Fri, 24 Feb 2017 14:49:18 GMTWe are seeking to complement our established cross-asset investment team Alpha Generix at LGT Investment Partners AG, dedicated to excellence in alternative risk premia investing and aspiring highest quality of results amongst global peers. We are offering an opportunity as Quantitative Equity Research Analyst Your responsibilities include: • Research and develop risk premia strategies on global equities and equity derivatives to enhance our alternative style premia offering and support their efficient implementation in global markets; • Develop and implement advanced risk modelling and portfolio construction techniques for targeted risk / return profiles; • Build and expand a sound basis for equity research with adequate database infrastructure; • Document and present comprehensive research results at highest quality standards for decision by the investment committee; • Research quantitative investment solutions for sophisticated institutional investors and present in-vestment content to internal and external parties; • Contribute to editorial work on research papers in our field of expertise for the purpose of education of investors and for publication; • Perform regular internal and client reporting. Your profile: • Ph.D. or master's degree in Math or Physics, Economics or Finance, with deep knowledge of theory and applied quantitative finance. Accomplished finance programs such as CFA supportive; • At least 3 years of hands on experience in applied equity quantitative research with international asset manager, quant hedge fund or investment bank; • Experience on other asset classes, i.e. fixed income, currencies, commodities and derivatives sup-portive combined with sound understanding of portfolio and risk management techniques; • You create ideas and have the skill to critically evaluate them towards an all-risk-considered in-vestment solution; • You are self-motivated, ambitious to generate extra-ordinary investment results, ready to go the ex-tra mile; • Solid experience in data modelling and programming; • You want to work in a team-oriented and entrepreneurial environment; • Proven ability to contribute as member of a team, reliable and mindful even under testing market conditions or in extra-ordinary situations; • Excellent content presentation skills in English, other languages helpful. If you are interested in joining an international, multi-cultural team we will be pleased to hear from you soon. For further information please contact our HR Manager Mrs. Sandra Wichert. LGT Capital Partners Ltd. Sandra Wichert Human Resources Phone: +41 55 415 96 17 www.lgtcp.com
Tue, 21 Feb 2017 21:19:33 GMTExciting Swiss start up is looking to hire a CTO that can build on their existing prototype. Role:- envision and architect the next phase of their platform design and build new platform features build a high-performing technical team as they grow. Requirements:- You will have a higher degree in a quantitative subject . Computer Science and data science would be advantageous. Strong knowledge of C# and Python Experience with the .NET framework (core) and Windows Azure Services Banking software knowledge (finance knowledge) Experience in leading a team . Project management (Scrum) Some machine learning knowledge A sense for good design and great focus on usability. Flexible in terms of working location . The role can involve travel to London, Zurich, Ukraine. A few years of working experience in banking / finance. Willingness to work for a start- up and the drive to work long hours. Passionate about wanting to build something meaningful from the ground up and not afraid of taking risk. Personality will be very important for this role. They will consider people who have worked as CTOs, senior developers who want to try something new. Apply:- Please send a PDF resume to Tina Kaul at email@example.com
Sun, 19 Feb 2017 00:50:48 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.
Fri, 10 Feb 2017 12:37:51 GMTThe D. E. Shaw group brings together some of the best minds in computer science, mathematics, physics, engineering, and other technical disciplines to work at the intersection of finance and technology. Members of our versatile technical staff exhibit a range of strong quantitative and programming abilities, with software developers and quantitative analysts collaborating on challenging problems that directly impact the firm’s continued success. Quality and innovation are essential for creating computationally-intensive solutions for trading profitably in markets around the globe. Developers bring strong analytical, mathematical, and software design skills to a variety of projects, including the formulation of statistical models for our computerized trading strategies, distributed system development, real-time data analysis, and the creation of tools for advanced mathematical modeling. Technology is an integral part of virtually everything we do, and our team enjoys access to some of the most advanced computing resources in the world. Successful candidates have traditionally been the top students in their programs and have extensive software development knowledge. We welcome talented candidates at all experience levels. Interested students should apply directly through our website at: https://www.deshaw.com/recruit/jobs/AD/QFJ The Company is an equal employment opportunity employer. We do not discriminate against any applicant, employee, or former employee on the basis of race, color, religion, gender, gender identity, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or other category protected by law. All employment-related decisions are based solely on legitimate non-discriminatory business reasons.
Fri, 10 Feb 2017 12:30:27 GMTQuants at the D. E. Shaw group apply mathematical techniques and write software to develop, analyze, and implement statistical models for our computerized financial trading strategies. Keen insight and innovation are essential for creating solutions for trading profitably in markets around the globe. Specific responsibilities range from examining trading data to increase profitability, decrease risk, and reduce transaction costs, to conceiving new trading ideas and devising the simulations needed to test them. Successful quant candidates have traditionally been exceptionally talented students at the top of their respective math, physics, engineering, computer science, and other technical and quantitative programs. While Ph.D.’s in these fields are common, many of our quants join us with undergraduate or master’s degrees. A considerable number have competed successfully in the United States and International Math Olympiads, as well as the Putnam Competition. Members of our highly versatile team possess the wide range of quantitative and programming abilities necessary to solve challenging problems that are critical to the firm’s continued success. Interested students should apply directly through our website at: https://www.deshaw.com/recruit/jobs/AD/QFJ The Company is an equal employment opportunity employer. We do not discriminate against any applicant, employee, or former employee on the basis of race, color, religion, gender, gender identity, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or other category protected by law. All employment-related decisions are based solely on legitimate non-discriminatory business reasons.
Thu, 09 Feb 2017 22:10:00 GMTRequirements:- Ideally you will be a person who likes to play very complex mathematical games / passionate about gaming / poker. A PhD from an Ivy League University in a subject that you are passionate about within Quant Finance. You should be able to code in one of the following :- Python, C++ or Java. The culture at the firm is quite unique – no non competes , full benefits package and a very competitive gaming type background. They encourage and respect uncommon intelligence and encourage candidates even from outside of finance to apply. Apply:- Please send a PDF resume to Sara Hunter at firstname.lastname@example.org
Thu, 09 Feb 2017 21:44:19 GMTLeading US Bank are looking to hire a senior equity quant for their delta one trading desk based in Hong Kong. Role :- Your role will be to be the main quant on the desk working alongside the traders and development team. You will report directly to the Head of the Delta One Desk. You will be generating strategies that produce alpha and building out the trading tools . You will cover long / short positions . Requirements:- You must have 5 – 6 years experience working as a quant analyst either at a market maker , on a cash equity desk , at a prop shop. Junior candidates with 1-2 years experience cannot be considered for this role . You must have a strong background in Equity . Other asset class experience will not be considered at this point. Ideally you will be a strong coder in C++. Candidates from any location will be considered. It is not necessary that a candidate must be based in Asia. They are looking for a senior quant analyst with solid equity experience who is confident in their ability to generate more revenue and sit in a team of traders. Apply:- Please send a PDF resume to Sara Hunter at email@example.com
Tue, 07 Feb 2017 20:59:19 GMTInvestment Bank are looking to hire a London based systematic quant researcher Role:- You will get direct exposure to trading from an early stage and play a key role in aiding the development of strategies via quantitative analysis. You will receive training from long-tenured traders and learn how to apply the mathematical and computational skills from your background in an ever-changing market environment. Requirements:- You should have the ability to think about the world systematically and quantitatively, as well as the ability to deal with uncertainty in a rigorous and statistical way. You should have interest in applying technology to solve complex trading problems . 2+ years working on a systematic trading desk trading – essential. You do not have to have come from a big name. Research skills are the key for this role. Academic background in statistics, econometrics, maths, mathematical finance, or appropriate quantitative field. All asset classes desired, but equities focus a plus. Good programming ability in a suitable language and/or experience with a statistical package (Stata, R, matlab, etc). Apply:- Please send a PDF CV to Sara Hunter at firstname.lastname@example.org
Tue, 07 Feb 2017 20:59:02 GMTLeading Quant Market Making team based in Hong Kong are looking to recruit a 2-4 year quant analyst to be based in their Hong Kong office. Role:- Develop, modify, optimize, test and implement real time quantitative trading strategies and risk models. Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting Systematic/Quantitative trading. Requirements:- 2/3 years experience (minimum) in algo trading, high frequency or mid-frequency stat arb, (quant) index arb. A PhD in Maths, Statistics , Physics or a Masters level from a top French engineering school. Ideally you will have trading experience in more than one asset class. You should be able to code in C/ C++ or Python and have prior experience of working with large data sets. A strong motivation for quantitative research (research scientist mind-set) and financial markets. Apply:- Please send a PDF resume to email@example.com
Tue, 07 Feb 2017 20:57:31 GMTLeading Investment bank are looking to hire a data scientist to complement their quant market making team . The role will be based in Paris. Role:- You will be one of the first to join the quant data scientist team which will sit on the trading floor with the quant market making team. Your role will involve:- Working on the application of statistical analysis and machine learning to trading problems. Testing of trading strategies. As an expert in data science, you will formulate approaches to solve challenging problems using well-defined algorithms and data sources in the context of business needs. You will use data exploration techniques to discover new questions or opportunities within your problem area. You will also interpret the results of their analysis, validate their approach, and learn to monitor, analyze, and iterate to continuously improve. Requirements:- Expertise in predictive analytics/statistical modelling/data mining algorithms. Must have knowledge/experience in some/all of the following: Multivariate regression, logistic regression, support vector machines, bagging, boosting, decision trees, lifetime analysis, common clustering algorithms, optimization, stochastic processes. Extensive experience with big data, analytics, machine learning, and modelling. Knowledge of common data structures and ability to write efficient code in at least one language is a plus (preferably Java, C++, Python, or Perl) PhD Degree/ Masters in Data engineering, Computer Science, Statistics, Mathematics, Economics, or other quant-focused field. Experience with experiments, machine learning, deep learning, anomaly detection, predictive analysis, exploratory data analysis, and other areas of data science You will ideally be able to speak French and want to be located in Paris. Apply:- Please send a PDF resume to Sara Hunter at firstname.lastname@example.org
Mon, 06 Feb 2017 15:12:57 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.
Mon, 06 Feb 2017 15:12:56 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.
Mon, 06 Feb 2017 15:12:54 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.
Mon, 06 Feb 2017 15:12:53 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.
Mon, 06 Feb 2017 15:12:49 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.
Mon, 06 Feb 2017 15:12:46 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.
Thu, 26 Jan 2017 12:18:40 GMTBillion Dollar Quant Fund are looking to meet senior systematic quants who are interested in managing a team of researchers whilst being hands on within the systematic space at the same time. They are interested in meeting people who are established in the systematic space who are either heading a research team or who are senior members within a team who would like to make their next move. The fund operates a very team oriented, collaborative environment with a flat structure . They will consider candidates from any asset class . Technically – their quants are all very good coders so they are looking for an all rounder- someone who is comfortable being a mentor as well as being fully involve in the systematic process. Around 80% of the time would be spent on systematic hands – on work and 20% of the time would be spent managing people/ running the desk . They are flexible about people who want to bring in their own strategies or people who want to work on existing strategies. Location wise -they are open to discussing a few variables.They will pay extremely well for this person and you will work alongside some very strong names in the market . They are happy to meet candidates for an informal , discreet chat also. If you are interested , please contact Tina Kaul on email@example.com.
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