
        <rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom">  
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                <title>Latest Jobs | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>The QuantFinanceJobs.com Jobs Web Feed</description>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14165</guid>
            <title>Sr C++ Developers  – Proprietary Trading Firm – New Jersey &amp; San Francisco  - Newark, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14165</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 23 May 2013 00:48:52 GMT</pubDate>  
            <description><![CDATA[Sr C++ Developers  – Proprietary Trading Firm – New Jersey & San Francisco - $150K-$250K (Experience Based) + Performance Bonus.
Our Client is an Exceptional Systematic quant driven proprietary trading firm seeking talented C++ electronic trading developers for their locations in NJ & San Francisco. After another record-breaking year, the firm is experiencing rapid growth and brought a demand for this new hire. They design and maintain high frequency trading platform in different technologies and applying the cutting edge is their specialty. 

Roles:
•	Duties will range from low-latency trading platform design to hardcore coding in C++. 
•	Working with real-time systems in C++ is essential for this electronic trading group. 
•	Vital to design and maintain the proprietary high-frequency trading platform in C++. 
•	Working directly with quant trading teams to design, build, and enhance some of the world’s most cutting-edge trading systems. 
•	Need to have a big focus on high performance exchange connectivity, machine learning methodology, advanced pattern recognition, and creation of complex algorithms. 

Required Skills:
•	3-5 years of True in-depth hands-on experience with C++ programming in a Linux environment as a programmer or developer.
•	BS/MS/Ph d in Computer Science or any engineering from one of the top ranking Universities in USA.
•	Expert in C++ programming.
•	Strong knowledge or hands-on skills with data structures and algorithms. 
•	Knowledge or Experience with Python & Matlab would be an added advantage.

CONTACT
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “MHSH“.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you.]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14164</guid>
            <title>Algorithmic Trading Software Engineer - New York, United States, Stamford, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14164</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 22 May 2013 15:03:35 GMT</pubDate>  
            <description><![CDATA[Quantitative hedge fund in Greenwich, CT is seeking candidates for an Algorithmic Trading Software Engineer position to bridge its trading and technology groups.  The position will offer the opportunity to work with and enhance proprietary algorithmic trading systems as well as responsibilities in trade execution.  This position requires working the night shift on the desk with regularity.  The successful candidate will monitor real time trading systems while working on various enhancements to functionality as directed by the CTO, Director of Research and Director of Trading.

Successful candidates will have a track record and training including
•	3+ years industry experience developing applications using C++, preferably in a unix/linux environment, including knowledge of STL and boost libraries
•	Solid knowledge of Bloomberg desktop APIs and some experience with Bloomberg terminal
•	Familiarity with financial markets
•	Exposure to trading desks / time working with a trading desk in development role a plus
•	Experience with any of the following: C#, Java, Unix scripting, Perl, Python, Javascript, HTML, Ajax, QuickFix
•	Solid understanding of modular object-oriented design, design patterns and data structures
•	Ability to self motivate, work independently, and deliver on major milestones
•	Strong communication skills in English, both written and verbal
•	Bachelors Degree in Science or Engineering from a top school
•	Knowledge of algorithmic trading and market data systems are strongly desired
•	Experience working on multi-threaded systems strongly desired

The work environment encourages individuals to take ownership of initiatives yet demands rigor in intellectual process, collaboration with peers, and conformity to best practices for code design.  The new hire will jointly report to the CTO and Head of Trading and will be expected to focus on providing improvements in automation processes through efficient software design.  Specific responsibilities of the position include:

•	Monitoring real time algorithmic trading system, predominantly on a night shift
•	Resolving execution and trade clearing issues and, over time, executing trades
•	Design, development and maintenance of enhancements/modifications to large-scale object-oriented real-time trading system in C++
•	Review, modify as needed, and document code maintenance, code modification and data update procedures throughout the research and trading platforms



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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14163</guid>
            <title>Quantitative Developer - Fixed Income - London - Investment Ban - United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14163</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 22 May 2013 10:46:17 GMT</pubDate>  
            <description><![CDATA[Quantitative Developer - C++ - Fixed Income - Investment Bank - London. My client is a tier 1 investment bank based in London and they are currently hiring for experience Quantitative Developers to join their team.
 
This is a role to work in the Quant Analytics department for a tier 1 investment bank within Fixed Income Flow.
 
The successful candidate will be required to work on some new projects focusing on the design and implementation of fixed income pricing models in C++.
 
Skills required: 
C++ Coding 
strong maths and problem solving skills. 
understanding of how to implement pricing models. 

Fixed Income knowledge would be highly advantageous but is not is not mandatory.
 
The ideal candidate will come from a quantitative development team from an Investment Bank. We are also happy to consider front office C++ programmers with strong maths and business skills.
 
For an immediate response on your applications please send CV's directly to jon.gilbert@astburymarsden.com ]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14162</guid>
            <title>C++ Developer - High Frequency Trading – New York  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14162</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 22 May 2013 01:06:13 GMT</pubDate>  
            <description><![CDATA[C++ Developer - High Frequency Trading – New York 
A leading small and successful High Frequency Trading firm in New York is looking to hire a passionate technologist who strives to work in an innovative environment working on the latest technologies. We hire some of the most diverse and talented technologists around, creative thinkers with a deep technical understanding. You will get full exposure to all areas of the business and asset classes working in tight knit groups alongside traders and quants from some of the biggest names in the market along with organically grown members of the team.
Role
You will be developing low latency venue market data feed handlers and consolidated/aggregated feeds; developing regression tests and managing deployment of his/her own software. Working on a brand new microwave radio project, HFT and microsecond-level latency considerations. As this firm and project grows your role will do to. 
Key Requirements
•	2-4 year’s relevant experience
•	Exceptional C++ development skills, multithreading, systems programming, etc. 
•	MS/PhD in Computer Science or any quantitative discipline from a leading faculty
•	Experience handling complete software development lifecycle is a plus (planning, architecture, implementation, deployment, support)
If you are from outside of the financial domain – an urge and desire to be successful in this sub millisecond market is needed along with evidence of transitional skills. 

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

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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14161</guid>
            <title>Entry Level  Software Developer – Quantitative Trading Company – New York - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14161</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 21 May 2013 23:46:05 GMT</pubDate>  
            <description><![CDATA[Entry Level  Software Developer – Quantitative Trading Company – New York (or) San Francisco - $120K-$150K Basic + Bonus
About :
Our client is one of the Leading Quantitative Trading firm headquartered in New York. Our client is looking to expand their R&D team by hiring more (C++/Java) Developers due to a consistent performance and growth in their business. They have created many award winning Quantitative Trading Algorithms. They are market maker on numerous exchange and electronic market places in equities, fixed income, currencies and commodities. R&D team is a most focused team in the firm since the Directors & Board members are directly involved in it.
Role :
•	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++/Java knowledge and writing new codes for Quantitative Trading Algorithms for the end clients who are mostly Investor’s.
•	Primary responsibility to code New Innovative Trading Technology. 

Requirements :
•	2-5 years of working experience as a programmer/developer in C++/Java (From either Financial or Non Financial Background).
•	BS/MS/Phd in computer science, Mathematics (or) Statistics from one of the top Institutes in the world.
•	Proved records of winning Olympiad or any other awards and recognitions would be appreciated.
•	Exceptional programming skills in C++/Java.
•	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. ]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14160</guid>
            <title>Senior C++/Java Programmer, Quantitative Trading Firm, New York - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14160</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 21 May 2013 00:11:24 GMT</pubDate>  
            <description><![CDATA[Senior C++/Java Programmer, Quantitative Trading Firm, New York & San Francisco - Basic $200k + Significant bonus potential
ABOUT THE CLIENT
Our client is a 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. One of the leading Automated Trading Algorithm producer’s & many time winner of best Quantitative Trading Algorithms is now looking to expand their excellent R&D team by Positioning more C++/Java developers.

ROLE
You will work in the R&D team within the organization. The team is responsible for all of the quantitative research and technology that drives all business lines. 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 & developing existing tools and Quantitative trading Algorithms.

REQUIREMENTS
•	BS/MS/Ph d from a top University in Computer Science, Electrical Engineering, Physics or Mathematics. 

•	Excellent programming skills: C++/Java, using Perl, Matlab and Boost libraries for high-performance, lowlatency computing. 

•	Python, with broad proficiency in high-level programming, 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. ]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13703</guid>
            <title>Quantitative Researcher - Thailand, Bangkok, Thailand</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13703</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 20 May 2013 03:50:04 GMT</pubDate>  
            <description><![CDATA[Quantitative Researcher (in Bangkok, Thailand)

WorldQuant Research (Thailand) Co., LTD., seeks mathematics, computer science, physics and engineering (Chemical, Petroleum, Automotive, etc.) majors for quantitative researcher positions involving the creation of computer-based models that seek to predict the movements of worldwide financial markets.

Candidates need not have prior knowledge of financial markets, but must have a strong interest in learning about stock markets and financial markets. Our highly accomplished senior staff will provide the new hires with mentoring and guidance to help them succeed. 

We offer outstanding career opportunities, which include:
- Competitive financial rewards, relative to performance and position
- Friendly and collegial working environment
- Opportunity for promotion to Vice President in 2 to 4 years
- Rare opportunity to learn from highly successful investment experts

Job requirements:
- Possess or expect a BS degree from one of Thailand’s top 2 universities (or from one of the top 50 universities in the world) with top class ranking, awards or distinctions - in a highly analytical field, such as: 
	-  Mathematics
	-  Computer Science 
	-  Physics
	-  Engineering (Chemical, Petroleum and Automotive)
	-  or any other related field that is highly analytical and quantitative
- Ranked as top 20% in class for bachelor's degree
- Have a research scientist mind-set, i.e., be a deep thinker, creative, persevering, smart, a self-starter, etc. 
- Be competent in a programming language (C++ or C)
- Possess good English language skills
- Have a strong interest in learning about worldwide financial markets
- Have a strong work ethic

Additional preferred qualifications:
- Preferably possess or will soon have a Masters or Ph.D. degree from one of Thailand's 
top universities or a leading foreign university
- Several years’ work experience in financial industries or quantitative research is a plus
- Possession of an international or regional Mathematical Olympiad medal is a plus

Position based in Bangkok, Thailand. 

Interested and qualified candidates please email your current CV (or any questions) in ENGLISH to WQThailandjobs@worldquant.com 
]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14159</guid>
            <title>SR. C++/Java Quant Developer – Leading Automated Trading Firm – NY, NJ - New York, United States, Newark, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14159</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Sat, 18 May 2013 00:51:05 GMT</pubDate>  
            <description><![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.]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14158</guid>
            <title>SENIOR C++ HIGH PERFORMANCE ENGINEERS – NY OR LOS ANGELES. $225K+ BONUS. - Los Angeles, United States, New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14158</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Sat, 18 May 2013 00:33:17 GMT</pubDate>  
            <description><![CDATA[SENIOR C++ HIGH PERFORMANCE ENGINEERS – NY OR LOS ANGELES. $225K+ BONUS.

FIRM:
•	Client is a Global Trading firm, seeking a Senior C++ High Performance Engineer to join their Core Development team. Candidates will take part in the design, development and implementation of their next generation Cross Asset Platforms.

ROLES:
•	This is a Front Office role, working with Traders, Quants, Technologists and Key Business stakeholders across multiple asset classes including FX, Equities and Commodities.
•	Ideal candidate will have experience working in a top tier institution, directly in support of the modeling effort and trading desk, and is capable of working in a fast path and dynamic environment.

REQUIRED SKILLS:
•	2 – 5 years programming experience developing complex real-time, multi-tiered applications in C++ on UNIX/Linux. 
•	Expert C++ programming skills utilized for corporate systems (financial industry experience is NOT required).
•	Excellent analytical skills with a strong mathematics background 
•	Highly productive programmer with the ability to work in a fast-paced environment is required 
•	Knowledge of Core C++ development is desirable
•	Solid track record developing complex software applications and systems
•	Ph.D. or M.S. degree from a top tier institution in Computer Science, Mathematics, Operations Research, Economics, Electrical Engineering and 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. 

]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14157</guid>
            <title>Vice President, Structured Product Quantitative Developer. NEW YORK.  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14157</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Sat, 18 May 2013 00:31:46 GMT</pubDate>  
            <description><![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. 

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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14156</guid>
            <title>C++ developer / Software Developer with multi-threading  - Chicago, United States, Los Angeles, United States, New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14156</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Sat, 18 May 2013 00:30:15 GMT</pubDate>  
            <description><![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.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14155</guid>
            <title>Jr C++ / Software Developer - Financial Markets-Full-time position – in NY  - Los Angeles, United States, New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14155</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Sat, 18 May 2013 00:27:28 GMT</pubDate>  
            <description><![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.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14154</guid>
            <title>Entry Level Developer (C++/Java) - Quantitative Trading Firm – NY, NJ &amp; CA - New York, United States, Newark, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14154</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 17 May 2013 01:24:32 GMT</pubDate>  
            <description><![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.]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14153</guid>
            <title>QUANT DEVELOPER – MACHINE LEARNING - Los Angeles, United States, New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14153</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 17 May 2013 01:22:37 GMT</pubDate>  
            <description><![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. 

]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14152</guid>
            <title>FX Quant Dev - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14152</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:50:44 GMT</pubDate>  
            <description><![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.]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14151</guid>
            <title>Highly Skilled Quant Analyst - Asset Class Agnostic - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14151</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:49:14 GMT</pubDate>  
            <description><![CDATA[I have been retained by a Tier 1 investment bank to source a Mid-Senior Level (3-7 years’ experience) STRONG Quant Analyst to join a Front Office Trading Team. The successful candidate will be primarily responsible for the development and implementation of models used for the risk management and pricing of multi asset products and be directly reporting to one of the Senior Managing Directors.

As a Quantitative Analyst, you will sit alongside other quants and traders working entirely in the Front Office. You will support the senior traders on the desk and clarify model performance and results to them.

Summary of skills required:

- PhD/ Postdoc ( Ideally Maths or Statistics) from red brick university or equivalent and proven practical usage of this theoretical knowledge

- Strong analytical and pragmatic approach to problem solving

- Understanding of derivative products (non asset specific)

- Some knowledge of an object-oriented programming language (C++/Java/C#)

- A thorough understanding of mathematical models used to price financial derivatives.

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 a.booker@westbourne-partners.com.

Westbourne Partners have recently launched our new website with a number of new vacancies, please visit the website to get more information about our current live requirements www.westbourne-partners.com and follow us on twitter www.twitter.com/westbournep]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14150</guid>
            <title>Library Developer Quant  - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14150</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:47:35 GMT</pubDate>  
            <description><![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.]]></description>  
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        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14149</guid>
            <title>Cross Asset Quantitative Analyst - American IB Front Office - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14149</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:46:20 GMT</pubDate>  
            <description><![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.]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14148</guid>
            <title>Mathematical C++ Developers - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14148</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:44:32 GMT</pubDate>  
            <description><![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.]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14147</guid>
            <title>VP FX Quant  - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14147</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:43:26 GMT</pubDate>  
            <description><![CDATA[One of my IB client's is looking for a Front Office Quantitative Analyst 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.]]></description>  
    </item>  
      
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