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Tier 1 Fund Recruiting Experrienced Options Strategy Quant Researcher/ USA - Houston, United States

Fri, 19 May 2017 09:05:20 GMT

Leading fund is looking to hire an experienced quantitative researcher with options strategy experience to join their Houston team . Role:- This role will be focused on creating and enhancing fully-automated market microstructure models and trading algorithms in a challenging, informal, and intellectually-stimulating environment. You will focus on creating and enhancing fully-automated market microstructure models and trading algorithms in a challenging, informal, and intellectually-stimulating environment. In addition to this, you will be: • Extracting new options trading signals from existing high frequency data • Developing, implementing and back testing new trading algorithms • Improving and optimizing existing option models • Advancing the team’s technical knowledge base and helping idea generation Requirements:- Ph.D. in a technical field like math, physics, engineering or a similar field Advanced knowledge in at least one of the following: Probability Theory and Statistics, Stochastic Processes, Time Series Analysis, Stochastic Calculus, PDEs. Knowledge of basic options pricing models Practical understanding of option risk metrics, Greeks and volatility measures C++ experience Good verbal and written communication skills Ability and desire to work both independently and as a part of a team Industry experience in derivatives pricing and trading will be a plus. Significant experience in C++ programming, good knowledge of scripting (Python, Perl, etc.) Apply:- Please find attached a PDF resume to Sara Hunter at quants@ekafinance.com



Quant Systematic Fund Hiring Research Scientists - $ High - Houston, United States

Wed, 10 May 2017 11:26:07 GMT

Leading Quant Fund are looking to recruit a quant researcher to be based in their Houston office. Role:- Your role will be to work as a quant research analyst in the existing research team where you will be involved in developing new strategies and back testing existing strategies . You will be involved in a lot of problem solving work Requirements:- • M.S. or Ph.D. in a technical field like math, physics, engineering or similar field. Computational disciplines are highly sought after. • Advanced knowledge in at least one of the following: Probability Theory and Statistics, Stochastic Processes, Time Series Analysis, Stochastic Calculus, PDEs, or any heavily theoretical area of math, physics or engineering. • Experience in scripting (Python, Perl, etc.) and C++ programming. Strong C++ is essential for this role. • Good verbal and written communication skills • Ability and desire to work both independently and as a part of a team. • You can be someone who has just completed a PhD or who is on the verge of completing a PhD or someone who has worked in the industry for a little while. Prior experience is not a criteria . Apply- Please send a PDF CV to Sara Hunter at quants@ekafinance.com



Technical Recruiter - Radnor, United States

Tue, 09 May 2017 14:34:26 GMT

Job 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.



Developer Internship - Radnor, United States

Mon, 08 May 2017 14:22:07 GMT

We are seeking highly motivated students who possess strong technical skills and the ability to work in a fast-paced collaborative environment. Opportunities are available for qualified students at each of the undergraduate, masters and PhD levels Primary Responsibilities: - Develop new software and enhance existing systems. - Create tools to process, store and analyze quote, trade and financial data. - Work closely with our traders, quantitative research analysts, implementation programmers and other groups to provide software solutions. Requirements of the Candidate include: - Pursuing a degree in Computer Science or Mathematics. - Excellent academic record. - Strong problem solving skills. - Knowledge of C++ or Java preferred. - Knowledge of shell scripts and other languages including Perl, Bash or CSH is a plus. - Knowledge of relational databases including Sybase, SQL Server and Oracle is a plus.



Quantitative Research Analyst - Radnor, United States

Mon, 08 May 2017 14:22:05 GMT

We're seeking highly driven, production-oriented researchers who possess strong technical skills and a thorough understanding of economics and finance, along with the necessary combination of creativity, resourcefulness, pragmatism and attention to detail to develop successful automated trading strategies. Primary Responsibilities • Utilize your analytical skills, market knowledge and intuition to develop and implement statistical trading models. • Participate in all aspects of research and trading model development, including generating research ideas, building data sets, conducting statistical data analysis and implementing quantitative production trading models. Requirements • A degree in economics or finance, with extensive coursework in quantitative disciplines or a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) with extensive coursework in economics or finance. • Programming experience, ideally including R, C++ and/or Python. • Strong working knowledge of regression, time series analysis and other statistical techniques. • Experience building, organizing and analyzing large data sets is preferred. • The ability to comprehend and synthesize academic literature in finance, economics and statistics. • Strong financial market interest, knowledge and experience are preferred. • The ability to simplify and effectively communicate complex concepts.



Quantitative Research Analyst Internship - Radnor, United States

Mon, 08 May 2017 14:22:04 GMT

We're seeking exceptionally motivated students with a strong interest in the financial markets to contribute to our empirical research process. The range of research ideas to investigate is open-ended and will depend on a candidate's background and strengths. Opportunities, including full-time summer internships and part-time work throughout the school year, are available for qualified students at each of the undergraduate, masters and PhD levels. Primary Responsibilities • Read and analyze academic research or other source material pertaining to anomalies in the global financial markets. • Build data sets and conduct statistical analysis on the data. Requirements • Substantial progress toward a degree (graduate level preferred) in a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) or finance (with extensive coursework in quantitative disciplines). • Programming experience, ideally including R, C++ and/or Python. • Experience with regression analysis. • Strong interest in learning how to build, organize and analyze large data sets. • Strong organizational and communication skills.



C++ Market Data Feeds Developer - Radnor, United States

Mon, 08 May 2017 14:22:02 GMT

We are seeking highly driven, production-oriented developers who possess strong technical skills and the ability to work in a fast-paced collaborative environment. This is an opportunity to work in a real-time environment where you can make immediate contributions. You will be part of a small team building real-time data feed handlers for the largest financial exchanges such as the NYSE, LSE, TSE, CME, BATS, ICE and NASDAQ. Primary Responsibilities • Develop and implement infrastructure to support market data and trading. • Develop and maintain market data feeds. • Build and design large scale applications, with a focus on reducing latency and improving the performance of the system. Requirements • High proficiency in C++ development in a Linux environment. • A Computer Science degree. • Outstanding problem solving skills. • Familiarity with multi-threading and networking protocols (TCP/IP, Multicast preferred). • Experience in a real-time environment in the Financial industry.



Execution Developer - Radnor, United States

Mon, 08 May 2017 14:22:01 GMT

We're seeking highly driven, production-oriented developers who possess strong technical skills and the ability to work in a fast-paced collaborative environment. Primary Responsibilities • Develop and support multi-threaded applications with a strong emphasis on high performance. • Optimize our multi-faceted low latency global trade execution platform using network and systems programming. • Create tools to process, store and analyze quote and order data. • Work closely with our quantitative research analysts, engineers and other groups to provide software solutions. Requirements • A minimum of three years professional-level C++ programming experience in a Linux environment. • A Computer Science or Mathematics degree. • Outstanding problem solving skills. • Knowledge of shell scripts and other languages including Java, Python or Perl is a plus.



Implementation Developer - Radnor, United States

Mon, 08 May 2017 14:21:57 GMT

We're seeking highly driven, production-oriented developers who possess strong technical skills and the ability to work in a fast-paced collaborative environment. Primary Responsibilities • Develop and support multi-threaded applications with a strong emphasis on high performance. • Optimize our trading strategy implementation and performance analysis platform using network and systems programming. • Create tools to process, store and analyze quote, order and financial data. • Work closely with our quantitative research analysts, engineers and other groups to provide software solutions. Requirements • Professional-level C++ programming experience in a Linux environment. • A Computer Science or Mathematics degree. • Outstanding problem solving skills. • Knowledge of shell scripts and other languages including Perl, Bash or CSH is a plus. • Experience with relational databases including Sybase, SQL Server and Oracle is a plus. • Experience with GUI design is a plus.



Systematic Start Up Fund Hiring Quant Researchers - Paris / HK - Hong Kong

Tue, 02 May 2017 12:51:15 GMT

Fully systematic start up fund are recruiting quant research analysts who have 1-5 years experience. Location can be either in Paris or Hong Kong depending on your preference and situation. Role:- As a member of the team, you will work on the full lifecycle of existing and new trading strategies. This will involve researching and back testing new strategies; C++ development of the trading platform & tools, enhancements to existing trading algorithms and the trading platform and managing day to day trading of models and profitability of strategies. You will be responsible for:- Identifying trading signals that are ripe for further research . Back testing and optimizing new and existing models Implementing new models Executing and monitoring trades. Typical holding periods will be long term ranging from 1- 2 months. You will be reporting directly to the Head of Quant Research and working in a team of 9 quants. Requirements:- You must have between 1- 5 years experience working in a systematic quant trading / quant research role from any asset class . Your experience can be from a systematic fund, an asset management firm, an investment bank. They are more interested in the depth of your knowledge rather than the name from which you come from. Youre They will consider candidates from a range of holding periods experience . You will be someone who is interested in working within a start up environment and passionate about quant research in such a place. Ideally you should be a confident coder in C++ or Python. You will be someone who is happy to be based in either Paris or Hong Kong. Personality wise , you need to be a person who wants to work in a collaborative fund . This is not a place for people who want to work in a silo environment. A lot of team work is involved and people share ideas etc. This an opportunity to work in a very transparent and meritocratic environment where you will have freedom to come up with your own research ideas. Apply:- Please contact Tina Kaul at quants@ekafinance.com



US Bank Recruiting Systematic Researcher - London, United Kingdom

Thu, 27 Apr 2017 10:16:27 GMT

Investment 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 quants@ekafinance.com



NYC Investment Firm Hirring PhD Machine Learning / Statistics Quants - New York, United States

Thu, 27 Apr 2017 10:15:37 GMT

NYC Investment Firm are looking to grow their quant analyst team and to add an extra person who has very strong knowledge within machine learning/ statistics. Role:- My client are a NYC based firm who specialize in statistical arbitrage, pioneering machine learning techniques, and cutting-edge technology which allows them to gain fresh momentum within the competitive arena of investment management. The firm’s investment approach uses statistical and machine / deep learning techniques to generate predictive signals that identify market inefficiencies and investment opportunities used to trade. The firm has a very scientific and employee centric culture, and has a result attracted and retained some of the brightest minds in the industry, and has an exceptionally successful investment track record. The quant research group consists of PhD and leading data scientists from some of the elite machine learning driven technology start ups . Requirements:- PhD in Statistics / Machine Learning ideally. They will also consider PHD ‘s in Computer Science, Operations Research, Statistics, Maths or Physics or similar quantitative subjects. Ideally with post graduate research in an area applicable to separating noise from real data off large + noisy data sets. You should be able to demonstrate that you are able to conduct research using large data sets. Some experience in natural language processing and/or machine learning is favourable. Exceptional knowledge of statistics/ time series analysis/ probabilities. Experience with modern statistical research techniques and a deep technical understanding of how and why they work You should be able to program in C++, Python, Java. Apply:- Please send a PDF CV to Sara Hunter at quants@ekafinance.com



Tier 1 Fund Recruiting Data Scientist / Librariaan - $ High - London, United Kingdom

Thu, 27 Apr 2017 10:13:54 GMT

Leading UK fund are looking to add a data librarian / scientist to work within their team of quant scientists. Role:- Your role will be to work on hands on with the data required for back -testing strategies and live systems. You will proactively seek out new sources of data, write tools to automatically download them and keep them up to date, and ensure that they are easily accessible by the scientists/ quants within the firm. For the right candidate, there may be future opportunities to work more closely with the scientists on research projects. Requirements:- You will have practical experience of languages such as Python, VBa , C#. Familiarity with SQL databases. ( Postgres will be an advantage). You will have a BA in a quantitative subject such as Computer Science, Mathematics , Engineering, Statistics , Data Science and will have attained either a first or a 2:1 degree. You should have a passion to work with large amounts of data . Any experience of working within data science / analytics will be beneficial. You should be a person who possesses great attention to detail. Apply:- Please send a PDF CV to Sara Hunter at quants@ekafinance.com



Quantitative Researcher - Bangkok, Thailand

Mon, 17 Apr 2017 03:42:16 GMT

Quantitative Researcher (in Bangkok, Thailand) Company Overview: WorldQuant is a quantitative asset management firm founded in 2007 and currently has over 500 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.