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                <title>Quant Developer Jobs in London | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Quant Developer Jobs in London ()</description>  
      
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14152</guid>
            <title>FX Quant Dev - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14152</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:50:44 GMT</pubDate>  
            <description><![CDATA[One of my IB client's is looking for a Front Office Quantitative Developer to join their growing FX Derivatives team.

The successful candidate will come from a numerate of computational background, having achieved at least a Master's from a top tier educator. You will also have strong experience in C++ and be familiar with the FX markets. Experience developing on Linux is preferable. 

As a member of this team you will be working towards restructuring and upscaling the current architecture of the pricing & analytics library. This involves all aspects of the library, from modelling parameters to market & trade data. 

This role will effectively provide new functionality to the business. You will also be collaborating with the traders and members of the IT teams. 

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

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14150</guid>
            <title>Library Developer Quant  - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14150</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:47:35 GMT</pubDate>  
            <description><![CDATA[
As a member of this team you will be responsible for the integration of the pricing libraries and implementation of the next generation environment, among other responsibilities

This is an exciting role as you will have the opportunity to support a number of trading functions within a number of different asset classes, thus giving you visibility to areas of the business you would not normally be exposed to.

Key Skills:

- A high level numerate degree (MSc or higher)

- 3+ years C++/Java programming experience.

- 2+ years working in front office.

- Experience working on Multi Asset Monte Carlo (advantageous)

- Experience Implementing Stochastic Volatility Models

- Supporting the traders

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 / 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners have a number of similar jobs within Quantitative Analytics at a number of financial companies, please send in a resume and we can get in contact with any suitable position.]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=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=14109</guid>
            <title>Senior IRD Quant Developer - Paris, France, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14109</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 17:53:16 GMT</pubDate>  
            <description><![CDATA[My client is a highly esteemed, global buy-side institution who has won multiple awards and boasts some of the most intelligent minds in the global financial industry.

The firm currently seeks a senior quantitative developer in the rates space to be based in London and work directly with the head of the rates modelling team. The role will be split between rates modelling, curve building, stochastic/mathematical process as well as the development (in C++) of the analytics framework used throughout the firm.

The successful candidate must have:
-Advanced Degree from a top university in Maths, Physics, Comp Science or equivalent
-Extensive C++ programming experience
-Advanced knowledge of the Rates business – Curve Building, SABR volatilities, LMM/HJM etc.
-Strong Mathematical skills – Stochastic processes / concepts.
-Ability to communicate effectively with various teams across the UK and the US.
-Ability to lead and mentor more junior members of the team.

This is a business critical role and an urgent hire. Candidates must be willing to conduct an extensive interview process and MUST have each of the above listed skills in order to be considered.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14108</guid>
            <title>Front Office FX Quant Developer - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14108</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 17:43:00 GMT</pubDate>  
            <description><![CDATA[One of my IB client's is looking for a Front Office Quantitative Developer to join their growing FX Derivatives team.

The successful candidate will come from a numerate of computational background, having achieved at least a Master's from a top tier educator. You will also have strong experience in C++ and be familiar with the FX markets. Experience developing on Linux is preferable. 

As a member of this team you will be working towards restructuring and upscaling the current architecture of the pricing & analytics library. This involves all aspects of the library, from modelling parameters to market & trade data. 

This role will effectively provide new functionality to the business. You will also be collaborating with the traders and members of the IT teams. 

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.




]]></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=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


]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14097</guid>
            <title>Quantitative Developer - Library Quant / Investment Bank URGENT REQUIREMENT - Paris, France, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14097</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:54:49 GMT</pubDate>  
            <description><![CDATA[ Tier 1 Investment Bank is looking for a mid-level Cross-Asset Financial Engineer to work on the cross-asset financial library that is instrumental to a number of trading functions within the bank.  

As a member of this team you will be responsible for the integration of the pricing libraries and implementation of the next generation multi-asset environment, among other responsibilities

This is an exciting role as you will have the opportunity to support a number of trading functions within a number of different asset classes, thus giving you visibility to areas of the business you would not normally be exposed to.

Key Skills:

-          A high level numerate degree (MSc or higher)

-          3+ years C++/Java programming experience.

-          2+ years working in front office.

-          Experience working on Multi Asset Monte Carlo (advantageous)

-          Experience Implementing Stochastic Volatility Models

-          Supporting the traders

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

Westbourne Partners have a number of similar jobs within Quantitative Analytics at a number of financial companies, please send in a resume and we can get in contact with any suitable position.]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14096</guid>
            <title>C++ Algorithm Developer - Systematic Trading - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14096</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:47:04 GMT</pubDate>  
            <description><![CDATA[Opportunities for very talented, mathematical C++ developers with good knowledge of either low-level, high performance, ultra-low latent systems or experience of efficient implementation of algorithms for computerised trading. Opportunity for candidates from any location (US Visa provided) to work in a world-renowned $10bn+ Hedge Fund known for environment more like software / machine learning company.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
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