
        <rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom">  
            <channel>
                <atom:link href="http://www.quantfinancejobs.com/jobs/webfeeds/rss.aspx?QuickSearchID=75" rel="self" type="application/rss+xml" />
                <title>Quantitative Analysis Jobs | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Quantitative Analysis Jobs ()</description>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14168</guid>
            <title>Tier 1 US Bank - VP Quant Developer &amp; Quant Analyst with 0-2 yr - Hong Kong - Hong Kong</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14168</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 24 May 2013 12:43:48 GMT</pubDate>  
            <description><![CDATA[My client is a prestigious Investment Bank and they are looking to make a couple of hires into a global team. Product wise, they cover Rates, FX and Credit.

1)	Vice President – Quantitative Developer

The successful candidate will work alongside Traders, building new tools and improving existing ones to assist with the trading effort. Candidates will also work on real-time, low latency systems and designing front end displays relative to risk, PnL predictions, live market data feeds and so forth.

There will also be Greenfield work on re-designing storage databases and infrastructure of various platforms.

Candidates should be skilled in a number of languages but my client is agnostic to which programming languages that candidates are most proficient with.

As candidates grow into the role they will provide technical and design leadership to the global team from HK.

Candidates should have a good academic background and be working in a similar role in Asia.

2)	 Flow Quantitative Analyst - 0-2 years‘ experience

Candidates will work in a global Interest Rates Products team and work alongside Traders in Swaps, Options and Exotic products – pricing various derivatives and managing risk. These bespoke tools and models will be utilised by the global franchise, so the role is very visible.

Candidates with experience as a quant can come from any asset class, but it is imperative for all candidates to have strong OO programming skills and have top tier academic qualifications from the world’s strongest educational institutions.

If you would be interested in discussing this further, please send a CV and a paragraph detailing your suitability to Sammy @ skhelil@westbourne-partners.com
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14161</guid>
            <title>Entry Level  Software Developer – Quantitative Trading Company – New York - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14161</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 21 May 2013 23:46:05 GMT</pubDate>  
            <description><![CDATA[Entry Level  Software Developer – Quantitative Trading Company – New York (or) San Francisco - $120K-$150K Basic + Bonus
About :
Our client is one of the Leading Quantitative Trading firm headquartered in New York. Our client is looking to expand their R&D team by hiring more (C++/Java) Developers due to a consistent performance and growth in their business. They have created many award winning Quantitative Trading Algorithms. They are market maker on numerous exchange and electronic market places in equities, fixed income, currencies and commodities. R&D team is a most focused team in the firm since the Directors & Board members are directly involved in it.
Role :
•	Collecting, collating and cleaning a massive amount of data.
•	Improving the performance and efficiency of the existing strategies, as well as collaborating with Trading analysts code new strategies.
•	Implementation of C++/Java knowledge and writing new codes for Quantitative Trading Algorithms for the end clients who are mostly Investor’s.
•	Primary responsibility to code New Innovative Trading Technology. 

Requirements :
•	2-5 years of working experience as a programmer/developer in C++/Java (From either Financial or Non Financial Background).
•	BS/MS/Phd in computer science, Mathematics (or) Statistics from one of the top Institutes in the world.
•	Proved records of winning Olympiad or any other awards and recognitions would be appreciated.
•	Exceptional programming skills in C++/Java.
•	Passion towards working with Quantitative Trading firm.

Contact :
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MHSH “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you. ]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14151</guid>
            <title>Highly Skilled Quant Analyst - Asset Class Agnostic - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14151</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:49:14 GMT</pubDate>  
            <description><![CDATA[I have been retained by a Tier 1 investment bank to source a Mid-Senior Level (3-7 years’ experience) STRONG Quant Analyst to join a Front Office Trading Team. The successful candidate will be primarily responsible for the development and implementation of models used for the risk management and pricing of multi asset products and be directly reporting to one of the Senior Managing Directors.

As a Quantitative Analyst, you will sit alongside other quants and traders working entirely in the Front Office. You will support the senior traders on the desk and clarify model performance and results to them.

Summary of skills required:

- PhD/ Postdoc ( Ideally Maths or Statistics) from red brick university or equivalent and proven practical usage of this theoretical knowledge

- Strong analytical and pragmatic approach to problem solving

- Understanding of derivative products (non asset specific)

- Some knowledge of an object-oriented programming language (C++/Java/C#)

- A thorough understanding of mathematical models used to price financial derivatives.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 / 07748 461 142 or email a.booker@westbourne-partners.com.

Westbourne Partners have recently launched our new website with a number of new vacancies, please visit the website to get more information about our current live requirements www.westbourne-partners.com and follow us on twitter www.twitter.com/westbournep]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14149</guid>
            <title>Cross Asset Quantitative Analyst - American IB Front Office - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14149</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 16 May 2013 17:46:20 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>  
    </item>  
      
        <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>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14140</guid>
            <title>Quantitative Start Up Recruiting  R &amp; D Research Analyst- Immediate Hire/ $ - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14140</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 14 May 2013 17:39:09 GMT</pubDate>  
            <description><![CDATA[NYC based quantitative hedge fund are looking to hire a research analyst to join their R & D team.

Role:-

In this role, you will sit alongside quant analysts and quant traders and be responsible for carrying out various quantitative research and analytical projects, including organizing and cleaning research data sets, maintaining research processes, performing statistical analysis and back-testing.


Requirements:-

Ideal candidates should have a minimum of a bachelor's degree from top tier programs and zero to four years' working experience, with good scientific foundation, and sufficient knowledge on financial markets. Masters degree candidates will also be considered.

You must have hands on programming skills which you will be asked to demonstrate in interviews.

You must have a solid grasp of accounting principles in the context of doing equity fundamental research

Candidate must demonstrate the ability to implement research ideas through computer programming.

MBA degree or CFA / CPA related training can be helpful.

Strong communication skills.

Examples of ideal candidate profiles would be an  MIT Computer Science graduate with 2 years equity fundamental research experience at a buy side or sell side firm  or a Stanford Computer Science Undergraduate with a Chicago Economics or Finance PhD with experience in accounting / fundamental research.
]]></description>  
    </item>  
      
        <item>  
            <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
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14134</guid>
            <title>Quant Analyst - Geneva, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14134</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 15:31:52 GMT</pubDate>  
            <description><![CDATA[We are looking to recruit an Experience Quant AnalystThe role is as follows:

The quantitative team is responsible for supporting trading platforms with the required infrastructures (databases, processes, etc), and developing trading and risk management tools

The quantitative analyst position is a front-office position and the suitable candidate will work closely with the Quantitative team, notably on:

• Building pricing models from scratch, able to develop, modify, test, optimize and implement models and strategies
• Valuing and analyse financial market data and history using quantitative techniques
• Developing, maintaining and supporting trading platform (C++, Excel, C#)
• Developing various trading tools (Excel, C++)
• Developing and maintaining various overnight processes (Risk management, historical analysis)

PERSON SPECIFICATION/WORK EXPERIENCE/BACKGROUND:

• MS or PhD in Physics, Mathematics, Computer Science or any related scientific discipline
• Strong mathematical and problem solving skills
• Experience in C++ or C#
• One or two years of experience in the finance industry or with financial products
• Good programming skills in SQL/ Excel
• Experience in applied and numerical mathematics /stochastic process / probabilities
• Experience with work in a live production environment
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14133</guid>
            <title>Counterparty Credit Risk Quant Analyst  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14133</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:33:51 GMT</pubDate>  
            <description><![CDATA[Counterparty Credit Risk Quant Analyst  -  IMM Internal Model Method Risk Modeling Analytics Team   -   Counterparties Statistical VaR Stress Testing Time Series Driven Quant Model Group   –   Counterparty Credit Risk Models Analytics   -   Counterparty Credit Risk Analytics Leading Global Investment Bank   -   New York, USA -  (Ref: 20130509)

JOB DESCRIPTION 
Calling all counterparty credit risk quants! Already a dominant presence within quantitative risk markets, this leading investment bank is expanding its counterparty credit risK quant group in line with the changing regulations. They need those with stress testing, VaR, risk modeling abilities across counterparties. Offering experienced Counterparty Credit Risk Quants the exposure to internal model method (IMM). This global investment bank is looking to add an experienced risk modeling quant on their NY desk, where you will get to work with their senior quant and CRO. 
Locations:   New York, USA 
The role:
•	This is a quant risk role incorporating risk factors and developing counterparty credit risk models for the firm.
•	Working within a  market leading team in the quant risk markets alongside senior risk quants and the CRO. 
•	Developing new counterparty credit risk quant models. 
•	Covering Basel and statistical analysis for existing counterparty credit risk models.
•	Responsibilities in leading new projects, products and analytical efforts.


Requirements:

•	2-7 years counterparty credit risk modeling and exposure to statistical techniques.
•	Should be very statistically minded i.e. experience using VaR, time series analysis, simulations etc.
•	Ideally will have experience to IMM (internal model method) and/or developing counterparty market models .
•	A quantitative degree in finance or technical discipline is preferred – masters or above. 
•	Experience with counterparty credit risk and statistical analysis. 
•	FRM and CFA would be a plus but not essential.

KEY WORDS:
Counterparty Credit Risk Modeling, Counterparty credit risk models, quantitative internal model method, quant credit risk modeling, Basel II, Basel III, VaR, Value at risk, time series analysis, Statistical analysis, stress testing.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.


Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr

]]></description>  
    </item>  
      
        <item>  
            <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
]]></description>  
    </item>  
      
        <item>  
            <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>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14125</guid>
            <title>Operational  Risk SOX Senior Team Lead Role  - Washington DC, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14125</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 13 May 2013 10:16:31 GMT</pubDate>  
            <description><![CDATA[Operational  Risk SOX Senior Team Lead Role  -  Operational Risk Control Regulatory Analytics Team   -   SOX Control Methodologies Risk Reporting Governance Driven Quant Model Group   –    Operational Risk Aggregation Analytics   -   Leading Financial Firm -   Washington, USA -  (Ref: 20130510)

JOB DESCRIPTION 
Calling all operational, control and risk analysis quants! Already a dominant presence within the quantitative risk markets, this leading financial institution is expanding its operational quant group in line with the changing regulations and business growth. This Is a team lead role at the Director level. The qualities they are looking for include excellent risk control, SOX and aggregation abilities. Offering an experienced Operational Risk Quant the exposure to leading a team and working extensively with the business and CRO.
Locations:   Washington, USA 
The role:
•	This is an operational risk role overseeing aggregation of risk assessments & control.
•	Working to ensure risk analysis and reporting is consistent and in line with regulations. 
•	Formulating and communicating methodologies 
•	Execute operational risk assessments regularly and identify risk.
•	Interact with the CRO and other business areas to make critical business decisions. 


Requirements:

•	7-15years operational risk exposure, working on aggregation, risk identification and risk control.
•	Ideally will have experience to SOX and writing control methodologies.
•	Should have experience leading a team or at least interacting with senior management.
•	Sharp presentation and communication skills, whilst be up to speed with regulations.
•	FRM and CFA would be a plus but not essential.

KEY WORDS:
Operational risk, risk identification, control methodologies, risk assessment, risk control, risk aggregation, SOX, basel II, basel II, audit, risk analysis, operation risk. 
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.


Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14119</guid>
            <title>Commodities Front Office Quant - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14119</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 10 May 2013 16:34:27 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>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14116</guid>
            <title>QUANTITATIVE  EQUITY ANALYST (PHD)-TRADING STRATEGIES- NY- USD$225k + Bonus - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14116</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 10 May 2013 01:17:51 GMT</pubDate>  
            <description><![CDATA[QUANTITATIVE  EQUITY ANALYST (PHD)-TRADING STRATEGIES- NY- USD$225k + Bonus.
Job Description:
Top electronic trading firm in NY is seeking a Quantitative Analyst to join their Global Portfolio Management team. This firm has a long track record of success and is committed to growth, building the best research team in the industry. 
Role:
This is a unique opportunity to learn the state of the art techniques in quantitative investment & portfolio strategies. The Analyst will develop cutting-edge models and conduct innovative investment research. 
The Quant Analyst will use cutting-edge quantitative models to implement trading strategies, optimize the portfolio and analyze transaction costs. Familiarity with algorithmic trading models, electronic trading systems and transaction cost systems is required.
This is an opportunity to work closely with traders in the development, testing, and implementation of models and trading tools.
Requirements:
•	Requires at least one year experience in an electronic trading environment
•	Candidates should have 1-2 yrs experience working on trading cost and risk models, portfolio optimization and construction and very strong programming skills in Java, C++, Python & Matlab.
•	Applicants must have an advanced degree (PhD preferred) in a quantitative discipline such as Mathematics, Physics, Statistical, and Engineering.
•	Strong object oriented programming skills and knowledge of statistical software is also a plus.
•	Excellent communication skills are also required as there is constant interaction with the trading desk and portfolio managers
•	Strong C++ programming skills is desired, but not required for exceedingly qualified candidates.
Soft Skills: 
•	Proactively communicates reports and issues to other team members. 
•	Excellent analytical and problem solving skills
•	Excellent verbal and written communication skills
•	Mentors team members in technology, architecture and delivery of applications
•	Successful teamwork experience and demonstrated leadership abilities are required
•	Proven ability to transfer knowledge and stay aware of current trends and technical  
advancements.
•	Ability to articulate and present different points-of-views on various technologies.
•	Time management skills are a must; as well as the ability to be flexible and creative.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs for a confidential discussion. Thank you for your interest and we look forward to engaging with you.

]]></description>  
    </item>  
      
        <item>  
            <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
]]></description>  
    </item>  
      
        <item>  
            <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>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14110</guid>
            <title>Cross Asset Quantitative Analyst - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14110</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 17:55:25 GMT</pubDate>  
            <description><![CDATA[I have been retained by a Tier 1 investment bank to source a Mid-Senior Level (3-7 years’ experience) Cross Asset Quant Analyst to join a Front Office Trading Team. The successful candidate will be primarily responsible for the development and implementation of models used for the risk management and pricing of multi asset products and be directly reporting to one of the Senior Managing Directors.

As a Quantitative Analyst, you will sit alongside other quants and traders working entirely in the Front Office. You will support the senior traders on the desk and clarify model performance and results to them.

Summary of skills required:

- PhD/ Postdoc ( Ideally Maths or Statistics) from red brick university or equivalent and proven practical usage of this theoretical knowledge

- Strong analytical and pragmatic approach to problem solving

- Understanding of derivative products (non asset specific)

- Some knowledge of an object-oriented programming language (C++/Java/C#)

- A thorough understanding of mathematical models used to price financial derivatives.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 / 07748 461 142 or email a.booker@westbourne-partners.com.

Westbourne Partners have recently launched our new website with a number of new vacancies, please visit the website to get more information about our current live requirements www.westbourne-partners.com and follow us on twitter www.twitter.com/westbournep]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14105</guid>
            <title>Algorithm Trading Quantitative Analyst – New York - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14105</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 12:02:48 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
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14104</guid>
            <title>**PhD / MSc entry level/ Junior Quantitative Analysts  - Hong Kong</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14104</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 12:00:54 GMT</pubDate>  
            <description><![CDATA[**PhD / MSc entry level/ Junior Quantitative Analysts –  Leading Quant Analytics Investment Bank <3years experience – derivatives pricing & modeling quant’s | Hong Kong, Asia

JOB DESCRIPTION 
A leading tier one investment bank in Hong Kong  is looking to bring onboard a number of exceptional PhD or Master’s level Quant’s within their front office analytics division. Candidates with less than 3 years experience are of particular preference. This is an exceptional opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere. 
Location:  Hong Kong, Asia   
The role:
•	Detailed review of front office pricing models
•	Developing and implementing derivatives pricing models
•	Chance to work on a variety of complex models
•	Working entirely in their Front Office alongside quant’s & trade specialists
•	Support traders, research strategies and quantitative ideologies to a large degree
•	Liaising closely with both quant’s and traders

Requirements: 
•	Junior/entry level Quant’s – less than 3 years experience post academia 
•	An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics & Probability, Electrical Engineering, Financial Engineering etc  
•	Strong communicative skills
•	Experience with C++, C#, JAVA, VBA, Matlab are of preference 
•	Confidence with a strong numerative background
•	Highly ambitious
•	Real desire to break into the quantitative analytics world 
In Return:
•	A huge opportunity to attain significant progression within the quant analytics sphere
•	A large number of evolving projects to get your teeth stuck into and work expansively
•	The chance to join arguably the strongest global cross-assets group.
•	The chance to master and manage some of the most complex models you can put your mind too.
•	Impressive remuneration structure that pay extremely well both on base and bonus
•	Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
•	Excellent opportunity for aspiring junior quant’s following an impressive PhD or Masters study 
•	Relocation allowance for overseas quant’s 
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: Ecole Polytechnique, DEA, Paris VI, Paris VII, PhD, MSc, Masters, Entry level quant, derivatives pricing, quantitative modeling, stochastic calculus, PDE modeling, C++, C#, quantitative development, quantitative analytics, quant pricing group, global analytics library, library quant, desk quant, commodities, commodity, FX, interest rates, exotic, vanilla products 


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>  
    </item>  
      
        <item>  
            <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>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14101</guid>
            <title>Sr. Financial Engineer, Associate Director Level position  - Los Angeles, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14101</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 11:52:50 GMT</pubDate>  
            <description><![CDATA[Sr. Financial Engineer, Associate Director Level position – Variable Annuity Hedging & Risk Management – CFA or FSA – Leading Insurance Company – Los Angeles, CA, USA (Ref: 20130507)

JOB DESCRIPTION 

We are working with a top-tier insurance company specifically in their VA hedging team. We’re looking for a highly quantitative financial engineer to join the group! 
You will be expected to act as the senior quant for the team, leading efforts in stress testing of liability and hedging models & performing scenario analysis. You should be very familiar with regulations (Basel, Dodd Frank, etc) and able to speak with regulators in regards to the stress testing results. Hedging strategies product coverage include: equity & interest rates options, future, swaps, and some exotic derivatives & volatility products. 
Location: Los Angeles, CA, USA 
Qualifications: 
•	Min MS/PhD quantitative discipline
•	CFA or FSA highly preferred
•	Min 5+ years of relevant experience with variable annuities and risk management
•	Experience with stress testing, scenario analysis, & preferable interacting with regulators
•	Product knowledge of equity & interest rates options, future, swaps, and some exotic derivatives & volatility products
•	Familiarity of Heston model & other stochastic volatility models
•	Computer skills (required): Matlab, C++, Excel/VBA, SQL
•	Excellent communication skills (written & verbal)

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.


Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14100</guid>
            <title>Sr. Quant Risk Analyst, SVP – Probability of Default (PD) Modeling - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14100</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 11:49:02 GMT</pubDate>  
            <description><![CDATA[Sr. Quant Risk Analyst, SVP – Probability of Default (PD) Modeling, Model Development – WHOLESALE Credit Risk Management Division – Top-Tier Bank – New York, USA - ref: 20130507 

JOB DESCRIPTION 
We are working with a top-tier bank’s wholesale credit risk team, and we are looking for a highly quantitative risk analyst to join the group! The team is steadily growing, and you will be the senior risk quant of the group. Your main responsibility will be building PD models from scratch. This is a highly statistical role, thus requires you to model with SAS. 

Location: New York, USA 

Requirements: 
• Strong academic background with PhD in a quant discipline 
• Minimum 5-7 years industry experience in WHOLESALE credit risk model development
• Must have probability of default (PD) credit risk modeling experience
•?Team leadership experience preferred
• Strong quantitative & statistical skills
• Excellent communication skills (written & verbal)
• Proficiency with statistical modeling software: SAS and VBA 
In Return:
• A huge opportunity to attain progression within a leading quantitative risk management team
• Very analytical and quantitative exposure
• Career advancement and competitive compensation structure
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.

Key words: credit risk, wholesale credit, corporate credit, quantitative risk, risk models, model development, modeling, Basel, RWA, risk weighted assets, PD, probability of default, wholesale portfolios,  corporate portfolios, statistical modeling, SAS, VBA, R, Matlab, New York 


Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies 

We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books. 

6. Applying: jobs@gqrgm.com 

Contact: James Friend on +44 (0) 203 141 8000

VISIT US | www.g-q-r.com/vacancies 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 0203.141.8000 
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777&trk=myg_ugrp_ovr
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14094</guid>
            <title>Strong Quant Analyst  - Paris, France, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14094</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:43:03 GMT</pubDate>  
            <description><![CDATA[
My client is looking for a strong Quantitative Analyst to join it's pensions trading team. The preffered candidate will come from any asset class but with a strong mathematical background

The team currently focus's on pricing and risk management pension fund buyout trades, and associated asset strategies.  My client is looking for someone to work on a large project, implementing pricing, analysis and risk management systems.

You will be working closely with the traders and structuring team on a daily basis, analyzing pension fund buyout trades and asset opportunities. 

If you wish to apply, please send your CV to a.booker@westbourne-partners.com or call 0203 402 6902
]]></description>  
    </item>  
      
        <item>  
            <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>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14092</guid>
            <title>x2 Junior Quant Analysts/Researcher  - Paris, France, London, United Kingdom, Los Angeles, United States, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14092</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:37:53 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>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14091</guid>
            <title>Junior Quantitative Engineer – Quantitative Investment Research Firm – NY  - New York, United States, Newark, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14091</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 01:17:13 GMT</pubDate>  
            <description><![CDATA[Junior Quantitative Engineer – Quantitative Investment Research Firm – New York & New Jersey - $130K + Performance Bonus
Our client is a producer of quantitative investment, research, software and IT systems for use in investment management. Based in NY, they boast a proven pedigree of quality and service stretching back to years. Every day, they invest in their people, systems, networking and software with the aim of producing integrated automated trading platforms for systematic trading strategies. They are planning to expand their R&D team by recruiting more Junior Quantitative engineers.
Roles & Responsibilities :
•	As a Quantitative Developer you will help develop the Investment Management products. 
•	Ability in conducting financial risk calculations. Within and beyond it is positioned as our client’s primary risk calculation engine. The R&D team has to provide the financial engineering skill set capable of maintaining, supporting and developing this investment research engine. 
•	Develop and maintain the quantitative library like adding a new diffusion model or calibration or by fixing client and internal issues. Interact with product managers and analysts to understand business needs and help develop these into specifications.

Requirements :
•	Ms/ Ph d In Computer Science, Mathematics, Statistics (or) any relevant stream (From one of the leading universities).
•	1 to 3 years of academic or work experience programming in C++ (or) Java from any non financial industry. 
•	Strong knowledge in C++, Java, Perl, Python.
•	Excellent academics and projects background in terms of programming.
•	Winning of Olympiad or any projects throughout academic and carrier would be appreciated.

Contact :
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “MHSH“.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you.]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14090</guid>
            <title>NYC Fund Hiring PhD Quant Analysts- Mid Level/ $ Competitive - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14090</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 07 May 2013 15:19:45 GMT</pubDate>  
            <description><![CDATA[Leading NYC based fund are looking to hire a quantitative researcher onto their statistical arbitrage team made up of big name industry quants.


Role:-

The role will be to analyze large amounts of data and conduct quantitative analysis to large amounts of data and develop prediction algorithms / models in C++, R, Matlab and python. The successful candidate will also  be responsible for carrying out various quantitative research and analytic projects in the areas of portfolio construction, risk modeling, execution research, hypothesis testing and back-testing.

You would be joining a group of the  best and brightest researchers from various scientific disciplines. 

Members of the team are of an extremely high calibre. The threshold is quite high in terms of the intellectual rigour the group looks for in new team members.


Requirements:-

PhD from a top tier institution in Mathematics, Operations Research, Economics, Electrical Engineering, Computer Science, or Physics . GPA must be above 3.5

Ideal candidates should have zero to four years of working experience handling large data sets in a numerical computation oriented development environment, with proven ability to implement solutions through programming in Java or C++.

You must have superior problem solving skills.

Working experience in finance will be helpful, but is not required.

strong knowledge in natural language processing, image processing, pattern recognition and artificial intelligence.

Strong experience of cleaning and analyzing large data sets either in research, academia, a front office technology group or similar quantitative trading group

Putnam competition, national and international math and or informatics winners are particularly sought
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14086</guid>
            <title>Quantitative Analyst- Machine Learning- Greater New York Area- USD $200k +  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14086</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 03 May 2013 00:04:32 GMT</pubDate>  
            <description><![CDATA[Quantitative Analyst- Machine Learning- Greater New York Area- USD $200k + Bouns.
Description: 
Our client is seek an exceptional individual to join its quantitative team as they continue plans to build a world recognized best-in-class research and risk management team.
Role:
As a Quantitative Analyst, you should be experienced with and passionate about using data to drive strategy and product recommendations. You are able to both engage with senior leaders to design well-constructed analyses and work cross-functionally with analysts, product managers and engineers to effectively deliver actionable results.
You will be a well-rounded top performer who is able to “crunch the numbers” one minute and critically think through strategic issues the next. You are a self-starter with a high degree of rigor, organization, and discipline to get things done. You are able to communicate as effectively in delivering complex data-driven findings with product managers as you are in discussing logging and machine-learning specifications with engineers.
The ideal candidate is an independent, solution-oriented thinker with a strong background processing huge data sets, applying analytical rigor and statistical methods, and driving toward insights and solutions. 
Responsibilities : 
?	Rapidly build and refine machine learning models to detect good and bad actors
?	Collaborate heavily with Risk, Finance and Product to generate new ideas for models
?	Forecast and analyze Risk performance from top to bottom to scientifically target opportunities
?	Build automated reports, dashboards and metrics 
Qualifications:
?	MS or PhD in Statistics or other quantitative disciplines such as Engineering, Applied Mathematics, etc.
?	2 years experience, especially in areas of data analysis and visualization. 
?	Familiarity with scripting languages (e.g. Python).
?	Proven experience working with large, multi-source datasets and driving analyses to actionable conclusions.
?	Proven ability to successfully work and partner across multiple functions in an organization.
?	Strong organizational and project management skills, including ability to synthesize information to see the big picture while effectively managing details.
?	Willingness to learn new techniques. Excellent written and verbal presentation skills.
Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs for a confidential discussion. Thank you for your interest and we look forward to engaging with you.
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14080</guid>
            <title>Quantitative Research Analyst - Radnor, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14080</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 02 May 2013 19:30:24 GMT</pubDate>  
            <description><![CDATA[Stevens Capital Management L.P. ("SCM") is responsible for the overall portfolio management and trading of a $3+ billion multi-strategy hedge fund with a 21+ year track record of generating outstanding returns for its shareholders.  SCM pursues a wide variety of investing and trading opportunities in virtually all of the world’s liquid financial markets.  Located in suburban Philadelphia and employing more than 60 professionals, we seek talented and motivated individuals for the following position:
 

Primary Responsibilities:
*	Responsible for independently conducting quantitative research with a focus on statistical and predictive models.
*	Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting.
*	Analyzing and improving statistical trading models that are written in C++/Unix.


Requirements of the Candidate include:
*	Graduate level degree in a relevant scientific field.  
*	Advanced C++/Unix programming skills.
*	Strong working knowledge of regression, time series and other statistical techniques.
*	Strong quantitative, analytical and problem solving skills.
*	Knowledge of financial markets and products is an asset.
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14078</guid>
            <title>Senior Quantitative Analyst - Interest Rates - Sydney, Australia</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14078</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 01 May 2013 22:26:10 GMT</pubDate>  
            <description><![CDATA[This is a great opportunity to work in the Sydney market for a highly progressive Australian Bank that in the last 12 months has built a team of top talent in their Quant group. This Investment Banks Rates and Credits division is making leaps forward by developing new models for busy desks to meet the evolving needs of customers. In this Senior Analyst role you would primarily work with the options business supporting vanilla and exotic product development. 

A huge benefit of working in this group is the opportunity to touch an interesting and diverse range of models and make a big impact on the business. The IR rates quant team is agile and exceptionally skilled, so you will be around arguably the most intellectually stimulating experts in Australia and encouraged to become a pivotal member of that team. 

Key areas of responsibility will include:

Building new models and contributing to the analytical library
Working collaboratively with the team to solve problems
Validating models in collaboration with the model validation team
Managing assigned projects 
Improving systems and processes 
Supporting busy trading desks both reactively and strategically

The ideal candidate will have:

- Outstanding academics, typically a PhD from a globally recognised university is preferred, however applicants with a blend of degrees and masters from top universities would be welcomed.

- Over 4 years experience as a rates quant in a major financial centre. 

- Hands on experience of implementing models using at least one of the following Hull White, Cheyette, Markovian HJM or LMM (multi factor) plus  experience with SABR or Heston models.

- Over 4 years experience developing in C++ using the latest OO programming techniques.

- Some solid experience with VBA.

- Strong skills using source code management tools such as Subversion etc.

- The right attitude to be a team player with a good sense of initiative and plenty of drive.

In exchange for your ability, you will work in a visible front office role in a fast growing group. Equally you will gain immense experience and career development opportunity. Most appealing of all is the Sydney lifestyle and the benefit of working in a  modern International City with close proximity to sandy beaches, good food, strong exchange rate, excellent infrastructure for families and singles alike and of course, a comfortable year round climate.  

Applicants from major overseas financial markets of London, New York, HK, Singapore or Western Europe are welcomed. Employer Visa sponsorship and relocation assistance may be provided subject to meeting DIAC immigration requirements. 

To express your interest in this role, please contact Roy Stapleton at roy@e-quant.com.au for more information, including your CV if available. Equant is a specialist executive search consultancy for quantitative analytics careers based in Sydney Australia. We have experience supporting International career moves in Investment Banking. All enquiries will be treated with the highest regard for confidentiality. 




]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14077</guid>
            <title>Entry Level C++ Programmer - Algorithmic Trading Group - New Yrok - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14077</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 01 May 2013 00:41:17 GMT</pubDate>  
            <description><![CDATA[Entry Level C++ Programmer - Algorithmic Trading Group - Tier 1 Global Leading Investment Firm - New York - $150,000 - $170,000 + performance bonus + benefits
About :
My client is one of the leading tier 1 investment firm based in New York, who after yet another year of outstanding achievements and successful resourcing, have now embarked on a period of aggressive expansion plans to bolster performance levels within some of the most profitable groups. 

Role :
Help develop a new algorithm trading engine, replacing a few of the existing solutions with new and innovative ideas. 
Due to the collaborative culture of the group the successful C++ Quantitative Trading Developer will also participate in a number of other projects, such as the development of an electronic trading framework 
The role also offers the opportunity to work within the high frequency trading space, assisting the senior members of the team in developing infrastructure for high frequency data analysis which captures market data, customer flow and hedges into a data warehouse. 
Requirements :
BS/M.S/PhD in Computer Science, Engineering, Physics or other related field
Excellent C++ programming skills
1-4 years of work experience in C++ programming and providing solutions to real world problems is beneficial.
Scripting languages a plus (Perl/Python etc but not essential).
Excellent Academics & Projects based on C++ would be an additional advantage.
Contact :
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “MHSH“.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you.]]></description>  
    </item>  
      
        <item>  
            <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.
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14072</guid>
            <title>Big Data Specialist Developer for Automated Trading – NewYork  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14072</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 29 Apr 2013 23:54:59 GMT</pubDate>  
            <description><![CDATA[Big Data Specialist Developer for Automated Trading – NewYork – USD 200 – 250K
Leading global electronic trading firm is looking for a Big Data Data  Developer with deep data mining and Analytical skills for its team in New York.
Our client is well regarding electronic market-marketing firm. The business has trading operations in the United States, Europe and the Asia-Pacific region. 
Role
•	Working closely with quantitative researchers and Traders in the C++ / Java production level implementation of data mining algorithms and tools.
•	Play a Vital role in the designing and implementation of software focused on the analysis of massive data sets.
•	Develop innovative applications to help the high frequency trading process and the ability to use emerging technologies to enhance the product architecture

Skills Required
•	At least 2 + years experience in C++/ Java programming of data mining algorithms from within any industry.
•	Experience in Data mining, Data modelling, Big Data, Sass, Splunk, Rapid miner, Tableau are highly desirable.
•	Outstanding academic background from a leading University.
•	Interest and commitment to build a strong career in the finance market.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at 646-502-8555 and ask to speak with [SAM] for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 


]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14070</guid>
            <title>Entry Level Algorithm Developers – Quantitative Trading – San Francisco, NY - New York, United States, Newark, United States, San Francisco, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14070</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Mon, 29 Apr 2013 23:02:19 GMT</pubDate>  
            <description><![CDATA[Entry Level Algorithm Developers – Quantitative Trading Industry – New York, New Jersey & San Francisco - $180K + Bonus.
About :
A Maven Alpha client is seeking an Entry Level Algorithm Developers with experience in C++ and Java in New York, New Jersey & San Francisco.
Our client works hard to be a place where "builders can build" and this shows in the innovations that our client brings to market. Our client provides the tools and services that enable our client to maintain its pace of innovation and provide world-class services to customers. With thousands of developers located around the world producing millions of lines of code each year in various programming languages they are already releasing software at a scale that very few companies can match.
Role :
Help the team finding their best strategy to develop the best quantitative trading algorithm for the profit of client or for the company itself.
A good Developer will demonstrate that they can proactively and continually improve their level of knowledge about our client's business and relevant technologies, and use this knowledge to deliver high quality, accurate software deliverables
Clear, professional communication skills able to contribute to team discussions, knowing when to contribute, when to listen, and when to ask questions
Experience developing in a Linux environment
Coding C++ to create new & develop existing quantitative trading algorithms.
Requirements :
•	Bachelor's/MS or PhD degree in Computer Science or related field
•	Computer Science fundamentals in object-oriented design
•	Computer Science fundamentals in data structures
•	Computer Science fundamentals in algorithm design, problem solving, and complexity analysis 
•	Exceptional skill set in C++ programming.

Knowledge of the finance industry is encouraged but not an absolute requirement.
For your hard work, you will get:
-Excellent compensation packages
-Fun, exciting, work environment with the chance to implement new development 

Contact :
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “MHSH“.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you.

]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14068</guid>
            <title>Quant Developer - Proprietary Trading Firm – Chicago -USD$ 180 to $225 + - Chicago, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14068</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Sat, 27 Apr 2013 00:52:01 GMT</pubDate>  
            <description><![CDATA[Quant Developer - Proprietary Trading Firm – Chicago -USD$ 180 to $225 + Bonus.
About the client:
My client is a technology-driven proprietary trading firm based in Chicago’s financial district. 
The firm has grown to be a leading liquidity provider and market-maker for the U.S. exchange-listed equity options markets. The unique culture deploys a highly integrated model, where traders, quantitative analysts, equity analysts and technologists work closely together to capitalize on pricing opportunities in the options, commodities and futures markets, has developed an innovative and scalable trading platform that promotes collaboration, manages firm-wide risk and uses proprietary technology to enable high performance and a trading edge. 
The client has been recognized as one of the “National Best and Brightest Companies to Work For”TM by the National Association for Business Resources in 2012 / 2013
Summary:
Desk Quants are part of the Trading Organization. They work within Trading teams providing quantitative expertise, real-time modeling, and advice on strategy and risk management. The various trading teams on the desk are segmented by product, sector, and strategy and each has unique needs from a quantitative perspective. The role of Desk Quant is a path to a future role as a Senior Desk Quant or a Trader on the Trading team.
Responsibilities:
• Collaborate with traders to enhance existing trading signals and algorithms.
• Develop, test and implement new quantitative trading strategies and algorithms.
• Create practical and innovative solutions to problems that arise on the trading desk in a timely manner.
• Must be able to understand trading concepts and ideally have experience on an options trading desk
• Leverage existing trading infrastructure and development resources to deliver solutions and add alpha to clients current trading system.
• Monitor and improve strategy and execution performance.
• Develop solutions for handling specific market events, corporate actions, special situations, and other one-off need
Skills and Qualifications:
• PhD or MS in a quantitative field, i.e. Financial Engineering.
• Practical experience in statistical analysis, optimization, Monte Carlo simulation, and derivatives pricing  and hedging.
• Practical experience on an Options, Derivatives and/or Futures desk is desired.
• Experience in developing and working with analytical libraries in C++/ C# and databases.
• Independent problem solving and excellent communication skills.
• Able to explain complex topics to a wide audience with various levels of training and exposure to quantitative subjects.
• Being able to think creatively and succinctly.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MIEL “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mike Jacobs for a confidential discussion. Thank you for your interest and we look forward to engaging with you.
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14066</guid>
            <title>Risk Analyst/Software  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14066</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Sat, 27 Apr 2013 00:25:33 GMT</pubDate>  
            <description><![CDATA[
The Risk Management Team of the top financial company in NYC is seeking experienced and detail oriented risk analyst/developer for their analytic and research group that contributes directly to the company’s investment performance.  In this role, right candidate will work closely with teams across the company, including Research, Portfolio Analytic, and Compliance to help manage existing and develop new daily and intraday risk reports, monitor critical risk input data, help develop methods to analyze various output risk metrics, and help maintain and extend the existing risk system analytic and reporting software. This position is combination of strong programming, analytical, quantitative, math and financial knowledge skills. Your main duties will be to specifies, develops, implements, and calibrates quantitative models for the measurement and management of risk capital and risk exposures across all risk types, in close cooperation with other units in risk control, contributes to the assessment of methodological alternatives and provides documentation of risk models. 

The ideal candidate will have PhD/MS degrees from a top university, a strong academic record, good communication skills, and at least 3 years of work experience in industry.  PhD in Computer Science, Operations Research, Physics, Mathematics, Engineering, or any quantitative field.

In addition to being hands-on and detail-oriented, successful candidates will have solid quantitative, technology, mathematics and problem solving skills, and extensive experience in C/C++ and various UNIX shell and Java programming with a strong written and interpersonal skills and good team player. Familiarity with UNIX/LINUX OS is a big plus.

Please right candidate submit your resume to: dinka@martingaleinternational.com
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14063</guid>
            <title>Entry Level  / Transition Role – Quantitative Trading Firm – NY &amp; NJ - New York, United States, Newark, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14063</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Fri, 26 Apr 2013 01:31:40 GMT</pubDate>  
            <description><![CDATA[Entry Level  / Transition Role – Quantitative Trading Firm – New York & New Jersey - $120K-$150K Basic + Bonus
About :
Our client is one of the Leading Quantitative Trading firm headquartered in New York. Our client plays a major role in present day Quantitative Trading Market. They are market maker on numerous exchange and electronic market places in equities, fixed income, currencies and commodities. Our globally located client is looking to expand their R & D team by recruiting more highly talented C++ Programmers for their offices in New York & New Jersey. 
Role :
•	Helping senior developers and researchers in collecting, collating and cleaning a massive amount of data. 
•	Improving the performance and efficiency of the existing strategies, as well as collaborating with Trading analysts code new strategies.
•	Implementation of C++ knowledge and writing new codes for Quantitative Trading Algorithms.
•	Primary responsibility to code Innovative Trading Technology by developing and perfecting proprietary Trading Algorithms running on high performance electronic trading platform.
Requirements :
•	BS/MS/Phd in the stream of computer science, Mathematics (or) Statistics from one of the top Institutes in the world.
•	2-5 years of working experience as a programmer/developer in C++ (From Non Financial Background).
•	Proved records of winning Olympiad or any other awards and recognitions.
•	Exceptional programming skills in C++.
•	Passion towards working with Quantitative Trading firm.

Contact :
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MHSH “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you. ]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14060</guid>
            <title>Quantitative Developer / Analyst – Electronic Trading, Manhattan – NY - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14060</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 24 Apr 2013 20:23:44 GMT</pubDate>  
            <description><![CDATA[Strong C++ developer required for the Quantitative development / analyst position with a leading financial firm in Manhattan, NY areas.

Our client is one of the leading hedge funds in New York. They have a systematic development and technology team focused on the R&D of their Algo suite.

Role
You will be involved in design, develop, implement and back test the automated trading platform, primarily working on real-time server-side programming using C++.  You will work closely with traders, quantitative researchers and sales teams.  The ideal candidate will be a creative problem solver with a high level of initiative and effectively implements solutions in code, in a fast-paced, dynamic environment.

Requirement
•	Must have a strong software development background with 2-5 years of experience.
•	Expertise in C++ programming, multithreading, python, matlab, etc are required.
•	Most likely PhD or equivalent from top US University. 
•	Financial services domain experience is not mandatory.
•	Candidate should be self-motivated, energetic and passionate in this market. 

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “SUSH“.  Alternatively, please call our office at (646)502-8555 and ask to speak with Suresh for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 

]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14058</guid>
            <title>Financial Software Developer – Quantitative Trading – New York  - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14058</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 23 Apr 2013 20:11:18 GMT</pubDate>  
            <description><![CDATA[
We in the process of hiring the strong C++ Statistical Programmer for one of our Hedge Funds clients in New York to develop new quant trading applications.
 

Client

Our client is a large quant trading hedge funds firm based out of New York.  They are a well known for introducing innovative high frequency strategies in the automated trading market making. Their technology team plays an integral part of the firm’s success and continuous to the backbone of the firm.

Responsibilities
This is a great opportunity if you are starting your career or wish to continue to grow in the automated trading market. You will be involved in developing innovative high frequency quant trading system. You primary job will be analysis, modeling, coding and implementation of new algorithms to arrive the required trading frequency, where the customers will get benefited in buy or sell. You can enhance your skills by working with world class quant researcher’s (PhD’s) and senior developers in the hot and real-time environment.

Requirements
•	3 + years of experience in professional C++ Programming.
•	Python, VBA, Matlab, Shell script, UNIX are desire.
•	Perfect candidate would be hands on with cutting edge technologies from any industries handles large volume datasets.
•	Expertise in statistical analysis and programming are plus.
•	PhD. in Computer Science or Equivalent background preferred.
•	Good communication, interest in financial industries and self-driven.

Contact
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ SUSH “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Suresh for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13929</guid>
            <title>Leading IB Hiring Quant Strategist/ Quant Programmer- London - £95K - London, United Kingdom</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=13929</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 23 Apr 2013 14:01:21 GMT</pubDate>  
            <description><![CDATA[Leading Investment Bank are looking to hire a Quant Strategist to join the interest rates strategies group. They are ideally looking for 2 candidates who can start by October at the latest.


Role:

You will have a global remit to work across the whole range of Interest Rate Products.
Your role will involve working with traders on the  swaps, options and exotic desks , giving them tools to analyze their risk and price trades.
Implementation of models for currency options business: vol surface models, stochastic / local vol, multi-asset dynamics,etc
Design of advanced risk metrics for portfolio management: scenario analysis, higher order risks, …etc.
Development of the  electronic trading platform for first generation exotics as well as options.







Requirements:-

Very strong quantitative background (Maths / Physics / Engineering) from a top institution.

Excellent applied programming skills in C++

Judgment -- ability to work on the trading desk under significant time pressure & make trade-critical decisions


Experience working with databases or SQL an advantage

Knowledge of financial markets, particularly from a quantitative viewpoint would be an advantage.

Relevant experience in FX or a related area would be advantageous.

Ideally the candidate will have some experience of delivering robust, high performance software and either with experience of financial markets or a keen interest to learn about them.
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14050</guid>
            <title>VP - C++ SCIENTIFIC PROGRAMMER, NY $225K/+BONUS - New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14050</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 18 Apr 2013 00:46:48 GMT</pubDate>  
            <description><![CDATA[VP - C++ SCIENTIFIC PROGRAMMER, NY $225K/+BONUS

FIRM:
•	Our client is a leading automated trading firm. They have enjoyed a very exciting few years recently in terms of profitability and growth into new markets and electronic exchanges.  Their core focus is on the research, development and deployment of high frequency strategies across multiple asset classes. 
ROLE:
•	You will work with a world renowned senior quantitative researcher - trader and an extended team of quantitative analysts and developers  in the roll out of this next generation platform. The platform will provide the firm with the ability to grow  its breadth of strategies across a wider range of liquid instruments and asset classes. 

REQUIRED SKILLS:
•	2 – 4 years versatile experience in C++ programming. Low-Level C++ programming skills and ability to produce multithreaded C++ code.
•	Experience with Data Structures, Algorithms, Design Patterns, Big Data etc. highly preferable.
•	Understanding and experience developing mission critical performance sensitive real-time systems.
•	Experience working on ultra-low-latency C++ systems is preferable.
•	Excellent verbal and written communication skills.
•	Experience within Hedge Fund, Prop Trading or Investment Banking is not essential; applicants are welcomed from other innovative industries.
•	A top Computer Science degree from a leading institution is strongly preferable.

CONTACT:
•	If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at  646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 

]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14049</guid>
            <title>Market Data for Statistical Trading  - Developer. NY or Los Angeles.  $200K - Los Angeles, United States, New York, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14049</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 18 Apr 2013 00:45:04 GMT</pubDate>  
            <description><![CDATA[Market Data for Statistical Trading  - Developer. NY or Los Angeles.  $200K/+BONUS

FIRM:
•	Client is globally-positioned, proprietary trading firm focused on innovative statistically driven Automated trading. 

ROLES & RESPONSIBILITIES:
•	The Individual Developer will be part of a team responsible for building and maintaining the infrastructure used by quantitative researchers for statistical analysis.
•	You will work closely with core developers, quant support system administrators and quant researchers to ensure the integrity of the market data and optimize its format for high performance computing.
•	Responsibilities for this position will be split between operational support of historical market data archives, automation of support tasks, and development of tools which will enhance the efficiency and efficacy of the researchers’ workflows in researching a deploying new statistically driven automated trading strategies

REQUIREMENTS:
•	2-4 years of C++ programming and scripting experience in Python/Shell.
•	Demonstrated troubleshooting experience and ability to exercise appropriate judgment when managing system incidents, including communicating with users and technicians and taking decisive action.
•	Demonstrated drive and persistence to get to the bottom of an issue or to complete a task when confronted with obstacles.
•	Experience developing real-time trading applications desired.
•	Team player and ability to work in a fast-paced environment.
•	Excellent communication and documentation skills.
•	Ph.D. or M.S. degree from a top tier institution in Mathematics, Operations Research, Economics, Electrical Engineering, Computer Science, or Physics.

CONTACT:
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference SAM. Alternatively, please call our offices at 646-502-8555 and ask to speak with SAM for a confidential discussion. Thank you for your interest and we look forward to engaging with you. 
]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14047</guid>
            <title>PhD / M.S Computer Science, Software Engineers - New Jersey $150 - $200K - Newark, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14047</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 23:07:44 GMT</pubDate>  
            <description><![CDATA[PhD / M.S Computer Science, Software Engineers - New Jersey $150 - $200K + Performance Bonus 
Our client is looking to hire PhD / M.S computer science, software engineers to join their existing team of programmer/Technologist 
CLIENT
Our client is one of the most renowned Quantitative Trading Firms in New Jersey. They are focused on providing advanced trading solutions in the space of Quantitative Trading. Our client leverages their experience and expertise to influence cutting edge and capability to the wealth management sector..
ROLE
Ideal Candidate will work in a highly proficient software development team responsible for enhancing and developing trading strategies. Candidates will be involved in a highly (object oriented) software development and advanced numerical techniques. You will specifically focus on data research and analysis enriching new trading ideas and strategies, Implementation of C++.
REQUIREMENTS
•	PhD / M.S in computer science or relative discipline from a leading university.
•	1 – 5 years of experience from any software and development industry.
•	Expert in C++ programming.
•	Collegiate personalities with a desire to work in a open and dynamic research environment.
•	Meritorious Academic records.
Contact :
If you find this role of interest, please submit your application to apply@mavenalpha.com quoting the reference “ MHSH “.  Alternatively, please call our office at (646)502-8555 and ask to speak with Mohsin for a confidential discussion. Thank you for your interest and we look forward to engaging with you. ]]></description>  
    </item>  
      
        <item>  
            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14043</guid>
            <title>Cross Asset Futures Execution Quant Analyst – New York  - Chicago, United States, New York, United States, Stamford, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14043</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:25:57 GMT</pubDate>  
            <description><![CDATA[TITLE – LOCATION

Cross Asset Futures Execution Quant Analyst – New York 

SALARY + BONUS 

Circa $200’000 base plus bonus 

JOB DESCRIPTION-
My client, a leading hedge fund is seeking an execution quant to design and develop new execution cross assets futures strategies, as well  as maintain and improve existing ones. 

As a  highly secretive and selective group, this is an exceptional possibility to join a world leading fund as a quant analyst, with fantastic progression possibilities. My client is seeking a junior to mid level experienced candidate, with a background in creating successful execution models. 
Key Responsibilities
•	Create new execution trading strategies
•	Develop, enhance and optimize existing algorithmic models 
•	Focus cross asset futures 
•	Conduct high quality research both independently as well as with other researchers, traders, and software engineers
•	Conduct statistical analysis of market data, historical trends, and relationships
Job Requirements
•	Top tier education
•	Demonstrated history of developing successful quantitative execution models  
•	Models preferably involving transaction cost analysis and/or high frequency trading.  
•	Excellent programming abilities – notably in C++, R & Matlab
•	Proficient with large datasets and data mining; 
•	4+ years of experience preferred
Please do not hesitate to get in touch to learn more on this fantastic opportunity 

Contact: Ben Harris on +44 (0) 203 141 8010

APPLY | quant@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>  
    </item>  
      
        <item>  
            <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
]]></description>  
    </item>  
      
            </channel>  
        </rss>  
    

 

