The job board for quantitative finance, financial engineering and risk management. en-gb Copyright 2005-2008 QuantFinanceJobs.com. All Rights Reserved. http://www.quantfinancejobs.com/summary-us.asp http://www.quantfinancejobs.com/assets/images/adverts/quantfinancejobs-button.gif http://www.quantfinancejobs.com/summary-us.asp 120 60 The job board for quantitative finance, financial engineering and risk management. Quantitative Analyst – U. S. Global Investors, Inc., San Antonio, Texas www.usfunds.com Career Opportunities In this role, candidate will support Investment Team efforts originating and implementing new models. Will produce innovative risk analysis and quantitative research on markets and portfolios. Also monitors and analyzes consistency of risk and performance across products. Estimating and calibrating parameters for use in risk models, such as volati... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5315 Wed, 23 Jul 08 19:18:22 +0100 pajonas@usfunds.com Performance Analyst The Performance Analyst will be responsible for the production, review, and delivery of Managed Accounts investment performance results. Responsibilities • Help develop and manage the production process for delivering sponsor performance reports • Review performance results, and investigate and troubleshoot exceptions as needed. • Work with portfolio management team and developers to develop and enhance automated checks and reports. ... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5314 Wed, 23 Jul 08 17:49:42 +0100 mminder@FinancialEngines.com Financial Engines is a leading provider of investment advice services in the Retirement Investment Market and is looking for a Senior Relationship Manager to drive continued business growth. Reporting to the VP of Client Services, the Senior Relationship Manager will be responsible for a book of marquee clients across a number of our FE-branded provider/client relationships. Responsibilities: Manage client services relationships of Fi... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5313 Wed, 23 Jul 08 17:32:23 +0100 mminder@FinancialEngines.com Premier Energy Firm is seeking a Quantitative Risk Analyst with 3+ years experience in risk modeling - development, testing, and implementation. Extensive experience in risk management techniques, energy products and financial modeling required. A PhD in Math/Science related field. Must possess strong communication skills. Please speak with Marco for more information regarding this position. Please refer to JO# MJM4365; Marco Mularoni or Barry Franklin; ... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5312 Wed, 23 Jul 08 17:12:49 +0100 barry@integratedmgmt.com Financial Engines is a leading financial services and investment management company based in Palo Alto, CA. Financial Engines was founded by Nobel Laureate William F. Sharpe, with a revolutionary vision: to help make financial security a reality for all investors. Our advisory services employ state-of-the-art financial methodologies and advanced software technology to provide high-quality, personalized investment advice and management. We are passionate about h... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5311 Wed, 23 Jul 08 16:30:02 +0100 mminder@FinancialEngines.com Prestigious Hedge Fund seeks dynamic EXCECUTION QUANT TRADER for Global Trading Desk. Candidate must have a STRONG academic background with AT LEAST one year of experience trading. Technical skills required include PERL, VBA, C++ or JAVA, along with some SQL knowledge. On a daily basis, this individual will be developing strategies, enhancing the Electronic Trading Systems, and Trading Equity and Fixed Income products. Ideal candidate will have a MS in Computer S... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5309 Tue, 22 Jul 08 21:45:15 +0100 barry@integratedmgmt.com Major Financial Firm seeks a Fixed Income Quantitative Analyst for a Chicago position! This is a senior level role for an experienced Quantitative Analyst with a Fixed Income background. Position entails working in front office-trading environment. Ideal candidate will have excellent communication skills, solid Matlab, VBA, C++ background with hands-on experience in Treasury operations and Eurodollar on a day-to-day basis. Ideal candidate will have 5-7 years o... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5308 Tue, 22 Jul 08 21:43:23 +0100 barry@integratedmgmt.com FOREIGN EXCHANGE QUANT ANALYST / NEW YORK () Top Investment Bank is seeking a top-notch Foreign Exchange Quantitative Analyst with superior mathematic, derivative pricing and C++ skills. In this front-office role, candidate will support trade desk efforts originating new models and implementing them in C++. This is not a Developer role. A PhD in a mathematic or science required, in addition to 2-5 years experience in the FX credit space. Please speak with M... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5307 Tue, 22 Jul 08 21:41:20 +0100 barry@integratedmgmt.com Top Investment Bank is seeking a top-notch Credit Derivative Quantitative Analyst with superior mathematic, derivative pricing and C++ skills. In this front-office role, candidate will support trade desk efforts originating new models and implementing them in C++. This is not a Developer role. A PhD in a mathematic or science required, in addition to 2-5 years experience in the credit space. Please speak with Marco for more information regarding this position. ... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5306 Tue, 22 Jul 08 21:39:49 +0100 barry@integratedmgmt.com Premier Hedge Fund seeking technically strong candidates across all quantitative/automated trading disciplines - high/medium/long frequency and across all asset classes. Candidates must sit on the research/trading side. Must have experience sifting through the data, developing, back testing, and implementing models. Stats background with associated IT skills required. PhD preferred. Please speak with Marco for more information regarding this position. Please... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5305 Tue, 22 Jul 08 21:38:05 +0100 barry@integratedmgmt.com Premier Hedge Fund seeks an experienced Market/Trading Risk Manager. On a daily basis, candidate will work with Traders on the desk to assess and model risk exposure. This individual must possess a minimum of three years experience in market or trading risk interacting with the trading desk. PhD-level degree preferred in related field. Please speak with Marco for more information regarding this position. Please refer to JO# MJM4331; Marco Mularoni or Bar... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5304 Tue, 22 Jul 08 21:35:49 +0100 barry@integratedmgmt.com Top Tier Investment Bank is seeking a Quantitative Analyst with a minimum of one year experience in front office developing quantitative pricing models…any asset class. Global Team Member will be developing models within the commodity space supporting trade desk efforts. Strong C++ programming and quant analytics skills a must. Exceptional communication skills required to interact within the Quant team and traders. Must have a PhD in a Science, or Math. Please s... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5303 Tue, 22 Jul 08 21:33:47 +0100 barry@integratedmgmt.com I''m looking for an individual who has built a solid track record of success in the application of quantitative based approaches across risk management frameworks and keen to apply their expertise into a business that has built it''s success around sound risk management principles. Suitable profiles will have developed their MSc/PhD level mathematically ability into multi-asset class environments involved in understanding both the pricing, hedging and risk mana... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5301 Tue, 22 Jul 08 12:22:37 +0100 quants@atlas-fm.com Portfolio Analytics team of the top Hedge Fund is seeking experienced and detail oriented software engineers for their financial systems group. Applicant will be immediately responsible for designing, implementing, enhancing, documenting, maintaining and re-factoring large complex software applications and will be involved in the entire software development life-cycle. Right Candidate must demonstrate extraordinary knowledge and experience in designing high-perfor... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5292 Fri, 18 Jul 08 02:22:49 +0100 dinka@martingaleinternational.com JOB DESCRIPTION: Major financial firm with offices in NY and LA is looking for experienced and detail oriented software engineers to design and develop large complex software systems to support Derivatives Research and Trading. Applicant will be immediately responsible for designing, implementing, enhancing, documenting, maintaining and re-factoring large complex software applications and will be involved in the entire software development life-cycle. REQUIR... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5291 Fri, 18 Jul 08 02:21:26 +0100 dinka@martingaleinternational.com The asset management company with a broad, diversified portfolio of investments in NYC is looking for experiences quantitative analyst/statistician to improve their quantitative investment strategies, statistical modeling, risk management and research. Quantitative analyst will be responsible for modeling and designing strategies for implementation of models in a portfolio optimization framework. Core job responsibilities include: • Helping the company test qu... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5290 Fri, 18 Jul 08 02:19:27 +0100 dinka@martingaleinternational.com Purpose and function of job: Portfolio Analytics team of the major financial firm is seeking experienced and detail oriented bond portfolio analyst for their portfolio analytics and risk group. Principle duties and responsibilities of this job are not pricing bonds and or derivatives, its doing risk, asset allocation, and performance attribution on bond portfolios. This position is for senior analyst with experiences in fixed income portfolio analytics space with ... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5289 Fri, 18 Jul 08 02:12:16 +0100 dinka@martingaleinternational.com The top tier financial firm in NYC is looking for a Financial Engineer who will work with fixed income portfolio analytics space. This individual focuses on validating existing and developing new models to assess portfolio risk and its main drivers. Main responsibilities of the right applicant will include research on bond portfolios, contribution to developing a new portfolios and designing applications. Financial Engineers must have a several years of investme... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5288 Fri, 18 Jul 08 02:11:07 +0100 dinka@martingaleinternational.com A highly prestigious and growing hedge fund based in NY and LA is looking for a Quantitative Strategy Developer. The successful candidate will be responsible for researching and developing derivatives-based long-term investment strategies. . Responsibilities: • Recommend financial engineering approaches to configuring (or reconfiguring) a set of alpha and beta sources of risk and return to meet stated investment objectives; construct probabilistic models of r... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5287 Fri, 18 Jul 08 01:34:36 +0100 dinka@martingaleinternational.com Major Financial Firm seeks a Desk Quantitative Analyst. Ideal candidate will have a few years experience as a Desk Quant, pricing or analyzing, hedging on structured transactions could be any underlying security. Candidate must have a PhD in quant field (Theo Physics, Mathematics, Finance). This individual will have some pricing and hedging of derivative experience, and know what is going on. On a daily basis, candidate will price and analyze the hedging of hi... http://www.quantfinancejobs.com/jobdetails.asp?JobID=5286 Thu, 17 Jul 08 21:03:22 +0100 barry@integratedmgmt.com