Tue, 28 Mar 2017 19:16:41 GMTWorld leading financial trading firm is looking to expand their team in NY with the addition of an experienced Quant Strategist with modelling skills. Role:- The quant team is focused on the full-lifecycle development and deployment of automated market-making systems and strategies across the markets. Working on a statistical arbitrage trading desk, you will work with other front office traders to support existing quant equity strategies, implement your own strategies and working within the small team to develop new strategies. Requirements:- 1+ years experience of researching and developing equity based systematic strategies from a leading firm preferable on the buy side . They would consider candidates from CTAs, macro firms or systematic equity firms. Strong problem solving ability is essential. Excellent C++ skills as this role requires core front office modelling. Strong Statistics/ Probability Skills PhD in a quant discipline such as Statistics, Econometrics, Mathematics, Machine Learning, Physics from a leading university. Interviews for this role will commence immediately. Apply:- Please send a PDF resume to firstname.lastname@example.org
Tue, 28 Mar 2017 19:14:53 GMTLeading US fund are looking to hire senior Quant Traders to be based either in London or in NYC. Within equities , they are looking for a track record of at least 2 years running quantitative equities Sharpe Ratio of 3 Annualized return of 5% of GMV Maximum drawdown of 2% of GMV With the platform the fund provides, you will have:- Access to capital with a well-defined road map for growth based on performance Use of a state-of-the-art quantitative research, analysis and trading platform capable of trading strategies with microsecond latencies. Colocated production trading plant operated by global team Access to over a petabyte of market, historical and derived data sets supported by a dedicated data team Access to a highly skilled team of quantitative researchers, developers and data experts. Please contact Sara Hunter at email@example.com
Tue, 28 Mar 2017 19:12:14 GMTLeading UK fund are hiring PhD quant analysts for their systematic equity team. Role:- As a quantitative analyst , you will be responsible for researching and implementing alpha generating , risk and trading models . This is a hands – on role responsible for creating and optimising new quantitative systematic portfolio models. Requirements:- PhD or Masters degree in a quantitative discipline. They are interested in candidates from red brick Universities who have a first class degree and all A’s in their A Levels. Strong coding expertise in either Matlab, Python, R, Java or C++ Solid statistical knowledge and familiarity with packages such as R or Matlab Time series modelling / simulation or quantitative research experience Experience of working with large & complex data sets A solid foundation in optimization, probability and statistics Practical approach to problem solving Outstanding quantitative, analytical and problem solving skills Good communication skills. They are open to considering candidates who are about to complete a PhD and also open to candidates who have prior work experience within the equity systematic space. Apply:- Please send a PDF resume to Sara Hunter at firstname.lastname@example.org
Tue, 28 Mar 2017 19:07:05 GMTLeading market maker in US equity options is looking to add a quantitative developer to join their quant trading team. Role:- Responsibilities include:- Working closely with traders and systems developers to monitor and optimize their proprietary market making system. This includes understanding and identifying inefficiencies in their valuation and trading logic, developing plans for improvement, and following through with implementation. Optimizing and expanding their modeling toolkit to handle new products and situations. In-depth model and pricing development. Developing connectivity and trading logic to expand their presence into new exchanges and venues. Market data collection and analysis. Real-time system support Requirements:- Ph.D. or M.Sc. in a quantitative field from a top university. A strong background in statistics and stochastic processes. Familiarity with options pricing theory. Familiarity with C++ development within a Linux environment. Experience with large-scale software development, ideally in a real-time, distributed system. Apply:- Please send a PDF resume to email@example.com
Tue, 28 Mar 2017 19:04:16 GMTAI Firm are hiring a machine learning researcher . Role:- Your role will involve developing and customizing machine learning algorithms, coming up with creative features, training them, and deploying them to games and simulations where they can interact with real users. Essential Skills • Academic and/ or industry experience in reinforcement learning • Ability to understand cutting-edge research papers • Writing and testing high quality code • Numerical programming (Python/ NumPy, Matlab, R) You have demonstrable experience in theoretical and practical machine learning problems, specifically applying reinforcement learning techniques. You can get algorithms to work, knowing that sometimes that more data, novel features, and careful code trumps raw algorithms. Desirable experience or interest: • PhD in relevant area a big plus • Data processing frameworks (Hadoop, Spark) • Inverse reinforcement learning • Deep learning techniques and libraries (Theano, TensorFlow, Torch) • Bayesian techniques (Gaussian processes, PILCO) Apply:- Please contact Sara Hunter at firstname.lastname@example.org with a PDF resume.
Tue, 28 Mar 2017 19:00:34 GMTExciting start up hiring a quant data scientist with extensive experience applying a range of machine learning models to a diverse set of data . Role:- Your role will involve conducting independent research on some of the most interesting datasets, both open source and proprietary . Writing server-side and back-end processes for high-volume data analytics and processing. Identifying, research and prototype products and features using new data sources and metadata. Write tests to ensure the functionality and reliability of the team's code Requirements:- At least one core programming expertise, such as python (iPython, NumPy, SciPy, Pandas) or R. Experience with advanced machine learning, natural language processing. Strong statistical knowledge and intuition, especially for applying analysis to real data. Personal projects, open source contributions or portfolio of work. Ability and credibility to lead a team. Major contributor at a top company with big data. Individual research. Significant experience at a top financial analytics company or hedge fund. Apply:- Please send a PDF resume to email@example.com
Thu, 23 Mar 2017 15:21:59 GMTThe EIB, the European Investment Bank, is seeking to recruit for its Finance Directorate (FI) – Treasury Department (TRE) – Financial Engineering and Advisory Services Division (FEAS/ IFSC) at its headquarters in Luxembourg, a: Quantitative Analyst - Financial Engineering This is a full time position The term of this contract will be 4 years The EIB offers fixed-term contracts of up to a maximum of 6 years, according to business needs, with a possibility to convert to a permanent contract, subject to organisational requirements and individual performance. Purpose The FEAS division is supporting the lending activity of the bank by providing services on the pricing and hedging of lending-related products and the development of new lending products. The successful candidate will be required to (i) contribute to the on-going development of the Rate Setting application, developing and implementing both analytical pricing models and broader system updates responding to business requirements and market best practices; (ii) contribute to the pricing and rate quotation activity for EIB’s loan and guarantee products, and (iii) contribute to the development of new lending instruments from the quantitative side (financial engineering, pricing and technical implementation). Specific Post Environment The post of a Quantitative Analyst - Financial Engineering, internally referred to as Loan Pricing and Product Development Officer, is qualified as "sensitive" and submitted to a specific Code of Conduct. The work location is the dealing room, in an open space working environment. Operating Network The successful candidate will report to the Head of Division and work in close collaboration with other quantitative analysts and Division members. Internal contacts: Contacts with the IT Department will occur on a regular basis. S/he will also interact with other parts of the Bank’s Finance Directorate as well as with Lending and Restructuring Directorates and, occasionally, with Risk Management, the Legal Directorate and Internal Audit. External contacts: Contacts with financial market counterparts for novel lending product development and provision of rate quotations for existing structured products. Contacts with consultants in the context of the ongoing re-design project and with consultants providing audits and validations, if the case may be. Accountabilities • Contribute to regular tasks concerning the pricing of EIB’s loan and guarantee products, including special transactions (“interest rate quotation activity”). • Contribute to an ongoing project (target go-live in H2-2017) concerning a full re-design of the front office system used to channel and process the Bank’s pricing requests for all lending-related products of EIB • Maintain the “pricing core” of the front office system (currently MATLAB based) • Assist in the conceptual design of a new “pricing core” with a view to create a best-in-class implementation, both in terms of pricing methodology and technical implementation • Following the design phase, actively implement the migration of the “pricing core” towards a new platform • Maintain, on an on-going basis, a proper documentation of the implemented financial models • Provide guidance on quantitative questions • Keep abreast of latest market developments and (regulatory) practices in the domain of responsibility, assess impacts on pricing policy/models and implement changes reflecting policy updates in the pricing engine if the case may be. • Perform ad-hoc activities in special initiatives related to the responsibilities of the Division. Qualifications • University degree in a quantitative domain such as Quantitative Finance, Statistics, Mathematics or Physics • Post-graduate studies in these subjects and professional qualifications, such as ACT qualifications, PRMIA or GARP for (Treasury) Risk Manag[...]
Mon, 13 Mar 2017 22:14:37 GMTParis based fund are looking to hire junior traders onto their electronic trading desk. Role:- Research may include data cleaning, calculation of descriptive and predictive statistics of stock and future prices, optimizing parameterization of trading algorithms and modelling trading costs. Research is primarily performed in Python, Perl or C++, and often involves dealing with large data sets. Requirements:- You must have 1-2 years of experience in electronic market making or intraday trading. They will not consider candidates who have no experience in this area. Ideally you are fluent in French or at least want to be based in Paris. Researchers are expected to have strong programming background. You should be able to code in C++/ Python. Apply:- Please send a PDF resume to firstname.lastname@example.org
Mon, 13 Mar 2017 22:14:19 GMTLeading UK fund are looking to recruit junior mathematicians , computer scientists to work as entry level quant analysts in their equity quant trading team. Role :- Your role will involve helping the team to develop and implement algorithms which predict price changes in equity markets as well as constructing portfolios based on quantitative signals . After a period , you will be able to develop and implement these yourself. Requirements :- PhD in a hard science from a red brick University. You must have a background in time series analysis , statistics , DSP, reinforced learning , or applied mathematics . You must be able to program confidently in Python , C++ or Matlab . Strong programming ability is an important component of this job. You should be able to demonstrate an interest in modelling and implementing quantitative equity strategies and of equity data such as market and fundamental company data. Apply:-Please send a PDF resume to email@example.com
Mon, 13 Mar 2017 22:12:49 GMTFintech company are recruiting Machine learning Researchers / Scientists to work in their London office. Role:- The main body of the research group is involved in working towards providing leading algorithmic solutions to a relatively finite set of problems associated with data and associated datasets. The machine learning team develops and applies methods which enable the research team to carry out pattern recognition tasks through the paradigm of learning followed by inference. Machine learning work includes the below methods and approaches, • Variational inference • Probabilistic graphical models • Alpha divergence measures in message passing • Approximate Bayesian inference • Kernel methods Requirements:- PhD in machine learning from a top tier university Evidence of peer reviewed publications in leading journals Programming skills in a major language: Python, Matlab or R preferred Experience applying your machine learning skills in industry, to web-scale problems Post-doctoral research experience They are happy to consider candidates in ML who have just finished their PHD or candidates who are several years into their career and who have strong ambitions within ML . Apply:- Please send a PDF resume to Tina Kaul at firstname.lastname@example.org
Mon, 13 Mar 2017 22:11:49 GMTFintech Company is looking to recruit a senior customer facing data scientist with direct industry experience to bridge the gap between the technical teams . The role will be based in London. Role:- The role will have may aspects to it:- Quickly and efficiently understanding the existing product, the vision of the product and how it fits with customer needs and pain points. Contributing to the code base in Python. Regular communication with existing customer scientists, encouraging use of the platform with demos and showing-off new capabilities. Writing customer facing documentation on the platform. Attending customer sales meetings with the CEO when customer scientists will be present. Taking the technical lead in those meetings. Speaking at conferences, both in the UK and internationally . Your time will be split roughly on 50% on R&D related activities, 25% on writing documentation, 25% on customer facing activities. You will be reporting directly to the CEO Requirements :- You must have a strong background in a hard science from a leading University . Ideally after your academic studies , you will have worked in academia which will enable you with strong communication skills to present to larger audiences at conferences and you will have the authority to debate issues relating to systematic trading with highly-qualified and experienced scientists from customer organizations. After academia , you will have moved into systematic trading as a quant researcher where you will have focused on computer science and mathematics and developed a deep understanding of the products you worked on . They will also consider candidates who have worked first within finance and then moved into academia. The order is not important. They are looking for an experience range of between 2 – 8 years Strong Python skills are essential and knowledge of C++/ Matlab/ R would be useful also. Machine Learning / knowledge of Apache Spark are highly beneficial. This role is ideal for a candidate with world class credentials who is at a mid -way point in their career and who would be interested in the next step and a real new challenge. Apply:- Please send a PDF resume to Tina Kaul at email@example.com
Tue, 07 Mar 2017 15:17:41 GMTJob Description: We're seeking a technical recruiter with extensive experience recruiting software developers to work in a fast paced, high performance computational environment. Candidates should be familiar with the requirements of highly selective, data intensive, quantitative research-driven organizations, and possess an established recruiting network. Primary Responsibilities: • Design and implement tailored recruiting strategies. • Identify and prioritize recruiting sources and networks. • Work with colleagues to develop job descriptions and specifications. • Source and attract highly qualified candidates. • Conduct interviews and employ tools and methods to assess applicants' skills, experience and aptitudes. • Represent SCM at recruiting events and functions. Requirements: • Proven experience recruiting software developers for highly selective, data intensive, technology reliant organizations. • Solid familiarity with the personnel and technology requirements of a high performance computational environment. • Established recruiting contacts in software development and the related academic communities. • Experience recruiting for low latency securities trading organizations is a strong plus. • Creative thinker who can generate innovative recruiting strategies. • Excellent communication and interpersonal skills.
Fri, 24 Feb 2017 14:49:18 GMTWe are seeking to complement our established cross-asset investment team Alpha Generix at LGT Investment Partners AG, dedicated to excellence in alternative risk premia investing and aspiring highest quality of results amongst global peers. We are offering an opportunity as Quantitative Equity Research Analyst Your responsibilities include: • Research and develop risk premia strategies on global equities and equity derivatives to enhance our alternative style premia offering and support their efficient implementation in global markets; • Develop and implement advanced risk modelling and portfolio construction techniques for targeted risk / return profiles; • Build and expand a sound basis for equity research with adequate database infrastructure; • Document and present comprehensive research results at highest quality standards for decision by the investment committee; • Research quantitative investment solutions for sophisticated institutional investors and present in-vestment content to internal and external parties; • Contribute to editorial work on research papers in our field of expertise for the purpose of education of investors and for publication; • Perform regular internal and client reporting. Your profile: • Ph.D. or master's degree in Math or Physics, Economics or Finance, with deep knowledge of theory and applied quantitative finance. Accomplished finance programs such as CFA supportive; • At least 3 years of hands on experience in applied equity quantitative research with international asset manager, quant hedge fund or investment bank; • Experience on other asset classes, i.e. fixed income, currencies, commodities and derivatives sup-portive combined with sound understanding of portfolio and risk management techniques; • You create ideas and have the skill to critically evaluate them towards an all-risk-considered in-vestment solution; • You are self-motivated, ambitious to generate extra-ordinary investment results, ready to go the ex-tra mile; • Solid experience in data modelling and programming; • You want to work in a team-oriented and entrepreneurial environment; • Proven ability to contribute as member of a team, reliable and mindful even under testing market conditions or in extra-ordinary situations; • Excellent content presentation skills in English, other languages helpful. If you are interested in joining an international, multi-cultural team we will be pleased to hear from you soon. For further information please contact our HR Manager Mrs. Sandra Wichert. LGT Capital Partners Ltd. Sandra Wichert Human Resources Phone: +41 55 415 96 17 www.lgtcp.com
Tue, 21 Feb 2017 21:19:33 GMTExciting Swiss start up is looking to hire a CTO that can build on their existing prototype. Role:- envision and architect the next phase of their platform design and build new platform features build a high-performing technical team as they grow. Requirements:- You will have a higher degree in a quantitative subject . Computer Science and data science would be advantageous. Strong knowledge of C# and Python Experience with the .NET framework (core) and Windows Azure Services Banking software knowledge (finance knowledge) Experience in leading a team . Project management (Scrum) Some machine learning knowledge A sense for good design and great focus on usability. Flexible in terms of working location . The role can involve travel to London, Zurich, Ukraine. A few years of working experience in banking / finance. Willingness to work for a start- up and the drive to work long hours. Passionate about wanting to build something meaningful from the ground up and not afraid of taking risk. Personality will be very important for this role. They will consider people who have worked as CTOs, senior developers who want to try something new. Apply:- Please send a PDF resume to Tina Kaul at firstname.lastname@example.org
Sun, 19 Feb 2017 00:50:48 GMTQuantitative Researcher (in Bangkok, Thailand) Company Overview: WorldQuant is a quantitative asset management firm founded in 2007 and currently has over 450 employees globally. We develop and deploy systematic financial strategies across a variety of asset classes in global markets, utilizing a proprietary research platform and risk management process. Job Responsibilities (include, but not limited to the following): Our research subsidiary in Bangkok is seeking electrical engineering, physics, computer science, mathematics, financial engineering or any other related field majors for quantitative researcher position involving the creation of computer-based models that seek to predict the movements of worldwide financial markets. Candidates need not have prior knowledge of financial markets, but must have a strong interest in learning about stock markets and financial markets. Our highly accomplished senior staff will provide the new hires with mentoring and guidance to help them succeed. We offer outstanding career opportunities, which include: • Competitive financial rewards, relative to performance and position • Friendly and collegial working environment • Opportunity for promotion to Vice President in 2 to 4 years • Opportunity to learn from investment experts Job Qualifications: • Ph.D. or M.S. degree from a leading university and B.S. degree from the top university in Thailand, US, (or from other leading universities in the world) in a highly analytical field, such as Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering or any other related field that is highly analytical and quantitative • Ranked as top 20% in class for bachelor's degree • Have a research scientist mind-set, i.e., be a deep thinker, creative, persevering, smart, a self-starter, etc. • Be competent in a programming language (C++ or C) • Possess good English language skills • Have a strong interest in learning about worldwide financial markets • Possess a relentless drive to succeed, supplemented by a strong work ethic Position based in one of our research offices: Bangkok Interested and qualified candidates please email your current CV (or any questions) in ENGLISH to WQThailandjobs@worldquant.com WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.
Fri, 10 Feb 2017 12:37:51 GMTThe D. E. Shaw group brings together some of the best minds in computer science, mathematics, physics, engineering, and other technical disciplines to work at the intersection of finance and technology. Members of our versatile technical staff exhibit a range of strong quantitative and programming abilities, with software developers and quantitative analysts collaborating on challenging problems that directly impact the firm’s continued success. Quality and innovation are essential for creating computationally-intensive solutions for trading profitably in markets around the globe. Developers bring strong analytical, mathematical, and software design skills to a variety of projects, including the formulation of statistical models for our computerized trading strategies, distributed system development, real-time data analysis, and the creation of tools for advanced mathematical modeling. Technology is an integral part of virtually everything we do, and our team enjoys access to some of the most advanced computing resources in the world. Successful candidates have traditionally been the top students in their programs and have extensive software development knowledge. We welcome talented candidates at all experience levels. Interested students should apply directly through our website at: https://www.deshaw.com/recruit/jobs/AD/QFJ The Company is an equal employment opportunity employer. We do not discriminate against any applicant, employee, or former employee on the basis of race, color, religion, gender, gender identity, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or other category protected by law. All employment-related decisions are based solely on legitimate non-discriminatory business reasons.
Fri, 10 Feb 2017 12:30:27 GMTQuants at the D. E. Shaw group apply mathematical techniques and write software to develop, analyze, and implement statistical models for our computerized financial trading strategies. Keen insight and innovation are essential for creating solutions for trading profitably in markets around the globe. Specific responsibilities range from examining trading data to increase profitability, decrease risk, and reduce transaction costs, to conceiving new trading ideas and devising the simulations needed to test them. Successful quant candidates have traditionally been exceptionally talented students at the top of their respective math, physics, engineering, computer science, and other technical and quantitative programs. While Ph.D.’s in these fields are common, many of our quants join us with undergraduate or master’s degrees. A considerable number have competed successfully in the United States and International Math Olympiads, as well as the Putnam Competition. Members of our highly versatile team possess the wide range of quantitative and programming abilities necessary to solve challenging problems that are critical to the firm’s continued success. Interested students should apply directly through our website at: https://www.deshaw.com/recruit/jobs/AD/QFJ The Company is an equal employment opportunity employer. We do not discriminate against any applicant, employee, or former employee on the basis of race, color, religion, gender, gender identity, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or other category protected by law. All employment-related decisions are based solely on legitimate non-discriminatory business reasons.
Thu, 09 Feb 2017 22:10:00 GMTRequirements:- Ideally you will be a person who likes to play very complex mathematical games / passionate about gaming / poker. A PhD from an Ivy League University in a subject that you are passionate about within Quant Finance. You should be able to code in one of the following :- Python, C++ or Java. The culture at the firm is quite unique – no non competes , full benefits package and a very competitive gaming type background. They encourage and respect uncommon intelligence and encourage candidates even from outside of finance to apply. Apply:- Please send a PDF resume to Sara Hunter at email@example.com
Thu, 09 Feb 2017 21:44:19 GMTLeading US Bank are looking to hire a senior equity quant for their delta one trading desk based in Hong Kong. Role :- Your role will be to be the main quant on the desk working alongside the traders and development team. You will report directly to the Head of the Delta One Desk. You will be generating strategies that produce alpha and building out the trading tools . You will cover long / short positions . Requirements:- You must have 5 – 6 years experience working as a quant analyst either at a market maker , on a cash equity desk , at a prop shop. Junior candidates with 1-2 years experience cannot be considered for this role . You must have a strong background in Equity . Other asset class experience will not be considered at this point. Ideally you will be a strong coder in C++. Candidates from any location will be considered. It is not necessary that a candidate must be based in Asia. They are looking for a senior quant analyst with solid equity experience who is confident in their ability to generate more revenue and sit in a team of traders. Apply:- Please send a PDF resume to Sara Hunter at firstname.lastname@example.org
Tue, 07 Feb 2017 20:59:19 GMTInvestment Bank are looking to hire a London based systematic quant researcher Role:- You will get direct exposure to trading from an early stage and play a key role in aiding the development of strategies via quantitative analysis. You will receive training from long-tenured traders and learn how to apply the mathematical and computational skills from your background in an ever-changing market environment. Requirements:- You should have the ability to think about the world systematically and quantitatively, as well as the ability to deal with uncertainty in a rigorous and statistical way. You should have interest in applying technology to solve complex trading problems . 2+ years working on a systematic trading desk trading – essential. You do not have to have come from a big name. Research skills are the key for this role. Academic background in statistics, econometrics, maths, mathematical finance, or appropriate quantitative field. All asset classes desired, but equities focus a plus. Good programming ability in a suitable language and/or experience with a statistical package (Stata, R, matlab, etc). Apply:- Please send a PDF CV to Sara Hunter at email@example.com