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            <id>http://www.quantfinancejobs.com/</id>
            <title>Latest jobs: Entry/Junior Quantitative Development Quant Jobs | QuantFinanceJobs.com</title>  
            <subtitle>Latest jobs: Entry/Junior Quantitative Development Quant Jobs ()</subtitle>
            <link href="http://www.quantfinancejobs.com/jobs/webfeeds/atom.aspx" rel="self" />  
            <link href="http://www.quantfinancejobs.com/jobs/" />  
            <updated>2013-06-19T22:12:32Z</updated> 
      
            <entry>  
                <title>Entry level / Transition Role – Trading Research, Electronic Trading, NY CA - London, United Kingdom, Chicago, United States, Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14284</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14284" />  
                <updated>2013-06-19T20:15:04Z</updated>  
                <summary type="html"><![CDATA[Entry level / Transition Role – Trading Research, Electronic Trading, NY and CA $125k + Bonus + comprehensive mentorship and training.

Our client is well regarding electronic market-marketing firm. The business has trading operations in the United States, Europe and the Asia-Pacific region.

Trading Researcher

Trading researchers play a mission critical role within the firm. Specifically, the focus is on the research of novel and the optimisation of existing automated trading strategies and algorithms.

As an entry-level trading researcher, you will be put through the firm’s comprehensive training program designed to produce versatile quantitative traders. This is not a classroom or simulated training program. From your first day, you will join a real time trading team and work on high impact research projects that will make a direct impact on revenues.

You will be assigned a mentor, typically a senior quantitative trader or desk head, whom will be responsible for helping you gain the diverse exposure to the variety of instruments, frequencies and markets the firm trades. This will allow you to graduate into a well rounded and robust quantitative trader who can make a significant contribution to the firm’s suite of strategies and algorithms.

Outside of the quality of work and intellectual rigour, the firm enjoys a collegiate culture. Trading researchers enjoy plenty of opportunity for growth and mobility within the firm.

Requirements
•	M.S / PhD in a quantitative discipline from one of the leading US Universities.
•	Extensive research experience in the application of statistical / machine learning techniques to massive datasets.
•	Committed and longstanding interest in building a career in quantitative trading.
•	Professionals with 1-5 years industry experience from the technology, internet, defence, engineering or similar industries are highly welcome.
•	Collegiate and team player attitudes.
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>Quantitative Developer – Algorithmic Trading NY - $180k - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14283</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14283" />  
                <updated>2013-06-19T20:12:24Z</updated>  
                <summary type="html"><![CDATA[Quantitative Developer – Algorithmic Trading NY - $180k

Exciting opportunity for a strong C++ Quantitative Developer to work in my client’s Algorithmic Trading group. 

Working closely with Foreign Exchange Options Traders, you will be responsible for implementing trading models and solutions. 

You will actively participate in asset class meetings and will maintain strong ties to the options traders to ensure the development and delivery of software solutions, suing a very quantitative approach.

Qualifications:
•	Advanced degree in Computer Science, Engineering or Maths
•	A minimum of 2 years hands-on experience of developing software systems and applications in C++
•	Strong knowledge of OO Principles, UNIX/LINUX and SQL
•	Strong quantitative skills and ability. Ideally knowledge of Foreign exchange
•	Previous experience of working on a trading desk or trading environment will be highly preferred
•	In depth understanding of pricing and risk analytics, proficiency in numerical analysis and statistics
•	Strong work ethic, positive attitude and the ability to provide innovative solutions for business needs
•	Knowledge of KDB is a plus				




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>Strong C++ programmer, Cross Asset- High Frequency- US Hedge fund, New York - Chicago, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14282</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14282" />  
                <updated>2013-06-19T20:10:51Z</updated>  
                <summary type="html"><![CDATA[Strong C++ programmer, Cross Asset- High Frequency- US Hedge fund, New York, $200K++ 

With a strong presence in New York, Chicago, Hong Kong and London, our client is regarded globally as a major player within the systematic trading business. They are looking to appoint a junior trader with strong C++ programming skills in New York or Chicago.

The Role
The firm is always at the forefront of technical developments and consistently recognised as a leader of state of the art trading technology and infrastructure. Due to rapid expansion they now have the facilities to expand their trading teams in New York and Chicago

They are looking to appoint a high achieving and successful junior trader to their high frequency desk in London. They have always hired the highest calibre of candidates with strong academics coupled with internships in either finance or IT firms. Many of their most recent hires have had strong problem solving and technical programming skills.

The role will involve researching, back testing and generating ideas; which will then lead to coding and implementing systematic alpha generating strategies. You will have ownership of risk and be responsible for your own PNL. 

The company has a very collegiate team culture and all the senior managers have come from within. Technology is at the forefront of the firm’s success so they are aggressively looking for candidates with a technological background, be it commercial or academic.

Knowledge of data structures, algorithms or experience in contributing to open source is highly desirable.

Requirements 
    • PhD or MSc in an Engineering, Physics or Computer Science related discipline from a top tier and well established institution.
    • Must have strong technical skills (programming/ coding).
    • Strong problem solving skills.
    • High achievers within maths or Physics Olympics are highly desirable.
    • Good research level and self supporting programming skills.



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>Quantitative Analyst-No Finance Experience required-Electronic trading firm - Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14281</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14281" />  
                <updated>2013-06-19T20:09:26Z</updated>  
                <summary type="html"><![CDATA[Global electronic trading firm is looking for quant analysts (entry level) for their trading desks in Sydney, NY, LA and London. 

Company:

The firm has been around for more than a decade and operate predominantly across the mid and high frequency trading domains. With offices currently in Singapore, NY, LA, Australia and London, they have a global reach and cover all the major markets. Currently in a phase of expansion and looking for talented entry level candidates they are seeking 3 quant analysts for their global offices. The emphasis is to bring on board junior candidates with no prior finance experience who will be future business leaders. The firm have a thriving entrepreneurial working environment driven by the researchers and quant’s within.

Role
You will be working closely with similar quant’s and traders whilst also working closely with the software engineers in designing and developing trading strategies. Not only will you be researching new trading strategies but you will also be involved in optimizing and amending existing strategies- so a background in optimization is a plus. An aptitude for mathematics and very strong mathematical modeling skills are highly desirable. In addition a bright analytical mind with a passion for quantitative reasoning is preferred.

The firm does not hire candidates with prior finance experience but is open to candidates that may have had a year or two of experience outside of finance that is related (multi-media, defense, technology industries).

You
    • Must have a strong academic background (any level) from a globally established institution within an analytical field (mathematics, engineering, Physics or Computer Science).
    • Programming proficiency in Excel, VBA- Mat lab and C++ are a plus.
    • High achievers are desirable (Olympiads, math’s contest winners, high GPA/ Test scores).
    • Motivated by mathematical modeling and its application to real life problems.				



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>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>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>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>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>QUANT DEVELOPER / HIGH FREQUENCY / C++ FOR FINANCIAL MARKETS  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14256</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14256" />  
                <updated>2013-06-14T01:18:51Z</updated>  
                <summary type="html"><![CDATA[QUANT DEVELOPER / HIGH FREQUENCY / C++ FOR FINANCIAL MARKETS - $120K+Bonus
Our client is a boutique executive search firm, specialising in Trading & Technology within quantitative & fundamental trading businesses. Utilizing our extensive network of connections, & detailed market mapping we have the ability to gain access to unique individuals in order to fulfill specific needs of clients and candidates alike. The firm engages in market making and trading across global equities, foreign exchange, options and futures. 
The organization has extensive operations in the USA, with offices in Chicago, San Francisco and New York. Through continued expansion and a focus on recruiting top talent, the team is seeking a smart C++ developer to take a key role on building out the Operating market platform.
REQUIREMENT:
•	1 – 3 years experience in C/C++ Design and development.
•	Strong business skills – knowledge and experience of systematic research and development will be a huge plus.
•	Knowledge of equity, equity derivatives, commodities or interest rate derivatives is desirable.
•	Great communication skills and the ability to work in a dynamic and collaborative team.
•	Excellent academic background and ideally a post-graduate degree (Masters/PhD) in Computer Science, Physics, Mathematics or related.

RESPONSIBILITIES:
•	Take a key role in the design and development of a green-field front of C++ system for options market making
•	Collaborate and share ideas with team of Quants & Traders
•	Design and develop the next generation options trading system in C++
•	Use complex High Performance Computing Techniques to optimize and tune the core analytics libraries
•	Desire for excellence & perfection

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>Junior Brainy Bunch Java/C++ Programmers for Investment Banking  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14255</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14255" />  
                <updated>2013-06-14T01:08:25Z</updated>  
                <summary type="html"><![CDATA[Junior Brainy Bunch Java/C++ Programmers for Investment Banking 

Compensation: $125K + Bonus
Location: NY, Chicago

Client: Our Client is a trend setter and one of the role model in the field of Financial Markets. They are into Financial Market to set the platform for the financial business.

Job Description: Our Client is looking out for talents for the entry/Junior Developer positions who are going to work with skilled and talented professional programmers. The main job is to develop the software model using the strategies within the financial markets.

Requirements: 
•	Strong knowledge in C/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++ Developer: Financial Solutions Provider, New York, USD $150K+ Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14254</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14254" />  
                <updated>2013-06-13T21:35:57Z</updated>  
                <summary type="html"><![CDATA[C++ Developer: Financial Solutions Provider, New York, USD $150K+ Bonus
Firm:
•	Our Client is a leading provider of structured product & credit analytics looking for an expert C++ Developer. The firm has grown well and has now built a reputation as a preeminent financial solutions provider for the fixed income markets. Specifically, serving some of the largest and most sophisticated hedge funds and investment bank trading desks in the world.
Role & Group:
You will work in a tight knit and entrepreneurial group of expert C++ developers and technologists in producing fixed income applications, tools and products that are utilized by sophisticated and specialist trading desks, hedge funds and investors across the world for trading the fixed income, structured products and credit markets.
Requirements:
•	2-4 years professional industry level C++ programming experience
•	An entrepreneurial spirit and strong work ethic.
•	Excellent academic background in Computer Science – BS/MS/PhD from a leading University.
•	Pragmatic attitude and willingness to wear different hats as required by a small and growing business.

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 Software Strategy Developer - Financial Markets - $150K + Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14253</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14253" />  
                <updated>2013-06-13T01:20:08Z</updated>  
                <summary type="html"><![CDATA[Junior Software Strategy Developer - Financial Markets - $150K + Bonus

Location – NY, CA

Client:  Our client is a one of the leading financial portfolio keeper with mainly Financial Trading. They are here to manage and maintain the platform to be available for business mainly into financial markets.

Job Description: Our Client is looking for Junior Software Developers, who can work with the team of world class software Technologists according to the requirement of the company. The selected candidates will be developing software models within the financial markets using C/C++.

Qualification:
•	1 to 3 years of Hard-core experience in C/C++ programming.
•	Strong Academics in Top universities related to Computer Science, Statistics, Math, Engineering, etc...
•	Perform code maintenance, testing, and analysis
•	Implement software or product enhancements
•	Experience 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++ Software Developer: High Frequency Trading Group, New Jersey, USD $225K - Jersey City, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14252</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14252" />  
                <updated>2013-06-12T21:05:42Z</updated>  
                <summary type="html"><![CDATA[C++ Software Developer: High Frequency Trading Group, New Jersey, USD $225K+ Bonus
Firm:
•	Our Client is a well known, leading Systematic Trading Hedge Fund looking for an expert C++ Developer for the High Frequency Trading Group..
Role & Group:
•	Working closely with the senior members of the team, your focus will be on leveraging your quantitative and technology skills to:
Build a highly innovative distributed, massively parallel market data storage and processing system and architecture, using innovative, cloud-based technologies for real-time processing of big data.
Use the firms cutting-edge high-frequency trading engine to create databases for market research.
Develop applications that enhance the functionality of the firms market analytics platform.
Design next-generation market data visualization tools, including an interactive order-book viewer, market data plotting tools, database analytics, and research pipeline management tools.
Requirements:
•	2+ years expert C++ Programming / Development experience using STL, TMP and Boost libraries for high-performance, low-latency computing
•	Expertise in high-level programming, Multi-thread and using numpy/scipy/matplotlib for analytics.
•	Experience in real-time/low-latency systems, cluster computing, or scientific data analysis
•	Excellent academic background in Computer Science, Electrical Engineering, Physics or Math from a leading University.

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>SENIOR C++ SOFTWARE DEVELOPER (Market Data NYC Trading Firm) NY, USA - $225 - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14251</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14251" />  
                <updated>2013-06-12T20:23:50Z</updated>  
                <summary type="html"><![CDATA[SENIOR C++ SOFTWARE DEVELOPER (Market Data NYC Trading Firm) NY, USA - $225K+Bonus

Firm:
•	Large trading firm seeks a senior C++ developer / engineer to join (& immediately contribute to) an elite team tasked with building real-time market data software (feed handlers for critical world-wide financial data sources). You’ll also participate in all phases of the software development life cycle (planning, design, QC, troubleshooting). 
•	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.
 REQUIREMENT:
•	2-6 + years of experience in C++/ Java 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
		Analyze the signal and noise characteristics of current and emerging IC yield limiting defects, formulating algorithmic solutions, and validate them via simulation and prototyping. Work closely with other groups to define software requirements, design software architecture, program software in C/C++, optimize software performance, troubleshoot software problems, and maintain software in current products.
		Provide technical support during product demo and beta testing. Participate in software quality assurance activities required by the HPCA software development process. Work with domain experts from other functional teams on special customer engagement projects. Act as the algorithm representative during system level hardware/software integration and testing.

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>Computer Science Graduate – Investment Banking – NYC – $ 130K – 180K +Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14250</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14250" />  
                <updated>2013-06-12T20:20:25Z</updated>  
                <summary type="html"><![CDATA[Looking for a software developer for our financial client to develop their equity trading systems.

Our Client is a leading investment bank headquartered in New York. Behind the stability and strength of the business is a domain expertise and world reputation in US equities. 

Role
•	As a software developer, you will join a high-energy team focused on making automatic trading system into a world-class platform for modelling algorithms.
•	Responsibilities will includes designing algorithms, developing prototype code, and documenting the results in conference and journal papers, technical reports, and presentations.
•	Provide support for complex system development and integration comprised of imaging sensing systems and non-imaging measurement devices and subsystems for ground combat vehicles. 
•	Assist in the development of metrics for real time data processing and embedded algorithms.

Requirements
•	Graduation in Computer Science from a reputed university in USA.
•	1 - 3 years of experience in analytics software developer is desire.
•	Excellent C/C++ coding skills with a strong Linux and UNIX.
•	Experience in building large-scale engineering software is a huge plus.
•	Exceptional communication skills, high energy and a great attitude are required.

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>Junior Trading Developer – Systematic Trading – NYC - USD 150 Basic + Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14246</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14246" />  
                <updated>2013-06-11T21:03:12Z</updated>  
                <summary type="html"><![CDATA[We are in the process of hiring Junior a Software Developer for our client in Systematic Trading firm. 

About the Client
Our Client is a highly regarded electronic trading firm focused on both proprietary and algorithmic trading. They enjoyed a massive systematic development team across the global. The majority of their teams are based in Los Angeles, New York and Chicago. They have a cross asset focus and well regarded in the Equities, Fixed income, currencies and commodities markets. 

Role
The Junior Developer will be working as part of the Systematic Trading team. You will be working closely with PhD level trading analysts providing programming support for the implementation of new systematic strategies. This team is also responsible for the enhancement of the existing suite of trading algorithms and for the continuous optimisation of their best in class trading system.   

This is a unique opportunity for a new developer entrant to the market. Unlike, many competing firms, this is not a run of the mill programming support role. You will gain a great deal of exposure to the research and thought process underpinning the trading strategies and algorithms. It is anticipated that soon and over time a talented junior developer will start to contribute to the alpha generation process.

Requirements
Ideally 3+ years of experience in Professional Java and or C++ programming 
Maths, Physics or Statistical backgrounds are a plus
Experience in programming and handing high volumes of data are essential 
Bachelors and Masters from Leading Universities
Excellent Communication skills

No Finance background required for this requirement.

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>Entry Level Quantitative Engineer (C++/Java) – Quantitative Investment - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14233</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14233" />  
                <updated>2013-06-11T00:29:44Z</updated>  
                <summary type="html"><![CDATA[Entry Level Quantitative Engineer (C++/Java) – Quantitative Investment Trading Firm – Tri State NY,N J& CT - $120K-$150K + Performance Bonus

Our client is a producer of quantitative investment Trading, research, software and IT systems for use in investment management. Headquartered in NY, they boast a proven pedigree of quality and service stretching back to decade. Every day, they invest in their people, systems, networking and software with the aim of producing integrated automated trading platforms for systematic trading strategies. They are planning to expand their R&D team by recruiting more Junior (C++/Java) Quantitative engineers for locations in NY, NJ & CT.
Roles & Responsibilities :
•	Develop and maintain the quantitative library like adding a new diffusion model or calibration or by fixing client and internal issues. 
•	Interact with product managers and analysts to understand business needs and help develop these into specifications.
•	As a Developer you will help develop the Investment Management products. 
•	Ability in conducting financial risk calculations. Within and beyond it is positioned as our client’s primary risk calculation engine. 
•	The R&D team has to provide the financial engineering skill set capable of maintaining, supporting and developing this investment research engine. 

Requirements :
•	BS/Ms/ Ph d In Computer Science, Mathematics, Statistics (or) any relevant stream (From MIT, UCLA, CALTECH, CMU, UIIC or any other leading universities in US).
•	1 to 3 years of academic or work experience programming in C++ (or) Java from any non financial industry. 
•	Strong knowledge in C++, Java, Perl, Python.
•	Excellent academics and projects background in terms of programming.
•	Winning of Olympiad or any projects throughout academic and carrier 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>Software Developer - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14232</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14232" />  
                <updated>2013-06-10T07:35:53Z</updated>  
                <summary type="html"><![CDATA[The D. E. Shaw group brings together some of the best minds in computer science, mathematics, physics, and engineering to work at the intersection of finance and technology. Members of our versatile technical staff exhibit a range of strong quantitative and programming abilities, with software developers and quantitative analysts collaborating on challenging problems that directly impact the firm’s continued success.

Quality and innovation are imperative for creating computationally-intensive solutions for trading profitably in markets around the globe. Developers bring strong analytical, mathematical, and software design skills to a variety of projects, including the formulation of statistical models for our computerized trading strategies, distributed system development, real-time data analysis, and the creation of tools for advanced mathematical modeling. Technology is an integral part of virtually everything we do and our team enjoys access to some of the most advanced computing resources in the world. Successful candidates have traditionally been the top students in their programs and have extensive software development experience. We welcome outstanding candidates at all experience levels.

Interested applicants apply here: https://www.deshaw.com/recruit/jobs/AD/QFJ/Prog

The D. E. Shaw group is a global investment and technology development firm with more than 1,000 employees, approximately $28 billion in investment capital as of January 1, 2013, and offices in North America, Europe, and Asia. Since our founding in 1988, our firm has earned an international reputation for successful investing based on innovation, careful risk management, and the quality and depth of our staff. We have a significant presence in the world's capital markets, investing in a wide range of companies and financial instruments in both developed and developing economies. 

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Quantitative Analyst - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14231</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14231" />  
                <updated>2013-06-10T07:33:11Z</updated>  
                <summary type="html"><![CDATA[Quants at the D. E. Shaw group apply mathematical techniques and write software to develop, analyze, and implement statistical models for our computerized financial trading strategies. Keen insight and innovation are imperative for creating solutions for trading profitably in markets around the globe. Specific responsibilities range from examining trading data in an effort to increase profitability, decrease risk, and reduce transaction costs to conceiving new trading ideas and devising the simulations needed to test them. Successful quant candidates have traditionally been exceptionally talented students at the top of their respective math, physics, engineering, and computer science programs; a considerable number have also competed successfully in the United States and International Math Olympiads as well as the Putnam Competition. Members of our highly versatile technical staff possess the wide range of quantitative and programming abilities necessary to tackle challenging problems that are critical the firm’s continued success.

Interested applicants apply here:
https://www.deshaw.com/recruit/jobs/Ad/QFJ/Quant

The D. E. Shaw group is a global investment and technology development firm with more than 1,000 employees, approximately $28 billion in investment capital as of January 1, 2013, and offices in North America, Europe, and Asia. Since our founding in 1988, our firm has earned an international reputation for successful investing based on innovation, careful risk management, and the quality and depth of our staff. We have a significant presence in the world's capital markets, investing in a wide range of companies and financial instruments in both developed and developing economies.

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Jr C++ / Software Developer - Financial Markets-Full-time position – in NY  - Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14229</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14229" />  
                <updated>2013-06-07T23:31:12Z</updated>  
                <summary type="html"><![CDATA[Jr C++ / Software Developer - Financial Markets-Full-time position – in NY & LA. USD $120 to $150 +Bonus

My client is looking for a C++ / Software Developer to strengthen its development team that delivers complex mission-critical software solutions for the Financial Markets space. 

People in this area, please read on:  

Job description:

Your main focus will be on building:

We are seeking outstanding developers who want to see their skills play a major role in bringing our new product to market as part of a collaborative team. You’d have integral input into the product design and function… and that is something that you cannot find in larger companies. This means you must both be able to work independently and contribute regularly as a productive member of the team.

Demonstrated excellence in developing cross-platform, multi-threaded, and user-facing products is a must. You will collaborate within a small product development team in an agile development process.

•	Write reports and documentation
•	Fix software issues and code irregularities
•	Perform code maintenance, testing, and analysis
•	Implement software or product enhancements
•	Develop software applications by means of diverse computer programming language
•	Lead teams and projects
•	Perform training
•	Give technical feedback
•	Correspond with team leaders or business stakeholders
•	Work with quality assurance teams
•	Complete project assignments

Who we are looking for?
Required Qualifications/Experience
•	C++ Developers can possess various certifications such as diplomas, associate, bachelors or masters qualifications. However the higher the qualification, the better job opportunities that are available to them. Developers may hold software design, programming or computer science certifications. 
•	Demonstrated excellence in delivering well-designed, high-quality code on schedule
•	Bachelors in Computer Science, Computer Engineering or similar experience in applications development
•	Strong knowledge of software engineering principles
•	Software documentation skills
•	Software debugging tools and skills
•	Excellent communication skill.
•	Multi-threaded development experience
•	Experience with video code, 2D or 3D graphics

Work environment:

You will work in the dynamic and challenging environment of Financial Markets in the company of smart colleagues from whom you can learn. The focus is on high-quality mission-critical software delivered in time using iterative development with regular milestone demos to the business, so that at the end there are no surprises about what we build.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com or mike@maven alpha.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>C++ developer / Software Developer with multi-threading and  - Chicago, United States, Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14228</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14228" />  
                <updated>2013-06-07T23:29:05Z</updated>  
                <summary type="html"><![CDATA[C++ developer / Software Developer with multi-threading and financial experience- Full-time position USD $200 to $250+ Bonus
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>Junior C/C++ Developers for Front Desk Trading Systems – New York - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14226</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14226" />  
                <updated>2013-06-07T22:57:17Z</updated>  
                <summary type="html"><![CDATA[Junior C/C++ Developers for Front Desk Trading Systems – New York.
About Client
One of the leading Automated Traders in the Financial Markets with extensive exposure to the market making and trading across global equities, fixed income, FX, options and futures. They are the leading source of liquidity in U.S. equities among all securities firms across NYSE- and NASDAQ-listed stocks, ETFs and Over-the-Counter Bulletin Board (OTCBB) securities.
Compensation
•	$150K + Bonus (According to the experience)
We are looking for
•	Junior Developers with 1 to 3 years of development experience in C/C++.
•	Experience either in Finance or Non-Finance industry would work.
•	Should be a hardcore programmer in C/C++ programming.
•	Should be a good team Player.
•	Good Analytical/programming skills.
•	Should be able to adapt to fast pacing environment.
•	Java/Matlab is a value added advantage. 
•	Bachelors/Masters/PhD in reputed institutions with background of Computer Science/relevant course.
Work Environment
The selected candidates will be working with skilled developers who are extensively into C/C++ Programming. They will be collecting all the requirements from the internal Analysis team and code according to their specifications.
Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference CHRIS. 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>Entry level Financial Software Developer - NYC - USD 150K + Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14225</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14225" />  
                <updated>2013-06-07T20:49:23Z</updated>  
                <summary type="html"><![CDATA[We are looking for a software developer to design, develop and maintain the trading system for a leading client in options market making.

About 
Our Client firm is an equity cash and options market making specialist.  They are highly reputed and a significant liquidity provider to both the cash and options markets in the USA.  Headquartered in New York, they have trading offices in Chicago. 

Role
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. Modelling the risk factors, forecasting and simulating business processes.

Requirements
•	3 + years professional experience in C++ programming is mandatory. 
•	Extensive knowledge on Python, Matlab, R and Multithreading are plus.
•	Working experience with large quantities of data to gain insight using statistics and data mining are an advantage. 
•	Experience delivering business insight and strong time management are needed.
•	MS or Doctorate in Computer Science, Statistics, Maths or Physics is preferred. 
•	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 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>Entry Level C++/Java Programmer, Quantitative Trading Firm, NY &amp; NJ - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14222</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14222" />  
                <updated>2013-06-06T00:53:37Z</updated>  
                <summary type="html"><![CDATA[Entry Level C++/Java Programmer, Quantitative Trading Firm, New York & New Jersey - Basic $130k + Significant bonus potential

ABOUT THE CLIENT
Our client is a Systematic proprietary trading specializing in statistical arbitrage and also a leading producer of Automated Trading Algorithms; developing and distributing ultra low latency proprietary trading technology, tools and analytics to hedge funds and trading desks globally. Winner of best Quantitative Trading Algorithms is now looking to expand their excellent R&D team by adding more C++/Java developers.

ROLE
You will work in the R&D team within the organization. The team is responsible for all of the quantitative research and technology that drives all business lines. 

Collect, Collate & give a statistical figure to the huge amount of data.

Design next-generation market data.visualization tools & developing existing tools and Quantitative trading Algorithms.

Designing and developing new and existing Automated Trading Algorithms in cutting edge technology available today.

REQUIREMENTS
•	BS/MS/Ph d from a top University in Computer Science, Electrical Engineering, Physics or Mathematics. 

•	Excellent programming skills: C++/Java, using Perl, Matlab and Boost libraries for high-performance, lowlatency computing. 

•	Python, with broad proficiency in high-level programming.

•	Knowledge in real-time/low-latency systems, cluster computing, or scientific dataAnalysis.

•	1-3 years experience in developing and programming - Finance experience is not required.

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>C++ Software Developer – From Any Industry to Financial Industry - NY  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14221</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14221" />  
                <updated>2013-06-05T20:37:36Z</updated>  
                <summary type="html"><![CDATA[Hiring C++ developer for the R&D team focused to develop the high frequency trading platform.

Client
Our client is a leading financial servicing firm in New York. They are focused on providing world class quantitative trading platform (on high frequency) to their clients: mainly into Investments banks, Hedge funds and Proprietary trading firms across the globe.  

Role
You will be working as part of the R&D team in development and maintenance of the high frequency trading platform. You will be working together with Researchers, Scientists, traders and completely manage and execute the process of implementing trading strategies on the low latency coding. This is a unique opportunity for the C++ developers to grow to be a key contributor and work on cutting edge technologies with the highly talented team. It is also a fun filled collegial environment to work.

Requirement
•	1 - 3 years of Industrial Software development experience.
•	Should be expert in C++ programming and its relevant technology skills.
•	Knowledge of machine learning, statistical analysis are preferred.
•	PhD in Computer Science, Physics, Maths or Statistics from top tier US universities.
•	Exceptional communication and interpersonal skills must.


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>Quant Developer (C++) – Quantitative Trading Firm – New York &amp; Chicago - Chicago, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14220</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14220" />  
                <updated>2013-06-05T01:07:16Z</updated>  
                <summary type="html"><![CDATA[	Quant Developer (C++) – Quantitative Trading Firm – New York & Chicago - $150K-$180K + Bonus.

Our Client is one of the Leading Quantitative Trading Company Globally located and Headquartered in New York. They are looking for exceptional C++ programmers for their R&D Team who is responsible for all of the quantitative research and technology that drives all business lines. This is the engine of the business and the part where the founder and senior management are most involved in. 

Role: 

	Working closely with the senior members of the team, your focus will be on leveraging your quantitative and technology skills.

Build a highly innovative distributed, massively parallel market data storage and processing system and architecture, using innovative, cloud-based technologies for real-time processing of big data.

Use the firm’s cutting-edge high-frequency trading engine to create databases for market research.

Develop applications using the experience and knowledge in C++ that enhance the functionality of the firm’s market analytics platform.

Design next-generation market data visualization tools, including an interactive order-book viewer, market data plotting tools, database analytics, and research pipeline management tools implementing your programming skills in C++.

Requirement:
Excellent academics with BS/MS/Ph d from a top ranking university, program in Computer Science, Electrical Engineering, Physics or Math.

Fantabulous programming skills in C++, using STL, TMP, and Boost libraries for high-performance, low-latency computing.

Experience in real-time/low-latency systems, cluster computing, or scientific data analysis

1-6 years experience in C++ programming & solving real world problems from any Industry. Finance experience is not required.

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>Financial experience is not required. Quantitative Trading Firm – New York  - Chicago, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14219</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14219" />  
                <updated>2013-06-05T00:33:24Z</updated>  
                <summary type="html"><![CDATA[Financial experience is not required. Quantitative Trading Firm – New York & Chicago - $180K to $250K + Bonus.
My client is currently hiring for a number of challenging positions in quantitative finance. A new employee of the client becomes a member of teams that have built some of the most sophisticated trading systems anywhere. My client has assembled a world-class team of quantitative analysts and infrastructure developers from the world's top educational and research institution.
My client is on the cutting edge of quantitative trading, a lucrative field that provides some of the most challenging math and engineering problems in the world. A career with my client is a chance to not only become expert in this industry, but to shape its future with the engineers and analysts who are building it from the ground up.

All teams interact closely with client's top management and will have opportunities to grow and influence new projects. Compensation is extremely generous, and in addition to a very competitive salary, it includes five weeks of paid vacation, signing bonuses and bonuses tied to the success of projects.
Available Positions
All positions are full-time and located in New York City unless otherwise noted. We are currently hiring for positions in the following areas:
Infrastructure Developer:
Responsibilities
As an Infrastructure Developer, you will expand our trading capabilities on markets around the world. Your responsibilities will include:
•	Designing and implementing a high-frequency trading platform, which includes collecting quotes and trades from and disseminating orders to exchanges around the world
•	Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency
•	Developing systems that provide easy access to historical market data and trading simulations
•	Creating tools to analyze data for patterns
•	Building risk-management and performance-tracking tools
•	Shaping the future of the team through regular interviewing and infrequent campus recruiting trips.
Qualifications:
•	Our ideal candidate will graduate with a degree in computer science along with:
•	A strong background in data structures, algorithms, and object-oriented programming, preferably in C++ or Java
•	Brilliant problem-solving abilities
•	The ability to manage multiple tasks in a fast-paced environment
•	Strong communication skills
•	Working knowledge of Linux
•	Knowledge of Python or Perl and shell-scripts a plus 
•	Financial experience is not required.
Trading Automation Developer:
Responsibilities

?	As a Trading Automation Developer, you will expand our trading capabilities on markets around the world. Your responsibilities may include:
?	Augmenting, improving, redesigning, and/or re-implementing the internal scripting tools that support our global quantitative trading systems
?	Working closely with quantitative traders in New York, and London to develop analytics, identify trading issues, analyze data sets, and troubleshoot trading issues
?	Monitoring, supporting, and de-bugging the complex Perl/Linux applications that support trading operations
?	Creating optimal, highly speed-sensitive, and scalable code that will process large amounts of data
?	Writing tools to analyze data for patterns

Qualifications
The ideal candidate will have at least three years of professional programming experience and expertise in scripting languages, such as Perl, Python, shell scripting, awk, sed, and MySql. Additional requirements include: 
•	Bachelor’s and/or master’s degree in computer science or a related field from a top school 
•	Strong working knowledge of Linux 
•	Experience working with C and/or C++ 
•	The capacity to multi-task in a fast-paced, dynamic work environment 
•	Demonstrated initiative and ability to take ownership of projects 
•	Strong communication skills and reasoning abilities 
Financial experience is not required. 
C++ Developer: Please call and get details about the position.
Software developer: Please call and get details about the position.
Benefits
My client's main office and garden roofdeck are located in TriBeCa, a neighborhood in downtown Manhattan. While we work hard, client's cubicle-free workplace, jeans-clad workforce, and well-stocked kitchens reflect the premium the firm places on quality of life. 
Benefits include:
1.	Competitive salary
2.	Signing and performance-based bonuses
3.	401(k) with company matching
4.	Five weeks of paid vacation per year plus nine paid holidays
5.	Free breakfast, lunch, and snacks on a daily basis
6.	Free gym membership
7.	Free tickets to New York events, including the US Open and TriBeCa Film Festival
Apply Now
If you find this role of interest, please submit your application to apply@mavenalpha.com or mike@mavenalpha.com quoting the reference “MIEL“.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike 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>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>Entry level C++ Programmer / Developer – Trading Research – Algorithmic - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14207</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14207" />  
                <updated>2013-06-01T01:31:07Z</updated>  
                <summary type="html"><![CDATA[Entry level C++ Programmer / Developer – Trading Research – Algorithmic trading, New York, Chicago – 130K – 170K (Linked to experience) + Bonus + Other benefits.
Algorithmic Trading Group within a multi-strategy hedge fund would like to appoint additional researchers to its team.
Role :
?	Research, Development and C++ implementation of automated predictive models identifying trading opportunities.
?	Collect, Collate and cleaning of massive data.
?	Enhancement and C++ implementation of existing trading algorithms.
?	Coding new algorithms for algorithmic trading market.
?	Back end prior approval testing.
?	Contribute to presentations of new research, methodologies and ideas to senior management, clients and other team members.
Requirement :
?	Masters / Phd in a technical discipline from one among the leading institutes.
?	0 to 2 years of industry experience in research and C++ implementation.
?	Demonstrable passion and commitment to a carrier in Algorithmic Trading.
?	Versatile programming skills in C++.
?	Track record of high academic and professional performance.
?	Collegiate Personality.

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>C++ Software Engineer – Trading Research &amp; Development – NY USD 200K Basic  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14205</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14205" />  
                <updated>2013-05-31T19:51:28Z</updated>  
                <summary type="html"><![CDATA[
Hiring C++ programming engineer for the R&D team focused to develop the high frequency trading platform.

Client Firm
Our client is a leading financial servicing firm in New York. They are focused on providing world class quantitative trading platform (on high frequency) to their clients: mainly into Investments banks, Hedge funds and Proprietary trading firms across the globe.  

Role
You will be working as part of the R&D team in development and maintenance of the high frequency trading platform. You will be working together with Researchers, Scientists, traders and completely manage and execute the process of implementing trading strategies on the low latency coding. This is a unique opportunity for the C++ developers to grow to be a key contributor and work on cutting edge technologies with the highly talented team. It is also a fun filled collegial environment to work.

Requirement
•	The Ideal candidate should have alteast 3 years of Industrial Software development experience.
•	Should be expert in C++ programming and its relevant technology skills.
•	Knowledge of machine learning, statistical analysis are preferred.
•	PhD in Computer Science, Physics, Maths or Statistics from top tier US universities.
•	Exceptional communication and interpersonal skills must.


Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ SUSH “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Suresh 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>Quantitative Researcher – Investment Management Firm – New York - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14193</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14193" />  
                <updated>2013-05-31T01:01:14Z</updated>  
                <summary type="html"><![CDATA[Quantitative Researcher – Investment Management Firm – New York - $150,000-$180,000 + Bonus & Benefits

Our Client is a private institutional investment management firm focused purely on quantitative trading.  They are headquartered in CT and has offices in New York & London. They have built one of the most successful quantitative trading groups. They have a very successful track record of profitability, growth and innovation . They are populated by extremely talented traders, researchers and technologists. The key focus is to work develop quantitative trading strategies for liquid instruments across the global markets through extreme quantification and automation of trading processes.
Role:
You would join either the centralized research team and or a dedicated trading team run by a specific quantitative traders.
As a researcher your focus will be on the full life cycle research & development of systematic strategies that are based on statistically-based predictive signals associated with various market inefficiencies.
Develops, tests, and implements models and tools for trading.
Requirements:
Outstanding academic background with Ph.D. in Mathematics, Physics, Computational Mathematics, Financial Engineering, Operations Research, Mathematics, Economics, Electrical Engineering, Computer. 
PhD's with up to 2-3 years experience in quantitative research from any industry (including quantitative trading).
Strong and significant programming experience, preferably in C++ or Java
Academic expertise in linear theory, machine learning or statistical optimization is recommended.
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>Quantitative Developer - FX Front Office  - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14188</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14188" />  
                <updated>2013-05-29T17:05:00Z</updated>  
                <summary type="html"><![CDATA[One of my IB client's is looking for a Front Office Quantitative Developer to join their growing FX Derivatives team.

The successful candidate will come from a numerate of computational background, having achieved at least a Master's from a top tier educator. You will also have strong experience in C++ and be familiar with the FX markets. Experience developing on Linux is preferable. 

As a member of this team you will be working towards restructuring and upscaling the current architecture of the pricing & analytics library. This involves all aspects of the library, from modelling parameters to market & trade data. 

This role will effectively provide new functionality to the business. You will also be collaborating with the traders and members of the IT teams. 

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>Library Quant Analyst/Developer  - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14187</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14187" />  
                <updated>2013-05-29T17:03:04Z</updated>  
                <summary type="html"><![CDATA[Tier 1 Investment Bank is looking for a mid-level Cross-Asset Financial Engineer to work on the cross-asset financial library that is instrumental to a number of trading functions within the bank. 

As a member of this team you will be responsible for the integration of the pricing libraries and implementation of the next generation multi-asset environment, among other responsibilities

This is an exciting role as you will have the opportunity to support a number of trading functions within a number of different asset classes, thus giving you visibility to areas of the business you would not normally be exposed to.

Key Skills:

- A high level numerate degree (MSc or higher)

- 3+ years C++/Java programming experience.

- 2+ years working in front office.

- Experience working on Multi Asset Monte Carlo (advantageous)

- Experience Implementing Stochastic Volatility Models

- Supporting the traders

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 have a number of similar jobs within Quantitative Analytics at 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>Commodities team looking for Front Office Quant Analyst - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14183</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14183" />  
                <updated>2013-05-29T16:47:48Z</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>Prop Trading Firm Hiring C++ Developers/ Chicago/- $ Competitive - Chicago, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14015</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14015" />  
                <updated>2013-05-27T11:54:04Z</updated>  
                <summary type="html"><![CDATA[Prop Trading Firm in Chicago are looking to hire junior C++ developers.

Role:-

Work with senior developers and business leaders to expand , enhance and improve the trading infrastructure platform.
Design and implement reliable and efficient software used for algorithmic trading , exchange connectivity and research.

Support and troubleshoot the production environment in real time.


Requirements:-

BA from a top University in Computer Science or Engineering.

C++ programming skills.

A strong understanding of general programming concepts

A passion for working within development and finance.

Apply:-

Please send a Word CV to Joseph Goulden at quants
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Quantitative Research Analyst - Radnor, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14080</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14080" />  
                <updated>2013-05-02T19:30:24Z</updated>  
                <summary type="html"><![CDATA[Stevens Capital Management L.P. ("SCM") is responsible for the overall portfolio management and trading of a $3+ billion multi-strategy hedge fund with a 21+ year track record of generating outstanding returns for its shareholders.  SCM pursues a wide variety of investing and trading opportunities in virtually all of the world’s liquid financial markets.  Located in suburban Philadelphia and employing more than 60 professionals, we seek talented and motivated individuals for the following position:
 

Primary Responsibilities:
*	Responsible for independently conducting quantitative research with a focus on statistical and predictive models.
*	Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting.
*	Analyzing and improving statistical trading models that are written in C++/Unix.


Requirements of the Candidate include:
*	Graduate level degree in a relevant scientific field.  
*	Advanced C++/Unix programming skills.
*	Strong working knowledge of regression, time series and other statistical techniques.
*	Strong quantitative, analytical and problem solving skills.
*	Knowledge of financial markets and products is an asset.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
        </feed>  
     

