Thu, 12 Jan 2017 21:51:43 GMTParis based fund are looking to hire junior traders onto their electronic trading desk. Role:- Research may include data cleaning, calculation of descriptive and predictive statistics of stock and future prices, optimizing parameterization of trading algorithms and modelling trading costs. Research is primarily performed in Python, Perl or C++, and often involves dealing with large data sets. Requirements:- You must have 1-2 years of experience in electronic market making or intraday trading. They will not consider candidates who have no experience in this area. Ideally you are fluent in French or at least want to be based in Paris. Researchers are expected to have strong programming background. You should be able to code in C++/ Python. Apply:- Please send a PDF resume to firstname.lastname@example.org
Thu, 12 Jan 2017 21:50:11 GMTSystematic multi- strategy fund are recruiting a junior quant developer for their technology team. The role will be based in Switzerland. Role- Production implementations of systematic trading strategies (mainly in C++) Development of data visualization, analysis and research tools / libraries Interaction with researchers and traders on a regular basis Requirements:- 1-4 years relevant work experience or graduate with a demonstrable interest in the field. Programming experience in two or more general purpose programming languages, preferably C++ and Python . Experience with Linux systems . Experience with web technologies would be a plus . Experience in finance would be a plus .
Thu, 12 Jan 2017 21:48:46 GMTLeading fund are hiring Machine Learning Quants for their London office. Role :- Your role will be to be the main machine learning quant within a larger quant research team. You will work on 2-3 projects at a time and be responsible for coming up with new ideas . You will be developing software to develop new machine learning techniques. Requirements:- You must have a PhD in Machine Learning . You should be able to demonstrate at least one solid example of a machine learning model . Your mathematics and computer science background will be very strong. You must have the practical ability to apply mathematical concepts to real world financial problems, to implement theoretical insights as working code, and the ability to work independently in a research environment. OO C++ skills will be necessary for this role. Apply:- Please send a PDF CV to Sara Hunter at email@example.com
Thu, 12 Jan 2017 21:47:53 GMTHigh Frequency Fund are looking to hire a quant analyst to research , test and implement new strategies for their research and development team. Role:- Writing Python code to express statistical ideas and relationships between securities. Coming up with novel ideas and hypotheses about market participants and dynamics Collaborating with teammates on new trading ideas Extending existing research tools to support novel use cases and needs Requirements:- Bachelor’s in STEM with strong familiarity with statistics and quantitative problem-solving. Self-sufficient ability to implement statistical ideas in code (Python experience preferred). Interest in financial markets or learning more about financial markets. Previous experience in quantitative finance or trading is a plus, but is not required. The ideal candidate will be a strong quantitative problem solver interested in identifying and monetizing statistical patterns in the financial markets and also adept at implementing their ideas in Python. Apply:- Please send a PDF CV to Sara Hunter@firstname.lastname@example.org
Thu, 12 Jan 2017 21:46:20 GMTChicago based fund are looking to recruit junior quantitative traders who are exceptional problem solvers and have a passion to develop and test strategies. Role:- You will work very closely with other quant developers and quant traders on the automated options trading desk. Write and optimize data analysis code and calculation intensive models Develop quantitate models, back-test and implement trading strategies in Python (C++ is a plus) A strong interest in finance and learning to develop trading strategies is a plus Provide Python mentoring to team members and traders Strong math aptitude, numerical and quantitative analysis skills Requirements:- Masters or Ph.D. in technical field – Engineering, Economics, Statistics, Mathematics, Computer Science, Actuarial Science or a related/equivalent field Python programming experience required Understanding of option theory Very strong research / data analysis skills which you could demonstrate through a personal or a school project. Apply:- Please send a PDF resume to Sara Hunter at email@example.com
Thu, 12 Jan 2017 21:43:58 GMTLeading Quant Fund are looking to hire a Quant Analyst to be based in their San Francisco office to conduct quantitative analyses and analyze portfolio risk exposure across correlated products by utilizing risk management applications. Role:- • Compute and track market indices’ implied and realized correlations utilizing Visual Basic and SQL. • Perform nonlinear statistical regression analysis to analyze trades, corporate earnings data and algorithm performance, and review and modify algorithms using C++. • Perform time series analyses and track trade signals. • Utilize Perl to extract financial data from third-party data providers, and monitor industry and corporate data that may affect firm trade strategies. • Merge and synchronize data from different sources into one consistent and reliable data set utilizing SQL. • Analyze daily mark-out reports to determine trade execution quality. • Create binary event option pricing model to assist traders in trading stocks and advising regarding possible corporate acquisitions. • Create financial accounting system models. • Back-test and implement signals on dispersion and intra-sector relative value. Requirements: • Master’s degree or equivalent in Finance, Financial Engineering, Mathematics, Statistics, Computer Science, Physics or related field. • One (1) year of experience as quantitative analyst or developer within financial services industry • Working with algorithms and C ++ programming languages • Python • SQL • Black Scholes modeling • Nonlinear statistical regression analysis
Fri, 06 Jan 2017 15:52:43 GMTQuantitative Analyst, Singapore Tower Research Capital (Singapore) Pte. Ltd., an affiliate of the high-frequency proprietary trading firm Tower Research Capital LLC (“Tower”), seeks a Quantitative Analyst for one of their trading teams in Singapore. Working at Tower means collaborating with bright minds from around the world to create cutting edge-technology and tackle challenging technical problems. We’re engineers and pioneers who use scientific principles to identify market opportunities and who think Mondays look better in jeans and a t-shirt than in a suit and tie. Responsibilities: Our community of developers has designed and continues to enhance one of the fastest trading platforms in the world using the latest tools and technologies. As a Quantitative Analyst, you’ll draw upon your computer science, mathematical, and analytical abilities to develop complex and nimble code used to grow our business and increase the efficiency of the global financial markets. Your responsibilities may include any of the following, which will require you to exercise discretion and independent judgment: • Developing trading ideas by quantitatively analyzing market data and market microstructure for patterns • Designing and implementing high-frequency trading algorithms • Collaborate with global team of traders to analyze the signals and impact on trading behavior • Applying our existing trading strategies to new markets • Contributing to libraries of analytical computations to support market data analysis • Developing, augmenting, and calibrating exchange simulators • Shaping the future of Tower through regular interviewing and infrequent campus recruiting trips Qualifications: The ideal candidate will have • Degree from a top tier institute • A strong background in data structures, algorithms, and object-oriented programming in C++/Python • Brilliant problem-solving abilities • The ability to manage multiple tasks in a fast-paced environment • Strong communication skills • A working knowledge of Linux • Experience with machine learning (a plus) Financial experience is not mandatory but interest in financial markets is a plus. Benefits Tower continues to enhance the in-house trading system and strategies that have positioned the firm as a leader in the thriving field of quantitative trading. While Tower offers challenges and rewards rivaling those of any Wall Street firm, Tower’s cubicle-free workplace, jeans-clad workforce, and well-stocked kitchens reflect the premium the firm places on quality of life. Benefits include: • Competitive salary • Five weeks of paid vacation per year plus public holidays • Free breakfast, lunch, and snacks on a daily basis • Gym membership • For employees ineligible to participate in the CPF, the cash equivalent of the employer’s CPF contribution Location: Singapore Salary: Min SGD 120000 (Fixed) Employment Type: Full Time Position Type: Peramanent Start Date: ASAP Sectors: Asset Management, Equities, Hedge Funds, Trading, Quantitative Development Career Levels: Entry/Junior Application website: http://grnh.se/3sg1271
Wed, 04 Jan 2017 15:31:25 GMTWe'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.
Wed, 04 Jan 2017 15:30:17 GMTWe'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.
Wed, 04 Jan 2017 15:29:08 GMTWe 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.
Wed, 04 Jan 2017 15:26:39 GMTWe'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.
Wed, 04 Jan 2017 15:24:07 GMTWe'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.
Wed, 04 Jan 2017 15:20:47 GMTWe 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.
Fri, 23 Dec 2016 05:01:24 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.