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Systematic Vol Fund Hiring Quant Research Analyst/ London / $ High - London, United Kingdom

Wed, 17 Jan 2018 20:50:46 GMT

Quantitative Hedge fund focusing on systematic strategies in volatility trading is looking to hire a quantitative research analyst to work on existing and help develop new strategies. This position will also assist in trade execution and position management. This position will be based in London. Role:- - quantitative strategy research - proprietary data maintenance - coding and implementation of systematic strategies - monitoring market levels, strategy triggers - assisting with daily trade executions and position reconciliation - involvement in projects outside core area (fund launches, client meetings, IT) - directly reporting to chief investment officer skills & requirements: - academic excellence in fields of mathematics, economics or engineering - strong mathematical skills and applications in financial markets - good derivatives product knowledge (especially equity options and futures) - programming skills (preferably C++, Python) - extensive experience with Excel and Excel macros - working European and US market hours - min 3-5 years previous experience working for banks, hedge funds, brokers or related IT providers. Quants with prior experience in volatility should apply. - comfortable working in a small team without a large corporate support environment. Apply:- Please send a PDF resume to quants@ekafinance.com



Developer Internship - Radnor, United States

Wed, 10 Jan 2018 16:32:02 GMT

We are seeking highly motivated students who possess strong technical skills and the ability to work in a fast-paced collaborative environment. 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 an undergraduate or graduate level degree in Computer Science or Mathematics. ? C++ and/or Java programming knowledge or experience in a Linux environment preferred. ? Excellent academic record. ? Strong problem solving skills. ? 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 Internship - Radnor, United States

Wed, 10 Jan 2018 16:31:55 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.



Quant Fund Hiring Equities Quant Analyst - Hong Kong -$High - Hong Kong

Wed, 10 Jan 2018 14:06:00 GMT

Our client , a quant systematic start up are looking to hire in their Hong Kong office. They are looking to add an equities quant researcher. Role:- Conduct quantitative finance research on eq and futures for systematic/algorithmic trading – Manage the full aspects of research process including data collection, analysis, strategy development, modeling, backtesting, etc. – Develop, optimize, and maintain models for quantitative analysis – Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure Requirements:- PhD in maths, finance, computer science, engineering, or other quantitative disciplines. Proven analytical and quantitative skills.. At least 3+ years of quantitative/systematic research experience (futures, eq, fx) on the buy-side. Broad statistical toolkit including machine learning, econometrics, large-scale simulation. Experience with large-scale portfolio optimization, multi-period optimization, and relevant software libraries and packages. Proven ability to conduct independent research Ideally you will be based in Asia and have a keen interest to work in Hong Kong . They will also consider candidates based in other locations who would be interested to relocate. Apply:- Please send a PDF resume to quants@ekafinance.com



Risk Premia Strategies Quant / London / Zurich - Zurich, Switzerland

Wed, 10 Jan 2018 14:05:41 GMT

Tier 1 Quant Fund are expanding and looking to hire 2- 3 quant researchers to be based either in London or Zurich depending on your preference of location. Role:- Your role will be to perform research on alternative risk premia strategies. You will also participate in the research and execution infrastructure build up and report directly to the Head of Quant Analysis. Requirements- You will have spent at least 4- 6 years experience within finance in a quantitative capacity . They are open to any asset class. Any prior experience of working on risk premia strategies will be very useful. You need to be a strong coder in Python . Additional C++ / VB skills will be useful. You will have a PhD in a quantitative discipline ideally. Masters candidates will also be considered . You must be able to speak and write in English.



C++ Developer - Radnor, United States

Tue, 09 Jan 2018 15:51:41 GMT

Primary Responsibilities: - Develop new software and enhance existing systems in C++ on a linux platform. - 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 of the Candidate include: - Undergraduate or graduate level degree in Computer Science or Mathematics. - C++ programming experience in a Linux environment. - Excellent academic record. - Strong problem solving skills. - 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.



Technical Recruiter - Radnor, United States

Tue, 09 Jan 2018 15:51:26 GMT

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.



Quantitative Research Analyst - Radnor, United States

Tue, 09 Jan 2018 15:51:21 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.



Implementation Developer - Radnor, United States

Tue, 09 Jan 2018 15:51:18 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.



Execution Developer - Radnor, United States

Tue, 09 Jan 2018 15:51:16 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.



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

Tue, 09 Jan 2018 15:51:11 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.



Silicon Valley Start Up Hiring Quant Data Scientists - California, United States

Mon, 18 Dec 2017 18:14:04 GMT

Silicon Valley Tech Start up headed by big Industry names are recruiting heavily . They are looking to hire quant analysts / data scientists who would be interested and passionate about working in the self driving car area. Requirements They are open to quants who have spent several years working within finance but who would be interested in moving to a tech firm to work on real life problems. They are open to data scientists and fresh ivy league PhD juniors who have a strong background / interest within AI / ML applications. All of their quants can code so it is essential that you will be able to code in either C++ , Java or Scala . If you cannot code in one of these 3 languages , then it is best not to apply. They would like to see experience with advanced machine learning, natural language processes and statistics models. Strong statistical knowledge and intuition, especially for applying analysis to real data. Ideally you will be based on the West Coast but they are willing to consider candidates from any part of the USA also. This is a really exciting opportunity to join a really exciting tech start up from the off set .



Quantitative Researcher - Bangkok, Thailand

Mon, 18 Dec 2017 02:38:24 GMT

Quantitative Researcher WorldQuant develops and deploys systematic financial strategies across a variety of asset classes and global markets. We seek to produce high-quality predictive signals (Alphas) through our proprietary research platform to employ financial strategies focused on exploiting market inefficiencies. Our teams work collaboratively to drive the production of Alphas and financial strategies – the foundation of a sustainable, global investment platform. WorldQuant’s success is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Great ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess a mindset of continuous improvement. That’s a key ingredient in remaining a leader in any industry. Our goal is to hire the best and the brightest quantitative researchers. We value intellectual horsepower first and foremost, and people who demonstrate an exceptional talent. There is no roadmap to future success, so we need people who can help us create it. Our collective intelligence will drive us there. The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new Alphas. We strive to understand data in ways our competitors don’t believe is possible. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models. WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges. Its Impact: As we pursue our goal of creating new Alphas, we need researchers who will lead us there. WorldQuant’s unique investment platform is a leader amongst its peers and the methodology we employ is cutting edge. We desire people who will help us in our relentless pursuit to succeed. What You’ll Bring: • Ph.D. or M.S. degree from a leading university in a quantitative or highly analytical field (e.g. - Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering) • Ranked in the top 10% of bachelor’s degree class • Demonstrated ability to program in C/C++ on a Unix/Linux platform • Excellent problem solving abilities and judgment with a strong attention to detail • Mature, thoughtful, with the ability to operate in a collaborative, team-oriented culture • Strong English language skills; ability to communicate complex concepts in simple terms Position is based in our Bangkok research office. Interested and qualified candidates can email their CV 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 esta[...]