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            <id>http://www.quantfinancejobs.com/</id>
            <title>Fixed Income Quant Jobs | QuantFinanceJobs.com</title>  
            <subtitle>Latest jobs: Fixed Income Quant Jobs ()</subtitle>
            <link href="http://www.quantfinancejobs.com/jobs/webfeeds/atom.aspx" rel="self" />  
            <link href="http://www.quantfinancejobs.com/jobs/" />  
            <updated>2013-05-19T18:30:24Z</updated> 
      
            <entry>  
                <title>Director, Actuarial Quant – Risk Management, Variable Annuity Hedging Group - Los Angeles, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14143</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14143" />  
                <updated>2013-05-16T09:40:14Z</updated>  
                <summary type="html"><![CDATA[Director, Actuarial Quant – Risk Management, Variable Annuity Hedging Group –Leading Insurance Firm – Los Angeles

JOB DESCRIPTION 

We are working with an insurance group, more specifically with their fast-growing variable annuity hedging team. The purpose of the actuarial quant is to develop and implement hedging strategies that will mitigate risks that arise with the variable annuity products (such as equity-indexed annuities). Additionally, the quant will quantify market and financial risks to senior management and technical support staff in regards to various actuarial and accounting frameworks. You will be responsible for providing financial projections based on STAT or GAAP valuations of variable annuities. 

Location: Los Angeles, CA

Required skills:

•	Min masters degree in quantitative discipline (i.e. Mathematics, Statistics, Actuarial Science).
•	Fellow of the Society of Actuaries (FSA) designation required; MAAA preferred
•	5-7 years of relevant industry experience (within insurance and VA hedging), min 4 years in developing quant derivative strategies, VA hedging modeling, and/or risk management
•	Strong knowledge of variable annuities and familiarity with insurance industry
•	Solid understanding of US statutory and GAAP accounting/ reporting methods, economic capital, pricing, and other risk metrics
•	Technical skills: C++, Matlab, SQL, VBA
•	Excellent communication skills (verbal, written); ability to explain technical topics in laymen’s terms

Keywords: actuarial strategist, actuary, hedging, variable annuity, annuities, equities, fixed income, interest rates, derivative, vanilla, exotic, insurance, quantitative risk, insurance quant, financial engineer, annuity product development, annuity product valuation,  ALM, asset-liability management, optimization, risk minimization, VaR, GARCH, econometrics, stochastic calculus, statistics, C, C++, Matlab, MySQL, GPU, Los Angeles, California, CA

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>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>Quantitative Risk Analyst, Mortgage Backed Securities, San Francisco - Houston, United States, New York, United States, Washington DC, United States</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13997</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13997" />  
                <updated>2013-04-09T17:50:02Z</updated>  
                <summary type="html"><![CDATA[Quantitative Risk Analyst, Mortgage Backed Securities, San Francisco
Salary $120,000+

A top US bank is seeking an experienced quantitative risk analyst to work within its retail lending group. The coverage includes home mortgage, home equity, consumer credit card, personal loans and lines, direct auto, dealer services and commercial auto, retail services and education financial services businesses. This is a great opportunity to work with one of the top mortgage businesses in the US, in a highly dynamic teams of quants, involved in up to date modelling of and implementation of complex valuation and pricing methodologies. This is a great opportunity for a quantitative risk modeller or desk quant, who is looking for the next logical career step into a area that is expanding and requires a more complex quantitative view then ever before. 

Responsibilities:

- Development, Implementation and stress testing of OAS models for Mortgage products using complex quantitative techniques and programming. 
-On-going research and creation of models for risk management of mortgage and fixed-income products. 
-Develop model performance and reporting metrics such as statistical back-testing, P&L analysis and gap analysis. 
-Maintain and enhance historical data sets. 
-Create daily or weekly Risk Reports. 
-Maintain up-to-date model documentation. 

Qualifications: 
-Exceptional academic background with a quantitative PhD or MSc.
-6+ years of experience in the Financial Industry, Scientific Programming or Quantitative Research, including 3 years in a quantitative role focused on fixed-income or mortgage capital markets. 
-Strong knowledge of C or C++, 3+ years minumum of hands on programming experience. 
-Experience in R or other statistical software. . 
-Knowledge of SQL and relational databases. 
-Solid understanding of interest rate derivatives models and mortgage analytics. 
-Experience using valuation/risk management systems (e.g. QRM, MIAC, Yield Book, Polypaths, Algorithmics, etc.). 



APPLY | jobs@gqrgm.com 

VISIT US | www.g-q-r.com/vacancies 


While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 020.3207.9090 
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Quant,  GQR Global Trading,  GQR Global Markets


We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East. 
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
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