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                <title>Latest jobs: Portfolio Management Quant Jobs | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Portfolio Management Quant Jobs ()</description>  
      
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14145</guid>
            <title>Director, Lead Pricing Actuary, Large US Insurance Firm, Virginia, USA  - Virginia, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14145</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 09:48:55 GMT</pubDate>  
            <description><![CDATA[JOB DESCRIPTION:
My client is a leading Fortune 500 insurance holding company who are currently expanding at an impressive rate, due to an large increase in customer base, and an impressive product portfolio. 

They are currently looking to add a senior pricing actuary to look after their Long Term Care business. You would be looking after an existing team of 6, replacing the former director and continuing the development of the pricing and product development within this business unit. 

Responsibilities:
Provide leadership in the development, design, pricing and implementation of new products. Fully understand the impact of product related regulations and communicate the effect of new or proposed regulatory changes. Establish and guide the development of advanced actuarial projection models to analyze profitability.

•	Propose, research and develop innovative marketable individual and group LTC products in accord with the company's financial goals and risk appetite
•	Propose new product ideas or existing product enhancements
•	Ensure suitable pricing model projections are developed 
•	Evaluate financial impact and risk profile of product idea or enhancement and present findings
•	Provide product specifications for new product or enhancement
•	Analyze impact of product designs and reinsurance solutions on capital and surplus position. 
•	Ensure suitable actuarial models are developed to properly assess capital and surplus position
•	Utilize macro pricing techniques in assessing feasibility of new products and/or changes to existing products
•	Stay current with product related state and federal regulations, assess impact of new or proposed regulations on existing products
•	Provide guidance on implementation of new products and support the review process as necessary

Requirements:
•	Quantitative academic background, preferably with post graduate studies in Math, Statistics, Actuarial
•	Fellow of Society of Actuaries (FSA)
•	Significant experience in Pricing and Product Development in a related insurance field; LTC, Health, Annuities, or related
•	Advanced pricing and spreadsheet area
•	Legal knowledge of LTC insurance contracts would be a plus

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

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=14126</guid>
            <title>Head of FX Quant Trading Desk –Seoul or Hong Kong - Hong Kong, Seoul, South Korea</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14126</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:18:30 GMT</pubDate>  
            <description><![CDATA[JOB DESCRIPTION

We are looking for an experienced quantitative FX trader / portfolio manager who would like to take advantage of a state-of-the-art framework and making it useful within FX markets. The firm currently trade Equities and Futures and is looking for the individual to pilot this expansion. It will be a challenging yet rewarding position.

While the firm trade at a variety of frequencies, for this FX build out; in the interest of time and initial cost, they are looking to set up and implement strategies that do not need ultra low latency infrastructure to operate. They are co-located and open to further investment but as mentioned they would like to target intraday – medium frequency strategies to begin with.
Requirements:
?	At least 8 years of trading experience in total from which at least 5 years in the FX market
?	Have a successful track record in FX trading 
?	Broad knowledge on FX trading strategies 
?	Thorough understanding on exchanges and platforms 
?	Understanding on requirements on infrastructure to create the operational setup
?	Having broad network relations 
?	Academic education background
?	Fluent in English

Please call +1 310 807 5028 direct to speak about this position. Discretion assured.

Keywords: HFT, High medium intraday Frequency Trading, Low Latency, systematic, FX, Team, Track Record, Prop, Proprietary, contractual payout


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=14113</guid>
            <title>Macro Hedge Fund Hiring Quant Researchers/ £ Competitive - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14113</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 21:39:08 GMT</pubDate>  
            <description><![CDATA[Leading macro hedge fund are looking to hire quantitative research analysts.

Role:-

Your role will mainly involve building out systematic trading strategies to complement the trading desk. You will work very closely with a senior Portfolio Manager as well as with the rest of the quant research team to design , code, test and implement trading applications and algorithms.


Requirements:-

You must have a PhD in mathematics or statistics or engineering etc.

You should have very good coding skills in Python, C++, Matlab or R.

You will ideally have a few years experience working as a quantitative analyst or developer at a hedge fund or within an investment bank. Candidates with less than one year of experience will not be considered for this role.

You should have the confidence and passion to generate new ideas and to work on building systematic trading strategies.

Apply:-

Please send a Word CV to Tina Kaul at quants@ekafinance.com
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14111</guid>
            <title>Pension Fund Hiring Quant Analysts/ London/ £ Negotiable - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14111</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 17:59:49 GMT</pubDate>  
            <description><![CDATA[London based Pension Fund Authority are looking to hire a PhD quantitative analyst to join a small quantitative Investment team reporting directly to the CIO.

Role:-

Your role will involve monitoring & quantitative analysis of the investments and the development of cross asset allocation strategies.

Assist the CIO in the development & implementation of advanced strategic and tactical
asset allocation strategies in accordance to the Statement of Investment Principles and
the Authority’s stated Investment Principles and Beliefs.

Provide analytic support to the other members of the investment team on all areas of
Investments.

Build, clean and maintain financial databases for multi-asset time series and cross
sectional analysis.

Perform regular analysis of other best in class and innovative multi-asset funds.

Work with the investment team to come up with new investment ideas.

Make investment and asset allocation recommendations/fund changes to the CIO as appropriate.

Be the main contact point for quantitative data and oversee quantitative external projects with the fund managers.


Requirements:-

You will have a PhD degree in a quantitative subject such as Mathematics, Computer Science, Engineering, Physics, Statistics, Operations Research.

Theoretical and practical experience of portfolio optimisation and asset allocation with cross asset knowledge.

You should have some experience of “ R “ programming or MATLAB.

Good numerical, analytical and report writing skills, ability to use Word and Excel to intermediate level.

You must be able to demonstrate the right to work in the UK

Apply:-


Please send a Word CV to Sara Hunter at quants@ekafinance.com
]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14065</guid>
            <title>Senior Software Tools Developer- Leader - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14065</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 26 Apr 2013 23:55:33 GMT</pubDate>  
            <description><![CDATA[The leading electronic trading firm in New York City is looking for an exceptional senior software developer to join the team responsible for software development productivity and efficiency. In this role, the right candidate will collaborate between hands-on technical work and management by designing and implementing new tools, further enhancing preexisting ones and providing technical leadership to a growing team of dedicated software developers.  Applicant’s work will have an incredibly broad impact on software engineers and their competitive approach.
The main responsibilities of this role will include: to enhance and review existing tools, to build, test, package, and release software, and to provide technical mentorship to current team of developers, as well as help to expand the existing team in the future.
This will require collaboration with a wide-range of developers, testers, analysts and system administrators to effectively improve and automate procedures that make up the software development cycle. 
Successful candidates will be able to understand and work with large-scale, distributed systems and thrive in a fast-paced, results-driven environment. Ideal candidates will have at least 8 years of experience, with at least 4 of them in either a team-lead or managerial capacity. Must have strong programming skills in Java and C++, and superior knowledge of Unix and Linux OS, as well as coding ability in multiple scripting languages, including Python, Perl and Shell. System administration, experience in diverse version-control systems( Git, Mercurial, SVN Tortoise), build management tools and IDEs is strongly preferred. Qualified candidates will have MSc/PhD in Computer science or other highly technical, scientific discipline. 

Please submit your resume at dinka@martingaleinternational.com]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14045</guid>
            <title>C# Software Engineer - Chicago - Houston, United States, Los Angeles, United States, Stamford, United States, Washington DC, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14045</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:47:15 GMT</pubDate>  
            <description><![CDATA[Hedge fund – IT / quant
IT - development


TITLE – LOCATION
C# Software Engineer - Chicago

SALARY RANGE OR SPECIFIED NUMBER + BONUS 

$100,000 - $130,000 + bonus

JOB DESCRIPTION- Background

A leading proprietary and fund manager of circa 75 employees and a 22 person technology team that has been operating for approximately 20 years and has a very low staff-turnover. They are looking to bring on one more talented C# developer to join its world class Development Team in Chicago. The vibrant group offers a truly collaborative working environment. Interviewing begins next week so please call in for details asap.

We are seeking a highly skilled experience C# Engineer with 4+ years experience with Microsoft environments. This opportunity offers a self-directed and motivated individual the ability to lead technical innovation in quantitative trading and research operations. The ideal candidate will have some systems design experience in the financial industry.

This role would involve working collaboratively with traders and quant research teams to design and deliver code with the highest quality of automation and performance possible. The chosen candidate will also play a pivotal role in the continual development and enhancement of current processes alongside, actively seeking opportunities to exceed end user performance and functionality of the in house trading systems.  

Key Responsibilities

•	Designing and delivering code with traders and quant research teams
•	Producing unit-tests, documentation & configuration to support all code developed 
•	Provide post-implementation support to trading teams and IT department to resolve critical issues and fix coding bugs promptly 
•	Define product requirements from trading and quant research teams 
•	Provide feedback and support on in house trading processes and systems
•	Perform testing procedures as required for quant technology team

Requirements:
•	Experience with C#/NET 3.5/4
•	Computer Science Degree/Masters
•	Strong Object Oriented design skills 
•	Multithreaded C# development
•	Experience with Windows
•	Experience with SQL Database
•	Strong verbal and written communication skills 

Keywords: C# , Algorithmic Trading Technology, , Software Engineer, Development, Project Management, Systems Administration, Proprietary Trading, Object-Oriented Design, Graphical Applications,  C# skills: .NET, asynchronous programming, Multithreaded C#, WinForms, GUI 

Contact: Brad Kruse @ +1 310 807 5028

APPLY | jobs@gqrgm.com

VISIT US | www.g-q-r.com/vacancies

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr

]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14040</guid>
            <title>Globally Leading Fund Seeking Systematic Portfolio Management Team - London, United Kingdom, Chicago, United States, New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14040</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 15:53:55 GMT</pubDate>  
            <description><![CDATA[Globally Leading Fund Seeking Systematic Portfolio Management Team


Location

 USA, New York, New York



Salary

$200,000 - $250,000 Base + Contractual P&L



Position Type

Permanent



Employment Type

Full time



Updated

17-04-2013



Ref No.

STO9957


Apply OnlineSave this JobSend to FriendPrint


Whilst headquartered in New York, they are also able to accommodate teams in Chicago and London.




We’ve been retained by a US hedge fund looking to hire a senior individual or team of PMs to run Equities, FX and/or Futures medium frequency Systematic trading strategies.  With a world class low latency infrastructure and plenty of AUM they’re open to hiring a range of different styles from intraday StatArb through longer term Systematic GloMac strategies.

 

Whilst a strong track record, in terms of length and superior metrics, is preferred those with excellent backtested or simulated results will also be considered.

 

Contractual payout in the region of 18%, dependent on Risk and Capital usage.

Please call +44 203 141 8016 to speak to the Systematic Search Team in confidence or apply online.
]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13894</guid>
            <title>Futures Systematic Traders- London- Prop Trading House- £Base + % Split - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13894</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 16 Apr 2013 11:20:22 GMT</pubDate>  
            <description><![CDATA[Prop Trading House are growing their quant systematic trading desk and are looking for traders to be based in London who meet the following criteria:-

Futures markets
Systematic intraday systems (or short term systems, i.e. closing out end of week)
System FIX compliant
At least 6 months-1year live track record
Sharpe >1.5

They offer full in house support, from research and development to coding strategies with use of the in house futures tick database, backtesting facilities, forward and sim testing to live testing in order to bring profitable systems into production in a very quick and timely manner with robust infrastructure and connectivity to all the major futures exchanges with redundancy and fail-over systems in place.
They have the capability to offer full capital backing and a generous profit split.
]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13893</guid>
            <title>Start Up Quant Fund Hiring Software Engineers- $ Very Competitive - Chicago, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13893</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 16 Apr 2013 11:20:20 GMT</pubDate>  
            <description><![CDATA[
Leading Chicago based start up is looking to hire software engineers to join its research and development team . This firm is populated with some of the smartest technologists and quantitative researchers in the market today.


Role:-

As a Software Specialist, you will completely manage and execute the process of implementing  high frequency trading strategies.   You will work closely with traders and quant researchers to develop and implement  trading strategies on low latency coding.

Your working day will be spent working with other talented researchers and technologists in cracking challenging and interesting problems and to develop the next generation automated trading system.


Requirements:-

Driven and motivated by solving hard technology and quantitative problems.

Understand and have no fear of low level systems, latency, networking, multi-threading.

 Undergraduate and or post-graduate degrees in computer science from a leading US faculty.

1-4 years professional experience as an industrious software engineer.

Software engineers from outside of the finance industry are particularly encouraged to apply.

Experience in developing data mining / machine learning systems is highly desirable

Handling large volume of datasets are plus.

Expert programming skills in multiple languages.

Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com
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