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Investment Manager Recruiting mid- level Long Only Equity Quant Analyst - London, United Kingdom

Fri, 07 Jul 2017 20:43:09 GMT

Leading Investment Manager are recruiting a mid- level long only Equity Quant Analyst Role:- They are looking to add a quant analyst to their equity team . Your role will be to help the team to develop and implement algorithms which predict price changes in equity markets as well as constructing portfolios based on quantitative signals . Requirements:- They are looking for someone from a long equity only asset manager who has experience in low and mid frequency equity modelling . You should be able to demonstrate an interest in modelling and implementing quantitative equity strategies and of equity data such as market , analyst forecasts and fundamental company data . Any experience of modelling using fundamentals is beneficial. Programming will be an important part of your job and strong python is essential for this role. They are looking for people who are from a more traditional asset management background rather than statistical arbitrage and generic CTAs. Apply:- Please send a Word CV to Sara Hunter at quants@ekafinance.com



Paris Bank Hiring Long/ Short Equity Quants - Paris, France

Wed, 28 Jun 2017 20:13:00 GMT

Leading Investment Bank are looking to hire an equity statistical arbitrage quant trader in a role sitting on their statistical arbitrage trading desk in Hong Kong. This is a well established quant trading platform and covers primarily Asian equities. Role:- The group has had tremendous success in the past few years and has steadily improved the team with some of the most talented traders and quants in the market. The role will involve working in a team based environment to research and back test trading high frequency equity strategies and algorithms. This is an opportunity to work within an integrated team of quantitative traders and make an immediate contribution to the trading effort. The role will involve:- Developing , modifying, optimizing, testing and implementing real time quantitative trading strategies and risk models. Handling all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting. Systematic/Quantitative trading. Requirements:- 2 plus years experience in research and deploying profitable equity focused statistical arbitrage strategies. In order to apply for the role you must been experience within:- - Statistical Arbitrage Trading - Quantitative Equity Trading - Back-testing trading strategies. - Researching, modelling & implementing fundamental and technical based strategies - Creating/implementing low to mid frequency equity strategy. - Signal generation. Ability to explain what and why you are currently doing; understand conclusions. MSc/PhD from a top Institution in a very quantitative focused thesis: Applied Mathematics, Physics, Statistics and Probability (Ranked as top 20% in class for bachelor's degree) Preferred : specific schools/universities in France (X, Centrale, Mines, Ponts, Master in Probablility in Paris 6/7, ENSAE, research labs in physics) • An applied research experience in Mathematics, Physics, Statistics showing a strong working knowledge of analyzing/calibrating models on bid data sets and programming (C++, C#, R, SPlus) French speaker. Ideally based in Paris already or strong motivation to be based in Paris. Apply:- Please send a Word CV to Tina Kaul at quants@ekafinance.com



Chicago Hedge Fund Hiring Quant Researchers / Cross Asset Trading / $ High - Chicago, United States

Wed, 28 Jun 2017 20:11:48 GMT

Successful Hedge Fund in Chicago seeks an addition to their collegiate team of Quantitative Researchers working on fully automated cross asset strategies. 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. Requirements:- 2 years experience plus in a Proprietary Trading Group or Hedge Fund in a position as a Quantitative strategist or trader that has seen you generate research ideas, back-test and trade. Experience of developing fully automated statistically driven strategies . Ideally you will have experience of working on macro systematic strategies or multi factor models. Evidence of strong performing strategies that have been in production for over a year, including strong Sharpe Ratios and PnL. PhD dominated on the research, design and C++ implementation of complex algorithms. Strong hands on Computer skills (C++, Java, C#, Python). They prefer candidates to be based in either Chicago or NY. 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 send a Word resume to Sara Hunter at quants@ekafinance.com



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.