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/jobs/hedge-fund.asp http://www.quantfinancejobs.com/assets/images/adverts/quantfinancejobs-button.gif http://www.quantfinancejobs.com/jobs/hedge-fund.asp 120 60 The job board for quantitative finance, financial engineering and risk management. Infrastructure Quantitative Developers A top Tier Hedge Fund, a quantitative hedge fund manager, is hiring computer programmers with world class intelligence, good math skills, and very strong programming skills to help work on our trading infrastructure. The firm successfully trades a number of different strategies in a variety of markets. We have an extremely high performance network that processes a huge amount of financial information in real time. The tea... http://quantfinancejobs.com/jobdetails.asp?JobID=5516 Thu, 28 Aug 08 00:07:44 +0100 jsutton@michaelpage.us.com Prestigious Hedge Fund is looking to add a C++ Developer with 1-3 years of financial experience. On a daily basis this person will primarily be responsible for building and maintaining our financial systems and infrastructure. This job is a high visibility one since the candidate will interact with smart, talented and creative people who are experts in finance, mathematics, and computer science. As such, the candidate must have excellent communication skills and m... http://quantfinancejobs.com/jobdetails.asp?JobID=5511 Wed, 27 Aug 08 20:05:56 +0100 ian@comprehensiverecruiting.com My Client, a growing Hedge Fund in North Carolina is looking for an FX Quant Developer with experience in currency based models and C++. You will be responsible for developing and optimizing models so extensive understanding of currency focused models is necessary. You will be part of building out a team of 6 reporting directly to the president of the fund. Requirements: - Masters or Ph.D. in statistics, applied math, computer science, engineering -... http://quantfinancejobs.com/jobdetails.asp?JobID=5508 Wed, 27 Aug 08 14:38:21 +0100 d.lubarsky@huxley.com Hedge Client is currently on the market for a Quant Developer with 2 yrs + experience of portfolio & strategy optimisation. You must have worked on optimising high frequency trading strategies at a Bank or Hedge Fund and have excellent skill sin C++. You will work directly with a Portfolio Manager who electronically trades high frequency US Equity products and will help him to make his strategy more effective & profitable. Ultimately, you will be trained on how... http://quantfinancejobs.com/jobdetails.asp?JobID=5506 Tue, 26 Aug 08 21:32:50 +0100 k.tanna@huxley.com Systematic global macro hedge fund is searching for an experienced quantitative researcher. The ideal candidate is expected to grow quickly into the role of head of research, overseeing a group of junior researchers and consultants. Desired Degree / Experience / Skills * PHD in Economics or Finance or in a quantitative field from a top university. * 2-3 years work experience in econometric forecast based trading/research environment. * Experienced ... http://quantfinancejobs.com/jobdetails.asp?JobID=5505 Mon, 25 Aug 08 17:43:00 +0100 recruiting@qmscapital.com Multi-billion dollar asset manager seeking to hire experienced quantitative strategist with equity quantitative strategy and portfolio management experience. Join a multi-billion dollar asset manager in the NY/CT area as a quantitative strategist covering (1) the creation and research of quantitative strategies and stock selection models (2) portfolio management, optimization, and risk, and (3) other portfolio/trading responsibilities including transaction cost... http://quantfinancejobs.com/jobdetails.asp?JobID=5504 Mon, 25 Aug 08 17:34:25 +0100 a.kreymer@huxley.com Los Angeles vicinity hedge fund has an immediate need to hire a Database Administrator. Responsibilities will include establishing database management systems, standards, guidelines and quality assurance for database deliverables, such as conceptual design, logical database, capacity planning, external data interface specification, data loading plan, data maintenance plan and security policy. Responsible for devising, negotiating, and defending the tables and ... http://quantfinancejobs.com/jobdetails.asp?JobID=5494 Fri, 22 Aug 08 19:02:01 +0100 ian@comprehensiverecruiting.com Los Angeles vicinity hedge fund has an immediate need to hire a Database Administrator. Responsibilities will include establishing database management systems, standards, guidelines and quality assurance for database deliverables, such as conceptual design, logical database, capacity planning, external data interface specification, data loading plan, data maintenance plan and security policy. Responsible for devising, negotiating, and defending the tables and fie... http://quantfinancejobs.com/jobdetails.asp?JobID=5493 Fri, 22 Aug 08 19:01:01 +0100 ian@comprehensiverecruiting.com Head of Model Implementation – FX/Futures/Stat Arb - Quant Trading – NY Fund: A well established, profitable and secure Hedge Fund managing over 10 billion USD, are looking for a technologically gifted Quant, with vast experience of implementing models from research into a live trading environment, with leading capabilities and confidence. You should have a good understanding of the markets, ideally with FX products, or other areas of Fixed Income. However,... http://quantfinancejobs.com/jobdetails.asp?JobID=5492 Fri, 22 Aug 08 17:32:10 +0100 g.webb@pathwayresourcing.com A leading US Hedge Fund (with over ten offices worldwide) has recently set up a new Asset Backed Securities group. As a result they now need a Senior Front Office Quant Analyst with experience of Mortgage Backed Securities and Asset Backed Securities (prepayment models, residential mortgage lending etc.) to work alongside a new Senior Mortgage Trader who has also recently joined. At the moment this new Asset Backed Securities group remains quite small so the re... http://quantfinancejobs.com/jobdetails.asp?JobID=5486 Fri, 22 Aug 08 16:53:42 +0100 wm@phipartners.com