Subscribe: QuantFinanceJobs.com - Latest Jobs
http://www.quantfinancejobs.com/rss/latestjobs.asp
Added By: Feedage Forager Feedage Grade B rated
Language: English
Tags:
data  engineering  environment  experience  financial  knowledge  new  quant  quantitative  research  skills  trading  work   
Rate this Feed
Rate this feedRate this feedRate this feedRate this feedRate this feed
Rate this feed 1 starRate this feed 2 starRate this feed 3 starRate this feed 4 starRate this feed 5 star

Comments (0)

Feed Details and Statistics Feed Statistics
Preview: QuantFinanceJobs.com - Latest Jobs

Latest Jobs | QuantFinanceJobs.com



The QuantFinanceJobs.com Jobs Web Feed



 



Quantitative Analyst - Financial Engineering - Luxembourg - Luxembourg

Fri, 16 Jun 2017 15:09:21 GMT

The 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 Management or CQF for Quantitative Finance would be an advantage • At least 3 years of relevant professional experience in financial engineeri[...]



Start Up Fund Recruiting Quant Traders with KDB/ Q - London, United Kingdom

Tue, 13 Jun 2017 13:33:17 GMT

Start up Fund are looking to hire Quant Traders who have experience using KDB / Q. Job responsibilities would be: Conducting quantitative research on client flow management and hedging strategies, other new trading strategies from a medium to high frequency perspective Development and implementation of algorithms across a broad e-trading platform Client flow analysis Data analysis on tick data and flash data (high frequency data) Portfolio construction research and model development in order to enhance trading efforts Working directly with other senior researchers and traders Requirements:- 5+ years of work experience working as a quantitative strategist or trader on a statistical arbitrage, electronic trading, or delta one desk Advanced degree in Mathematics, Finance, Engineering, or Computer Science Strong programming knowledge of one or more of the following languages: Python, KDB/Q, C++, Scripting. KDB/ Q/ C++ being the most significant ones. Applied machine learning experience (i.e.decision trees, regression analysis) Good communication skills



Quant Internship Derivatives Technologies - Zurich, Switzerland

Tue, 13 Jun 2017 07:21:03 GMT

swissQuant Group provides quantitative services, consultancy and products for financial and industrial clients, including a number of global Fortune 500 companies. Our business edge originates from the effective translation of Intelligent Technology into measurable, bottom-line client value. swissQuant Group is a privately held company incorporated in 2005 as a spin-off of ETH Zürich. Position We offer an Internship position for an aspiring Quant Engineer wishing to focus on research and development in Derivatives Risk and Pricing. This includes designing and implementing economic models, using well-known and scientifically proven numerical algorithms, developing and improving computational methods and optimization frameworks for the financial markets. Scope The candidate will be supervised by an experienced Senior Quant Engineer. Depending on the strengths and interests of the candidate, as well as the unfolding market opportunities, your work will focus on one of the following areas: ? Derivatives Pricing and Structured Products ? Derivatives Risk Management Extensive solutions and tools for each of the above challenges have already been developed. However, these must be continuously adjusted and improved to reflect state-of-the art scientific results and changing client needs. The focus of the Internship will therefore be to investigate one of these challenges from a research & development perspective by building and managing relevant large data sets and developing the algorithms to exploit this data. This will include modelling and simulation of quant methods in Matlab, Python and/or Java. Your implementation must be documented and presented to an audience which may include clients of swissQuant Group. Requirements We expect you to demonstrate (for example in your cover letter) that you are motivated to pursue a career in the financial industry and that you have a passion for complex technological and financial challenges and their solution. You must also fulfil the following qualifications: ? MSc. or higher in engineering, mathematics, physics or a quantitative finance discipline preferable from a tier-one university ? Computer programming skills, particularly Matlab and/or Python, Java is a plus ? Good knowledge and understanding of financial markets (knowledge of derivatives is a plus) ? Good spoken and written English (German is a plus) ? Strong communication skills in addition to technical abilities ? Eligible to live and work in Switzerland Application As a successful intern, you will be integrated into a dynamic Quant team and take an active part in the development of a complete new range of scientific methods linked to real client needs and future industry standards. If you believe you can contribute to this culture of innovation and value creation, we would be pleased to hear from you. Interested? Please register and upload your cover letter and CV/Recommendations in PDF format via www.swissquant.com/careers



Systematic Start Up Recruiting KDB/ C++ Engineer/ London - London, United Kingdom

Mon, 12 Jun 2017 19:41:45 GMT

Role:- • You will be initially responsible for driving forward the execution performance checks on the venues that the engines trade on and work with the existing system and optimize it. • This role will also involve working closely with the Quantitative research group, product group and the core trading system developers . • Typically there will be a 50 / 50 split between the analytics work and performance improvements on the trading applications Requirements:- • KDB knowledge / C++ development experience with exposure to analytical platforms and methods. • Strong C++ knowledge • An understanding of Python • Familiar with Linux/Unix • FIX protocol knowledge • Experience with electronic trading systems • Quantitative experience would be very beneficial. Apply:- Please send a PDF resume to Sara Hunter at quants@ekafinance.com



Quantitative Researcher - Bangkok, Thailand

Mon, 12 Jun 2017 08:53:48 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.



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