


        <feed xmlns="http://www.w3.org/2005/Atom">
            <id>http://www.quantfinancejobs.com/</id>
            <title>Developer Jobs | QuantFinanceJobs.com</title>  
            <subtitle>Latest jobs: Developer Jobs ()</subtitle>
            <link href="http://www.quantfinancejobs.com/jobs/webfeeds/atom.aspx" rel="self" />  
            <link href="http://www.quantfinancejobs.com/jobs/" />  
            <updated>2013-05-20T01:49:09Z</updated> 
      
            <entry>  
                <title>SR. C++/Java Quant Developer – Leading Automated Trading Firm – NY, NJ - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14159</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14159" />  
                <updated>2013-05-18T00:51:05Z</updated>  
                <summary type="html"><![CDATA[SR. C++/Java Quant Developer – Leading Automated Trading Firm – New York, New Jersey & San Francisco - $180K-$250K (Based on Experience) + Performance Bonus

Our Client is one of the well known Automated Trading firm headquartered in NY and located around the Globe. They are seeking a skilled C++ /Java Developers to work long-term with them, one of the leading companies in the banking/financial industry. We would expect the candidate to have a strong developing knowledge & experience in implementation of C++/Java.  
They are experts in creating Leading & Award winning Automated Trading Algorithm in present sophisticated market. They are playing an excellent role and giving a constant performance for long time within financial industries. They have one of the best R&D team in the financial firms.
Responsibilities:
•	Working closely with users and engineering teams to define the best possible solutions.
•	Implementation of C++/Java to build efficient and maintainable processes that provide highly resilient and stable platforms to support critical trade processing requirements.
•	Interacts with trading desk, financial controllers, market risk and other departments.
•	Work with a globally distributed team to meet challenging deadlines.
•	Understand volume growth and demand to ensure systems & infrastructure scale to meet demand.
 Requirements:
•	BS/MS/Ph d in Computer Science or any other relevant stream from one of the top ranking Universities.
•	Expert in C++/Java (3-6 years of hands on experience providing solutions for real world problems)
•	Experience in linux development environment
•	Experience with functional programming and with scripting languages such as perl, Python & Matlab.
•	Problem solving skills and the ability to multi-task.
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>Vice President, Structured Product Quantitative Developer. NEW YORK.  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14157</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14157" />  
                <updated>2013-05-18T00:31:46Z</updated>  
                <summary type="html"><![CDATA[Vice President, Structured Product Quantitative Developer. NEW YORK. USD$200K+BONUS.

FIRM:
•	Client is a leading Front Desk Trading firm, in the Automated Trading. They are seeking a VP Quant Developer to develop innovative technical solutions that involve diverse technical skills in Real-Time Algorithm, Network, System and Market Data applications.

ROLE:
•	Candidate will be working directly on the trading desk responsible for building high performance Algorithmic applications for various Front desk businesses.
•	The individual will also be responsible for building a sophisticated Real Time market data system from defining the Architecture to all process and workflow related aspects identifying new optimization enabling performance gains on the whole Market Access platform.
•	As a Quant Developer, you will write trading logic and make decisions based on changing market conditions. You should have coded algorithms on behalf of a trader or quant to make markets or perform any kind of arbitrage. 

REQUIREMENT:
•	Expertise  technical background in C++ over a Linux/Unix platform
•	2-4 years of Algorithmic experience is a must.
•	Candidates with a C# and Java background will be considered.
•	Significant experience working on trading strategy code or market making strategies.
•	Current experience developing in a Unix / Linux environment. Cross-platform development experience is a plus.
•	Bachelors Degree in Computer Science or related field is required.
•	PhD in Maths/Stats or Olympiads will be a huge plus.

CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at  646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 

]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>C++ developer / Software Developer with multi-threading  - Chicago, United States, Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14156</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14156" />  
                <updated>2013-05-18T00:30:15Z</updated>  
                <summary type="html"><![CDATA[C++ developer / Software Developer with multi-threading and financial experience- Full-time position
Skills:     C++, Linux, multithreading, Linux, multicasting, Market Data, options financial 
Location Comments: Can be located in NY, CA, Chicago or preferred location as per client.

Our client is looking for a senior C++ Multithreading / Sockets developer with financial experience for our direct financial client. As part of the Market Data Development team, this position will design, build and test market data systems.

Job Description:

Design, code, test and provide production support for development projects for the options market. Candidate will review system requirements, design a solution to meet those requirements, code and test the solution using standard software engineering practices, and provide production support once system is delivered to production environment. Document design, test plan and production. 
Position will participate in all areas of the system development process to deliver new and enhanced functionality to the Arca and Amex options systems. 
Responsibilities include requirements review, systems design and architecture, coding and testing and production support. Position will also work closely with business to identify 

Requirements:
•	C/C++ development in a Linux environment.
•	Network programming including unicast and multicask messaging.
•	Interprocess communication.
•	Multithreaded programming. 
•	1 to 4 years programming experience.
•	Financial markets experience (trading systems, market data systems, FIX, etc.), especially in derivatives markets.


Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs for a confidential discussion. Thank you for your interest and we look forward to engaging with you.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>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=14155</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14155" />  
                <updated>2013-05-18T00:27:28Z</updated>  
                <summary type="html"><![CDATA[Jr C++ / Software Developer - Financial Markets-Full-time position – in NY & LA. 

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 quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs for a confidential discussion. Thank you for your interest and we look forward to engaging with you.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Entry Level Developer (C++/Java) - Quantitative Trading Firm – NY, NJ &amp; CA - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14154</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14154" />  
                <updated>2013-05-17T01:24:32Z</updated>  
                <summary type="html"><![CDATA[Entry Level Developer (C++/Java) - Quantitative Trading Firm – NY, NJ & San Francisco - Basic $130-$150K + Performance Bonus

FIRM

Leading quantitative trading would like to appoint a versatile quantitative developer for its core development teams based in NY, NJ & San Francisco. Our Client is one of the leading providers of the best Quantitative Algorithms & Solutions. They develop and distribute cutting edge / best of class research, technology, applications and trading systems. They won many best Quantitative Trading Algorithm awards in this present sophisticated Quantitative market. Their Core development team is been playing a vital role in the growth of company, Hence brought them an need of more developers. 

ROLE

As part of the core development team, you will enjoy a varied and exciting role. You can anticipate working on some of the most exciting technology problems facing the quantitative trading industry. 

Sample projects will include:

•	(C++/Java) development of low latency trading systems for high frequency trading.
•	(C++/Java) programming of high frequency trading algorithms at production level.
•	(C++/Java) development of ad-hoc tools for client trading teams. 
•	Working with other team members in the numerous strategic technology projects.
REQUIREMENTS

•	Excellent programming skills in (C++/Java) with between 2-5 years professional industry experience.
•	Background in finance is welcome but not required. 
•	knowledge in Automated Trading Algorithms would be a plus.
•	Outstanding academic background (B.S/ M.S/Ph d) in Computer Science, Mathematics, Statistics or any engineering from a leading University in US.
•	Passion towards technology and its application to quantitative trading.
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>QUANT DEVELOPER – MACHINE LEARNING - Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14153</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14153" />  
                <updated>2013-05-17T01:22:37Z</updated>  
                <summary type="html"><![CDATA[QUANT DEVELOPER – MACHINE LEARNING. NEW YORK. $200K+BONUS

FIRM:
•	New systematic trading platform is seeking a top Quant developer with strong programming and machine learning skill sets.

ROLES:
•	The quant developers to support the build out of their new trading platform as well as assist in implementing and improving the systematic trading strategies. 
•	The candidate will work to direct resources, identify issues and write new code across front and back end system as well as perform research.

REQUIRED SKILLS:
•	2 – 4 years of C++ programming skills and C, Perl, Python, Unix/Windows.
•	Experience in big data environments either inside or outside of finance.
•	Should be proficient in statistics (especially in Support Machines and other related Machine Learning disciplines) and understand functional programming.
•	Strong analytical, econometric, mathematical, and statistical proficiencies are plus.
•	The candidate should have or be working towards a Ph.D. in Mathematics, Statistics, Econometrics, or Computer Science with an undergraduate degree in a quantitative discipline.

CONTACT:
•	If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at  646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 

]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>FX Quant Dev - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14152</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14152" />  
                <updated>2013-05-16T17:50:44Z</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 Developer Quant  - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14150</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14150" />  
                <updated>2013-05-16T17:47:35Z</updated>  
                <summary type="html"><![CDATA[
As a member of this team you will be responsible for the integration of the pricing libraries and implementation of the next generation 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>Entry Level Algorithm Developer(C++/Java), Leading Electronic Trading Firm, - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14142</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14142" />  
                <updated>2013-05-16T00:50:36Z</updated>  
                <summary type="html"><![CDATA[Entry Level Algorithm Developer(C++/Java), Leading Electronic Trading Firm, NY, NJ & San Francisco $120k-$150K Basic + Performance Bonus
A well known Automated Trading Firm headquartered in NY focused on electronic market making is keen to hire an experienced quantitative programmer / C++ Programmer for their software development team in NY, NJ & San Francisco.
ABOUT OUR CLIENT
Our client is one of the most renowned and successful Automated Trading Firms primarily focused on developing algorithmic trading strategies for quantitative trading. They leverage their skills in building next generation quantitative trading algorithms and cutting edge solutions for effective market making. Since its inception in the market, the firm has witnessed continuous and steady growth. They would like to add value to their current development team by hiring an additional algorithm programmer. 
ROLE
•	Your responsibilities will include developing, testing and maintaining C++ algorithmic trading applications.
•	Implementation of C++ to develop and execute high impact, high frequency trading algorithms.
•	Leverage your quantitative and programming skills (C++/Java) to optimize the trading strategies.
•	Providing technical leadership on software development for the full Automated Trading Algorithm development cycle.
REQUIREMENTS
•	2-5 years of experience as a (C++/Java) Programmer from any non-financial industry.
•	 Outstanding academic background with M.S / PhD in computer science, mathematics or physics from a Tier 1 University in USA.
•	Strong Programming skills in (C++/Java) & knowledge in Python, Matlab & Perl would be appreciated.
•	Strong desire to build knowledge of Quant trading, investment systems & developing Algorithms.
•	A true passion for technology and problem solving.


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 Sudharshan 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 Quantitative Risk Developer  – Variable Annuity Hedging Group - Philadelphia, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14132</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14132" />  
                <updated>2013-05-13T10:31:57Z</updated>  
                <summary type="html"><![CDATA[JOB DESCRIPTION 

We are working with an insurance group, more specifically with their fast-growing variable annuity hedging team with $90bn AUM. We are looking for a programmer who knows how to model, rather than a modeler who knows how to program/code. 

The purpose of the quant risk developer is support the modelers by developing software and frameworks to implement risk models. You should have a solid C++ programming experience as well as scripting experience (Perl/ Python) & Linux (back-end)/ Windows (front-end). You should have some cross-asset product/derivatives exposure. You will contribute to discussions of technical designs and implement plans for such designs. Additionally, you will be translating, formatting, and integrating technical model requirements into code.  

Also, the team is fast-growing, yet very cohesive. Members are bright but also like to have a good time as demonstrated by the ping pong table in their workplace. This is a great opportunity since the chances of success are extremely high. Although this group’s focus is on risk minimization, they have had gains for the firm in the past 12 quarters!

Required skills:

•	Min MS in quantitative discipline
•	Min 2+ years of risk management/ developer experience (previous software developer/engineer experience preferred)
•	Min 5+ years of professional experience (financial + software engineering)
•	Financial product knowledge: cross-asset, variance swaps, total return swaps, futures, options, swaps (exotic & vanilla derivatives)
•	Quantitative skills: demonstrated knowledge of stochastic calculus, statistics, Monte Carlo simulations (ability to translate advanced mathematical concepts into code)
•	Technical skills: C++, Perl, Matlab, MySQL, Excel/VBA, Linux, Windows
•	Demonstrated knowledge of software development life cycle methodologies
•	Preferred: experience with variable annuities & GPU/CUDA programming

Keywords: quantitative risk, risk developer, hedging, variable annuity, annuities, exotic, futures, swaps, options, insurance, quantitative risk, stochastic calculus, statistics, C++, Perl, Matlab, Excel, GPU, CUDA, Linux, Windows, Philadelphia

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr

]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>High Frequency C++ Prop Desk Developer – Tokyo   - Tokyo, Japan</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14131</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14131" />  
                <updated>2013-05-13T10:28:04Z</updated>  
                <summary type="html"><![CDATA[
We require a C++ high frequency connectivity developer to join the quant prop trading group within a tier one US investment bank. This is an excellent opportunity for an experienced C++ developer to join a truly world class development team in Tokyo. 

This is a broad role encompassing a complex front end trading systems, performance improvement & optimisation, market connectors, and analysis tools. The individual in this role will be a part of a small, dynamic trading group and will work directly with traders to design, build, and test cutting-edge low latency trading systems. This individual will be required to improve, and redesign low latency trading systems, alongside optimizing the platform. This is a fantastic opportunity to join a world leading high-frequency prop group, and so requires that the candidate be able to manage multiple tasks in a fast paced environment. 

The ideal candidate should have evidence of top class technical skills. For example a track record in the open source community, or a leading tech position in a software company, or HFT/QT group in a prop trading firm or a bank.

You will be joining a group that is world renowned within its space, alongside developers that are recognized globally by the C++ and open source community.

Required skills:

•	Knowledge of data structures, algorithms, and object-oriented programming.
•	Extensive experience in C++ 
•	Experience in Linux
•	Multithreading & Concurrency
•	Experience of low latency/high throughput systems is an absolute necessity  
•	Previous experience in high frequency trading 
•	Knowledge of Python or Perl and shell scripts is a plus
•	Previous experience from the financial industry is a plus

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Junior Quantitative (C++/Java) Developer – Tier 1 Quantitative Trading - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14123</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14123" />  
                <updated>2013-05-11T01:11:28Z</updated>  
                <summary type="html"><![CDATA[Junior Quantitative (C++/Java) Developer – Tier 1 Quantitative Trading Industry – New York, New Jersey  - $120K - $150K Basic + Bonus
 
Our Client is a Leading Quantitative Trading Firm headquartered in New York is looking for a Jr. Quantitative Developer to join their award winning Quantitative Development Teams in New York and New Jersey. They have Created & Creating many award winning Quantitative Trading Strategies and Tools in the present Financial Industry. Our client is choosy in employees as they have to work in and out of regular shift hors according to their client requirements. 

Individual Role:
•	Helping the Sr. Developers by sharing better Ideas & Implementing C++/Java programming in terms of creating or developing Quantitative Trading Algorithms.
•	Trouble Shooting real world problems & providing resolution in a quick pace to the end clients.
•	Collect, Collate & Clean huge data’s and helping finding out the best strategy for business improvement for the team as well as for the end client.
•	Hardworking attitude for the self and company’s growth.
Required Skills & Expertise:
•	Bs/ Ms/ Ph d in Computer science, Mathematics, Statistics, Physics or any related stream from one of the leading Universities in USA.
•	1-3 years of Programming experience in C++/Java from any non-financial Industry.
•	Implementation of programming in C++/Java throughout the academics & carrier.
•	Winner of Olympiad or any programming competitions in academics or in carrier would be admirable. 
•	Unbeatable attitude in problem chasing and solving.
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>Junior Front Office Developer – Algorithmic Trading, Tier 1 Investment Bank - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14117</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14117" />  
                <updated>2013-05-10T01:25:41Z</updated>  
                <summary type="html"><![CDATA[Junior Front Office Developer – Algorithmic Trading, Tier 1 Investment Bank, New York, $150k + bonus

C++ algorithm developer, quantitative developer , algorithmic trading developer, front office developer, Algorithmic Trading, real time trading systems, C++ algorithm development, low latency, Equities, FX, Fixed Income, high frequency trading

Excellent opportunity for a Junior level C++ algorithm developer interested in a position in a tier 1 bank. You will be joining a successful and elite team on developing, extending and optimizing high frequency trading systems. The group has a strong team work ethos but still ensure that there is strong visibility for individual contributors. Excellent career growth and compensation culture.

Required skills:

Advanced degree (Masters or PhD) in Computer Science or Engineering from a tier 1 university
A minimum of 1 years hand on experience as a C++ algorithm developer working on real time trading systems
Strong experience ideally of low latency systems development
Good knowledge of the financial markets
Strong communication and problem solving skills
Ambitious with a strong team ethos.
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 Jacob for a confidential discussion. Thank you for your interest and we look forward to engaging with
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Entry Level Software Developer  – Quantitative Trading – San Francisco CA - San Francisco, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14115</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14115" />  
                <updated>2013-05-10T00:53:22Z</updated>  
                <summary type="html"><![CDATA[Entry Level Software Developer  – Quantitative Trading Industry – San Francisco, CA  - $120K + Performance Bonus.
About :
Our Client is one of the leading Quantitative trading firm in a present automated trading Industry. Our client is into designing, improving and creating new quantitative algorithms. They do an end to end process of quantitative trading and playing a major role in creating the best Quantitative trading algorithms in the market. Due to the enormous growth and the client requirement in their business they are now into a requirement of excellent Software Engineers for their R & D team.
Role :
Your role includes a process of collect, collate and cleaning the massive data, help the team finding out best strategy to develop the best quantitative trading algorithm for the profit of client or for the company itself. 
Coding C++ to create new & develop existing quantitative trading algorithms. Business objective is to help the client in a problem-solving role. Assessing user requirements, procedures, and problems to create or improve a system.
Requirements :
Ph d/ Ms (Computer Science, Mathematics, Statistics or Physics) from one of the Top ranking University in USA.
1 or 2  years of programming experience in providing resolution to the real world problems from a non financial Industry.
Exceptional skill set & experience in C++ programming.
Additional technical knowledge and experience in C, Perl, Python will be a highlight.
Passion to play a role of Quantitative software developer creating quantitative trading algorithms.
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>Entry Level C++ Quant Developer - High Frequency Proprietary Trading Firm - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14114</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14114" />  
                <updated>2013-05-09T01:11:32Z</updated>  
                <summary type="html"><![CDATA[Entry Level C++ Quant Developer - High Frequency Proprietary Trading Firm – New York - $120K + Performance Bonus.
About Company
Our Client is a leading electronic proprietary trading firm, established & privately owned Enterprise at the forefront of modern computerized, automated trading. The teams include keen intellects from academic backgrounds such as Engineering, Physics, Computer Science and Mathematics have created a hot-bed of stimulating research to seek out complex trading opportunities on the global electronic markets. They are now seeking a Entry level Quantitative Developer (C++). 
The position of Quant Developer will involve:
•	Working with an experienced Quant Developer.
•	Researching and implementing trading strategies into code.
•	Designing and developing trading tools/back testing frameworks.
•	On-going implementation of C++ code/strategies for performance and revenue generation.
Experience & Expertise required:
•	Advanced C++ programming & broad C++ library knowledge./
•	Need to be passionate technologists with a flair for problem solving and mathematics.
•	Tools and frameworks for automated trading with more knowledge in Java, Python, Per &Matlab would be appreciated.
•	Between 1-3 years of programming experience from any non financial Industry.
•	Implemented strategies into C++ code in academics, Projects & Interns. 
•	B Sc/M Sc/Ph d in Computer Science or numerate subject from one of the Top Ranking Universities in USA.
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>Macro Hedge Fund Hiring Quant Researchers/ £ Competitive - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14113</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14113" />  
                <updated>2013-05-08T21:39:08Z</updated>  
                <summary type="html"><![CDATA[Leading macro hedge fund are looking to hire quantitative research analysts.

Role:-

Your role will mainly involve building out systematic trading strategies to complement the trading desk. You will work very closely with a senior Portfolio Manager as well as with the rest of the quant research team to design , code, test and implement trading applications and algorithms.


Requirements:-

You must have a PhD in mathematics or statistics or engineering etc.

You should have very good coding skills in Python, C++, Matlab or R.

You will ideally have a few years experience working as a quantitative analyst or developer at a hedge fund or within an investment bank. Candidates with less than one year of experience will not be considered for this role.

You should have the confidence and passion to generate new ideas and to work on building systematic trading strategies.

Apply:-

Please send a Word CV to Tina Kaul at quants@ekafinance.com
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Experienced Software Developer – High Frequency Quantitative Trading  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14112</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14112" />  
                <updated>2013-05-08T20:39:54Z</updated>  
                <summary type="html"><![CDATA[We have been instructed to identify an experienced software developer for prominent quantitative trading hedge funds headquartered in New York with global footprint.

About the Firm
Our client is a multi -billion dollar quantitative trading hedge fund that develops process driven investment strategies across most frequencies, asset classes and global markets. Technology plays and integral part in the firm's success and continues to form the backbone of the company.

Role
As an experienced quantitative developer on the high frequency trading team you will enjoy an exciting and dynamic role. The Firm and the team has very successful track record of profitability and in managing risk. The team also enjoys a thoroughly collegiate atmosphere and encourages all members to play an active role in the full lifecycle of strategy development and deployment. Amongst other aspects, your core focus will be on leveraging your technology skills in the context of numerical and statistical models for high frequency trading

Requirements
2+ years experience as a robust technologist within a quantitative trading group
Exposure and or experience from within the high frequency domain are a plus
Deep experience of developing multi threaded applications
Additional expertise in scripting languages (Perl, Python, Unix Shell) is a plus
Bachelors in Computer Science from a leading US university
Masters or PhD in Computer Science is a distinct advantage

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>Senior IRD Quant Developer - Paris, France, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14109</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14109" />  
                <updated>2013-05-08T17:53:16Z</updated>  
                <summary type="html"><![CDATA[My client is a highly esteemed, global buy-side institution who has won multiple awards and boasts some of the most intelligent minds in the global financial industry.

The firm currently seeks a senior quantitative developer in the rates space to be based in London and work directly with the head of the rates modelling team. The role will be split between rates modelling, curve building, stochastic/mathematical process as well as the development (in C++) of the analytics framework used throughout the firm.

The successful candidate must have:
-Advanced Degree from a top university in Maths, Physics, Comp Science or equivalent
-Extensive C++ programming experience
-Advanced knowledge of the Rates business – Curve Building, SABR volatilities, LMM/HJM etc.
-Strong Mathematical skills – Stochastic processes / concepts.
-Ability to communicate effectively with various teams across the UK and the US.
-Ability to lead and mentor more junior members of the team.

This is a business critical role and an urgent hire. Candidates must be willing to conduct an extensive interview process and MUST have each of the above listed skills in order to be considered.

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>Front Office FX Quant Developer - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14108</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14108" />  
                <updated>2013-05-08T17:43:00Z</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>Senior Low-Latency/High-Frequency C++ Algorithmic Developer – Singapore - Singapore</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14107</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14107" />  
                <updated>2013-05-08T12:07:16Z</updated>  
                <summary type="html"><![CDATA[Exceptional Systematic quant driven proprietary trading house seeks talented C++ electronic trading developer. Experience as a real-time developer/software engineer in C++ essential. Duties will range from low-latency trading platform design to hardcore coding in C++. Experience working with real-time systems in C++ is essential for this electronic trading group. You will be vital in the design and maintenance of the proprietary high-frequency trading platform in C++. Software Engineers from outside finance (particularly gaming, Google, Twitter,IBM/Microsoft) and local region encouraged to apply.

JOB DESCRIPTION 

One of the most successful high-frequency proprietary trading houses in the world is seeking exceptional talent for their Singapore development team. After another record-breaking year, the firm is experiencing rapid growth and this is a new hire.

This individual in will be a part of a small trading group and will work directly with quant trading teams to design, build, and enhance some of the world’s most cutting-edge trading systems. It’s a hands-on role and will have a big focus on high performance exchange connectivity, machine learning methodology, advanced pattern recognition, and creation of complex algorithms.  

This is an exceptional opportunity for an exceptional C++ Developer with a passion for High Frequency Trading. Top performers are rewarded with great bonus potential and globally competitive benefits. 

Required Skills
•	Truly in-depth experience with C++ programming in a Linux environment
•	Strong experience with connectivity – with APAC markets is highly desirable
•	Strong hands-on skills with data structures and algorithms
•	Excellent knowledge of STL and boost template libraries
•	Comfortable with Linux platforms
•	Experience with Python
•	Good understanding of computer systems and their performance tuning
•	Analyze and optimise latency critical code
Benefits
•	One of the best salaries on the market – the group is renowned for offering sign-on/guaranteed bonuses as well as the buy-side’s most competitive base salaries.
•	A truly intellectually stimulating environment
•	The opportunity to work with some of the best infrastructure within the low-latency trading space
•	30-day p/annum holiday package
•	Private health, dental and eye cover
And many, many more….

Key Words: Exceptional Systematic quant driven proprietary trading house seeks talented C++ electronic trading developer. Experience as a real-time developer/software engineer in C++ essential. Duties will range from low-latency trading platform design to hardcore coding in C++. Experience working with real-time systems in C++ is essential for this electronic trading group. You will be vital in the design and maintenance of the proprietary high-frequency trading platform in C++. Software Engineers from outside finance (particularly gaming, Google, Twitter,IBM/Microsoft) and local region encouraged to apply.


Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Senior Low-Latency/High-Frequency FPGA/C++ Algorithmic Developer  - Singapore, London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14106</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14106" />  
                <updated>2013-05-08T12:05:28Z</updated>  
                <summary type="html"><![CDATA[Exceptional Systematic quant driven proprietary trading house is actively engaging talented FPGA/C++ Software Engineers. Experience as a real-time developer/software engineer is highly attractive but by no means essential. You will be working on the FPGA dataflow systems and the on chip IP. Experience with low-level C/C++ programming highly advantageous. Experience with high speed digital design (FPGA). Experience with PCB-level design systems/device driver programming. All FPGA professionals encouraged to apply.

JOB DESCRIPTION 

One of the most successful high-frequency proprietary trading houses in the world is seeking exceptional talent for their London/Singapore development teams. After another record-breaking year, the firm is experiencing rapid growth and this is part of new, growth hires.

This truly cutting-edge shop, create all of their hardware in-house with a team of established engineers using the latest in complex technology. Within the hardware team they are now seeking a senior hardware (FPGA) expert to take a lead role in a number of new projects. As the senior engineer in the team, you will be responsible for the FPGA dataflow systems and the on chip IP. You will work alongside a small and focused team of similar individuals, ensuring the firm stays ahead in the competitive low latency/hardware space. The firm has a great, collaborative and open culture, rewarding innovation, idea sharing and performance. 

The team is open to considering candidates from all industries, as long as they posses solid FPGA/VHDL experience, a good academic background is a prerequisite.

Required Skills
•	Truly in-depth experience with FPGA/VHDL
•	Experience with low-level C/C++ programming
•	Experience with high speed digital design 
•	Experience with PCB-level design systems/device driver programming
•	Strong Computer Science/Engineering background (educated to MSc/PhD)
•	Strong communication skills
Benefits
•	One of the best salaries on the market – the group is renowned for offering sign-on/guaranteed bonuses as well as the buy-side’s most competitive base salaries.
•	A truly intellectually stimulating environment
•	The opportunity to work with some of the best infrastructure within the low-latency trading space
•	30-day p/annum holiday package
•	Private health, dental and eye cover
And many, many more….

Key Words: Exceptional Systematic quant driven proprietary trading house is actively engaging talented FPGA/C++ Software Engineers. Experience as a real-time developer/software engineer is highly attractive but by no means essential. You will be working on the FPGA dataflow systems and the on chip IP. Experience with low-level C/C++ programming highly advantageous. Experience with high speed digital design (FPGA). Experience with PCB-level design systems/device driver programming. All FPGA professionals encouraged to apply.


Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>QUANT ANALYTICS OPPORTUNITIES | London  - London, United Kingdom</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14103</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14103" />  
                <updated>2013-05-08T11:57:59Z</updated>  
                <summary type="html"><![CDATA[JOB DESCRIPTIONS 	

PhD /Masters – Entry level Quantitative analysts – Tier One Investment US Investment Bank| £60,000-£70,000 
VP/ Director – CVA Quant analysts – Tier One European Investment Bank|£110,000-£130,000 (DOE)
Associate level – ABS/MBS Derivatives Pricing  Quant – Global Leading Quant Investment Bank|£70,000-£90,000
Head of Model Validation – Tier two Investment Bank|£130,000 - £150,000
AVP/VP- Exotic Interest Rates Desk Quant – Top 5 Global, Multi-Strat Hedge Fund| £75,000-£100,000
Associate VP – C++ Quant developer VaR & Market risk Models – European IB| £80,000- £90,000
Analyst – Quant Developer, C++ & Python – US Investment Bank| £65,000 - £80,000 (DOE)
VP level – Credit Quant, CMBS, CDS, CDO – European Hedge Fund| £100,000 (DOE)
Associate – Prime Brokerage/ Services – Tier One USA Investment Bank| £70,000 – 80,000 (DOE)

GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: Quantitative Analytics, Quantitative development, derivatives pricing, options pricing, PhD, Masters, Stochastic Calculus, Monte-Carlo Simulation, Oxford, Cambridge, Ecole Polytechnique, DEA, Quant Analyst, Quant Pricing Group, Quantitative derivatives modeling, global analytics library, C++, C#, Java, Python, model validation

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr


]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Quantitative Developer - Library Quant / Investment Bank URGENT REQUIREMENT - Paris, France, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14097</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14097" />  
                <updated>2013-05-08T09:54:49Z</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>C++ Algorithm Developer - Systematic Trading - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14096</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14096" />  
                <updated>2013-05-08T09:47:04Z</updated>  
                <summary type="html"><![CDATA[Opportunities for very talented, mathematical C++ developers with good knowledge of either low-level, high performance, ultra-low latent systems or experience of efficient implementation of algorithms for computerised trading. Opportunity for candidates from any location (US Visa provided) to work in a world-renowned $10bn+ Hedge Fund known for environment more like software / machine learning company.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Junior Quantitative Engineer – Quantitative Investment Research Firm – NY  - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14091</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14091" />  
                <updated>2013-05-08T01:17:13Z</updated>  
                <summary type="html"><![CDATA[Junior Quantitative Engineer – Quantitative Investment Research Firm – New York & New Jersey - $130K + Performance Bonus
Our client is a producer of quantitative investment, research, software and IT systems for use in investment management. Based in NY, they boast a proven pedigree of quality and service stretching back to years. 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 Quantitative engineers.
Roles & Responsibilities :
•	As a Quantitative 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. 
•	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.

Requirements :
•	Ms/ Ph d In Computer Science, Mathematics, Statistics (or) any relevant stream (From one of the leading universities).
•	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>Front Office Quant Developer/Machine Learning, NEW YORK. $180K+BONUS - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14084</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14084" />  
                <updated>2013-05-03T00:01:32Z</updated>  
                <summary type="html"><![CDATA[Front Office Quant Developer/Machine Learning, NEW YORK. $180K+BONUS

FIRM:
•	Our Client is a leading automated execution firm. Rapidly growing and with the vision to offer the best bid and offer prices on every major electronic exchange.  As part of their continued growth, the firm would like to hire Front office Quant Developer to its team. 
ROLES:
•	Developer who will work closely with our traders and technologists to mine data, identify opportunities and build tools which will enable new approaches to trading as well as the way we look at information.
•	Candidates will possess both strong programming and analytical/mathematical abilities. Profiles for this role may include (but not limited to) individuals with a background in mathematics, physics or computer science who also possess extensive programming experience or software developers who have a demonstrated experience in mathematics, algorithms or theory. 
REQUIRED SKILLS:
•	Extremely proficient in an object-oriented programming language such as C++ /C# or Java. 
•	Experience implementing machine learning techniques, time series analysis, digital signal process, statistics or applied mathematics in a commercial setting.
•	Experience developing systems which successfully interpret enormous amounts of historical data.
•	Experience manipulating and maintaining large data sets.
•	Strong background with statistical programming languages preferred.
•	Excellent communication skills both verbal and written.
•	Bachelors Degree in Computer Science or related field is required.
•	PhD in Maths/Stats or Olympiads will be a huge plus.

CONTACT:
•	If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at  646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>SENIOR C++ PROGRAMMER FOR REALTIME TRADING DEVELOPMENT. NEW YORK. $250  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14083</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14083" />  
                <updated>2013-05-02T23:58:44Z</updated>  
                <summary type="html"><![CDATA[SENIOR C++ PROGRAMMER FOR REALTIME TRADING DEVELOPMENT. NEW YORK. $250 + BONUS.

Firm:
Client is a largest firm in Quant Trading. They are looking for Programmers in its exclusive Development team.

Role:
•	The candidate will be responsible for the design, development, implementation and support of new functionality for the GUI of a large-scale, multi-tiered application as part of a global team.
•	The fundamental job function involves programming in the C#/ C++, Unix and Oracle-based development environment.
•	The agile development culture, the holistic end-to-end support model, and the complexity of the system itself mean that the role requires experienced and well-rounded individuals.

Requirements:
•	2-4 years of experience with C++/ C# or equivalent 
•	Significant design and development experience in one or more object oriented or structured programming language, such as: Java, C#.
•	Experience in scientific programming and numerical methods is a plus
•	Development experience on a large complex codebase - Experience of working and developing software in a real-time environment
•	Strong problem solving skills/analytical skills
•	Ability to multi-task and prioritize work effectively
•	Ph.D. or M.S. degree from a top tier institution in Mathematics, Operations Research, Economics, Electrical Engineering, Computer Science, or Physics.

This is an amazing opportunity for a talented quant systems engineer/infrastructure developer to join a fast growing and successful firm in a role that will offer tremendous business exposure and career progression. From day one you will have a huge amount of responsibility and impact, taking a key role in all design and development of critical trading systems.

CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at  646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Entry Level C++ Programmer - Algorithmic Trading Group - New Yrok - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14077</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14077" />  
                <updated>2013-05-01T00:41:17Z</updated>  
                <summary type="html"><![CDATA[Entry Level C++ Programmer - Algorithmic Trading Group - Tier 1 Global Leading Investment Firm - New York - $150,000 - $170,000 + performance bonus + benefits
About :
My client is one of the leading tier 1 investment firm based in New York, who after yet another year of outstanding achievements and successful resourcing, have now embarked on a period of aggressive expansion plans to bolster performance levels within some of the most profitable groups. 

Role :
Help develop a new algorithm trading engine, replacing a few of the existing solutions with new and innovative ideas. 
Due to the collaborative culture of the group the successful C++ Quantitative Trading Developer will also participate in a number of other projects, such as the development of an electronic trading framework 
The role also offers the opportunity to work within the high frequency trading space, assisting the senior members of the team in developing infrastructure for high frequency data analysis which captures market data, customer flow and hedges into a data warehouse. 
Requirements :
BS/M.S/PhD in Computer Science, Engineering, Physics or other related field
Excellent C++ programming skills
1-4 years of work experience in C++ programming and providing solutions to real world problems is beneficial.
Scripting languages a plus (Perl/Python etc but not essential).
Excellent Academics & Projects based on C++ would be an additional 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>C++ Market Data Developer - High Frequency Trading - Los Angeles or NY - Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14076</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14076" />  
                <updated>2013-05-01T00:33:54Z</updated>  
                <summary type="html"><![CDATA[C++ Market Data Developer - High Frequency Trading – Los Angeles or NY 

	Our client is a leading quantitative investment house in Los Angeles, with a great reputation for its investment in technology and focus on high frequency trading. The firm trades a large variety of instruments across equities, FX, fixed income and commodities. The team is looking to build a number of trading teams in 2013 and as such is seeking strong C++ developer to take a key role in building cutting edge infrastructure for High Frequency Trading.
Role
	As a developer, with a keen interest in high performance computing and parallel programming, you will ideally come from an electronic trading software development background. You will have had exposure to real-time data, multithreaded systems and latency-reduction techniques. A passionate technologist, you will enjoy challenges and have a proven background of producing scalable solutions to complex technological problems.
Requirements
•	At least 3 years experience in the 360 designing and implementation of best-in-class technology solutions for an electronic trading / high frequency trading firm.
•	Extensive experience from within the market data / latency domain is required.
•	Strong academic background. MS/PhD from quantitative discipline from a leading faculty.
•	Expert programming skills in C++.
•	Commercial mindset and with the ability to work closely and daily with the senior most members of the firm.
	This is an amazing opportunity for a very talented C++ programmer with a couple of years of experience to join a very exciting and profitable trading firm. The environment is exciting and dynamic, and the firm offers great compensation, bonus potential and benefits. Working closely with a number of extremely senior and respected technologists/traders in the space, you will be given every opportunity to vastly improve your skill set and further your career.
Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at 646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 

]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Junior C++ Developer / Trading Industry-USD $150K to $185K - California  - Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14073</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14073" />  
                <updated>2013-04-29T23:56:17Z</updated>  
                <summary type="html"><![CDATA[Junior C++ Developer / Trading Industry-USD $150K to $185K - California & New York
 	
Job Description:

Our client is seeking a Jr C++ Developer in California (CA) and New York (NY). 

A financial firm within the high-frequency trading industry is looking for a Junior C++ developer. The team has new projects and would provide training, mentoring, and hands-on experience within low-latency trading systems.

What you'll be doing:

- Working on the next generation of data protection and availability software 
- Assuming an active role in the design and development of future products
- Writing unit tests
- Conducting code reviews
•	Less than 3 years of hands-on experience in C++
•	Must be strong in Computer Science fundamentals including Algorithms, STL, data structures and object-oriented design
•	Must be an expert in all the concepts such as multi-threading, OOD, algorithms 
•	On project experience (in addition to strong knowledge) coding C++ for concurrency and multithreading - concepts and practical usage
•	Familiarity with Databases, SQL, including understanding of data modeling
•	Can complete complex program changes to translate specifications and / or requirements into code
•	Applies application specific technical skills to independently produce deliverables (i.e. specifications, program changes, unit test scripts, documentation, etc.)
•	BS or  MS Master's degree in Computer Science preferred
•	Must have strong computer science fundamentals
•	Strong C++ coding skills
•	Very good communication skills
•	Strong Analytical skills
•	Exposure to financial products (Fixed Income, e.g. Bonds, Swaps, etc.).
What's in it for you:
-	The opportunity to learn new and up-and-coming technologies
-	The opportunity to advance your skill set
-	The chance to be on the ground-level and a main idea contributor to all our new product development in our R&D Department
-	Competitive compensation, benefits, and bonus package
-	Stability.
So, if you are a great junior developer looking for a challenging position, and meet the above requirements, please apply today!
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 Jacob 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>Big Data Specialist Developer for Automated Trading – NewYork  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14072</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14072" />  
                <updated>2013-04-29T23:54:59Z</updated>  
                <summary type="html"><![CDATA[Big Data Specialist Developer for Automated Trading – NewYork – USD 200 – 250K
Leading global electronic trading firm is looking for a Big Data Data  Developer with deep data mining and Analytical skills for its team in New York.
Our client is well regarding electronic market-marketing firm. The business has trading operations in the United States, Europe and the Asia-Pacific region. 
Role
•	Working closely with quantitative researchers and Traders in the C++ / Java production level implementation of data mining algorithms and tools.
•	Play a Vital role in the designing and implementation of software focused on the analysis of massive data sets.
•	Develop innovative applications to help the high frequency trading process and the ability to use emerging technologies to enhance the product architecture

Skills Required
•	At least 2 + years experience in C++/ Java programming of data mining algorithms from within any industry.
•	Experience in Data mining, Data modelling, Big Data, Sass, Splunk, Rapid miner, Tableau are highly desirable.
•	Outstanding academic background from a leading University.
•	Interest and commitment to build a strong career in the finance market.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at 646-502-8555 and ask to speak with [SAM] for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 


]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>PhD/Quant Developer - New York - $225K+Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14071</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14071" />  
                <updated>2013-04-29T23:53:07Z</updated>  
                <summary type="html"><![CDATA[PhD/Quant Developer - New York - $225K+Bonus

	A Quant Trading firm in New York City seeks a PhD Quant for their portfolio management team to focus on Alpha generation. The team focuses on fixed income and currencies with a macro systematic approach. 
	The role will focus on statistical and econometric based research using historical data to develop alpha strategies using pattern recognition and statistical methods. As such experience of at least one year in a similar role is essential. The position involves designing, implementing, and supporting software in a highly-distributed, real-time trading environment. Further responsibilities will include maintenance and upgrades of previously developed software infrastructure.

Requirements
•	Academic background- PhD from a top tier schools, ideally within Finance, Operations Research, Statistics, Machine Learning, etc...
•	At least one year experience in alpha research within a quantitative investment firm. 
•	A strong technical skill set based around statistical or econometric principles with aptitude for programming in C++ / Matlab / R
•	Experience working in a trading environment with automated trading system knowledge, preferred. 
•	Desire and aptitude to learn and understand the Trading Industry required
	This is an excellent opportunity to join a firm with very positive reputation in the market as well as an excellent growth structure to develop your skills in a stable environment.
Contact
	If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at 646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 
 
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Entry Level Algorithm Developers – Quantitative Trading – San Francisco, NY - New York, United States, Newark, United States, San Francisco, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14070</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14070" />  
                <updated>2013-04-29T23:02:19Z</updated>  
                <summary type="html"><![CDATA[Entry Level Algorithm Developers – Quantitative Trading Industry – New York, New Jersey & San Francisco - $180K + Bonus.
About :
A Maven Alpha client is seeking an Entry Level Algorithm Developers with experience in C++ and Java in New York, New Jersey & San Francisco.
Our client works hard to be a place where "builders can build" and this shows in the innovations that our client brings to market. Our client provides the tools and services that enable our client to maintain its pace of innovation and provide world-class services to customers. With thousands of developers located around the world producing millions of lines of code each year in various programming languages they are already releasing software at a scale that very few companies can match.
Role :
Help the team finding their best strategy to develop the best quantitative trading algorithm for the profit of client or for the company itself.
A good Developer will demonstrate that they can proactively and continually improve their level of knowledge about our client's business and relevant technologies, and use this knowledge to deliver high quality, accurate software deliverables
Clear, professional communication skills able to contribute to team discussions, knowing when to contribute, when to listen, and when to ask questions
Experience developing in a Linux environment
Coding C++ to create new & develop existing quantitative trading algorithms.
Requirements :
•	Bachelor's/MS or PhD degree in Computer Science or related field
•	Computer Science fundamentals in object-oriented design
•	Computer Science fundamentals in data structures
•	Computer Science fundamentals in algorithm design, problem solving, and complexity analysis 
•	Exceptional skill set in C++ programming.

Knowledge of the finance industry is encouraged but not an absolute requirement.
For your hard work, you will get:
-Excellent compensation packages
-Fun, exciting, work environment with the chance to implement new development 

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++ LEAD DEVELOPER – FRONT OFFICE TRADING. NY $200K+BONUS. - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14069</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14069" />  
                <updated>2013-04-27T00:53:14Z</updated>  
                <summary type="html"><![CDATA[C++ LEAD DEVELOPER – FRONT OFFICE TRADING. NY $200K+BONUS.
FIRM:
•	Premier trading firm is seeking a Senior (Hands-On) C++ Developer to lead the development initiatives for their Convertible Bonds trading suite. This is a golden opportunity to work directly with core business stakeholders, traders, quants and top engineers on a fast-paced, high pressure Front Office Trading Desk, delivering core architecture solutions.
ROLES:
•	Candidates must have front to back development experience using C++ and Java as well as domain expertise within Convertible Bonds or other derivative products.
•	The individual will also be responsible for building a sophisticated Real Time market data system from defining the Architecture to all process and workflow related aspects identifying new optimization enabling performance gains on the whole Market Access platform.
•	As a Senior C++ Front Desk Developer, you will write trading logic and make decisions based on changing market conditions. You should have coded algorithms on behalf of a trader or quant to make markets or perform any kind of arbitrage. 
REQUIRED SKILLS:
•	Expertise  technical background in C++ over a Linux/Unix platform
•	2-4 years of Algorithmic experience is a must.
•	Candidates with a C# and Java background will be considered.
•	Significant experience working on trading strategy code or market making strategies.
•	Current experience developing in a Unix / Linux environment. Cross-platform development experience is a plus.
•	Bachelors Degree in Computer Science or related field is required.
•	PhD in Maths/Stats or Olympiads will be a huge plus.

CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at  646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Quant Developer - Proprietary Trading Firm – Chicago -USD$ 180 to $225 + - Chicago, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14068</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14068" />  
                <updated>2013-04-27T00:52:01Z</updated>  
                <summary type="html"><![CDATA[Quant Developer - Proprietary Trading Firm – Chicago -USD$ 180 to $225 + Bonus.
About the client:
My client is a technology-driven proprietary trading firm based in Chicago’s financial district. 
The firm has grown to be a leading liquidity provider and market-maker for the U.S. exchange-listed equity options markets. The unique culture deploys a highly integrated model, where traders, quantitative analysts, equity analysts and technologists work closely together to capitalize on pricing opportunities in the options, commodities and futures markets, has developed an innovative and scalable trading platform that promotes collaboration, manages firm-wide risk and uses proprietary technology to enable high performance and a trading edge. 
The client has been recognized as one of the “National Best and Brightest Companies to Work For”TM by the National Association for Business Resources in 2012 / 2013
Summary:
Desk Quants are part of the Trading Organization. They work within Trading teams providing quantitative expertise, real-time modeling, and advice on strategy and risk management. The various trading teams on the desk are segmented by product, sector, and strategy and each has unique needs from a quantitative perspective. The role of Desk Quant is a path to a future role as a Senior Desk Quant or a Trader on the Trading team.
Responsibilities:
• Collaborate with traders to enhance existing trading signals and algorithms.
• Develop, test and implement new quantitative trading strategies and algorithms.
• Create practical and innovative solutions to problems that arise on the trading desk in a timely manner.
• Must be able to understand trading concepts and ideally have experience on an options trading desk
• Leverage existing trading infrastructure and development resources to deliver solutions and add alpha to clients current trading system.
• Monitor and improve strategy and execution performance.
• Develop solutions for handling specific market events, corporate actions, special situations, and other one-off need
Skills and Qualifications:
• PhD or MS in a quantitative field, i.e. Financial Engineering.
• Practical experience in statistical analysis, optimization, Monte Carlo simulation, and derivatives pricing  and hedging.
• Practical experience on an Options, Derivatives and/or Futures desk is desired.
• Experience in developing and working with analytical libraries in C++/ C# and databases.
• Independent problem solving and excellent communication skills.
• Able to explain complex topics to a wide audience with various levels of training and exposure to quantitative subjects.
• Being able to think creatively and succinctly.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs for a confidential discussion. Thank you for your interest and we look forward to engaging with you.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Quantitative Developer (C, C++) – Financial Trading Firm - NY - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14067</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14067" />  
                <updated>2013-04-27T00:45:03Z</updated>  
                <summary type="html"><![CDATA[Quantitative Developer (C, C++) – Financial Trading Firm Headquartered in New York - $180K + Bonus & Benefits

About :
Our client is one of the world leading software provider’s for global financial Trading Firms is currently seeking a Quantitative Developer (C, C++) to join their offices located in New York. 

Role : 
* Developing, maintaining as well as improving systems for security pricing and financial risk examination.
* Analyzing & software programming by using C, C++.
* Interacting with the quantitative traders on a daily basis in order to develop methodologies and work on implementation.

Key Requirements: 
*MS/Phd in (computer science, mathematics, physics & engineering) from one of the top tier Institutes in  USA.
* Expert C, C++ on Unix /Linux (multi-platform beneficial) .
* 2-5 years experience of working in a large C++ class library.
 *Strong programming skills, especially C++.
* Ability to solve real world problems quickly.

The selected Quantitative Developer (C, C++) will be trained on the latest & business relevant technologies will also be given the opportunity of great career progression. You will also be given a competitive salary and a great package.
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>Risk Analyst/Software  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14066</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14066" />  
                <updated>2013-04-27T00:25:33Z</updated>  
                <summary type="html"><![CDATA[
The Risk Management Team of the top financial company in NYC is seeking experienced and detail oriented risk analyst/developer for their analytic and research group that contributes directly to the company’s investment performance.  In this role, right candidate will work closely with teams across the company, including Research, Portfolio Analytic, and Compliance to help manage existing and develop new daily and intraday risk reports, monitor critical risk input data, help develop methods to analyze various output risk metrics, and help maintain and extend the existing risk system analytic and reporting software. This position is combination of strong programming, analytical, quantitative, math and financial knowledge skills. Your main duties will be to specifies, develops, implements, and calibrates quantitative models for the measurement and management of risk capital and risk exposures across all risk types, in close cooperation with other units in risk control, contributes to the assessment of methodological alternatives and provides documentation of risk models. 

The ideal candidate will have PhD/MS degrees from a top university, a strong academic record, good communication skills, and at least 3 years of work experience in industry.  PhD in Computer Science, Operations Research, Physics, Mathematics, Engineering, or any quantitative field.

In addition to being hands-on and detail-oriented, successful candidates will have solid quantitative, technology, mathematics and problem solving skills, and extensive experience in C/C++ and various UNIX shell and Java programming with a strong written and interpersonal skills and good team player. Familiarity with UNIX/LINUX OS is a big plus.

Please right candidate submit your resume to: dinka@martingaleinternational.com
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Senior Software Tools Developer- Leader - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14065</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14065" />  
                <updated>2013-04-26T23:55:33Z</updated>  
                <summary type="html"><![CDATA[The leading electronic trading firm in New York City is looking for an exceptional senior software developer to join the team responsible for software development productivity and efficiency. In this role, the right candidate will collaborate between hands-on technical work and management by designing and implementing new tools, further enhancing preexisting ones and providing technical leadership to a growing team of dedicated software developers.  Applicant’s work will have an incredibly broad impact on software engineers and their competitive approach.
The main responsibilities of this role will include: to enhance and review existing tools, to build, test, package, and release software, and to provide technical mentorship to current team of developers, as well as help to expand the existing team in the future.
This will require collaboration with a wide-range of developers, testers, analysts and system administrators to effectively improve and automate procedures that make up the software development cycle. 
Successful candidates will be able to understand and work with large-scale, distributed systems and thrive in a fast-paced, results-driven environment. Ideal candidates will have at least 8 years of experience, with at least 4 of them in either a team-lead or managerial capacity. Must have strong programming skills in Java and C++, and superior knowledge of Unix and Linux OS, as well as coding ability in multiple scripting languages, including Python, Perl and Shell. System administration, experience in diverse version-control systems( Git, Mercurial, SVN Tortoise), build management tools and IDEs is strongly preferred. Qualified candidates will have MSc/PhD in Computer science or other highly technical, scientific discipline. 

Please submit your resume at dinka@martingaleinternational.com]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Entry Level  / Transition Role – Quantitative Trading Firm – NY &amp; NJ - New York, United States, Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14063</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14063" />  
                <updated>2013-04-26T01:31:40Z</updated>  
                <summary type="html"><![CDATA[Entry Level  / Transition Role – Quantitative Trading Firm – New York & New Jersey - $120K-$150K Basic + Bonus
About :
Our client is one of the Leading Quantitative Trading firm headquartered in New York. Our client plays a major role in present day Quantitative Trading Market. They are market maker on numerous exchange and electronic market places in equities, fixed income, currencies and commodities. Our globally located client is looking to expand their R & D team by recruiting more highly talented C++ Programmers for their offices in New York & New Jersey. 
Role :
•	Helping senior developers and researchers in collecting, collating and cleaning a massive amount of data. 
•	Improving the performance and efficiency of the existing strategies, as well as collaborating with Trading analysts code new strategies.
•	Implementation of C++ knowledge and writing new codes for Quantitative Trading Algorithms.
•	Primary responsibility to code Innovative Trading Technology by developing and perfecting proprietary Trading Algorithms running on high performance electronic trading platform.
Requirements :
•	BS/MS/Phd in the stream of computer science, Mathematics (or) Statistics from one of the top Institutes in the world.
•	2-5 years of working experience as a programmer/developer in C++ (From Non Financial Background).
•	Proved records of winning Olympiad or any other awards and recognitions.
•	Exceptional programming skills in C++.
•	Passion towards working with Quantitative Trading firm.

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>Real Time Algorithmic Developer – New York - USD 150K+ Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14062</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14062" />  
                <updated>2013-04-25T20:40:25Z</updated>  
                <summary type="html"><![CDATA[
Looking for a C++ developer to develop algorithmic trading system for a leading hedge fund firm in New York.  

Client
Our client is proprietary hedge funds who has been extremely successful over the last 8 years and is looking to further invest that money in starting up an Algo trading desk. They have made a heavy investment in Algo trading and are primarily into expanding the technology team to compete the global trading business.

Role
This is a great opportunity for a Senior C++ Developers to start up developing an algorithmic trading system. You will be expected to participate with great enthusiasm in all phases of our design, development, testing of world-class simulation and code-generation technologies. You will work directly with the best traders and research associates at this hedge fund. You will need to have an excellent understanding of Algorithmic trading and primarily developing the trading application on real-time server-side programming using C++.   

Requirements 
•	PhD. or M.S. degree from a top university in Computer Science, Mathematics, Economics, Physics, or Statistics. 
•	2 - 4 Years experience in C++ with Linux and Python, and strong analytical and communication skills are necessary. 
•	A strong work ethic with the determination to succeed is very desirable. 
•	Must have ability to work in a team oriented setting as well as individual contributor 
•	Experience in scientific programming, data mining, and machine learning are plus.

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 Developer Fixed Income/(C++, C#)Global Investment Bank, NY - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14061</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14061" />  
                <updated>2013-04-24T23:46:14Z</updated>  
                <summary type="html"><![CDATA[Quantitative Developer Fixed Income/Commodities Derivatives (C++, C#)Global Investment Bank, New York, $150,000 - $180,000 plus bonus/company benefits

About :

Our client is a Leading Global Investment Bank, with a very successful and profitable Fixed Income and Commodities business headed out of New York. The team trades a broad range of listed products across treasuries, agencies, interest rate derivatives, futures, repos and commodities. Through continued investment in growing this front office business and commitment to hiring top technical talent for the desk, Seeking a senior hands on quantitative/desk developer (C++, C#, Excel/VBA) to take a business critical front office role. 
 Role : 
 
The role will involve supporting the front office fixed income and commodities desk, working directly alongside traders, quants and other developers in the design of trading tools for risk, reporting and value. You will gain extensive exposure to different financial products and quickly grasp the concepts of cashflow models. This is a challenging role and from day one you will be expected to hit the ground running and contribute. It is therefore essential that you have strong knowledge in C++.
Requirements :
•	Strong academic background in Electronic Engineering or Computer Science (Masters/PhD).
•	Design/Develop front office pricing/risk/reporting tools for the trading desk (C++) 
•	Work closely alongside front office business users, supporting fixed income and commodity derivatives 
•	Work in a global team across North America.
•	 Interest in joining a collaborative and performance driven environment

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 / Analyst – Electronic Trading, Manhattan – NY - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14060</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14060" />  
                <updated>2013-04-24T20:23:44Z</updated>  
                <summary type="html"><![CDATA[Strong C++ developer required for the Quantitative development / analyst position with a leading financial firm in Manhattan, NY areas.

Our client is one of the leading hedge funds in New York. They have a systematic development and technology team focused on the R&D of their Algo suite.

Role
You will be involved in design, develop, implement and back test the automated trading platform, primarily working on real-time server-side programming using C++.  You will work closely with traders, quantitative researchers and sales teams.  The ideal candidate will be a creative problem solver with a high level of initiative and effectively implements solutions in code, in a fast-paced, dynamic environment.

Requirement
•	Must have a strong software development background with 2-5 years of experience.
•	Expertise in C++ programming, multithreading, python, matlab, etc are required.
•	Most likely PhD or equivalent from top US University. 
•	Financial services domain experience is not mandatory.
•	Candidate should be self-motivated, energetic and passionate in this market. 

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>Financial Software Developer – Quantitative Trading – New York  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14058</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14058" />  
                <updated>2013-04-23T20:11:18Z</updated>  
                <summary type="html"><![CDATA[
We in the process of hiring the strong C++ Statistical Programmer for one of our Hedge Funds clients in New York to develop new quant trading applications.
 

Client

Our client is a large quant trading hedge funds firm based out of New York.  They are a well known for introducing innovative high frequency strategies in the automated trading market making. Their technology team plays an integral part of the firm’s success and continuous to the backbone of the firm.

Responsibilities
This is a great opportunity if you are starting your career or wish to continue to grow in the automated trading market. You will be involved in developing innovative high frequency quant trading system. You primary job will be analysis, modeling, coding and implementation of new algorithms to arrive the required trading frequency, where the customers will get benefited in buy or sell. You can enhance your skills by working with world class quant researcher’s (PhD’s) and senior developers in the hot and real-time environment.

Requirements
•	3 + years of experience in professional C++ Programming.
•	Python, VBA, Matlab, Shell script, UNIX are desire.
•	Perfect candidate would be hands on with cutting edge technologies from any industries handles large volume datasets.
•	Expertise in statistical analysis and programming are plus.
•	PhD. in Computer Science or Equivalent background preferred.
•	Good communication, interest in financial industries and self-driven.

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>Senior Quantitative Trading Algorithm Developer - NY &amp; NJ - $200K-$250K - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14053</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14053" />  
                <updated>2013-04-19T01:03:56Z</updated>  
                <summary type="html"><![CDATA[Senior Quantitative Trading Algorithm Developer - NY & NJ - $200K-$250K + Benefits
About : 

Our Client is one of the leading Quantitative firm globally located and headquartered in New Jersey is looking to build their R & D Team by appointing  C++ developers. 

Role :

Work closely with the Analytics team to develop models for supporting and continuously improving Quantitative Risk Management System and analytics. 
Responsibilities quantitative research projects, designing solutions, planning implementations, leading research projects.
Being a part of an R & D team you will be programming in C++ to create new Quantitative trading algorithms.
Requirements :
• 3-5 years of experienced developers with excellent programming in C++ on Linux/Windows.
• PhD / Ms in Comp, math, stat or similar hard science. 

Technical skills:

• Strong C,C++ and C# knowledge and experience. 
• Expert in SQL, Perl, Python.
• Familiarity with MatLab

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>Entry level Developer / Transition role – Quantitative Trading, Chicago - Chicago, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14052</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14052" />  
                <updated>2013-04-19T00:29:20Z</updated>  
                <summary type="html"><![CDATA[Entry level Developer / Transition role – Quantitative Trading, Chicago, $150k + Bonus
Our client is one of the well known Quantitative trading firm headquartered in Chicago looking to appoint an elite C++ programmer for its Chicago based technology team.
Role: 
As an Entry level developer you need to work in a high frequency environment.  You will involve in write, test, debug, document, and implement the real time trading application and provided technical / algorithmic support to the traders. Also involved in complex programming to extract data from a variety of data sources, transform the data, and identify the alpha signals. Modeling the risk factors, forecasting and simulating business processes. 
Requirement : 
•	MS or Doctorate in Computer Science, Statistics, Maths or Physics is preferred. 
•	3 + years professional or academic experience in C++ programming is mandatory.
•	Extensive knowledge on Python, Matlab, R and Multithreading are plus.
•	Self motivated and energetic team player.
•	Excellent communication skills as well as the ability to articulate to a diverse group of people. 

Contact :
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MHSH “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Market Data for Statistical Trading  - Developer. NY or Los Angeles.  $200K - Los Angeles, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14049</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14049" />  
                <updated>2013-04-18T00:45:04Z</updated>  
                <summary type="html"><![CDATA[Market Data for Statistical Trading  - Developer. NY or Los Angeles.  $200K/+BONUS

FIRM:
•	Client is globally-positioned, proprietary trading firm focused on innovative statistically driven Automated trading. 

ROLES & RESPONSIBILITIES:
•	The Individual Developer will be part of a team responsible for building and maintaining the infrastructure used by quantitative researchers for statistical analysis.
•	You will work closely with core developers, quant support system administrators and quant researchers to ensure the integrity of the market data and optimize its format for high performance computing.
•	Responsibilities for this position will be split between operational support of historical market data archives, automation of support tasks, and development of tools which will enhance the efficiency and efficacy of the researchers’ workflows in researching a deploying new statistically driven automated trading strategies

REQUIREMENTS:
•	2-4 years of C++ programming and scripting experience in Python/Shell.
•	Demonstrated troubleshooting experience and ability to exercise appropriate judgment when managing system incidents, including communicating with users and technicians and taking decisive action.
•	Demonstrated drive and persistence to get to the bottom of an issue or to complete a task when confronted with obstacles.
•	Experience developing real-time trading applications desired.
•	Team player and ability to work in a fast-paced environment.
•	Excellent communication and documentation skills.
•	Ph.D. or M.S. degree from a top tier institution in Mathematics, Operations Research, Economics, Electrical Engineering, Computer Science, or Physics.

CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at 646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Software Engineers / developer with an extreme knowledge in C++ - NY - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14048</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14048" />  
                <updated>2013-04-17T23:19:19Z</updated>  
                <summary type="html"><![CDATA[Software Engineers / developer with an extreme knowledge in C++ - Systematic Trading – New York - $180K to $225K
Description:
Our client is one of the leading and well known Systematic trading firm, headquartered in New York is looking for an entry level Software Engineer / developer, who has good experience working across new systematic trading platform.
About Client:
My client is building out a new systematic trading platform and is hiring few Engineer / developer with experience in building automated trading platforms. You will work with senior quantitative traders in developing a robust trading platform that will drive the profitability of a suite of low risk, low capacity strategies across asset classes. 
Being one of the most successful firm in the US, the firm is widely renowned for having an expert technical team, a team which works on cutting-edge technologies and applies various technical methods (such as Virtual Machine-learning / optimization / High Performance Computing) to the computerized trading industry.
My client is currently interested in interviewing highly technical individuals who come from a Engineering / development background and are interested in applying their technical knowledge and techniques within the trading environment. 
No financial experience is required. 
Required Skills: 
•	MSc/PhD in Computer Science or equivalent numerate degree.
•	Candidates should have 1-3 years of industry experience (from any industry).
•	Expert-level programming ability with C++, and other languages (such as Python, Java, and Perl are a big plus.
•	Ability to work in a collaborative, research-driven environment in an efficient and autonomous manner.

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 - Chicago - Houston, United States, Los Angeles, United States, Stamford, United States, Washington DC, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14045</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14045" />  
                <updated>2013-04-17T16:47:15Z</updated>  
                <summary type="html"><![CDATA[Hedge fund – IT / quant
IT - development


TITLE – LOCATION
C# Software Engineer - Chicago

SALARY RANGE OR SPECIFIED NUMBER + BONUS 

$100,000 - $130,000 + bonus

JOB DESCRIPTION- Background

A leading proprietary and fund manager of circa 75 employees and a 22 person technology team that has been operating for approximately 20 years and has a very low staff-turnover. They are looking to bring on one more talented C# developer to join its world class Development Team in Chicago. The vibrant group offers a truly collaborative working environment. Interviewing begins next week so please call in for details asap.

We are seeking a highly skilled experience C# Engineer with 4+ years experience with Microsoft environments. This opportunity offers a self-directed and motivated individual the ability to lead technical innovation in quantitative trading and research operations. The ideal candidate will have some systems design experience in the financial industry.

This role would involve working collaboratively with traders and quant research teams to design and deliver code with the highest quality of automation and performance possible. The chosen candidate will also play a pivotal role in the continual development and enhancement of current processes alongside, actively seeking opportunities to exceed end user performance and functionality of the in house trading systems.  

Key Responsibilities

•	Designing and delivering code with traders and quant research teams
•	Producing unit-tests, documentation & configuration to support all code developed 
•	Provide post-implementation support to trading teams and IT department to resolve critical issues and fix coding bugs promptly 
•	Define product requirements from trading and quant research teams 
•	Provide feedback and support on in house trading processes and systems
•	Perform testing procedures as required for quant technology team

Requirements:
•	Experience with C#/NET 3.5/4
•	Computer Science Degree/Masters
•	Strong Object Oriented design skills 
•	Multithreaded C# development
•	Experience with Windows
•	Experience with SQL Database
•	Strong verbal and written communication skills 

Keywords: C# , Algorithmic Trading Technology, , Software Engineer, Development, Project Management, Systems Administration, Proprietary Trading, Object-Oriented Design, Graphical Applications,  C# skills: .NET, asynchronous programming, Multithreaded C#, WinForms, GUI 

Contact: Brad Kruse @ +1 310 807 5028

APPLY | jobs@gqrgm.com

VISIT US | www.g-q-r.com/vacancies

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr

]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Algorithm Programmer / Developer, Leading Electronic Trading Firm, New York - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14034</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14034" />  
                <updated>2013-04-17T00:30:13Z</updated>  
                <summary type="html"><![CDATA[Algorithm Programmer / Developer, Leading Electronic Trading Firm, New York $250k-$350K (Based on experience/Performance)
Reputed trading firm focused on electronic market making is keen to hire an experienced quantitative programmer / C++ Programmer for their software development team in New York.
ABOUT OUR CLIENT
Our client is one of the most renowned and successful trading firms primarily focused on developing algorithmic trading strategies for quantitative trading. They leverage their skills in building next generation quantitative trading algorithms and tools for effective market making. Since its inception in the market, the firm has witnessed continuous and steady growth. They would like to add value to their current development team by hiring an additional algorithm programmer. 
ROLE
•	As a part of their existing team you will enjoy a diverse role. Your responsibilities will include developing, testing and maintaining C++ algorithmic trading applications.
•	Leverage your quantitative and programming skills to optimize the trading strategies.
•	Providing technical leadership on software development for the full development cycle.
REQUIREMENTS
•	Between 2-5 years of experience as a Quant / C++ Programmer from trading industry or from any related field.
•	Outstanding academic background with M.S / PhD in computer science, mathematics or physics from one of the Top Institutes.
•	Solid development experience in C++.
•	Strong desire to build knowledge of Quant trading and investment systems.
•	A true passion for technology and problem solving.
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 Programmer / Developer, Quantitative Trading Firm, New York - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14031</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14031" />  
                <updated>2013-04-16T01:35:26Z</updated>  
                <summary type="html"><![CDATA[Software Programmer / Developer, Quantitative Trading Firm, New York Basic $120k - $150k + bonus.
Our client is a New York based Quantitative trading firm would like to appoint an entry level software programmer to join their research & technology team in New York.
ABOUT THE CLIENT
The firm is engaged in the development and deployment of quantitative trading strategies.
Specifically, they are engaged in the development of low latency trading algorithms for high frequency trading.  As part of their transformation to the next phase they would like to employ a software programmer to strengthen their current development team in New York.
ROLE
Working in a team of strong developers you will enjoy a varied role. You will find a flexible and collaborative working environment where you are given the independence to drive your career to the next level. You will be required to blend your quantitative and software programming skills to build advanced and cutting edge high frequency trading algorithms. 
Your daily tasks will include writing bespoke programs in C++.
Your other projects will also include:
•	Design, develop and back testing of trading algorithms.
•	Contributing to the broader computer architecture across the team.
•	Working closely with other developers and researchers to enrich the existing and new trading strategies.
REQUIREMENTS
•	M.S / PhD in Computer science and or Electrical Engineering from a leading university.
•	Ideally, 2-5 years of industrial C++ programming experience.
•	Record of outstanding academic performance and passion for technology.
•	Delivery focused and willingness to work in a fast-paced, mission-critical production environment.
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 Developers - Transition into Automated Trading - , Los Angeles,  - Los Angeles, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14029</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14029" />  
                <updated>2013-04-16T00:20:48Z</updated>  
                <summary type="html"><![CDATA[Software Developers - Transition into Automated Trading - , Los Angeles, and Basic salary range $150-225K (depending on experience) + bonus 
Description:
Our client is a global electronic trading firm with offices in Los Angeles, New York, London and Australia. As part of their immediate hiring plans, the firm hopes to appoint 3 software developers to join its research and development team in Los Angeles.
Historically, the firm has always hired members of this team from outside of the industry. This fits in well with their "non" wall street culture as well as their desire to hire and retain the best technologists in the world.  The vast majority of the firm's R&D team is from a non finance industry background.
As part of the R&D team your core focus will be on aggressive problem solving relating to the enhancement and innovation of proprietary trading algorithms, software and automated trading platforms.
Requirements :
•	2+years of post academic industry experience as a software developer from the internet, technology, gaming, energy or other similar industry.
•	Outstanding academic background with advanced academics in Computer Science and or quantitative disciplines.
•	Expert programming skills in Java or C++. 
•	Candidates must demonstrate a genuine desire to transition and apply their expertise to the domain of automated trading and finance. 
•	Passionate aggressive problem solver
•	Collegiate attitude and team player

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>C++ SOFTWARE DEVELOPER, AUTOMATED TRADING, NEW YORK $225k+BONUS. - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14028</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14028" />  
                <updated>2013-04-16T00:18:34Z</updated>  
                <summary type="html"><![CDATA[C++ SOFTWARE DEVELOPER, AUTOMATED TRADING, NEW YORK $225k+BONUS.

FIRM:
My client is looking for a senior level Software Engineer that specializes in building C++ financial applications and tools to support automated trading desks globally.  Our client firm is a full lifecycle 3rd party software firm specializing in providing tools, applications and trading systems to trading clients globally.  
ROLE:
•	Candidate will be involved in full life cycle development, everything from design to unit testing. Specifically, you will add energy and technical expertise to the suite of automated trading products the firm is highly regarded for. Key ongoing projects include the next generation development of two of the firm's highly popular trading automated trading products: predictive analytics tool & portfolio optimization software. 
•	 This is a unique opportunity for a skilled experienced C++ Developer to become a key contributor and work side-by-side with our highly talented team of software engineers, quantitative strategists, and traders on cutting-edge technology and sophisticated quantitative strategies.

REQUIREMENT:
•	2 -4 Years of experience in C++ programming skill.
•	Demonstrated experience working on the design, implementation, and deployment of large, complex software projects
•	Practical knowledge of data structures and algorithms
•	Familiarity with software development tools, such as version control, project management, and bug tracking systems
•	Ability to understand sophisticated mathematical and financial concepts
•	Ability to take responsibility and work independently in a high-pressure, time-critical environment
•	Ability to work cooperatively with programmers, traders, and management
•	BS, MS or Ph.D. in Computer Science or closely related fields, with a high GPA.

CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at  646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you

]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>No Financial Knowledge Needed!- Jr C++ Developer or Software Engineer-  - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14027</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14027" />  
                <updated>2013-04-16T00:17:12Z</updated>  
                <summary type="html"><![CDATA[No Financial Knowledge Needed!- Jr C++ Developer or Software Engineer- USD $150,000 - $175,000- New York, NY.
Well-known financial services company located in NYC seeking a talented Jr C++ Developer or Software Engineer to join rapidly growing R&D team. You will have the opportunity to work alongside the brightest minds in the industry
Ready to join a trading and finance industry?  
If you are a C++ Developer or Software Engineer with a desire to join a fast paced team develop trading systems and financial applications while using the most cutting edge technology, this role is perfect for you!
What you'll be doing:
- Designing, developing, maintaining high-performance, low-latency systems
- Develop and optimize real-time trading systems
- Live, real-time support for our clients 
- Use algorithms to develop infrastructure to process information in real-time
Qualifications:
- 2 to 4 years of C++ development 
- Strong UNIX and/or Linux Systems Programming experience.
- Computer Science fundamentals in object-oriented design, data structures, algorithm design, problem solving, and complexity analysis
- Interest in working with entire software development cycle including system design, development, testing, deployment and system maintenance. - Strong Problem Solving Skills 
- Strong communication skills and desire to work in a fast-paced environment.
What's in it for you:
- Top pay, bonus, benefits and ability to work in one of the most exciting technology fields
- Casual work environment, surrounded by the best and the brightest technical and financial minds
- Make a true impact on our company and products with high -visibility - Real rapid career growth - Take ownership if portions of development.

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 (443)478-3877 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>Software C++ Developer / Programmer, Financial Firm, New Jersey Basic $225k - Newark, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14024</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14024" />  
                <updated>2013-04-13T01:15:41Z</updated>  
                <summary type="html"><![CDATA[Software C++ Developer / Programmer, Financial Firm, New Jersey Basic $225k + Significant bonus potential.
ABOUT THE CLIENT
Systematic proprietary trading specializing in statistical arbitrage; developing and distributing ultra low latency proprietary trading technology, tools and analytics to hedge funds
and trading desks globally.
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 three business lines. This is the engine of the business and the part where the founder and senior management are most involved in. 

Design next-generation market data.visualization tools. 

REQUIREMENTS
•	An excellent academic background, from a top program in Computer Science, Electrical Engineering, Physics or Mathematics. 

•	Excellent programming skills: C++, using STL, Perl,TMP, and Boost libraries for high-performance, lowlatency computing. 

•	Python, with broad proficiency in high-level programming, and using numpy/scipy/matplotlib for analytics. 

•	Experience in real-time/low-latency systems, cluster computing, or scientific dataAnalysis.

•	2-6 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>Analytical Software Engineer – New York, USD 200K + Bonus - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14023</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14023" />  
                <updated>2013-04-12T20:44:00Z</updated>  
                <summary type="html"><![CDATA[We are looking for a senior C++ software developer to develop and maintain the analytical software for an electronic trading firm.  

Client
Our client is an Electronic trading firm focused on high frequency automated trading. They are headquartered in New York with offices in Los Angeles and Chicago. The resident technology team has played a very successful role in building and supporting the automated market making business.

Role
You are responsible for the analysis, design, development, maintenance and support of the real time automated trading environment. You will participate in the development of the high frequency automated trading platform development. And also you will be working together with Research and Development teams to design, implement and test current and future algorithms. Design database and class structures to enhance analytics functionality
 
Requirements
•	Ideal candidate must have 3+ years hands-on experience in C++ programming.
•	Expertise in multithreading, python, matlab, etc is required.
•	Concentration in Machine Learning will be a huge plus.
•	PhD. in Computer Science, Mathematics, Physics or Statistics are preferred.
•	Self-motivated team player who takes pride in building consistent, elegant and powerful applications

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>Systematic Software Developer (C++) – New Jersey  - New Jersey, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14022</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14022" />  
                <updated>2013-04-12T20:42:27Z</updated>  
                <summary type="html"><![CDATA[We are looking for systematic developers to be part of the technology team to build core automated trading platform in C++ for Quantitative Trading business. 

Company
Our client is a leading financial institution based at New York and having trading offices in North America, Europe and Asia. They are dynamic and technology-driven firm supporting a large-scale quantitative trading operation in the global financial markets
 
Responsibility
The developer will be primarily working on real-time server-side programming using C++.  You will work closely with traders, quantitative researchers and sales teams. You will also be involved with design, code and implementation of derivatives valuation analytics.  This is a fast paced and challenging role. The ideal candidate will be a creative problem solver with a high level of initiative and effectively implements solutions in code.


Experience
•	2 - 4 years of solid experience in System  from non-trading industry is required 
•	Expertise in C++ programming, Multithreading, Python, and Matlab are plus.
•	Strong statistical and quantitative analysis skills required.
•	PhD’s or Master level degrees in Computer Science or Statistics or Maths from leading US University. 
•	Self-motivated, energetic and excellent communication skills are required. 

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>C++  Developer/ Programmer, Quantitative Trading Firm - New York, Chicago,  - Chicago, United States, New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14020</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14020" />  
                <updated>2013-04-12T00:56:13Z</updated>  
                <summary type="html"><![CDATA[C++  Developer/ Programmer, Quantitative Trading Firm - New York, Chicago, $150K – 200K + Bonus & other benefits.

The Research & Development team at our client Quantitative Trading would like to appoint an experienced C++ developer/ Programmer. 

The firm & role :
Our client is a Quantitative Trading Firm globally located and headquartered in New York. The firm has consistently outperformed peers across numerous trading horizons.
As part of the research & development team, you will play a critical role in the design and enhancement of the real time database and related software. 
You will have the opportunity to work on all aspects of the data platform; connectivity, feeds, imports, internal solutions, optimizing velocity / scalability and latency.
This is an exciting opportunity to work in a dynamic Quantitative trading firm where the data platform is constantly seeking cutting edge excellence.

Requirements,
•	Outstanding academic background with graduate degree in Computer Science from one of the top institutes.

•	Good level of mathematical & statistical analysis skills.

•	Strong programming skills in C++.

•	At least 2 + years experience in the C++ development and provision of latency sensitive data solutions and software.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MHSH “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you. ]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Kernel Software Developer – Automated Trading System – New York - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14019</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14019" />  
                <updated>2013-04-11T20:26:22Z</updated>  
                <summary type="html"><![CDATA[Looking for Software Developer’s (C++) to work in fast placed and dynamic environment.

Client is a core technology firm and they are focused on Research and Development of quantitative automated trading platform. The R&D team is into developing the world class product and provides support to large Investment banks in New York. 

Role:
This is a unique opportunity for an experienced C++ Developer to become a key contributor and work with our highly talented team of software engineers, quantitative strategists and traders on cutting-edge technology. The candidate will be responsible for all aspects of application development including analysis, design, implementation, testing, deployment and maintenance. Involved in driving the collection of new data and the refinement of existing data sources. Analyze and interpret the concept to design and implement algorithms. Also involved in identify and solve trading challenges utilizing large structured and unstructured data in a distributed processing environment.

Qualification:
•	Candidate will have experience building real-time applications using C++ 
•	PhD or MS from a top tier university in Computer Science.
•	Fluency with at least one scripting language such as UNIX shell, Perl, Java, Python
•	Strong knowledge of statistical methods in the areas of modeling and data analytics. 
•	Experience working with large data sets, and working with distributed computing tools a plus.
•	Must take responsibility and work independently in a high-pressure, time-critical environment.

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>High Frequency Quantitative Developer – San Francisco, CA - San Francisco, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14018</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14018" />  
                <updated>2013-04-11T20:25:10Z</updated>  
                <summary type="html"><![CDATA[We are looking for C++ Developers to develop high frequency trading system for our client in San Francisco.

Our client is a proprietary hedge funds focused on quantitative trading. They are looking to expand the technology team to produce the world class trading system to support their traders.

Responsibilities:
You will be involved in developing the high frequency trading application. Your role will leverage expert knowledge of numerical algorithms, statistical models, grid computing, and other advanced technological methods to build the cutting-edge tools and engines used by our quantitative analysts and high frequency researchers. 

Qualification:
•	3+ years of experience in hard core C++ programming is must.
•	Quantitative software development / real time / distributed environment are needed.
•	Experience developing high performance, multithreading and knowledge of scripting languages are also required.
•	BS / MS / PhD in Computer Science from top schools are preferred.
•	Excellent communication skills.

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>High Frequency Trading Platform Developer/ CT/ $Base+ Bonus - Connecticut, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14012</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14012" />  
                <updated>2013-04-10T20:56:12Z</updated>  
                <summary type="html"><![CDATA[Start up Hedge Fund are looking for an experienced high frequency developer to join their trading team where they can build a high frequency trading system.

Role:-
In this role, you will leverage your technology skills to help in the optimal implementation of numerical algorithms and statistical models for automated trading. You will also work with the senior partners of the fund to build the high frequency system.
Requirements:-
Ph.D. or M.S. degree from a top tier institution in Computer Science, Mathematics, Operations Research, Economics, Electrical Engineering and or Physics
Strong in C++/ Linux
Experience building analytical tools/models in a HFT environment
At least 2 + years experience as developer within the automated trading industry.
Ability to understand sophisticated mathematical and financial concepts.
Able to handle fast paced and complex coding

Ability to take responsibility and work independently in a high-pressure, time-critical environment.

This is a unique opportunity for a skilled experienced C++ Developer to become a key contributor and work side-by-side with our highly talented team of software engineers, quantitative strategists, and traders on cutting-edge technology and sophisticated quantitative strategies.

Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>C++ Developer – Transition into Automated Trading - New York, &amp; Chicago - New York, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13995</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13995" />  
                <updated>2013-04-09T01:13:53Z</updated>  
                <summary type="html"><![CDATA[C++ Developer – Transition into Automated Trading - New York, & Chicago – Basic salary range USD 130K to 180K (depending on experience) + bonus.
About :
Our client is a global electronic trading firm with offices in New York, & Chicago. As part of their immediate hiring plans, the firm hopes to appoint few C++ developers to join its research and development team in NY.
Historically, the firm has always hired members of this team from outside of the industry. This fits in well with their "non" wall street culture as well as their desire to hire and retain the best technologists in the world.  The vast majority of the firm's R&D team is from a non finance industry background.
As part of the R&D team your core focus will be on aggressive problem solving relating to the enhancement and innovation of proprietary trading algorithms, software and automated trading platforms.
Requirements :
•	2+years of post academic industry experience as a software developer from the internet, technology, gaming, energy or other similar industry.
•	Outstanding academic background with advanced academics in Computer Science and or quantitative disciplines.
•	Expert Level programming skills in C++. 
•	Candidates must demonstrate a genuine desire to transition and apply their expertise to the domain of automated trading and finance. 
•	Passionate aggressive problem solver
•	Collegiate attitude and team player]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
        </feed>  
     

