Displaying 18 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 23:06
Stamford - commensurate with experience
Global Multi-strategy fund is looking for an experienced quantitative risk manager to join their team.
Qualified candidates will have 5+ years of risk management experience either on buy-side or prop trading group at a bank, ideally working with various asset classes including global equities, fixed income and derivatives and have familiarity with high frequency trading strategies.
Ideal candidate will have a PhD in a quantitative science such as Physics or Math... 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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25 Jun 2008 10:30
London / New York - £150,000+ PNL Share
My client is a well-established hedge fund with a global presence and a reputation for excellence.
The business allocates capital globally across a diverse set of strategies and asset classes. It employees 125 different portfolio managers, managing a diversified portfolio that includes at least nine broad strategy groups:
Relative Value Fundamental Equity
Statistical Arbitrage
Fixed Income
Merger Arbitrage
Closed-End Fund/Asset Arbitrage. ... 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 18:48
London -
An excellent opportunity for an ambitious candidate with exceptional technical, numerical and programming skills to join a leading systematic fund.
A prestigious Tier 1 Investment Bank is interested in hiring a quantitative analyst/financial engineer to work within their quantitative trading team. The business is an internal hedge fund with a custom infrastructure designed for high frequency system trading. The team is in the process of hiring an entry-level ... more
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03 Jun 2008 19:29
London, New York, Paris - £100k / P&L Share 14-18%
Hedge fund, Quantitative Analyst, Statistical Arbitrage, High Frequency, Multi strategy, Quant Trader, High Sharpe/Sortino, PhD, Econometrics, Statistics, Signal Processing, Maths, Engineering.
International Hedge Fund with over $8 Billion under management and specialising in systematic intraday trading using advanced proprietary models is looking for a quantitative analyst/trader with a proven, traded high frequency quant strategy to join their expanding des... more
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30 May 2008 17:55
New York - $Open
Global Investment Bank is seeking a Quantitative Developer to support the electronic platform for a commodities trading desk. Candidate MUST possess an exceptionally strong quant trading/stat arb background, an excellent Computer Science background (Master's degree in CS preferred), a minimum of five years of industrial experience, and strong problem solving skills. Must have strong design skills and have proficiency in OOD/A/P. Strong C++ and/or Java (C++ ... more
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30 May 2008 09:47
London - 50,000-75,000
Statistical Arbitrage - Quant Trader- Financial Engineer - Junior Quant - London
Are you a mathematician or computer scientist with a grade A; + PhD academic track record?
Do you have experience solving mathematical problems with novel solutions?
Can you program in C++ and write matlab script?
Are you a mathlete and have you competed in tripos or studied advanced mathematics / statistics.
Do you want to work in cutting edge research, d... more
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28 May 2008 21:26
Chicago, IL - $Open
Proprietary Market Making Firm seeks Senior Quantitative Analyst with statistical arbitrage expertise. Ideal candidate will have 2 - 5 years of experience, an ADVANCED degree in Economics, Statistics with time series analysis focus. Must have statistical forecasting experience and proficiency in C++ and MATLAB. On an everyday basis, candidate will be designing, and executing statistical analysis.
Please refer to JO# CLV4129; Cindy Vardon or Barry Franklin;
... more
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28 May 2008 21:21
New York - $Open
Global Investment Bank is seeking a Quantitative Developer to support the electronic platform for a commodities trading desk. Candidate MUST possess an exceptionally strong quant trading/stat arb background, an excellent Computer Science background (Master's degree in CS preferred), a minimum of five years of industrial experience, and strong problem solving skills. Must have strong design skills and have proficiency in OOD/A/P. Strong C++ and/or Java (C++ ... more
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22 May 2008 18:32
New York City - 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- tes... more
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22 May 2008 13:09
London - 60,000-95,000
An excellent opportunity for an ambitious candidate with exceptional technical, numerical and programming skills to join a leading systematic fund.
A prestigious Tier 1 Investment Bank is interested in hiring a quantitative analyst/financial engineer to work within their quantitative trading team. The business is an internal hedge fund with a custom infrastructure designed for high frequency system trading. The team is in the process of hiring an entry-level ... more
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20 May 2008 21:55
Chicago - Open
Proprietary Market Making Firm seeks Senior Quantitative Analyst with statistical arbitrage expertise. Ideal candidate will have 2 - 5 years of experience, an ADVANCED degree in Economics, Statistics with time series analysis focus. Must have statistical forecasting experience and proficiency in C++ and MATLAB. On an everyday basis, candidate will be designing, and executing statistical analysis.
Please refer to JO# CLV4129; Cindy Vardon or Barry Franklin;
... more
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14 May 2008 17:52
London / New York - £80,000-150,000
A well-established systematic hedgefund based in Mayfair is looking to recruit a quantitative trader with an interest in high and (very) high-speed intraday strategies.
The fund utilises vast computational resources to identify, assess and exploit market opportunities, while monitoring risk exposure. The systematic methodology provides strategic insights through mathematical analysis and computational models.
The fund was one of the earliest pioneers ... more
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09 May 2008 17:51
New York City - 150K + bonus
Financial trading firm in New York is looking to hire quantitative equity traders. Candidates should have excellent knowledge of Equity Markets with prior experience in equities prop trading, statistical arbitrage, microstructure research and/or implementation of high-frequency algorithmic trading models.
2 - 10 years of experience. A BS, MS or PhD in Mathematics, Computer Science, Physics or other quantitative field is required. Good mathematical, statistical... more
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07 May 2008 15:43
Atlanta - Competitive based on experience and qualifications
Hyde Park Global Investments, a hedge fund based in Atlanta, is currently looking for a highly motivated individual to join our dynamic and energetic quantitative team to assist with the development of new statistical arbitrage models. This person will also need to implement, validate and document improvements to the funds proprietary mathematical algorithms as needed.
The successful candidate should have excellent quantitative and data analysis skills, along ... more
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