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US Bank Recruiting Systematic Researcher - London, United Kingdom

Thu, 27 Apr 2017 10:16:27 GMT

Investment 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 quants@ekafinance.com



NYC Investment Firm Hirring PhD Machine Learning / Statistics Quants - New York, United States

Thu, 27 Apr 2017 10:15:37 GMT

NYC Investment Firm are looking to grow their quant analyst team and to add an extra person who has very strong knowledge within machine learning/ statistics. Role:- My client are a NYC based firm who specialize in statistical arbitrage, pioneering machine learning techniques, and cutting-edge technology which allows them to gain fresh momentum within the competitive arena of investment management. The firm’s investment approach uses statistical and machine / deep learning techniques to generate predictive signals that identify market inefficiencies and investment opportunities used to trade. The firm has a very scientific and employee centric culture, and has a result attracted and retained some of the brightest minds in the industry, and has an exceptionally successful investment track record. The quant research group consists of PhD and leading data scientists from some of the elite machine learning driven technology start ups . Requirements:- PhD in Statistics / Machine Learning ideally. They will also consider PHD ‘s in Computer Science, Operations Research, Statistics, Maths or Physics or similar quantitative subjects. Ideally with post graduate research in an area applicable to separating noise from real data off large + noisy data sets. You should be able to demonstrate that you are able to conduct research using large data sets. Some experience in natural language processing and/or machine learning is favourable. Exceptional knowledge of statistics/ time series analysis/ probabilities. Experience with modern statistical research techniques and a deep technical understanding of how and why they work You should be able to program in C++, Python, Java. Apply:- Please send a PDF CV to Sara Hunter at quants@ekafinance.com



Tier 1 Fund Recruiting Data Scientist / Librariaan - $ High - London, United Kingdom

Thu, 27 Apr 2017 10:13:54 GMT

Leading UK fund are looking to add a data librarian / scientist to work within their team of quant scientists. Role:- Your role will be to work on hands on with the data required for back -testing strategies and live systems. You will proactively seek out new sources of data, write tools to automatically download them and keep them up to date, and ensure that they are easily accessible by the scientists/ quants within the firm. For the right candidate, there may be future opportunities to work more closely with the scientists on research projects. Requirements:- You will have practical experience of languages such as Python, VBa , C#. Familiarity with SQL databases. ( Postgres will be an advantage). You will have a BA in a quantitative subject such as Computer Science, Mathematics , Engineering, Statistics , Data Science and will have attained either a first or a 2:1 degree. You should have a passion to work with large amounts of data . Any experience of working within data science / analytics will be beneficial. You should be a person who possesses great attention to detail. Apply:- Please send a PDF CV to Sara Hunter at quants@ekafinance.com



Quantitative Researcher - Bangkok, Thailand

Mon, 17 Apr 2017 03:42:16 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.



Derivatives Risk Officer (Junior) - Luxembourg

Thu, 13 Apr 2017 14:05:02 GMT

The EIB, the European Union’s bank, is seeking to recruit for its Risk Management Directorate (RM)- Financial Risk Department (FIN) - Derivatives Division (DER), at its headquarters in Luxembourg, a (Junior) Derivatives Risk Officer 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 organizational requirements and individual performance. Purpose (Junior) Derivatives Risk Officer, internally referred to as (Junior) Financial Risk Management Officer, will contribute to the risk management for derivatives transactions in line with EIB financial risk policies by implementing, monitoring and reporting (a) derivatives valuations including credit and collateral valuation adjustments; (b) counter party credit risk measures, including expected and potential exposures; (c) liquidity risk measures, including expected and potential collateral outflows; (d) capital consumption measures. Operating network The Derivatives Risk Officer will report to the Head of Unit and will work in close collaboration with the Head of the Derivatives Division and a team of Risk Officers. Accountabilities • Configure and control interest rate, inflation and FX derivatives valuation models (Numerix). • Implement and control models for credit and collateral valuation adjustments. • Implement and control models for expected and potential future credit exposure, collateral outflow and capital consumption. • Report on valuation and risk positions and produce opinions on the impact of new operations, including changes in ISDA/CSA documentation. • Monitor the collateralisation process, solve collateral disputes. Qualifications • University degree, preferably in mathematics or quantitative finance. At least 3 years’ professional experience acquired with a major derivatives user, with implication in derivatives control, including at least one of the following - Knowledge and experience in the area of derivatives valuation - Familiarity with the credit and collateral valuation adjustment calculations as well as funding and capital consumption charges - Knowledge of derivatives counter party and liquidity risk quantification, including potential future exposure and collateral outflow • Experience in derivatives valuation packages, preferably Numerix. • Knowledge of programming languages, preferably C#, Visual Basic and SQL. • Familiarity with counter party credit risk mitigation, including ISDA/CSA documentation, is a considerable plus • Familiarity with BCBS regulations, EBA standards and best banking practice in the field would be considered an advantage.Excellent knowledge of English and/or French(*), with a good knowledge of the other. Knowledge of other EU languages would be an advantage. Competencies • Achievement Drive: continually keeps an eye on performance, focusing on improving it, showing drive and determination to meet short and long-term goals. • Change Orientation: Adapts to differences and changes in the environment; takes a flexible approach to reach outcomes. • Collaboration: Works cooperatively as part of a team; works collaboratively with peers across organisational boundaries based on a genuine interest in and an accurate understanding of others and their individual perspectives and concerns. • Organisational Commitment: Is willing to commit to an organisation whose mission is to support Europe and is open to diversity, and to align her/his own behaviour with the organisation’s needs and intrinsic values, acting with integrity in ways that promote the organisation’s mission, policies and rules. (*) There may be certain flexibility on this requirement, but limited to particularly suitable candidates who may not yet be proficient in French. If [...]



Implementation Developer - Radnor, United States

Wed, 05 Apr 2017 13:59:17 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.



Execution Developer - Radnor, United States

Tue, 04 Apr 2017 12:54:56 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.



C++ Market Data Feeds Developer - Radnor, United States

Tue, 04 Apr 2017 12:54:54 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.



Quantitative Research Analyst Internship - Radnor, United States

Tue, 04 Apr 2017 12:54:53 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.



Quantitative Research Analyst - Radnor, United States

Tue, 04 Apr 2017 12:54:51 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.



Developer Internship - Radnor, United States

Tue, 04 Apr 2017 12:54:49 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.



Technical Recruiter - Radnor, United States

Tue, 04 Apr 2017 12:54:40 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.



Algo Trading Firm Hiring Python/ C# Developers/ Madrid - Madrid, Spain

Thu, 30 Mar 2017 10:42:13 GMT

Madrid based algorithmic quant firm made up of quant developers and traders is looking to hire an experienced programmer for electronic trade execution and big data engineering . They trade market neutral equity portfolios globally . As part of their daily job, they implement technologies and quantitative methods which allow them to understand better the drivers of asset returns. Role:- Developing a big data infrastructure for managing trade and quote data Managing and implementing execution strategies and simulations Operating automated live trading Requirements:- Experience in all of the following areas is a must:- Implementation of highly reliable production code in Python, C# or Scala . Familiarity with Linux Experience in one or more of the following areas is a plus: Hadoop, Spark, Spark Streaming, NoSQL, columnar databases Cloud based infrastructures Electronic trading The main programming language used in the firm for factor modelling and portfolio generation is Python and their distributed calculation engine runs on Linux. Their 3rd party trade execution framework relies on C#, running on Windows. The ideal candidate has a background in horizontally scalable big data technologies and has an intrinsic motivation towards working with an electronic trading infrastructure. Operating a trading infrastructure requires accuracy and attention to detail. The main language spoken at work is English and you will be required to submit a CV in English . They will consider any candidate who can speak Spanish . You can be based in Spain or outside of Spain. Apply:- Please send a PDF CV to Sara Hunter at quants@ekafinance.com



Financial Trading Firm Recruiting Equity CTA Quants / NYC - New York, United States

Tue, 28 Mar 2017 19:16:41 GMT

World leading financial trading firm is looking to expand their team in NY with the addition of an experienced Quant Strategist with modelling skills. Role:- The quant team is focused on the full-lifecycle development and deployment of automated market-making systems and strategies across the markets. Working on a statistical arbitrage trading desk, you will work with other front office traders to support existing quant equity strategies, implement your own strategies and working within the small team to develop new strategies. Requirements:- 1+ years experience of researching and developing equity based systematic strategies from a leading firm preferable on the buy side . They would consider candidates from CTAs, macro firms or systematic equity firms. Strong problem solving ability is essential. Excellent C++ skills as this role requires core front office modelling. Strong Statistics/ Probability Skills PhD in a quant discipline such as Statistics, Econometrics, Mathematics, Machine Learning, Physics from a leading university. Interviews for this role will commence immediately. Apply:- Please send a PDF resume to quants@ekafinance.com



Senior Equity Pms/ London / NYC - New York, United States

Tue, 28 Mar 2017 19:14:53 GMT

Leading US fund are looking to hire senior Quant Traders to be based either in London or in NYC. Within equities , they are looking for a track record of at least 2 years running quantitative equities Sharpe Ratio of 3 Annualized return of 5% of GMV Maximum drawdown of 2% of GMV With the platform the fund provides, you will have:- Access to capital with a well-defined road map for growth based on performance Use of a state-of-the-art quantitative research, analysis and trading platform capable of trading strategies with microsecond latencies. Colocated production trading plant operated by global team Access to over a petabyte of market, historical and derived data sets supported by a dedicated data team Access to a highly skilled team of quantitative researchers, developers and data experts. Please contact Sara Hunter at quants@ekafinance.com



Junior Systematic Equity PhD Quant Mathematicians - London, United Kingdom

Tue, 28 Mar 2017 19:12:14 GMT

Leading UK fund are hiring PhD quant analysts for their systematic equity team. Role:- As a quantitative analyst , you will be responsible for researching and implementing alpha generating , risk and trading models . This is a hands – on role responsible for creating and optimising new quantitative systematic portfolio models. Requirements:- PhD or Masters degree in a quantitative discipline. They are interested in candidates from red brick Universities who have a first class degree and all A’s in their A Levels. Strong coding expertise in either Matlab, Python, R, Java or C++ Solid statistical knowledge and familiarity with packages such as R or Matlab Time series modelling / simulation or quantitative research experience Experience of working with large & complex data sets A solid foundation in optimization, probability and statistics Practical approach to problem solving Outstanding quantitative, analytical and problem solving skills Good communication skills. They are open to considering candidates who are about to complete a PhD and also open to candidates who have prior work experience within the equity systematic space. Apply:- Please send a PDF resume to Sara Hunter at quants@ekafinance.com



Market Maker Hiring C++ Quant Developer - Los Angeles, United States

Tue, 28 Mar 2017 19:07:05 GMT

Leading market maker in US equity options is looking to add a quantitative developer to join their quant trading team. Role:- Responsibilities include:- Working closely with traders and systems developers to monitor and optimize their proprietary market making system. This includes understanding and identifying inefficiencies in their valuation and trading logic, developing plans for improvement, and following through with implementation. Optimizing and expanding their modeling toolkit to handle new products and situations. In-depth model and pricing development. Developing connectivity and trading logic to expand their presence into new exchanges and venues. Market data collection and analysis. Real-time system support Requirements:- Ph.D. or M.Sc. in a quantitative field from a top university. A strong background in statistics and stochastic processes. Familiarity with options pricing theory. Familiarity with C++ development within a Linux environment. Experience with large-scale software development, ideally in a real-time, distributed system. Apply:- Please send a PDF resume to quants@ekafinance.com



AI Firm Hiring Machine Learning Researcher / ReInforcement Learning - London, United Kingdom

Tue, 28 Mar 2017 19:04:16 GMT

AI Firm are hiring a machine learning researcher . Role:- Your role will involve developing and customizing machine learning algorithms, coming up with creative features, training them, and deploying them to games and simulations where they can interact with real users. Essential Skills • Academic and/ or industry experience in reinforcement learning • Ability to understand cutting-edge research papers • Writing and testing high quality code • Numerical programming (Python/ NumPy, Matlab, R) You have demonstrable experience in theoretical and practical machine learning problems, specifically applying reinforcement learning techniques. You can get algorithms to work, knowing that sometimes that more data, novel features, and careful code trumps raw algorithms. Desirable experience or interest: • PhD in relevant area a big plus • Data processing frameworks (Hadoop, Spark) • Inverse reinforcement learning • Deep learning techniques and libraries (Theano, TensorFlow, Torch) • Bayesian techniques (Gaussian processes, PILCO) Apply:- Please contact Sara Hunter at quants@ekafinance.com with a PDF resume.



Start Up Hiring Quant Data Scientist - New York, United States

Tue, 28 Mar 2017 19:00:34 GMT

Exciting start up hiring a quant data scientist with extensive experience applying a range of machine learning models to a diverse set of data . Role:- Your role will involve conducting independent research on some of the most interesting datasets, both open source and proprietary . Writing server-side and back-end processes for high-volume data analytics and processing. Identifying, research and prototype products and features using new data sources and metadata. Write tests to ensure the functionality and reliability of the team's code Requirements:- At least one core programming expertise, such as python (iPython, NumPy, SciPy, Pandas) or R. Experience with advanced machine learning, natural language processing. Strong statistical knowledge and intuition, especially for applying analysis to real data. Personal projects, open source contributions or portfolio of work. Ability and credibility to lead a team. Major contributor at a top company with big data. Individual research. Significant experience at a top financial analytics company or hedge fund. Apply:- Please send a PDF resume to quants@ekafinance.com



Paris Quant Fund Hiring Junior Traders - Paris, France

Mon, 13 Mar 2017 22:14:37 GMT

Paris 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 quants@ekafinance.com