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                <title>Latest jobs: Mid Level  Quant Jobs in France | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Mid Level  Quant Jobs in France ()</description>  
      
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14118</guid>
            <title>HFT - Quant Researchers - Paris, France, London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14118</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 10 May 2013 16:33:21 GMT</pubDate>  
            <description><![CDATA[My client, a multi strategy hedge fund is looking to expand its high frequency trading team, and add two juniors to its existing successful team

You will be required to provide analytic support to the equity, fx and special events trading desk. Working closely with the traders and senior quants you will have the opportunity to design, propose and back-test trading strategies across the mentioned asset classes. 

The successful candidate will come from an outstanding academic background having achieved a MSc or PhD in a numerate subject (Math, Physics, CompSci, Engineering etc..) 
You will also have a keen interest in financial mathematics and trading in general, coding experience in an OO or statistical programming language are highly relevant and preferred. 

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14110</guid>
            <title>Cross Asset Quantitative Analyst - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14110</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 17:55:25 GMT</pubDate>  
            <description><![CDATA[I have been retained by a Tier 1 investment bank to source a Mid-Senior Level (3-7 years’ experience) Cross Asset 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=14109</guid>
            <title>Senior IRD Quant Developer - Paris, France, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14109</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 17:53:16 GMT</pubDate>  
            <description><![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.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14108</guid>
            <title>Front Office FX Quant Developer - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14108</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 17:43:00 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.




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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14097</guid>
            <title>Quantitative Developer - Library Quant / Investment Bank URGENT REQUIREMENT - Paris, France, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14097</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:54:49 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>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14096</guid>
            <title>C++ Algorithm Developer - Systematic Trading - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14096</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:47:04 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.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14095</guid>
            <title>Junior Quant Trader/Researcher - Prop Fund - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14095</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:45:19 GMT</pubDate>  
            <description><![CDATA[The successful candidate will sit on the trading floor alongside the traders. ( At The Company, there aren't formal hierarchies or job titles, and everyone works for the growth of the firm, rather than their individual business group, all employees work in collaborative teams and interact with many areas of the firm and its business); you will be helping them form trading strategies to contribute to our high frequency/systematic trading efforts. (Unlike a traditional hedge fund, The Company’s focus is on trading, not investing. We don't raise money from outside investors, and we don't have clients or customers).



The successful candidate will have the following skills:



·         Excellent quantitatively, with a strong understanding of probability and statistics

·         An effective communicator in a close-knit team setting

·         Motivated, competitive and eager to learn and teach

·         Able to solve new problems quickly in the hectic environment of a busy desk or exchange floor

·         Excited to engage in impromptu and exploratory debate on trading strategy and risk

·         Strong mathematical and analytic skills. There's no specific checklist, but we draw on ideas from everywhere we can, so we value interest and experience in a range of scientific and technical fields.

·         The ability and desire to write good code. You will at times be required to use your programming skills to build trading tools.

·         Some research experience. This doesn't mean a Ph.D. is a job requirement, but you should have developed good taste in research topics and the ability to do productive work.

·         Previous experience or course work in finance, business, or economics is not required. We're more interested in how you think and learn than what you know…

You will be actively working on trades every day, so you will always be occupied; whether it be programming and building tools to aid our traders and platforms, or simply help with building trading strategies. We don’t have captive customers, so we have to win by being better than the competition every day.

And we’re still small enough that there are countless unexplored opportunities; we’ve always been in the position of having more trading ideas to pursue than people to execute them. The majority of hedge funds are growing by having more capital under management, we on the other hand believe that hiring and training exceptional people, will help us to grow even further.

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 or email abooker@westbourne-partners.com.

Westbourne Partners have a number of similar jobs within 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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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14094</guid>
            <title>Strong Quant Analyst  - Paris, France, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14094</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:43:03 GMT</pubDate>  
            <description><![CDATA[
My client is looking for a strong Quantitative Analyst to join it's pensions trading team. The preffered candidate will come from any asset class but with a strong mathematical background

The team currently focus's on pricing and risk management pension fund buyout trades, and associated asset strategies.  My client is looking for someone to work on a large project, implementing pricing, analysis and risk management systems.

You will be working closely with the traders and structuring team on a daily basis, analyzing pension fund buyout trades and asset opportunities. 

If you wish to apply, please send your CV to a.booker@westbourne-partners.com or call 0203 402 6902
]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14093</guid>
            <title>Commodities Front Office Quant Analyst - Paris, France, Zurich, Switzerland, London, United Kingdom, New York, United States, Stamford, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14093</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:40:04 GMT</pubDate>  
            <description><![CDATA[Tier 1 Investment Bank is looking for two VP level Quantitative Analysts to work on the FO Commodities Desk. 

As the successful candidate you will be responsible for supporting the global commodities corporate business. This includes desks trading Oil, Power, Gas, Coal, Agricultures, Emissions and Base metals. You will be responsible for developing a greenfield C++ derivatives analytics library providing derivative pricing and risk management to the front office. 

You will also work closely with the traders to develop spread sheets which enable efficient pricing and risk management. 

The successful candidate will have the following skill set: 

-	Experience working on Commodity derivatives (3 years+ Flow or Exotic)
-	Excellent communication skills (previous experience working with traders advantageous) 
-	Experience building in house risk management 
-	Very good C++ 
-	3-5 years working experience within a front office capacity. 

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14092</guid>
            <title>x2 Junior Quant Analysts/Researcher  - Paris, France, London, United Kingdom, Los Angeles, United States, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14092</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:37:53 GMT</pubDate>  
            <description><![CDATA[My client, a multi strategy hedge fund is looking to expand its high frequency trading team, and add two juniors to its existing successful team

You will be required to provide analytic support to the equity, fx and special events trading desk. Working closely with the traders and senior quants you will have the opportunity to design, propose and back-test trading strategies across the mentioned asset classes. 

The successful candidate will come from an outstanding academic background having achieved a MSc or PhD in a numerate subject (Math, Physics, CompSci, Engineering etc..) 
You will also have a keen interest in financial mathematics and trading in general, coding experience in an OO or statistical programming language are highly relevant and preferred. 

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14046</guid>
            <title>Senior Equity Derivatives Portfolio Manager – Hedge Fund - Paris, France, Frankfurt, Germany, Dubai, United Arab Emirates, London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14046</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:50:31 GMT</pubDate>  
            <description><![CDATA[TITLE – LOCATION:
Senior Equity Derivatives Portfolio Manager – Hedge Fund - London
SALARY RANGE OR SPECIFIED NUMBER + BONUS:
Competitive base and market leading bonus
JOB DESCRIPTION:
A global leading multi-strat focused hedge fund is looking to bring in a senior portfolio manager within their equity volatility focused fund. The role would be to trade a significantly sized portfolio predominantly across European and US equity index markets. It is a great opportunity for a senior trader on the buy or sell side with at least 6 years direct proprietary trading experience to build a career with a very successful hedge fund as a portfolio manager. The role will be multi-faceted and this group is not one to pigeon hole the successful candidate. Some experience with credit derivatives would be a plus but not essential; the firm from a high level covers credit derivative products as well as equity.
The Fundamental responsibilities will be risk managing an equity volatility portfolio, taking an active role in trade idea generation and product development and being involved in the research and analysis of opportunities on the European and US equity markets.
The successful candidate is likely to have around 6 or 7 years direct prop trading experience from a Tier 1 investment bank or global hedge fund and a Masters degree from a top university. 
REQUIRED:
Minimum 6 years prop trading experience in equity derivatives from a tier 1 institution.
Consistent and exceptional PnL track record.
Strong communication skills.
Competitive by nature and eager to win.
Quick and decisive thinker and able to deal well with pressure.
IN RETURN:
An exciting, autonomous working environment that can offer unrivalled career progression opportunities.
Personal growth within an ambitious team.
Opportunity to develop your skill set and increases your scope of expertise.
Market leading compensation structure.
Summary:
This is a role in London with a leading equity and credit focused firm. The role is a portfolio manager position on their Equity index volatility business focusing on the European and US index markets. It is a great opportunity for an experienced equity derivatives prop trader to develop their career at a global leading hedge fund.

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
Please mention job title in application email.
Applying: Quant-Jobs@globalquantrecruitment.com
Search Consultant: Daniel Scott
Contact Telephone Number: 020.3141.8030
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
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