
        <rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom">  
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                <atom:link href="http://www.quantfinancejobs.com/jobs/webfeeds/rss.aspx?JobSectorID=10" rel="self" type="application/rss+xml" />
                <title>Latest jobs: Credit Quant Jobs | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Credit Quant Jobs ()</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. 

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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14133</guid>
            <title>Counterparty Credit Risk Quant Analyst  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14133</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:33:51 GMT</pubDate>  
            <description><![CDATA[Counterparty Credit Risk Quant Analyst  -  IMM Internal Model Method Risk Modeling Analytics Team   -   Counterparties Statistical VaR Stress Testing Time Series Driven Quant Model Group   –   Counterparty Credit Risk Models Analytics   -   Counterparty Credit Risk Analytics Leading Global Investment Bank   -   New York, USA -  (Ref: 20130509)

JOB DESCRIPTION 
Calling all counterparty credit risk quants! Already a dominant presence within quantitative risk markets, this leading investment bank is expanding its counterparty credit risK quant group in line with the changing regulations. They need those with stress testing, VaR, risk modeling abilities across counterparties. Offering experienced Counterparty Credit Risk Quants the exposure to internal model method (IMM). This global investment bank is looking to add an experienced risk modeling quant on their NY desk, where you will get to work with their senior quant and CRO. 
Locations:   New York, USA 
The role:
•	This is a quant risk role incorporating risk factors and developing counterparty credit risk models for the firm.
•	Working within a  market leading team in the quant risk markets alongside senior risk quants and the CRO. 
•	Developing new counterparty credit risk quant models. 
•	Covering Basel and statistical analysis for existing counterparty credit risk models.
•	Responsibilities in leading new projects, products and analytical efforts.


Requirements:

•	2-7 years counterparty credit risk modeling and exposure to statistical techniques.
•	Should be very statistically minded i.e. experience using VaR, time series analysis, simulations etc.
•	Ideally will have experience to IMM (internal model method) and/or developing counterparty market models .
•	A quantitative degree in finance or technical discipline is preferred – masters or above. 
•	Experience with counterparty credit risk and statistical analysis. 
•	FRM and CFA would be a plus but not essential.

KEY WORDS:
Counterparty Credit Risk Modeling, Counterparty credit risk models, quantitative internal model method, quant credit risk modeling, Basel II, Basel III, VaR, Value at risk, time series analysis, Statistical analysis, stress testing.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.


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

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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=14100</guid>
            <title>Sr. Quant Risk Analyst, SVP – Probability of Default (PD) Modeling - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14100</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 11:49:02 GMT</pubDate>  
            <description><![CDATA[Sr. Quant Risk Analyst, SVP – Probability of Default (PD) Modeling, Model Development – WHOLESALE Credit Risk Management Division – Top-Tier Bank – New York, USA - ref: 20130507 

JOB DESCRIPTION 
We are working with a top-tier bank’s wholesale credit risk team, and we are looking for a highly quantitative risk analyst to join the group! The team is steadily growing, and you will be the senior risk quant of the group. Your main responsibility will be building PD models from scratch. This is a highly statistical role, thus requires you to model with SAS. 

Location: New York, USA 

Requirements: 
• Strong academic background with PhD in a quant discipline 
• Minimum 5-7 years industry experience in WHOLESALE credit risk model development
• Must have probability of default (PD) credit risk modeling experience
•?Team leadership experience preferred
• Strong quantitative & statistical skills
• Excellent communication skills (written & verbal)
• Proficiency with statistical modeling software: SAS and VBA 
In Return:
• A huge opportunity to attain progression within a leading quantitative risk management team
• Very analytical and quantitative exposure
• Career advancement and competitive compensation structure
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.

Key words: credit risk, wholesale credit, corporate credit, quantitative risk, risk models, model development, modeling, Basel, RWA, risk weighted assets, PD, probability of default, wholesale portfolios,  corporate portfolios, statistical modeling, SAS, VBA, R, Matlab, New York 


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
]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14086</guid>
            <title>Quantitative Analyst- Machine Learning- Greater New York Area- USD $200k +  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14086</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 03 May 2013 00:04:32 GMT</pubDate>  
            <description><![CDATA[Quantitative Analyst- Machine Learning- Greater New York Area- USD $200k + Bouns.
Description: 
Our client is seek an exceptional individual to join its quantitative team as they continue plans to build a world recognized best-in-class research and risk management team.
Role:
As a Quantitative Analyst, you should be experienced with and passionate about using data to drive strategy and product recommendations. You are able to both engage with senior leaders to design well-constructed analyses and work cross-functionally with analysts, product managers and engineers to effectively deliver actionable results.
You will be a well-rounded top performer who is able to “crunch the numbers” one minute and critically think through strategic issues the next. You are a self-starter with a high degree of rigor, organization, and discipline to get things done. You are able to communicate as effectively in delivering complex data-driven findings with product managers as you are in discussing logging and machine-learning specifications with engineers.
The ideal candidate is an independent, solution-oriented thinker with a strong background processing huge data sets, applying analytical rigor and statistical methods, and driving toward insights and solutions. 
Responsibilities : 
?	Rapidly build and refine machine learning models to detect good and bad actors
?	Collaborate heavily with Risk, Finance and Product to generate new ideas for models
?	Forecast and analyze Risk performance from top to bottom to scientifically target opportunities
?	Build automated reports, dashboards and metrics 
Qualifications:
?	MS or PhD in Statistics or other quantitative disciplines such as Engineering, Applied Mathematics, etc.
?	2 years experience, especially in areas of data analysis and visualization. 
?	Familiarity with scripting languages (e.g. Python).
?	Proven experience working with large, multi-source datasets and driving analyses to actionable conclusions.
?	Proven ability to successfully work and partner across multiple functions in an organization.
?	Strong organizational and project management skills, including ability to synthesize information to see the big picture while effectively managing details.
?	Willingness to learn new techniques. Excellent written and verbal presentation skills.
Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs for a confidential discussion. Thank you for your interest and we look forward to engaging with you.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14085</guid>
            <title>Execution Junior Equity Trader- New York –USD-$150 + Bonus. - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14085</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 03 May 2013 00:03:09 GMT</pubDate>  
            <description><![CDATA[Execution Junior Equity Trader- New York –USD-$150 + Bonus.
Description:
My client is a well-established multi-billion asset management firm with alternative investment strategies is seeking a mathematically-inclined junior equities trader to join their growing team.
Role:
 In this role, the Trader will implement trading strategies that leverage technology to efficiently execute trades at minimum transactional costs. 
This position requires a degree from a top university, and an impressive GPA and SAT scores. Also requires strong quantitative/analytical skills, effective written and oral communications abilities, and the composure to perform well under pressure. 
Must be passionate about financial markets and have the confidence to share market insights and macro views with senior portfolio managers. As this is a junior role, it is suitable for candidates with 2-4 years of related full-time equity trading experience. 
WHAT WE LOOK FOR:
•	Excellent analytical, and statistical skills.
•	Strong experience in scripting languages UNIX shell, Perl, and Python.
•	Advanced programming knowledge in Java or C++ is a must.
•	A bachelor’s degree and 2-4 years software and development experience.
•	Results driven approach to work
•	Very strong organizational and communication (both verbal and written) skills.
•	Motivated and able to work independently and in a team environment.
•	Good organizational skills and the ability to work on multiple projects simultaneously
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=14084</guid>
            <title>Front Office Quant Developer/Machine Learning, NEW YORK. $180K+BONUS - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14084</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 03 May 2013 00:01:32 GMT</pubDate>  
            <description><![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. 
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14083</guid>
            <title>SENIOR C++ PROGRAMMER FOR REALTIME TRADING DEVELOPMENT. NEW YORK. $250  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14083</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 02 May 2013 23:58:44 GMT</pubDate>  
            <description><![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. 
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14073</guid>
            <title>Junior C++ Developer / Trading Industry-USD $150K to $185K - California  - Los Angeles, United States, New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14073</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 29 Apr 2013 23:56:17 GMT</pubDate>  
            <description><![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
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14072</guid>
            <title>Big Data Specialist Developer for Automated Trading – NewYork  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14072</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 29 Apr 2013 23:54:59 GMT</pubDate>  
            <description><![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. 


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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14071</guid>
            <title>PhD/Quant Developer - New York - $225K+Bonus - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14071</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 29 Apr 2013 23:53:07 GMT</pubDate>  
            <description><![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. 
 
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14042</guid>
            <title>Senior Credit Relationship Manager, California - Chicago, United States, Los Angeles, United States, Washington DC, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14042</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:23:34 GMT</pubDate>  
            <description><![CDATA[Senior Credit Relationship Manager, California
Salary $120,000 - $140,000

US investment bank is looking for a senior credit relationship manager for it’s San Jose office.

Responsible for developing an expanding business in middle market ($15M - $75M) commercial credit relationships and also managing an existing portfolio of credit relationships generating considerable revenues.  The main focus will be developing  medium sized business, principally privately held which has credit facilities with a single lender.  Underwrite and structure credit transactions and obtain credit approval.  Work with clients to present solutions to short and long-term strategic objectives.

Major Responsibilities:

Business Development: 
Focus on the achievement of new business goals, as determined by their manager.  Develop and call on a qualified list of prospects and referral sources with calling activity goals.  Network with referral sources. Telemarket in order to establish face to face meetings with cold and warm prospects and referral sources. Demonstrate the ability to initiate, advance and close new business opportunities.  Responsible for cross-selling a wide range of bank products and services to both clients and prospects, including capital markets products

Financial:
Responsible for increasing annual NOI of existing portfolio, as well as contributing towards region's annual new business goal.

Qualifications

•	Normally requires 7-10 years commercial banking experience.
•	Strong sales skills.
•	Understanding of credit underwriting, structuring skills and banking/capital markets products.

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.

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