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 http://www.quantfinancejobs.com/assets/images/adverts/quantfinancejobs-button.gif http://www.quantfinancejobs.com 120 60 The job board for quantitative finance, financial engineering and risk management. A European Bank currently has an exciting opportunity in London to join a small team within its Treasury Department. This team provides interest rate and currency derivatives, hard and local currency loan financing products as well as debt and equity capital markets products for clients via their dedicated industry and country banking teams covering South East Europe, Russia and Central Asia. The responsibilities of this position will entail: Working on the devel... http://quantfinancejobs.com/jobdetails.asp?JobID=5217 Fri, 04 Jul 08 15:13:57 +0100 ds@phipartners.com 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... http://quantfinancejobs.com/jobdetails.asp?JobID=5216 Thu, 03 Jul 08 23:13:44 +0100 recruiting@xecuplanet.com 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... http://quantfinancejobs.com/jobdetails.asp?JobID=5215 Thu, 03 Jul 08 23:06:23 +0100 recruiting@xecuplanet.com 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... http://quantfinancejobs.com/jobdetails.asp?JobID=5214 Thu, 03 Jul 08 22:49:34 +0100 recruiting@xecuplanet.com Premier global investment bank seeks an experienced commodities quant to join their Commodities Modeling Group, which is responsible for developing and maintenance of all the analytical models for Commodities (Energy, Power, Natural Gas, Base Metals, Precious Metals, Commodities Indices, and Commodities Hybrids) products. The group is global with presences in London and New York. Skills required: 3+ years experience as a desk quant, while commodities experie... http://quantfinancejobs.com/jobdetails.asp?JobID=5213 Thu, 03 Jul 08 22:41:07 +0100 recruiting@xecuplanet.com 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... http://quantfinancejobs.com/jobdetails.asp?JobID=5212 Thu, 03 Jul 08 22:36:02 +0100 recruiting@xecuplanet.com Global multistrategy hedge fund seeks a senior C# developer with experience developing front-to-back trading applications in support of a of their trading operations. Qualified candidate will join the derivatives development team and will be charged with development and enhancement of tools used for trading and risk management of a variety of derivative products. This is a major new development effort and a number of applications will be developed from scratch... http://quantfinancejobs.com/jobdetails.asp?JobID=5211 Thu, 03 Jul 08 22:28:02 +0100 recruiting@xecuplanet.com Multi-billion dollar international Fund of Funds seeks an Analyst to assist their investment team. The analyst''s responsibilities will include in-depth hedge fund analysis and recommendations for the firm''s various funds of funds and for its managed accounts. The analyst will evaluate the capabilities of investment managers world-wide for the development of new products and the on-going monitoring of existing offerings – covering equity, fixed-income, income... http://quantfinancejobs.com/jobdetails.asp?JobID=5210 Thu, 03 Jul 08 22:14:17 +0100 recruiting@xecuplanet.com 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... http://quantfinancejobs.com/jobdetails.asp?JobID=5209 Thu, 03 Jul 08 22:12:14 +0100 recruiting@xecuplanet.com Premier global investment bank seeks a senior C# developer with experience developing front-to-back trading applications in support of a derivatives trading desk. Qualified candidate will join the derivatives development team and will be charged with development and enhancement of tools used for trading and risk management of a variety of derivative products. This is a major new development effort and a number of applications will be developed from scratch. H... http://quantfinancejobs.com/jobdetails.asp?JobID=5208 Thu, 03 Jul 08 22:10:30 +0100 recruiting@xecuplanet.com Required Experiences and Qualification: 1.Minimum two years of experience working on structured credit products including ABS, CDO and synthetic CDO or on credit portfolio analysis 2.Minimum four years of experience working on mathematic or stochastic modeling 3.An advanced degree in Finance, Physics, Mathematics or Statistics Essential Candidate Backgrounds: 1.Very strong analytical skill and solid programming skill 2.Very detail oriented and hand... http://quantfinancejobs.com/jobdetails.asp?JobID=5207 Thu, 03 Jul 08 16:05:58 +0100 richard@futurus.org.uk My client is looking for a Quant Analyst with at least 2-3 years experience within FX Modelling. Most of the book is vanillas and first generation exotics (barriers, one touch etc). You will need to develop a mixed local and stochastic volatility model in a finite difference type framework. The successful candidate will have an ability to communicate well with traders (who themselves may have been FX quants). My client requires very strong IT (C++/C#). If you q... http://quantfinancejobs.com/jobdetails.asp?JobID=5206 Thu, 03 Jul 08 15:57:50 +0100 richard@futurus.org.uk Top-tier US Investment Bank The London offices of this Top-tier US Investment Bank represent one of the fastest-growing parts of the firm and for this reason they now require an experienced Quant Analyst to report to New York and work closely with his trading counterparts in London. Largely utilising their US research infrastructure and gaining software development support from the algorithmic trading development group this quant group will be working on som... http://quantfinancejobs.com/jobdetails.asp?JobID=5205 Thu, 03 Jul 08 09:46:00 +0100 banking@millarassociates.com Top European Investment Bank Commodity Derivatives Fantastic opportunity for a talented Quant (either senior or a very good junior) at this top European Investment Bank to join a quantitative research function for global Commodities Trading. The role involves defining and implementing mathematical pricing models, ensuring correct implementation and dealing correctly with all aspects of the trade that affect the valuation, including providing risk measures t... http://quantfinancejobs.com/jobdetails.asp?JobID=5204 Thu, 03 Jul 08 09:44:54 +0100 banking@millarassociates.com Top-Tier Global Investment Bank ALM Group - Insurance & Pensions This derivative structuring group analyses the needs of insurance costs and pension funds using internal m0dels for asset allocation, ALM and portfolio re-allocation. The role requires a strong quantitative ability in structuring solutions and applying models to client situations. Your background: - Very good experience in a quant and/or derivatives structuring environment which has included... http://quantfinancejobs.com/jobdetails.asp?JobID=5203 Thu, 03 Jul 08 09:43:10 +0100 banking@millarassociates.com Top-tier US Investment Bank Up to £175k Total Package Great opportunity to join a leading edge group at this top-tier US Investment Bank which is expanding its High Frequency trading platform and now seeking to recruit another talented and experienced Quantitative Analyst to help them further develop strategies for the FX desk. KEY RESPONSIBILITIES: - Develop a range of high – low frequency strategies in different asset classes (focus on FX) - Empirical... http://quantfinancejobs.com/jobdetails.asp?JobID=5202 Thu, 03 Jul 08 09:42:03 +0100 banking@millarassociates.com Leading Investment Bank Base Metals & Agriculture This leading Investment Bank has seen substantial growth in the Asia region over the last two years resulting in increased trading volumes and products coming from their pan-Asian HQ in Singapore. Being a leading player in the Commodity markets (Oil, Base Metals & Agriculture) and with Singapore running as the Asian centre, they seek to recruit an experienced Quant Analyst to develop structured products for the... http://quantfinancejobs.com/jobdetails.asp?JobID=5201 Thu, 03 Jul 08 09:41:05 +0100 banking@millarassociates.com Leading Financial Services Organisation Institutional Fixed Income & Structured Credit Portfolios This is one of the UK's leading financial services organisations and a FTSE 100 top 50 company, with over £200 billion invested worldwide. The Structured Credit Fixed Income team manages c. £12bn of actively managed annuity money and now seek a senior Portfolio Manager for their institutional Fixed Income & structured credit portfolios. Reporting to the Head of... http://quantfinancejobs.com/jobdetails.asp?JobID=5200 Thu, 03 Jul 08 09:40:00 +0100 banking@millarassociates.com Top-tier US Investment Bank Fixed Income Rates Quant Group Within Fixed Income Quant Research, this analytics team develops the library for derivatives models and analytical tools for Interest Rate products working closely with Quants and other business and IT groups who might want access to the Fixed Income models. The role is to support and develop a suite of bridging layers which sit above the library and provide, for example, interfaces to different langu... http://quantfinancejobs.com/jobdetails.asp?JobID=5199 Thu, 03 Jul 08 09:38:47 +0100 banking@millarassociates.com Top-tier US Investment Bank Multi-Asset Quant Research Group This top-tier US investment bank is looking for a Desk Quant to join a local team of 3 analysts (9 analysts globally) and be responsible for developing and enhancing the firm's Global Commodities Desk's pricing and risk management models. A particular focus will be the support of the fast growing global Commodity and Hybrid exotic trading platform. Experience in supporting a derivatives trading desk... http://quantfinancejobs.com/jobdetails.asp?JobID=5198 Thu, 03 Jul 08 09:37:29 +0100 banking@millarassociates.com