
            <updated>2013-05-23T10:44:55Z</updated> 
      
            <entry>  
                <title>Algorithm Trading Quantitative Analyst – London - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14130</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14130" />  
                <updated>2013-05-13T10:26:09Z</updated>  
                <summary type="html"><![CDATA[JOB DESCRIPTION-
Top tier US investment bank is urgently seeking an algorithmic trading quantitative analyst within cash equities to develop execution algorithms. 

The team is responsible for the research, development and management of US focused equity electronic trading products. This is an excellent opportunity to join a proven team on the execution side where the successful candidate will focus their research on the design and implementation of execution algorithms, smart order routing (SOR) and dark liquidity crossing networks. 
Main Function
Conduct extensive market microstructure empirical research within cash equities so that the most cost-effective and optimal execution algorithms and practices are achieved. 
Job Requirements
•	Masters or PhD in a quantitative discipline 
•	Prior work experience with equity trading algorithms
•	Experience as a quantitative trader or a front-office quant on a trading desk is highly desirable
•	Detailed working knowledge of  market microstructure for APAC markets
•	Working knowledge of Q and R or Matlab
•	Experience with software development in C++ or Java
•	Experience with handling and analyzing large tick data files
Please do not hesitate to get in touch to learn more on this fantastic opportunity 


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. 

6. 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>FX Electronic Market Making Algorithmic Quantitative Analyst  - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14129</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14129" />  
                <updated>2013-05-13T10:24:46Z</updated>  
                <summary type="html"><![CDATA[JOB DESCRIPTION-
We are urgently seeking a senior quantitative analyst to build and develop algorithmic market making capabilities within FX at a top tier US investment bank here in London.

This is an exciting opportunity to develop market making strategies within FX across a variety of products as it continues to become ever increasingly electronically traded. The successful candidate will already have a number of years experience within electronic market making, ideally within FX. However my client will consider those with an excellent background and proven track record with market making at leading sell-side groups.

Job Responsibilities
•	Build electronic trading, market-making, order routing and hedging systems for a broad range of products traded in FX 
•	Conceive, design, and implement electronic trading strategies 
•	Acquire, clean, maintain, and analyse data sets to identify trends & patterns
•	Implement trading applications using C++ and R
•	Maintain, and improve systems in the FX e-trading business 
Job Qualifications 
•	3+ years experience in electronic market making 
•	Proven ability to develop quantitative trading strategies and algorithms
•	Knowledge of credit and credit derivatives would be advantageous 
•	Strong programming skills Java, C\C++, C# R, scripting languages
•	Excellent research background with strong statistics and data analysis skills
•	Highly academic with advanced degree

In Summary – A Tier 1 US investment bank requires a senior quantitative analyst to design and implement FX algorithmic electronic market making strategies. 


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. 

6. 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>Commodities Front Office Quant - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14119</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14119" />  
                <updated>2013-05-10T16:34:27Z</updated>  
                <summary type="html"><![CDATA[Tier 1 Investment Bank is looking for two VP level Quantitative Analysts to work on the FO Commodities Desk. 

As the successful candidate you will be responsible for supporting the global commodities corporate business. This includes desks trading Oil, Power, Gas, Coal, Agricultures, Emissions and Base metals. You will be responsible for developing a greenfield C++ derivatives analytics library providing derivative pricing and risk management to the front office. 

You will also work closely with the traders to develop spread sheets which enable efficient pricing and risk management. 

The successful candidate will have the following skill set: 

-	Experience working on Commodity derivatives (3 years+ Flow or Exotic)
-	Excellent communication skills (previous experience working with traders advantageous) 
-	Experience building in house risk management 
-	Very good C++ 
-	3-5 years working experience within a front office capacity. 

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>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>  
      
            <entry>  
                <title>QUANT ANALYTICS OPPORTUNITIES | London  - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14103</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14103" />  
                <updated>2013-05-08T11:57:59Z</updated>  
                <summary type="html"><![CDATA[JOB DESCRIPTIONS 	

PhD /Masters – Entry level Quantitative analysts – Tier One Investment US Investment Bank| £60,000-£70,000 
VP/ Director – CVA Quant analysts – Tier One European Investment Bank|£110,000-£130,000 (DOE)
Associate level – ABS/MBS Derivatives Pricing  Quant – Global Leading Quant Investment Bank|£70,000-£90,000
Head of Model Validation – Tier two Investment Bank|£130,000 - £150,000
AVP/VP- Exotic Interest Rates Desk Quant – Top 5 Global, Multi-Strat Hedge Fund| £75,000-£100,000
Associate VP – C++ Quant developer VaR & Market risk Models – European IB| £80,000- £90,000
Analyst – Quant Developer, C++ & Python – US Investment Bank| £65,000 - £80,000 (DOE)
VP level – Credit Quant, CMBS, CDS, CDO – European Hedge Fund| £100,000 (DOE)
Associate – Prime Brokerage/ Services – Tier One USA Investment Bank| £70,000 – 80,000 (DOE)

GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: Quantitative Analytics, Quantitative development, derivatives pricing, options pricing, PhD, Masters, Stochastic Calculus, Monte-Carlo Simulation, Oxford, Cambridge, Ecole Polytechnique, DEA, Quant Analyst, Quant Pricing Group, Quantitative derivatives modeling, global analytics library, C++, C#, Java, Python, model validation

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. 

6. 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>SVP / Director – Market Risk Management – Rates / FX - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14102</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14102" />  
                <updated>2013-05-08T11:55:29Z</updated>  
                <summary type="html"><![CDATA[Overview
We’re currently working with a leading Investment Bank who are looking for senior hire to lead their emerging markets team predominately covering Rates & FX. 

The Role

Work closely with the traders, assessing their limits and challenging positions taken

Have a deep understanding of the products traded, in particular IR & FX

Build strong relationships with the trading desk and bring value to the business

Manage a small team of risk managers 

Add value to wider projects in the department, including improvements to VaR & enhancement of other risk methodologies


The Candidate  
 
Quantitative academic background 

Extensive experience in Rates & FX 

Experience managing a small team ideal, although not essential

Previous experience covering emerging markets ideal, although not essential

Ability to communicate effectively with senior stakeholders within the business


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. 

6. 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>C++ Algorithm Developer - Systematic Trading - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14096</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14096" />  
                <updated>2013-05-08T09:47:04Z</updated>  
                <summary type="html"><![CDATA[Opportunities for very talented, mathematical C++ developers with good knowledge of either low-level, high performance, ultra-low latent systems or experience of efficient implementation of algorithms for computerised trading. Opportunity for candidates from any location (US Visa provided) to work in a world-renowned $10bn+ Hedge Fund known for environment more like software / machine learning company.

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>Senior Equity Derivatives Portfolio Manager – Hedge Fund - Paris, France, Frankfurt, Germany, Dubai, United Arab Emirates, London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14046</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14046" />  
                <updated>2013-04-17T16:50:31Z</updated>  
                <summary type="html"><![CDATA[TITLE – LOCATION:
Senior Equity Derivatives Portfolio Manager – Hedge Fund - London
SALARY RANGE OR SPECIFIED NUMBER + BONUS:
Competitive base and market leading bonus
JOB DESCRIPTION:
A global leading multi-strat focused hedge fund is looking to bring in a senior portfolio manager within their equity volatility focused fund. The role would be to trade a significantly sized portfolio predominantly across European and US equity index markets. It is a great opportunity for a senior trader on the buy or sell side with at least 6 years direct proprietary trading experience to build a career with a very successful hedge fund as a portfolio manager. The role will be multi-faceted and this group is not one to pigeon hole the successful candidate. Some experience with credit derivatives would be a plus but not essential; the firm from a high level covers credit derivative products as well as equity.
The Fundamental responsibilities will be risk managing an equity volatility portfolio, taking an active role in trade idea generation and product development and being involved in the research and analysis of opportunities on the European and US equity markets.
The successful candidate is likely to have around 6 or 7 years direct prop trading experience from a Tier 1 investment bank or global hedge fund and a Masters degree from a top university. 
REQUIRED:
Minimum 6 years prop trading experience in equity derivatives from a tier 1 institution.
Consistent and exceptional PnL track record.
Strong communication skills.
Competitive by nature and eager to win.
Quick and decisive thinker and able to deal well with pressure.
IN RETURN:
An exciting, autonomous working environment that can offer unrivalled career progression opportunities.
Personal growth within an ambitious team.
Opportunity to develop your skill set and increases your scope of expertise.
Market leading compensation structure.
Summary:
This is a role in London with a leading equity and credit focused firm. The role is a portfolio manager position on their Equity index volatility business focusing on the European and US index markets. It is a great opportunity for an experienced equity derivatives prop trader to develop their career at a global leading hedge fund.

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
Please mention job title in application email.
Applying: Quant-Jobs@globalquantrecruitment.com
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
]]></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>Global Head of Algorithmic FX Trading Technology - Paris, France, Geneva, Switzerland, London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14039</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14039" />  
                <updated>2013-04-17T15:40:59Z</updated>  
                <summary type="html"><![CDATA[Global Head of Algorithmic FX Trading Technology

Location

 United Kingdom, England, London



Salary

£200,000 - £1mm Pending Exp



Position Type

Permanent



Employment Type

Full time



Updated

17-04-2013



Ref No.

BW9921


Apply OnlineSave this JobSend to FriendPrint


Internationally Award Winning Bank Seeks MD-Level Manager to lead team of almost 50-people.




This business critical position will take global responsibility for the Algorithmic FX technology platform. Architectural and design skills are critical as is the ability to review code (C++/Unix platform). Excellent client skills essential for facing off to business/trading heads.

Call the Trading Technology Search Team or apply to discuss the requisition in greater depth.

+44 (0) 203 141 8015
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Globally Renowned Vol Fund Seek Equity Derivative VolPortfolio Manager - London, United Kingdom, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14037</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14037" />  
                <updated>2013-04-17T15:37:02Z</updated>  
                <summary type="html"><![CDATA[Globally Renowned Vol Fund Seek Equity Derivative Volatility Portfolio Manager - New York / London


Location

 USA, New York, New York



Salary

$1mm - $3mm - Performance Pending



Position Type

Permanent



Employment Type

Full time



Updated

17-04-2013



Ref No.

PC-9931


Apply OnlineSave this JobSend to FriendPrint


Equity Derivative Volatility Portfolio Manager, New York / London




Large Vol fund looking to hire PM to run portfolio focused on global equity markets, significant capital available.

Looking for someone with a proven track record in making consistent, significant P&L trading equity derivatives on a RV Vol basis. Ideally will have an auditable prop track record but will consider outstanding candidates from the sell side. Ability to be sat in New York or London.

Call the Trading Search Team or apply to this advert to discuss this highly market sensative requisition in greater depth – +44 (0)203 141 8030 Quoting - PC241
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
        </feed>  
     

