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                <title>Latest jobs: Senior Trading Quant Jobs in Europe | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Senior Trading Quant Jobs in Europe (Permanent)</description>  
      
        <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>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14130</guid>
            <title>Algorithm Trading Quantitative Analyst – London - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14130</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:26:09 GMT</pubDate>  
            <description><![CDATA[JOB DESCRIPTION-
Top tier US investment bank is urgently seeking an algorithmic trading quantitative analyst within cash equities to develop execution algorithms. 

The team is responsible for the research, development and management of US focused equity electronic trading products. This is an excellent opportunity to join a proven team on the execution side where the successful candidate will focus their research on the design and implementation of execution algorithms, smart order routing (SOR) and dark liquidity crossing networks. 
Main Function
Conduct extensive market microstructure empirical research within cash equities so that the most cost-effective and optimal execution algorithms and practices are achieved. 
Job Requirements
•	Masters or PhD in a quantitative discipline 
•	Prior work experience with equity trading algorithms
•	Experience as a quantitative trader or a front-office quant on a trading desk is highly desirable
•	Detailed working knowledge of  market microstructure for APAC markets
•	Working knowledge of Q and R or Matlab
•	Experience with software development in C++ or Java
•	Experience with handling and analyzing large tick data files
Please do not hesitate to get in touch to learn more on this fantastic opportunity 


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=14129</guid>
            <title>FX Electronic Market Making Algorithmic Quantitative Analyst  - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14129</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:24:46 GMT</pubDate>  
            <description><![CDATA[JOB DESCRIPTION-
We are urgently seeking a senior quantitative analyst to build and develop algorithmic market making capabilities within FX at a top tier US investment bank here in London.

This is an exciting opportunity to develop market making strategies within FX across a variety of products as it continues to become ever increasingly electronically traded. The successful candidate will already have a number of years experience within electronic market making, ideally within FX. However my client will consider those with an excellent background and proven track record with market making at leading sell-side groups.

Job Responsibilities
•	Build electronic trading, market-making, order routing and hedging systems for a broad range of products traded in FX 
•	Conceive, design, and implement electronic trading strategies 
•	Acquire, clean, maintain, and analyse data sets to identify trends & patterns
•	Implement trading applications using C++ and R
•	Maintain, and improve systems in the FX e-trading business 
Job Qualifications 
•	3+ years experience in electronic market making 
•	Proven ability to develop quantitative trading strategies and algorithms
•	Knowledge of credit and credit derivatives would be advantageous 
•	Strong programming skills Java, C\C++, C# R, scripting languages
•	Excellent research background with strong statistics and data analysis skills
•	Highly academic with advanced degree

In Summary – A Tier 1 US investment bank requires a senior quantitative analyst to design and implement FX algorithmic electronic market making strategies. 


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=14127</guid>
            <title>Interest Rate Exotic Trader – VP level interest rates exotics trader  - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14127</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:21:32 GMT</pubDate>  
            <description><![CDATA[JOB DESCRIPTION 

A top tier investment bank is looking to add a VP (or senior associate) level exotic rates trader in London as they look to grow their team off the back of a successful last 12 months. The group trades a range of exotic rate products in G10 currencies (predominantly EUR, USD, GBP and CHF) as well as dealing in hybrid products. The desk is very well positioned in the market having a substantial client flow having on invested significantly in sales and structuring over the last 18 months. This is coupled with being able to take prop risk with different products and in different markets. The desk place great emphasis on developing junior traders and giving the support and opportunities to develop themselves to becoming the best traders in the market. 


REQUIRED:
Our client is looking for candidates who have traded complex rate products at another top tier institution and who already developed a strong reputation in the market. The team are all extremely talented technically but also as communicators – and the candidate must share these characteristics. Typically, those who have gained MScs or PhD’s from the leading universities are most likely to be successful. There is no preference regarding exposure to certain products or markets.


Excellent understanding of exotic rate products and the dynamics of the European market
Established track record and reputation in the market
Outstanding academics in a highly quantitative subject from a top tier university

IN RETURN:
One of the best seats for a junior trader anywhere in London
An exciting working environment
Personal growth within a ambitious team
A competitive base and a market leading bonus structure
Overview
In summary this is an exotic interest rate trading role with a top tier investment bank in London. The relevant candidate should be at associate/VP level at another market leading institution with experience trading exotic interest rate products. Exceptionally strong hybrid traders who have traded exotic products from other asset classes with interest rate components. This is one of the best seats on the street for a junior exotic trader. 


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=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=14106</guid>
            <title>Senior Low-Latency/High-Frequency FPGA/C++ Algorithmic Developer  - Singapore, London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14106</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 12:05:28 GMT</pubDate>  
            <description><![CDATA[Exceptional Systematic quant driven proprietary trading house is actively engaging talented FPGA/C++ Software Engineers. Experience as a real-time developer/software engineer is highly attractive but by no means essential. You will be working on the FPGA dataflow systems and the on chip IP. Experience with low-level C/C++ programming highly advantageous. Experience with high speed digital design (FPGA). Experience with PCB-level design systems/device driver programming. All FPGA professionals encouraged to apply.

JOB DESCRIPTION 

One of the most successful high-frequency proprietary trading houses in the world is seeking exceptional talent for their London/Singapore development teams. After another record-breaking year, the firm is experiencing rapid growth and this is part of new, growth hires.

This truly cutting-edge shop, create all of their hardware in-house with a team of established engineers using the latest in complex technology. Within the hardware team they are now seeking a senior hardware (FPGA) expert to take a lead role in a number of new projects. As the senior engineer in the team, you will be responsible for the FPGA dataflow systems and the on chip IP. You will work alongside a small and focused team of similar individuals, ensuring the firm stays ahead in the competitive low latency/hardware space. The firm has a great, collaborative and open culture, rewarding innovation, idea sharing and performance. 

The team is open to considering candidates from all industries, as long as they posses solid FPGA/VHDL experience, a good academic background is a prerequisite.

Required Skills
•	Truly in-depth experience with FPGA/VHDL
•	Experience with low-level C/C++ programming
•	Experience with high speed digital design 
•	Experience with PCB-level design systems/device driver programming
•	Strong Computer Science/Engineering background (educated to MSc/PhD)
•	Strong communication skills
Benefits
•	One of the best salaries on the market – the group is renowned for offering sign-on/guaranteed bonuses as well as the buy-side’s most competitive base salaries.
•	A truly intellectually stimulating environment
•	The opportunity to work with some of the best infrastructure within the low-latency trading space
•	30-day p/annum holiday package
•	Private health, dental and eye cover
And many, many more….

Key Words: Exceptional Systematic quant driven proprietary trading house is actively engaging talented FPGA/C++ Software Engineers. Experience as a real-time developer/software engineer is highly attractive but by no means essential. You will be working on the FPGA dataflow systems and the on chip IP. Experience with low-level C/C++ programming highly advantageous. Experience with high speed digital design (FPGA). Experience with PCB-level design systems/device driver programming. All FPGA professionals encouraged to apply.


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=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.
]]></description>  
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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=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.
]]></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=14037</guid>
            <title>Globally Renowned Vol Fund Seek Equity Derivative VolPortfolio Manager - London, United Kingdom, New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14037</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 15:37:02 GMT</pubDate>  
            <description><![CDATA[Globally Renowned Vol Fund Seek Equity Derivative Volatility Portfolio Manager - New York / London


Location

 USA, New York, New York



Salary

$1mm - $3mm - Performance Pending



Position Type

Permanent



Employment Type

Full time



Updated

17-04-2013



Ref No.

PC-9931


Apply OnlineSave this JobSend to FriendPrint


Equity Derivative Volatility Portfolio Manager, New York / London




Large Vol fund looking to hire PM to run portfolio focused on global equity markets, significant capital available.

Looking for someone with a proven track record in making consistent, significant P&L trading equity derivatives on a RV Vol basis. Ideally will have an auditable prop track record but will consider outstanding candidates from the sell side. Ability to be sat in New York or London.

Call the Trading Search Team or apply to this advert to discuss this highly market sensative requisition in greater depth – +44 (0)203 141 8030 Quoting - PC241
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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=13996</guid>
            <title>Machine Learning Algorithmic Quantitative Researcher for Tech Focused Prop  - Hong Kong, Singapore, London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13996</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 09 Apr 2013 17:46:17 GMT</pubDate>  
            <description><![CDATA[We require a junior machine learning algorithmic quant research / analyst to focus high frequency intraday trading strategy research, signal processing and alpha generation using the latest machine learning techniques and superb quantitative analysis skills. 

This role is ideally suited for those with a PhD and 1 – 5 years experience within a similar function or expert machine learning skill and experience.  Algo optimisation, pattern recognition, data mining and testing are all necessary skill for this exceptional technology & machine learning focused proprietary trading group in Hong Kong with headquarters also in the USA. 

The successful candidate will be producing alpha generating research in a small and highly skilled team, focusing on equities, FX and futures across minutes to hours holding periods. This is an extraordinary opportunity to become a quantitative researcher in a front office position with fantastic career progression possibilities. 

In this role you will be required to be very technically focused alongside having knowledge of the markets, and so technical programming skills are essential to succeed in this role. The successful individual will focus on employing machine learning techniques as a Quantitative Analyst to cover the analysis, validation and creation of trading strategies. 

Responsibilities 
•	Alpha generation research 
•	Develop new strategies
•	Create new execution algorithms

Requirements 
•	Experience of Algo strategy design
•	Deep understanding of Machine Learning approaches.
•	Strong math / statistics analysis skills.
•	Excellent understanding of Machine Learning is a must
•	Master’s or PhD, with a highly Quantitative Background
•	Knowledge of statistical packages (Matlab, R, S+, etc)
•	Expert programming skills in C/C++, C#

In brief, my client requires a junior quant researcher to build machine learning algorithms for alpha generating research across equities, FX and futures, preferably PhD educated with a couple years experience. 
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