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Systematic Fund Recruiting Quant Support Candidate/ Urgent $ Base + Bonus - London, United Kingdom

Fri, 15 Sep 2017 11:45:03 GMT

Multi – billion dollar systematic fund are looking to recruit a quant support candidate who will be responsible for the smooth running of all day-to-day processes related to the quantitative aspects of the business. Role:- Your role will involve ensuring all quantitative processes such as strategies , portfolio weighting and risk management algorithms are running. Making sure portfolio weights and strategy requests are valid through the day. Ensuring that the strategy and portfolio processes are in a clean state at end of day. Taking responsibility for documentation of the checking and fail recovery procedures. There will be some opportunity to get involved in project work such as analysing potential improvements to the system e.g. the impact on trading costs of extending trading hours. You will work very closely with the systematic quant team Requirements:- To apply for this role , you must be quantitatively minded and have either a 2:1 or a first class degree in a scientific subject . They will also consider Masters students. A strong , solid grounding in programming with at least 2 years of experience of programming in Python or a similar language . The coding requirement is very important. Ideally you will have some experience of a technical support role. Good problem solving skills Long term potential for this role is for a candidate to progress to a quantitative analyst role. This is a great way for top performing candidates with a BA or a Masters to work alongside world leading quant analysts and then to transition into a pure quant role in the future. Apply:- Please send a PDF or Word resume to Sara Hunter at

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

Thu, 14 Sep 2017 20:30:31 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

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

Thu, 14 Sep 2017 20:30:30 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

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

Thu, 14 Sep 2017 20:30:29 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

Statistician - Consumer Behavior Modeling Team - Charlotte, United States, Wilmington, United States

Mon, 11 Sep 2017 21:32:48 GMT

Job Description: Responsible for developing quantitative/analytic models and applications in support of the firm's risk management effort. This role focuses on the development of operations/data management policies, strategies and operational guidelines for the organization's various financial products as they relate to the analysis, tracking, and reporting of various risk metrics. This role often possesses an advanced degree in physics, applied mathematics, statistics/probability or another heavy quantitative discipline. Quantitative analytic staff is focused on and responsible for the development of the theory and mathematics behind various models. Individual Contributor and reports to Quant Operations Manager. The Team: Given the size of the banking industry, and the heavy regulatory interest in it, the role of formal statistical modeling has been dramatically increasing. As such, the 100-person Consumer Behavior Modeling team has multiple newly opened positions. We are looking to hire excellent statisticians at all stages of their careers. The modeling team offers a compelling combination of professional opportunities. We work on some of the largest, most varied, and most important data in the world. The mathematical sophistication of our models ranges from direct and routine application of standard tools to advanced and even research-level approaches. Our scientific rigor is excellent. We write fully reproducible code and document our work with substantial formal scientific essays. We implement our models and track their performance with advanced multivariate SPC. We get the deepest satisfaction in seeing our models perform as we predicted. We continually train on the latest and most powerful tools We work across all products and across all the stages of the customer lifecycle. For example, our models Set credit limits for 9% of the countrys credit card debt Evaluate the return on our hundred million dollar television advertising investment Correct for the significant selection bias induced by having performance data on approved accounts only Candidates who have deep skills in applied statistics and communicate with above average effectiveness are cordially invited to apply. Job Description: This position is responsible for designing scientific tests, developing and maintaining statistical models and tools to understand price elasticity that guides Bank of America Deposit Pricing strategies. The models are required to meet very high standards including predictive accuracy, reliability, regulatory compliance, excellent documentation, flawless execution/implementation and ongoing monitoring and validations. This role often possesses an advanced degree in statistics, biostatistics, econometrics, engineering, applied mathematics, the applied sciences or other heavily quantitative discipline. Key Expectations: Execute key modeling components including model design, computer programming, data extraction, model estimation, model validation, model documentation, implementation, and monitoring Understand the deeper issues and independently structure problems Clearly understand and communicate options and tradeoffs with senior management Understand the core tradeoffs and biases in selecting a model development sample, and execute on data preparation by extracting and building datasets from complex data warehouses. Design randomized experiments to gather data needed to build still better models Write efficient computer code (mostly SAS). Use white space, comments, indentation, arrays, control blocks, and modularization Have deep understanding of both classical and modern statistical methods and the ability to apply them in practice Connect the use of the model with how it should be validated and monitored Produce high quality written model documentation Design models that can be implemented given corporate constraints, and influence the development of [...]

Senior Quantitative Finance Analyst - Atlanta, United States

Mon, 11 Sep 2017 21:23:43 GMT

Responsible for independently conducting quantitative analytics and complex modeling projects. Engaged in review and validation of new and existing models, analytic processes or system approaches. Creates documentation for all activities and may work with technology staff in use of any system to run models developed. Incumbents possess excellent quantitative/analytic and communication skills. The qualified candidate will join a team of analysts in the Model Risk Management (MRM) group and will be responsible for the independent review and validation of all Mathematical/Statistical models used by the mortgage group. The mortgage group ensures that all models reflect best modeling practices and comply with the FRB and OCC requirements, BAC enterprise and MRM policies/procedures. The qualified candidate will work cross-functionally to enforce current model risk control procedures and apply his experience and skills to subject the models used by the mortgage group to effective challenge. The qualified candidate will also function as a subject matter expert to provide technical consultation to other analysts and to the MRM management for policy/procedure revisions/update. The qualified candidate will join a group of highly skilled and experienced professionals bound by a strong commitment to high-quality work in a very collegial atmosphere. Key requirements: Strong and diversified quantitative skills Working knowledge of the main asset classes available on the market(equities, fixed-income securities, options) Working knowledge of derivative financial instruments and the numerical methods used to price them Working knowledge of stochastic processes and stochastic calculus/integration Working knowledge of optimization techniques, regression techniques and Monte Carlo simulation Ability to understand and communicate clearly and effectively at all levels Ability to learn and adapt in an unexplored field, if necessary Team player attitude Required Skills: • Masters/Ph.D.-level degree in Quantitative Finance • 5+ years relevant experience • Strong programming skills in VBA, Matlab, C++/C#/Java and SAS • Technical curiosity and interest in learning new skills

Start Up Fund Recruiting Quant Traders with KDB/ Q - London, United Kingdom

Sun, 27 Aug 2017 17:09:17 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 Fund Hiring Pure Data Scientist / UK 65K + Bonus + Benefits - London, United Kingdom

Sun, 27 Aug 2017 17:08:42 GMT

Leading UK fund are looking to add a data scientist to work within their team of quant scientists to organise their large data sets. 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. 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. You will ideally already be working as a data scientist within technology or finance or within a data analytics firm or a pharmaceutical. Ideally you should have at least 2 years worth of experience or more. Apply:- Please send a Word CV to Tina Kaul at

UK Fund Hiring Entry Level Quant Analysts - Systematic Equity Team - London, United Kingdom

Sun, 27 Aug 2017 16:59:56 GMT

Leading UK Fund are hiring 3 entry level PhD quant analysts to work in their systematic equity quant trading team. Role:- Initially you will be mentored by a senior member of the team and will be responsible for implementing and optimizing existing strategies. You will work on the research, design and C++ implementation of innovative data analysis algorithms and tools and the research, back-testing, C++ implementation and deployment of new trading strategies. Requirements:- PhD from a top tier University in any of the following subjects; Computer Science, Machine Learning, Artificial Intelligence, Statistics, Operations Research, Econometrics, Signal Processing, Computer Vision. They will also consider exceptional Masters level students. An understanding of how to translate your research expertise to contribute to the development and optimisation of quantitatively driven strategies and trading. Experience of working with large data sets, or noisy data. A distinguished background in research or internships at reputable organisations. Strong software programming skills in C++ ,Perl or Python. Demonstrable interest in systematic trading. A background in time series analysis, statistics, reinforced learning algorithms, portfolio theory. They are happy to consider candidates who have completed their PhD this year as well as candidates who graduate in 2018 and are looking for a role on completion of their PhD . Interviews will consist of meetings with the senior partners as well as technical rounds with the quants and developers. The environment is excellent and turnover is incredibly low. No work visa can be provided for this role.

Quantitative Researcher - Bangkok, Thailand

Fri, 25 Aug 2017 03:24:31 GMT

Quantitative Researcher WorldQuant develops and deploys systematic financial strategies across a variety of asset classes and global markets. We seek to produce high-quality predictive signals (Alphas) through our proprietary research platform to employ financial strategies focused on exploiting market inefficiencies. Our teams work collaboratively to drive the production of Alphas and financial strategies – the foundation of a sustainable, global investment platform. WorldQuant’s success is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Great ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess a mindset of continuous improvement. That’s a key ingredient in remaining a leader in any industry. Our goal is to hire the best and the brightest quantitative researchers. We value intellectual horsepower first and foremost, and people who demonstrate an exceptional talent. There is no roadmap to future success, so we need people who can help us create it. Our collective intelligence will drive us there. The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new Alphas. We strive to understand data in ways our competitors don’t believe is possible. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models. WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges. Its Impact: As we pursue our goal of creating new Alphas, we need researchers who will lead us there. WorldQuant’s unique investment platform is a leader amongst its peers and the methodology we employ is cutting edge. We desire people who will help us in our relentless pursuit to succeed. What You’ll Bring: • Ph.D. or M.S. degree from a leading university in a quantitative or highly analytical field (e.g. - Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering) • Ranked in the top 10% of bachelor’s degree class • Demonstrated ability to program in C/C++ on a Unix/Linux platform • Excellent problem solving abilities and judgment with a strong attention to detail • Mature, thoughtful, with the ability to operate in a collaborative, team-oriented culture • Strong English language skills; ability to communicate complex concepts in simple terms Position is based in our Bangkok research office. Interested and qualified candidates can email their CV in ENGLISH to 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.