Wed, 14 Sep 2016 10:36:44 GMTBig name Quantitative Hedge Fund with high profile names is looking to hire exceptional PhD superstar quant researcher candidates to join their team based in the UK / Switzerland . Role: You will work on the full-lifecycle of researching, designing and deploying quantitative trading strategies for what is already a highly successful trading book. As your experience, interests and skills develop, you will start to take a more independent role outside of your core of mentors. Pushing and challenging yourself will allow you to develop new ideas and concentrate on the full-lifecycle by yourself. You will also work on the application of machine learning techniques to alpha discovery and portfolio optimization Requirements:- PhD from a top tier University in any of the following subjects; Maths, Computer Science, Machine Learning, Artificial Intelligence, Statistics, Operations Research, Econometrics, Signal Processing, Computer Vision. ( Computer Science PhDs are encouraged to apply). Candidates who have worked with real data rather than ones with a pure theoretical background . Candidates should have a real interest in Quantitative Finance and systematic trading displayed by having done courses or internships in this area, or better still have already worked for a year or two in the industry. Coding skills in either Python, Matlab or C++. This is a very good opportunity for an outstanding junior candidate to join a world class team of quants and build a solid foundation your career. The idea is to find candidates who have raw intellect and solid quant skills with a disposition for probability & statistics. This is an excellent opportunity for new graduates to learn cutting –edge quantitative finance theory . Apply:- Please send a PDF CV to Sara Hunter at email@example.com
Wed, 14 Sep 2016 10:34:38 GMTLondon based quant hedge fund recruiting cash equity trader. Requirements:- Ideally you will be a PM who has worked in a siloed environment in a strong cash equity shop . Experience of stat arb ( non momentum). They could also consider a very strong researcher who has experience in many different alphas . You must have Python skills. Experience in trading stat arb in different countries ( non -Europe, non – US) would be advantageous. Team culture. Apply:- Please send a PDF CV to Sara Hunter at firstname.lastname@example.org
Wed, 14 Sep 2016 10:33:16 GMTStart Up Systematic hedge fund based in London city are looking to expand its systematic futures trading team with an experienced trader who is currently running proven , well- established strategies. Requirements:- Proven track record of systematic futures trading with the trader having experience trading his own strategies. The client is seeking someone from a shop specialised in options knowledge where the candidate would have had some kind of mentor . Daily trading frequency experience. You must have a minimum of 3 years experience in researching , developing and trading systematic strategies in a bank or a hedge fund . MSc/ PhD in a quantitative discipline from a top University . You must be able to code in Python. Apply:- Please send a PDF CV to Sara Hunter at email@example.com
Wed, 14 Sep 2016 10:32:13 GMTA Global Quantitative Hedge Fund is looking to hire a Quantitative Analyst, ideally with a background in commodities to work in one of their systematic trading teams. As the Quantitative Analyst you will be working in a team who are focusing on building systematic trading strategies for Managed Futures and CTA. You will be researching new trading opportunities, developing existing and new trading strategies, and working across commodities, equities, volatility and fixed income. Quant Analysts with a backround in Power/ Gas who would like to apply their knowledge to the systematic side should also apply. There will also be some work involved in understanding the effect of weather on individual companies. This Hedge fund has an exceptional track record and you will be working on an exceptional infrastructure in order to provide exceptional strategies. Requirements:- Experience within systematic commodities. Quants who have experience within Power/ Gas will also be considered. PhD in a Quantitative Subject. Strong coding ability. Apply:- Please send a PDF V to Sara Hunter at firstname.lastname@example.org
Wed, 14 Sep 2016 10:31:02 GMTGlobal Hedge Fund is looking to hire medium frequency quant traders based in Switzerland. Role:- Working in a large group, the role will involve researching and designing fully systematic trading strategies and the research of existing ideas as well as the discovery of new market inefficiencies You will be responsible for monitoring your own models/ strategies and making amendments as and when needed. You will play a critical part in designing new strategies as well as implementing your existing strategies as long as they have the capacity to be leveraged with larger capital. You will have the necessary skills to thrive in an environment with greater capital and risk appetite. You can expect to be involved in the generation of signals, evaluating price discrepancies in the markets and designing models to take advantage of these in order to generate alpha. The group is looking to give traders the freedom to bring in their strategies and trade them with the backing of greater assets and state of the art technology. Requirements:- Senior researcher with experience ?in strategies relating to futures and currency markets. Very strong academic background with Quantitative degree (PhD preferable) from a leading university. More keen on long term models ( not traditional trend following models). They would also consider high frequency experience. Quant researchers from hedge funds sought after . ?Specialist experience in fixed-income, or commodities welcome. Skills in one or more of C++, Python, Matlab Apply :- Please send a PDF CV to Sara Hunter at email@example.com
Tue, 30 Aug 2016 10:25:05 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.
Wed, 10 Aug 2016 21:36:10 GMTWe are looking for a highly motivated quantitative analyst to join our small, internationally diverse investment team in a unique role to help manage a large portfolio of longevity contingent assets. If you have strong quantitative and analytical abilities, excellent communication skills and are a team player we would love to hear from you. You will have influence on how to build and manage a stand-alone portfolio of life contingent assets as well as a unique opportunity to create a set of world class software tools and models. You will be expected to provide regular reporting to an offshore investment team of the Investor about the portfolio and educate them about the tools, methodologies and the market environment. The role will be based in Austin, TX in the offices of the Asset Manager and involve periodic travel. The analyst is likely to travel regularly to meet the Investor and to travel to key industry events, regularly visit key industry participants (medical underwriters, valuation agent, custodian) as required. General Outcomes • Contribute: Make a positive impact by adding value through analytical support, communication and team work • Collaborate and lead: Provide intellectual leadership and support to the Asset Manager’s analytic team • Deliver: Develop and build software features and tools with a view to enhancing the quantitative capabilities by integrating components into the Asset Manager’s systems and pricing models • Recognize: Assess opportunities to use quantitative methods and concepts from financial markets to the life settlements business with the help of the Investor Responsibilities • Work with an offshore investment team and onshore asset manager to build, manage and monitor a portfolio of longevity contingent investments • Provide analytical capabilities for the Investor’s offshore investment team • Build and enhance proprietary software tools and methodologies for individual and portfolio assets • Work with existing data sets and mortality information to identify statistical patterns, dislocations • Report and educate the Investor about life settlement portfolio and industry activity • Represent the Investor’s interests in the Asset Manager – working in offices, attending meetings, attending industry events, visiting key industry participants Qualifications • Post-graduate degree in a quantitative subject • Broad knowledge across mathematical finance, mathematical programming, statistical analysis and risk management. Understanding of actuarial science would be helpful. • Experience with regression modeling (linear, logarithmic) • Experience with collaborative software engineering • Experience working in a professional environment undertaking analytical or mathematical work for [5 to 10 years] Personal attributes • Strong analytical mind who is intellectually curious and thinks deeply about issues • Highly motivated with the ability to take initiative and work remotely for extended periods of time • Openness to change and flexibility of mind to new ideas and uniqueness of role • Strong interpersonal and communication skills About the Investor QuantRes is a highly successful proprietary quantitative trading firm and global private investor. Leveraging our unique understanding of risk management, we utilize proprietary software tools and create complex research models to develop world class quantitative trading systems that exploit market inefficiencies. We work with the most comprehensive collection of historical futures and foreign exchange data and have built leading edge technology and infrastructure to apply our exceptional quantitative methods to the global futures and foreign exchange markets for over 25 years. Alongside this business, our global investments encompass a wide array of asset classes with a focus on technology and financial secto[...]
Mon, 08 Aug 2016 21:31:22 GMTA leading company are looking to hire quantitative analysts to work in their research, strategy and modelling group to participate in the research and development of investment risk . You will be based in their research team in Latvia. Role:- You will participate in every stage of the company’s modelling/research effort in quantitative risk as part of an international team of world-class specialists in mathematical finance Learn about financial markets, advanced risk models and portfolio management techniques Be responsible for creating advanced mathematical models for financial markets ,volatility forecasts, complex market factor decomposition models, multidimensional market correlation structure models, portfolio optimization tools and future market scenario analysis methodologies This is a research oriented team environment and the junior quants will have the opportunity to learn from renowned experts within financial mathematics . Requirements:- PhD in mathematics, physics, statistics, computer science or a quantitative subject. Exceptional analytical proficiency and technical and problem solving skills. Ability to work independently on every stage of design of advanced mathematical models is critical to this position. Strong knowledge of linear algebra, differential equation theory, probability theory, statistics and numerical methods. A candidate will be asked about these concepts in initial interviews. Ability to communicate complex concepts clearly and effectively. Knowledge of programming Knowledge of quantitative finance is not required A very strong competitive compensation package will be offered along with a healthy relocation package and you will get the future opportunity to work in the company’s other locations around the world. Application:- Please send a PDF CV to Sara Hunter at firstname.lastname@example.org