
        <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?QuickSearchID=24" rel="self" type="application/rss+xml" />
                <title>Head of Department Jobs | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Head of Department Jobs ()</description>  
      
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14164</guid>
            <title>Algorithmic Trading Software Engineer - New York, United States, Stamford, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14164</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 22 May 2013 15:03:35 GMT</pubDate>  
            <description><![CDATA[Quantitative hedge fund in Greenwich, CT is seeking candidates for an Algorithmic Trading Software Engineer position to bridge its trading and technology groups.  The position will offer the opportunity to work with and enhance proprietary algorithmic trading systems as well as responsibilities in trade execution.  This position requires working the night shift on the desk with regularity.  The successful candidate will monitor real time trading systems while working on various enhancements to functionality as directed by the CTO, Director of Research and Director of Trading.

Successful candidates will have a track record and training including
•	3+ years industry experience developing applications using C++, preferably in a unix/linux environment, including knowledge of STL and boost libraries
•	Solid knowledge of Bloomberg desktop APIs and some experience with Bloomberg terminal
•	Familiarity with financial markets
•	Exposure to trading desks / time working with a trading desk in development role a plus
•	Experience with any of the following: C#, Java, Unix scripting, Perl, Python, Javascript, HTML, Ajax, QuickFix
•	Solid understanding of modular object-oriented design, design patterns and data structures
•	Ability to self motivate, work independently, and deliver on major milestones
•	Strong communication skills in English, both written and verbal
•	Bachelors Degree in Science or Engineering from a top school
•	Knowledge of algorithmic trading and market data systems are strongly desired
•	Experience working on multi-threaded systems strongly desired

The work environment encourages individuals to take ownership of initiatives yet demands rigor in intellectual process, collaboration with peers, and conformity to best practices for code design.  The new hire will jointly report to the CTO and Head of Trading and will be expected to focus on providing improvements in automation processes through efficient software design.  Specific responsibilities of the position include:

•	Monitoring real time algorithmic trading system, predominantly on a night shift
•	Resolving execution and trade clearing issues and, over time, executing trades
•	Design, development and maintenance of enhancements/modifications to large-scale object-oriented real-time trading system in C++
•	Review, modify as needed, and document code maintenance, code modification and data update procedures throughout the research and trading platforms



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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14146</guid>
            <title>Applications Engineer – Chicago, USA - Chicago, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14146</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 09:52:36 GMT</pubDate>  
            <description><![CDATA[A world class, proprietary trading firm seeks exceptional Applications Engineer to join small and highly collaborative systems team. This key hire will be responsible for working closely with trading/development teams to provide bespoke solutions and on-going support to trading applications. Experience with connectivity to US exchanges is essential as is strong administration and scripting skills in Unix/Linux. Some scripting skills in Bash or Python is also an absolute must for this role. The chosen candidate will have good understanding of a Windows server environment and TCP/IP Networking too. 

JOB DESCRIPTION 

A world class, proprietary trading firm seeks exceptional Applications Engineer to join small and highly collaborative systems team. The firm are key players in the high-frequency trading space and a lot of their business is in electronic options market-making.

Reporting directly to the Head of IT Operations, this key hire will be responsible for working closely with trading/development teams to provide bespoke solutions and on-going support to trading applications. 

Role Responsibilities:
•	Deployment and maintenance of both in-house and off the shelf trading related applications and their respective environments
•	Provide 3rd/4th level of support to the desktop support team 
•	Performance analysis and tuning of trading applications
•	Liaise with various exchanges to carry out new connections, testing, upgrades, and problem resolution
•	Reporting on stability and performance of trading applications
•	Create and maintain documentation regarding incident resolutions and solving problems
•	Implement and maintain application monitoring
•	Use scripting or other programming languages to automate processes and maintain the application environments

You should have experience with:
•	Connectivity to various US exchanges
•	Substantial solid administration experience in UNIX and  Linux systems 
•	Scripting in a Linux/Unix environment
•	Windows server environments and associated troubleshooting skills
•	Good understanding of TCP/IP networks
•	Practical understanding of relational databases, in particular Informix/Postgres
•	Experience with large scale distributed transaction systems a plus
•	Exposure to financial markets and systems used by financial firms required
•	Experience with ORC highly regarded
•	Working on systems in a real-time environment

The Benefits
This group have a leading benefits package which includes bi-annual bonuses, 28-days paid holiday p/annum, medical/vision/dental Insurance, life & disability insurance and many more!

Key Words: A world class, proprietary trading firm seeks exceptional Applications Engineer to join small and highly collaborative systems team. This key hire will be responsible for working closely with trading/development teams to provide bespoke solutions and on-going support to trading applications. Experience with connectivity to US exchanges is essential as is strong administration and scripting skills in Unix/Linux. Some scripting skills in Bash or Python is also an absolute must for this role. The chosen candidate will have good understanding of a Windows server environment and TCP/IP Networking too.

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=14137</guid>
            <title>Investment Research Team Hiring Senior Equity Research Quant/ New York/ - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14137</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 17:45:07 GMT</pubDate>  
            <description><![CDATA[Top Investment Research team who are leading this space in a revolutionary way  are looking to hire a  quantitative analyst within their equity research team based in New York.

Role:-

The position will involve leveraging superior analytic skills to help the firm  expand their coverage universe and improve their existing models. Typical projects will involve mining multiple large-scale datasets and building statistical models to forecast company- and sector-specific metrics and macroeconomic indicators. Projects will rotate from one sector to another. The goal is to combine quantitative model and fundamental research to provide real-time unique insights on companies and sectors. This role sits within R + D and is the most quantitative sub group within investment research.  You will work on projects across all industries and sectors they cover. You will report direct to the Head of Quant Research and be the number two person on the team. You will have 5-6 people reporting to you and although most of your time will be spent being hands on , you will also spend time on managerial duties and mentoring the quant team. You will be required to meet with clients when a new product has been produced also. This is a very high priority hire and they are looking to hire as soon as possible.


Requirements:-

It is very important for you to understand fundamental equity research. You can have buy side or sell side experience.

Strong statistic skills and experiences with statistic packages.

Understanding of and passion for the equities market.

Strong R + D skills.

You must have had leadership experience in your career or  demonstrate that you have managed a small team.  You should have the personality to lead a team and get the most out of them in completing their projects. 

A minimum of 5 years experience. You should have at least 2-3 years of management experience.

You must have a PhD/ Masters in Engineering, Statistics, Computer Science, Finance, Economics.

Personality wise, you must be motivated and be passionate about data and show intellectual curiosity.

Strong communication skills. 

Ability to solve quantitative problems creatively.

Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com
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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=14109</guid>
            <title>Senior IRD Quant Developer - Paris, France, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14109</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 17:53:16 GMT</pubDate>  
            <description><![CDATA[My client is a highly esteemed, global buy-side institution who has won multiple awards and boasts some of the most intelligent minds in the global financial industry.

The firm currently seeks a senior quantitative developer in the rates space to be based in London and work directly with the head of the rates modelling team. The role will be split between rates modelling, curve building, stochastic/mathematical process as well as the development (in C++) of the analytics framework used throughout the firm.

The successful candidate must have:
-Advanced Degree from a top university in Maths, Physics, Comp Science or equivalent
-Extensive C++ programming experience
-Advanced knowledge of the Rates business – Curve Building, SABR volatilities, LMM/HJM etc.
-Strong Mathematical skills – Stochastic processes / concepts.
-Ability to communicate effectively with various teams across the UK and the US.
-Ability to lead and mentor more junior members of the team.

This is a business critical role and an urgent hire. Candidates must be willing to conduct an extensive interview process and MUST have each of the above listed skills in order to be considered.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14103</guid>
            <title>QUANT ANALYTICS OPPORTUNITIES | London  - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14103</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 11:57:59 GMT</pubDate>  
            <description><![CDATA[JOB DESCRIPTIONS 	

PhD /Masters – Entry level Quantitative analysts – Tier One Investment US Investment Bank| £60,000-£70,000 
VP/ Director – CVA Quant analysts – Tier One European Investment Bank|£110,000-£130,000 (DOE)
Associate level – ABS/MBS Derivatives Pricing  Quant – Global Leading Quant Investment Bank|£70,000-£90,000
Head of Model Validation – Tier two Investment Bank|£130,000 - £150,000
AVP/VP- Exotic Interest Rates Desk Quant – Top 5 Global, Multi-Strat Hedge Fund| £75,000-£100,000
Associate VP – C++ Quant developer VaR & Market risk Models – European IB| £80,000- £90,000
Analyst – Quant Developer, C++ & Python – US Investment Bank| £65,000 - £80,000 (DOE)
VP level – Credit Quant, CMBS, CDS, CDO – European Hedge Fund| £100,000 (DOE)
Associate – Prime Brokerage/ Services – Tier One USA Investment Bank| £70,000 – 80,000 (DOE)

GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: Quantitative Analytics, Quantitative development, derivatives pricing, options pricing, PhD, Masters, Stochastic Calculus, Monte-Carlo Simulation, Oxford, Cambridge, Ecole Polytechnique, DEA, Quant Analyst, Quant Pricing Group, Quantitative derivatives modeling, global analytics library, C++, C#, Java, Python, model validation

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=14075</guid>
            <title>Global  Asset Manager Hiring Investment Research Quant Analyst- £Negotiable - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14075</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 30 Apr 2013 14:47:46 GMT</pubDate>  
            <description><![CDATA[Global Quantitative  Asset Manager  with an excellent reputation for strong fund performance based in London City are ready to hire an Investment Research Quantitative Analyst reporting directly to the Head of Quantitative Research. This is a very urgent and important hire for them.

Role:-

Your role will involve updating monthly portfolio analytics and other quantitative investment analysis required by the investment team. This will include portfolio analytics reports , optimised portfolios, GARP stock selection screens. You will be expected to ensure that appropriate analytical tools are in place and properly used by the investment teams by liaising and interacting with the investment teams on a regular basis 
Your role will involve developing, maintaining and ensuring the integrity of the quantitative tools and research supplied to and used by the Equity Quant teams, specifically including quantitative screens and portfolio construction tools. You will also provide research and It support to the Quant Research team when required. You will be required to attend Equity team meetings and promote quant tools in the investment process. You will be expected to promote your own quantitative ideas. You will also acquire a strong knowledge of the academic literature on quant topics and take the initiative to develop new quantitative tools.

You will work very closely with the Head of Quant Research to develop, maintain and ensure the integrity of analytical investment tools and research supplied to and used by the investment teams .

You will also provide VBA/ Matlab support to the Investment Analytics Research team when required. 

You will present analyses produced by the QR team to the investment team in an effort to raise the awareness of analytical tools and research available and newly developed.

You will be expected to bridge the gap between practitioners and academia by acquiring a strong knowledge of the academic literature on quant topics and take initiative to develop new analytical tools under the supervision of the Head Of Quant Research

Requirements:-

At least 4- 8 years experience as a Quant Analyst.

Financial knowledge in global equities, derivatives , risk management is a strong plus

A strong background in Statistics/ Econometrics.

Strong interest in Quantitative Equity Research (e.g. modern portfolio theory & optimisation, alpha modelling, asset allocation, portfolio optimisation.)

Excellent programming skills in either VBA . Matlab.

Strong communication skills  and the ability to translate complex issues / numbers to PMs.

You must have a good understanding of the financial markets  and need to understand the economy

Academically, they are open and candidates with a BA, Masters or a PhD will be considered.

They will also consider candidates who have been made redundant and are currently looking for a new opportunity. 


This is an excellent opportunity for a quantitative candidate who is interested in working for a stable company with an extremely low turnover .  They are very interested in quantitative candidates who want to combine their quant skills along with their client facing/ presentation skills.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14041</guid>
            <title>VP/ Director Product Control – Base &amp; Precious Metals Commodities Division  - Hong Kong, Tokyo, Japan, Singapore</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14041</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:21:07 GMT</pubDate>  
            <description><![CDATA[TITLE – LOCATION

VP/ Director Product Control – Base & Precious Metals Commodities Division | Top Tier Investment Bank | Singapore, Asia 

SALARY RANGE OR SPECIFIED NUMBER + BONUS 

Excellent Total Comp (depending upon experience) 

Overview: 

Tier One Investment Bank is currently looking for a Director of Product Control for their Base & Precious Commodities team, covering APAC region. The group is primarily Physical but does handle financial commodities also. The group will handle all relocation & visa costs. 

– Tentative enquiries are welcome for more detail - 

Location:  Singapore, Asia  

The Role:

+ Integrate the Trinity Brady project system for base metals 
+ Reporting into the Head of Commodities PC & CFO 
+ Driving closer alignment between Product Control & in-country finance teams
+ Assisting a strong internal control environment, which will ensure the Physical Commodity Trading business, continues to grow in a stable and well-controlled manner.
+ This role will be expansive across the APAC region, supporting the country CFO & head of Commodities Product Control
+ This is a senior position and carries a lot of responsibility & weight within a thriving business 
+ Help build out the base metals division, assisting with the expansion of the preexisting Singapore office and then into Chinese markets
+ Assisting local & global finance teams with training, PnL analysis & new product launches
Requirements:

+ Extensive knowledge and practical work covering physical metal products (base, precious etc) 
+ Hands on experience of the P&L line for the physical metals division 
+ Internationally recognized accountancy qualification and/or strong mathematical/accountancy background (CFA, ACCA, ACA) 
+ Experience with Trinity Brady booking systems is highly desirable 
+ At least 4 years experience working within metals industry, (LME, Base, Precious, Copper, Gold, Aluminum)
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:  Product Control, Financial Control, CFO, Commodities, Commodity, Base Metals, Precious Metals, LME, Precious commodities, Singapore, Asia, Profit & loss, P&L, Trinity Brady, accountant, accountancy, ACA, ACCA, ACMA, CIMA,CFA 
APPLY | quant-jobs@g-q-r.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.
Search Consultant: Nathan Haynes 
Contact Telephone Number: +44 (0) 203 141 8036
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
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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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14039</guid>
            <title>Global Head of Algorithmic FX Trading Technology - Paris, France, Geneva, Switzerland, London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14039</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 15:40:59 GMT</pubDate>  
            <description><![CDATA[Global Head of Algorithmic FX Trading Technology

Location

 United Kingdom, England, London



Salary

£200,000 - £1mm Pending Exp



Position Type

Permanent



Employment Type

Full time



Updated

17-04-2013



Ref No.

BW9921


Apply OnlineSave this JobSend to FriendPrint


Internationally Award Winning Bank Seeks MD-Level Manager to lead team of almost 50-people.




This business critical position will take global responsibility for the Algorithmic FX technology platform. Architectural and design skills are critical as is the ability to review code (C++/Unix platform). Excellent client skills essential for facing off to business/trading heads.

Call the Trading Technology Search Team or apply to discuss the requisition in greater depth.

+44 (0) 203 141 8015
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14038</guid>
            <title>MD - Head of Development for Low-Latency Infrastructure - Chicago, United States, New York, United States, Stamford, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14038</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 15:39:15 GMT</pubDate>  
            <description><![CDATA[MD - Head of Development for Low-Latency Infrastructure


Location

 USA, New York, New York



Salary

$300,000 - $1,000,000 Total Comp DOE



Position Type

Permanent



Employment Type

Full time



Updated

17-04-2013



Ref No.

BW9291


Apply OnlineSave this JobSend to FriendPrint


Internationally Accredited Trading House Seeks Senior Development Head for Low-Latency Trading Infrastructure.




This is a strategically key hire for this leading low-latency group – seeking a hands-on technologist (C++) who can design and implement low-latency trading infrastructure and solutions. From embedded software to optimising code with quant research teams, this role would suit a strong technologist with quantitative analytical ability.

Call or apply to discuss the requisition in greater depth – 0203 141 8015
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14036</guid>
            <title>Global Wealth Manager Hiring Asset Allocation Quants/ London/ £ Negotiable - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14036</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 11:09:56 GMT</pubDate>  
            <description><![CDATA[Leading Global Wealth Manager is looking to hire a Quantitative Research Analyst reporting directly to their Head of Quant Analytics team based in London.

Role:-

My client are looking for a Quantitative Analyst to support the development and implementation of quantitative tools for commercial applications.  The role will focus on risk analysis of their Wealth products and portfolio risk analysis across a wide range of portfolio solutions. 

Your role will involve asset allocation modelling. You will be expected to maintain asset allocation models for risk profile funds, liaise with the implementation team on changes to allocations, new managers, implementation and transitions.

You will analyze existing strategic holdings and the relationship of these holdings with other investments.

Requirements:-

A Masters, PhD or research experience in quantitative finance with a focus in financial risk modelling, financial econometrics or portfolio optimisation . BA candidates with relevant experience will also be considered.

Strong market awareness is essential for this role.

Asset allocation skills are required.

Commercial experience in the financial sector with quantitative investment strategies, portfolio risk management, structured products or financial derivative products. You should have a thorough understanding of investing and modelling.

You must have between 2- 4 years experience of working as a quantitative analyst either within the asset management industry or within wealth management or derivatives quant finance. Candidates with 1- 1.5 years of relevant experience can also be considered on a case by case basis.


A strong interest and background in the following fields:

?	Multi-asset class financial risk modelling
?	Portfolio optimisation
?	Quantitative investment research
?	Portfolio construction.



Multi-asset class commercial risk modelling experience in equities, bonds, credit, currencies, commodities and alternatives.

Strong programming ability in a variety of applications such as Excel, SQL, Matlab and R would be beneficial but your quantitative skills will be of more importance.

They are open to considering candidates who are out of the market as well as derivative quants who would like to move into this area.


They are looking for a person who has the ability to ability to present results in an organized and clear way – good written and spoken communication skills. In particular, the ability to explain technical topics to a non-technical audience e.g. explain how a certain model works without using equations. Also an individual who is self-motivated with organizational ability and attention to detail both in analysis and implementation and who has a knack for solving real world analytical problems.

Apply:-

Please send a Word CV to Tina Kaul at quants@ekafinance.com
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