Displaying 91 jobs
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03 Jul 2008 23:13
New York - commensurate with experience
Global statistical arbitrage fund is looking for an experienced quantitative portfolio manager to join their team.
Qualified candidates will have 4+ years of trading experience either on buy-side or prop trading group at a bank, ideally running high frequency trading strategies for global equities and/or futures and have stable performance.
The candidate should have experience building strategies from the ground up and have experience in alpha creation, time ser... more
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03 Jul 2008 22:49
New York - commensurate with experience
Premier global investment bank seeks a quantitative analyst/developer to join a group that supports the analytics for Equities Derivatives Trading business.
The candidate will be required to have strong quantitative, problem solving, communication and leadership skills to influence and deliver effective derivatives trading, pricing and risk management solutions to the Equity Derivatives businesses. The candidate will liaise with modeling, trading, and IT devel... more
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03 Jul 2008 22:36
Stamford - commensurate with experience
Premier global investment bank seeks an experienced quantitative analyst to join the quantitative group that supports a derivatives trading desk.
Qualified candidates will have 1-3 years experience, ideally supporting a derivatives trading desk, have strong quantitative and analytical skills, have solid familiarity with derivatives pricing and risk management, have sufficient C++ programming skills to implement their own models and an PhD or equivalent degree i... more
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03 Jul 2008 22:12
Stamford - commensurate with experience
Leading Multi-strategy Hedge fund in CT is seeking a Quant Programmer for the Equity Statistical Arbitrage desk. As a member of the team, the position entails development and support of the software infrastructure and the daily operations of a proprietary equity trading strategy. The set of responsibilities may broaden to include trading. Qualified candidates will have strong proficiency in C++, C, SQL, TCP/IP sockets, threads, and network programming, have exper... more
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01 Jul 2008 19:35
New York - Open
Tier one global investment bank seeks experienced PhD Quant Analyst to validate pricing and risk models. As an integral part of the Risk Management group, the successful candidate will test, code, and implement new models for the front office trading desk. Ideal candidate will have a background in fixed income derivative products and at least 3 years of experience working as a quantitative analyst for a top investment firm. You will be responsible for the maint... more
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01 Jul 2008 19:33
New York - Open
Top tier investment bank seeks experienced quantitative algorithmic developer for High Frequency Trading Equities/Algorithmic Trading desk. The ideal candidate will have an advanced degree in a hard science from a top school. Ph. D. preferred. The candidate should have 2-3 years of experience as a quantitative developer on a high frequency algorithmic trading desk and be familiar with stocks, futures and/or options. On a daily basis, the candidate will be work... more
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27 Jun 2008 16:14
New York - $Open
Top U.S. Based Investment Manager seeks Quantitative Analyst/Strategist possessing a PHD in a Quantitative field AND 2-3 years FINANCE experience. On an everyday basis, candidate will be working in the development and application of risk, PnL, derivative pricing models on a portfolio and trading level. This individual must have a solid technical background in C++ and/or JAVA. This is a fast paced trading environment. Must have excellent communication skills. ... more
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26 Jun 2008 14:54
East Coast - Open
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. Will consider candidates with up to five years of experience. 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 Fix... more
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24 Jun 2008 18:35
New york - Open
Top tier investment bank seeks Quantitative Risk Analyst Developer. Requirements include a Ph. D in a quantitative field from a top university and solid understanding of numerical analysis methods. Candidate should be adept in C/C++ and have implemented valuation methods for derivatives products. The candidate should have experience with derivative trade life-cycle processing and have a solid understanding of a wide selection of financial products in the equity,... more
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24 Jun 2008 18:34
New york - Open
Top tier investment bank seeks Quantitative Analyst for Risk Analytics Group. This group is responsible for developing quantitative pricing and risk management models for credit risk and hedge fund risk. Credit risk projects include development of pricing and simulation models for interest rate, equities, commodities, FX and credit derivatives. Hedge fund risk management projects involve the development of methodologies to measure specific risk and will require ... more
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24 Jun 2008 18:33
New York - Open
Top tier investment bank seeks experienced quantitative analyst for a market modeling group. Superior Math skills required. Candidate must have a Ph. D. in a hard science from a top university along with 2+ years of industry experience. Experience with parallel computing highly desirable. On a daily basis, the candidate will spend about 50% of the time working on mathematical solutions and then 50% in implementation. This is a core quantitative group and is n... more
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24 Jun 2008 09:08
New York - 200,000 - 400,000 USD plus bonus
Talented Mathematician/Quantitative Analyst – NY Based Hedge Fund:
A highly prestigious and growing hedge fund based in NY are looking for a talented Mathematician to join the quantitative research group to help generate and implement new trading strategies/models in various markets across different asset classes. The company place huge importance on creativity and the generation of new ideas, as well as strong realisation capabilities.
You should have a... more
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20 Jun 2008 19:21
New York - Open
Prestigious Investment Bank is looking to add a Quant Analyst to their Mark Risk group. On a daily basis this person will have a market risk oversight focus on the businesses of several hundred billion in size. The responsibilities include monitoring, reporting and analysis of market risk exposures incurred within CIB trading books and the portfolios consisted of assets including corporate credit products, ABS and CMBS, equities, FX, emerging markets, munis, trea... more
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20 Jun 2008 19:16
New York - Open
Top-tier global investment bank a need for a Senior Quantitative Analyst with high frequency quant trading experience. This role will focus on developing new strategies which focus on high frequency market interaction. The team is responsible for researching, testing and developing the quantitative trading strategies across a variety of frequencies that make up the Bank''s trading activity. The successful canidate will play a critical part designing, back- testi... more
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20 Jun 2008 19:13
Los Angeles - Open
Los Angeles based Research and Trading firm is looking to add a Quantitative Researcher. On a daily basis this person will assist in developing systematic trading strategies in equities, options, & futures markets; Develop and implement performance attribution systems. The ideal candidate will be a person with 1-3 years experience who has a strong technical or academic background in a quantitative field. They will also consider candidates outside of the financia... more
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20 Jun 2008 00:54
San Francisco -
Barclays Global Investors (BGI) is America''s largest money manager, providing structured investment strategies such as indexing, risk-controlled active products, and exchange traded funds to investors worldwide. For 35 years, BGI has been at the forefront of developing innovative investment ideas, applying science and technology to the investment process. Headquartered in San Francisco and winning first place in the SF Business Times'' ''''Best Places to Work in ... more
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18 Jun 2008 13:29
New York - 250,000-350,000
The firm''''s Quant Group covers the full range of ABS, CDO, CDO Squared, CLO, Exotic Equity, Fund and Insurance Derivative products, including life settlements. The primary responsibility for this role is to build up the modelling infrastructure for Insurance derivatives, specifically Life Settlements, but there will be opportunity to work in other areas. Including the hedge funds that they do business with.
Qualified candidates will offer:
- PhD in Mathemat... more
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17 Jun 2008 19:07
New York - Open
Top tier asset management company seeks experienced Quantitative Trader for equities buy side desk. On a daily basis the candidate will lead the quantitative effort to optimize execution flow, measure broker and trader performance, develop new or adopt existing Transaction Cost models for European markets, develop and integrate alpha-signals for execution strategies as well as other responsibilities. Candidate should have an advanced degree in a hard science and ... more
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16 Jun 2008 19:54
New York - Excellent Base + Bonus
Expats / Europeans looking to return to UK. This position supports the Exotic FX / Fixed Income Derivatives Trading team.
Responsibilities:
•Building a pricing frame work to price and risk derivative deals.
•Full Software lifecycle development of Middle Office and Front Office Tools
•Work closely with Business to understand both business and technical requirements
•Integration and testing using appropriate disciplined software development processes
... more
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16 Jun 2008 19:06
Chicago - $Open
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 refer to JO# MJM4342; Marco Mularoni or Barry Franklin;
Integra... more
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