|
DTG |
Quantitative Analyses |
Headhunter |
NYC |
United States of America |
kbatarin@dtg-usa.com |
Equity Focused Quantitative Analyst for a Hedge fund in NYC
A full time position with a leading hedge fund in NYC. Equity Focused Quantitative analyst with Strong Technical Quantitative analysis background, experience with: multivariate distributions, multiple regression, Monte Carlo Simulation, management and analysis of historic data, risk measurement: Value-at-Risk, stress testing etc. Masters and/or PhD in a Mathematic science field or Computer Science degree from an outstanding institution. Candidate must possess C/C++, Matlab, or other standard language skills. This individual will develop and expand risk platform, design quant tools, etc.
If you are qualified, available, interested, planning to make a change, or know of a friend who might have the required qualifications and interest, please call me ASAP Katherine: at 212-947-0705; kbatarin@dtg-usa.com
|
Front Line/Senior Position |
Equity, Derivatives |
USD |
N/A |
< 2 |
8/20/2008 1:22:32 PM |
|
Huxley Global Markets |
Prop Trading |
Headhunter |
|
United Kingdom |
b.scott@huxley.com |
International hedge fund seeks a talented systematic trader for a critical role within their growing London business. Sustained outstanding performance has led this house to expand their global presence. The firm runs a successful and prestigious mutli-asset stat arb and systematic trading platform.
Joining the systematic black-box trading and statistical arbitrage group as a quantitative researcher, you will play a key role in working with, and trend-picking from, large historical data-sets; designing, implementing, back testing and executing automated strategies. You will be responsible for your strategies running live in the market, whilst continually learning from senior team members and fine-tuning existing strategies.
Ideally you will possess a PhD or Masters degree in Statistics, Econometrics, Machine Learning or Electrical Engineering from one of the worlds best universities (Cambridge, Oxford, MIT, Stanford, Princeton etc). Experience with tick data, especially within an algorithmic trading field, will be preferred. Programming experience with object-orientated coding languages (C++, Java) is also essential. You must also be able to demonstrate your motivations for developing and furthering your career in statistical arbitrage/quantitative trading.
This house offers an outstanding financial package, platform for development, and long-term career prospects.
|
Front Line/Senior Position |
Equity |
GBP |
100-250 |
2 - 5 |
7/23/2008 5:31:14 AM |
|
Finrecruit |
Prop Trading |
Recruiter / Headhunter |
Sydney |
Australia |
andrew.boyce@finrecruit.com.au |
“At Finrecruit we place Technology Specialists into the Financial Service sector - its all we do”.
We work on all levels of IT related roles from Support through Administrators / Analysts / DBA’s / Developers / Engineers / Business Analysts / Project Managers / People Managers all the way up to the Head of Technology / CIO. So we may be in a position to open a number of doors for you as our connections and clients are exclusively Financial Service organisations like Investment Banks, Retail Banks, Private Banks, Investment Management Houses, Trading Systems / Broking (and Vendors), Insurance Companies and Superannuation Firms.
We are currently working on 3x Front Office Developer roles requiring C++ / Java skills in Sydney and One Team Leader role in Hong Kong - for more details please contact me or view our company website www.finrecruit.com.au and have a look at the jobs page.
|
Front Line/Senior Position |
Equity, FX, Interest Rates, Structured Products, Derivatives, Commodities, Funds Management |
USD |
100-250 |
5 - 10 |
6/18/2008 6:16:57 PM |
|
DTG USA |
Sales |
Recruiter |
|
United States of America |
katherine.batarin@dtg-usa.com |
Quantitative Developer, Commodities Analysts and Trading Support.
There are several positions with leading financial institutions in NYC/Chicago area, If you are qualified, available, interested, planning to make a change, or know of a friend who might have the required qualifications and interest, please call me ASAP at 212-947-0705 or my cell (732) 692-9265, even if we have spoken recently about a different position. If you do respond via e-mail please include your MS Word resume and a daytime phone number so I can get in touch with you.
katherine.batarin@dtg-usa.com |
Head of Desk/Group |
Equity |
USD |
100-250 |
5 - 10 |
6/11/2008 9:37:13 AM |
|
Finrecruit |
Arbitrage |
+61 (0) 2 9994 8080 |
|
Australia |
andrew.boyce@finrecruit.com.au |
Global Trading Organisation is looking for talented developers (C++ or Java) with strong interest in the Financial Markets. Informal environment, excellent Bonus, lots of growth opportunities. More details pls email me andrew.boyce@finrecruit.com.au
Financial Services Technology Recruitment - Its All We Do! (Australia Based - the big island with the sunshine!) |
Junior Position |
Equity, FX, Interest Rates, Structured Products, Derivatives, Commodities |
USD |
100-250 |
< 2 |
5/19/2008 7:50:32 PM |
|
HRG |
Quantitative Analyses |
Algorithmic Trading Quantitative Analyst – CT |
Greenwich |
United States of America |
resumeJS@hrg.net |
Top-tier financial institution seeking a seasoned Algorithmic trading Quant. The primary responsibility will be to analyze time-series of data, build tools to study correlations, effectiveness of short term price indicators, portfolio risk analysis and work with traders and clients to understand their trading needs and requirements. One is expected to use the results of their analysis to consult the clients on their usage of algorithms and make suggestions when necessary.
Must have at least three years of Quant work experience preferably within the area of high frequency trading and/ or statistical arbitrage.
Knowledge, experience and proficiency in the following technologies:
Statistical software packages for time-series analysis, understanding database design and ability to build data access queries and tools. Knowledge of C++ and/ or Java would be a plus.
Compensation $300,000-$500,000 DOE. Must be based and eligible to work in the U.S.
Email MS Word attached resume in confidence to: resumeJS@hrg.net
Reference JS183-ART, Algo Trading Quant on subject line.
|
Junior Position |
Equity |
USD |
250-500 |
2 - 5 |
5/19/2008 9:42:22 AM |
|
Atlas Financial Markets |
Prop Trading |
High Frequency Quantitative Strategist: Multi-product portfolio |
London |
United Kingdom |
quants@atlas-fm.com |
I'm looking for an individual who has built a solid track record of applying high frequency trading strategies either for their own book or for a successful trading desk involved in intra-day trading strategies. My client is seeking to upscale their quantitative trading capability by leveraging intra-day methods across asset classes with individuals capable of measuring the challenges associated with short-term trading lifecycles. Strong candidates will understand both the technology challenges as well as strategic methods that have resulted in strong and consistent Sharpe Ratios. Your asset class exposure (FX, equities, derivatives) is less important than your proven track record of generating positive PnL performance and in return will be rewarded with the benefits typical of working in a less rigid and bureaucratic trading environment. The head of the desk has built a solid track record in the automated/algorithmic trading space and will be looking at individual capability to integrate your own models into the wider platform with the appropriate technology infrastructure. Consistency will be expected in all facets of your career to date from your solid mathematical educational grounding through to implementation of your creativity applied to the price bar. Sound like you? CVs in confidence to discuss. |
Front Line/Senior Position |
FX |
GBP |
100-250 |
2 - 5 |
5/12/2008 1:55:57 AM |
|
Atlas Financial Markets |
Prop Trading |
Mr |
New York |
United Kingdom |
quants@atlas-fm.com |
Investment Strategists Sought for Prop. Trading Desk
I'm looking for the next generation trading strategists who have demonstrated the aptitude to mix both fundamental and advanced quantitative based approaches for Trading Strategy Development for a Prop. Desk in London. You will be joining a small and successful hedge fund who have built a culture on the premise that the investment process is only as strong as the individual involved and will thus demand the capability of someone who has built their full spectrum of experience to be apply complex fundamental approaches with advanced mathematical measures in the investment process. The team consist of a mixture of profiles from MSc, PhDs, MBAs and CFAs through to solid industry exposure working for some of the players in the market. The focus will be on Fixed Income portfolios and any published research in this field will set you apart from other profiles. strong candidates will also demonstrate a sound grasp of financial mathematics (not just black scholes) and an aptitude of success (from your early education as well as extra-curricular activities). The opportunity to build a tailor-made career within the Trading space will be rewarded to individuals who can demonstrate the above. Interested? CVs in confidence to discuss further. |
Junior Position |
Structured Products |
USD |
100-250 |
< 2 |
2/11/2008 5:39:37 AM |
|
Atlas Financial Markets |
Quantitative Analyses |
Multi-Strategy Hedge Fund Seeks Quant |
London |
United Kingdom |
quants@atlas-fm.com |
I'm looking for an individual to join a small team of Quant Strategists who are managing a multi-asset portfolio covering global markets. The position will suit someone keen to work with a Quantitative-driven portfolio manager looking at both cash and derivative portfolios and someone capable of understanding the differences in methodologies required for underlying products. The team consist of strong PhD profiles both from applied physics and financial econometrics backgrounds with good coding ability (Matlab, R, S+) without relying on a technology group to integrate models. The organisation have built a track record of hiring only the most astute profiles of individuals who have demonstrated a consistent track record of success from initial education through to a demonstration of understanding how their quantitative capability can be leveraged into trading environments. PhD profiles of people who have studied Trading Strategy/Advanced Portfolio Modelling techniques will be welcomed as will individuals who have built their market exposure within the Capital Markets/Derivatives space. Sound like you? CVs in confidence to discuss. |
Front Line/Senior Position |
Equity, FX, Interest Rates, Structured Products, Derivatives |
GBP |
50-100 |
< 2 |
2/5/2008 2:03:18 AM |
|
Hedge Fund |
Quantitative Analyses |
Fundamental Quant Researcher: Hedge Fund |
New York |
United States of America |
quants@atlas-fm.com |
My portfolio of clients consist of Trading desks within the Investment Banking & Hedge Fund frameworks keen to tap into the technical and intellectual talent of individuals geared to this sector. This client is no exception and are currently looking for a strong developer who has worked within data-intensive environments using core C++ or C# programming tools. You will join a small Algorithmic Trading desk responsible for assisting traders in creating more efficient trading tools for high frequency trading strategies and thus should be highly competent and familiar with the challenges associated with creating data-driven application suites in real-time. Strong candidates should be adaptive to multi-threaded application development as well as working on systems dealing with complex numerical data. Industry exposure is less of a concern compared to your track record as a high level developer/programmer. Sound like a challenging role? CVs to discuss this or similar opportunities in the sector. |
Front Line/Senior Position |
Equity |
USD |
250-500 |
2 - 5 |
1/29/2008 5:47:39 AM |
|
Atlas Financial Markets |
Quantitative Analyses |
Consultant |
London |
United Kingdom |
quants@atlas-fm.com |
I’m looking for an individual who has a strong awareness of the challenges and problems associated with providing consistent quantitative solutions for the Equity markets and has adopted esoteric approaches in model design for an established Investment Bank. The Group is responsible for looking at developing trading strategies designed to impact key parts of the business for medium-long term strategies (NOT high frequency) and needs someone capable of using sophisticated statistical/econometric approaches that are geared towards both looking at volatility based approaches. You will be familiar with model- design from initial concept formation through to actual implementation that can be implemented and understood by traders. Profiles of individuals working at hedge funds or asset managers are welcome but the key priority will be based on your commercial application of your knowledge and skills gained to date. The team consist of PhD level mathematicians with a full gamut of experience in the quantitative cycle. Interested? CVs in confidence to quants@atlas-fm.com |
Front Line/Senior Position |
Equity |
GBP |
50-100 |
2 - 5 |
1/16/2008 11:03:08 AM |
|
HRG |
Quantitative Analyses |
Statistical Arbitrage Quant Trader - NYC |
New York |
United States of America |
resume@hrg.net |
The group will run multiple arbitrage strategies at any given time. In an attempt to create a 'no touch' trading environment, the firm would like to build a simulation test bed where they can test the risk of its strategies based on thousands of scenarios through various current and historical tick data parameters. For this position, we seek an individual who can build out a 'neuro' environment so that they can anticipate which strategies will be profitable at any given time.
Candidate will be responsible for the integrity of all of the data within the environment as well as developing mathematical models in support of volatility trading and arbitrage (statistical, convertible, risk...). Candidate will focus on developing innovative risk management models for multiple products and leading all technical efforts that will include: systems architecture, data mining, predictive modeling, and core technology operations. Candidate must have a PhD in Computer Science, Mathematics, or Physics. Candidate must have experience building systems or quantitative tools in a trading environment. Strong experience developing predictive/AI tools is a plus although not a requirement. Experience using multiple data mining techniques is preferred. Solid foundation in statistics and core mathematics is a must. Expertise in multithreading and algorithms is a must. Candidate should also have experience managing teams of technologists or quants.
Compensation $300,000 - $500,000
Email MS Word attached resume in confidence to: resume@hrg.net
Reference JS159-ART, Stat Arb Trader on subject line.
|
Front Line/Senior Position |
Structured Products |
USD |
250-500 |
2 - 5 |
8/21/2007 10:10:37 AM |
|
Boyd & Moore Executive Search |
Prop Trading |
Paul |
Tokyo |
Japan |
paul@bmes.com |
ALWAYS interested in hearing from qualified:
sen equity prop traders (cross trades into other credit/fx...)
stat/quant risk arb traders
exotic/multiasset traders
cash equity sales traders
equity derivative marketers
equity derivative structerers |
Front Line/Senior Position |
Equity |
JPY |
500+ |
2 - 5 |
8/7/2007 10:25:14 PM |
|
The Boldon Group |
Mid Office |
Middle Office Associate |
Boston |
United States of America |
davidboldon@boldongroup.com |
Middle Office Associate: A look into your future!
We’d like to thank you for making our team so successful over that past year. Thanks to your hard work and dedication, this is what your coworkers have to report about your performance:
1. Our Portfolio Managers tell us that you have been a very important part of developing and validating portfolio risks. Your work on Greek Sensitivity Reports and Scenario Analysis have been very productive.
2. They also tell us that your work on Ad Hoc Analysis and trading strategies for them have given us a sizable advantage in the current market.
3. Our IT people are thoroughly impressed with the help you have given them in upgrading system capabilities and thus improved efficiency in a number of areas
4. Your supervisors can’t say enough about the accuracy of your P+Ls; and how they have enabled us to predict and validate portfolio risks at such high standard
We look forward to future success of both you and our team, and can’t wait to see what next year brings.
Now Back to the Present
Want this to be your yearly evaluation and the key to your next bonus payment?
Phone: (510) 832-1391
Fax: (510) 832-1891
E-Mail: davidboldon@boldongroup.com
|
Front Line/Senior Position |
Interest Rates, Structured Products, Derivatives |
USD |
100-250 |
2 - 5 |
8/3/2007 4:00:05 PM |
|
The Boldon Group |
Quantitative Analyses |
Credit Risk Analyst with Credit Derivative Experience |
San Francisco |
United States of America |
davidboldon@boldongroup.com |
Credit Risk Analyst with Credit Derivative Experience
An innovative money management firm with over $3 Billion under management seeks a key analyst.
Responsibilities:
· As an Analyst, you will be an integral link to the overall success of our client’s investment strategy.
· You will conduct updates to the financial databases and be responsible for providing portfolio managers with the financial market data they need to manage risk.
· This review will include credit derivative swaps, fixed income bond covenants and capital structures.
· You will also use your technical and financial market knowledge to assist the development team in applying quality controls on model enhancements.
Qualifications:
· 2+ years of professional work experience with demonstrated interest in the money management.
· BS/BA in Finance, CIS/MIS, Economics, Statistics or equivalent.
· Strong understanding of SQL is required.
· Experience with market data vendors is highly desirable (i.e. EJV/Bridge, Bloomberg,Reuters)
· Prior experience in fixed income / credit markets is highly desirable.
· Ability to effectively communicate technical and financial information
Only those candidates whose qualifications most closely match the requirements will receive a response.
Thank you for working with the Boldon Group.
For further information contact:
David M. Boldon
510-832-1391
davidboldon@boldongroup.com
www.boldongroup.com
|
Front Line/Senior Position |
Interest Rates, Structured Products, Derivatives |
USD |
100-250 |
2 - 5 |
8/3/2007 3:48:49 PM |
|
The Boldon Group |
Quantitative Analyses |
Senior Research Analyst PHD |
San Francisco |
United States of America |
davidboldon@boldongroup.com |
Senior Research Analyst PHD
An innovative asset management firm with over $3 billion under management is seeking a strong analyst.
Responsibilities
» The primary responsibility of this person is to work on cutting-edge empirical and analytical projects that provide the research foundation for credit investments. These projects may involve a large amount of data work and building quantitative models for credit risk, interest rate risk and valuations. This person is also expected to work very closely with the system development team, the portfolio and risk management teams and the marketing team, in a dynamic and cross-functional environment. Responsibilities may include software prototyping and writing detail specifications.
Qualifications
» We are looking for a Ph.D. in finance, economics, or related fields with solid academic training in financial economics, willing to conduct and lead empirical research. Several years of industry experience is highly preferred. Must know SAS; Java experience desirable.
Due to the strong response only those candidates whose background most closely match the requirements will receive a response.
For more information please contact:
David M. Boldon
510-832-1391
davidboldon@boldongroup.com
www.boldongroup.com.
|
Front Line/Senior Position |
Interest Rates, Structured Products, Derivatives |
USD |
250-500 |
2 - 5 |
8/3/2007 3:38:40 PM |
|
Mike Knepper & Associates |
Sales |
CEO |
New York |
United States of America |
michaelknepper@gmail.com |
Have many clients and several top candidates in Algo Market Making. Need experienced hands-on quants (up to MD). |
Senior Management |
Equity, FX, Interest Rates, Structured Products, Derivatives, Commodities, Funds Management |
USD |
500+ |
10 + |
7/16/2007 11:19:36 AM |
|
Tibra |
Market Making |
HR |
Sydney / London |
Australia |
careers@tibra.com.au |
Excellent opportunity for a highly motivated & innovative trader to be part of a rapidly expanding Financial Services Group with offices in Sydney, London & Hong Kong.
Ideal candidate should have a strong background in financial mathematics, some trading experience and ability to develop and implement trading strategies.
Such strategies could include : * pairs trading * dual listings * relative value spreads * volatility spreads * convertible bonds * volatility dispersion * statistical arbitrage * takeover arbitrage
* stub trading * correlation strategie * commodity spreads * calendar spreads
Interested candidates should email careers@tibra.com.au, with reference "Quantitative Trader". Position available in Sydney & London offices.
|
Front Line/Senior Position |
Equity, Derivatives, Funds Management |
GBP |
N/A |
< 2 |
6/4/2007 10:57:31 PM |
|
DTG Capital Markets |
Prop Trading |
Managing Director |
New York |
United States of America |
leng@dtg-usa.com |
US headquartered financial firm seeks to expand and is looking for a newly approved position - Senior Trader/PM with experience in development and trading of High-Frequency Equities.
Must have several years of experience designing, implementing, trading Long/Short Market-Neutral Statistical Arbitrage strategies with an intraday holding period. Must be hands-on in developing alpha forecasting, computations using large amounts of high-freq tick data in real time.
The firm has already built robus technical infrastructure and is very sucessfull trading long/mid and high-freq strategies in the US. The new hire will have an opportunity to trade either Global, EU or UK Equities |
Front Line/Senior Position |
Equity, FX, Derivatives, Commodities |
USD |
250-500 |
2 - 5 |
4/30/2007 9:38:17 AM |
|
DTG Capital Markets |
Prop Trading |
Managing Director |
New York City |
United States of America |
leng@dtg-usa.com |
Proprietory Trading group of an international Investment Bank and also an aggressively expanding Hedge Fund seek Quantitative Analysts/Traders for Low, Mid and High-Frequency Proprietary Equity (Cash, Derivatives) Trading/Statistical Arbitrage.
Candidates for Mid and High Frequency Trading positions should be experienced in the development of statistical arbitrage trading strategies in the US, Europe or Japan and typically come from either customer or proprietary trading groups in a bank or hedge fund.
Requirements:
Experience with development of one or more of the medium/high frequency statistical arbitrage trading strategies (e.g. mean reversion, analyst revisions, volume momentum, pairs, etc.).
Experience with statistical methods and time series modeling methods (various regression methods, hypothesis testing, ANOVA, ARIMA, etc.).
Experience formally evaluating/backtesting trading strategies.
Experience working with the Thomson-First Call data set a plus
Experience working with traditional equity risk management methods (mean/variance optimization, factor analysis, etc.).
Experience using machine learning techniques (neural nets, GA's, hidden markov models, etc.).
Experience working hands-on with non-linear constrained optimization methods on high dimensional problems.
Experience in the analysis and modeling of high frequency equity (tick) data.
Strong academic credentials (degree from a leading university, PhD preferred, MS considered, in Mathematics, Statistics, Physics, Economics, Econometrics, Finance or Computer Science; publication record helpful.)
Candidates for Low Frequency Trading positions should have experience in the analysis of trading/investment opportunities based on economic fundamentals/fundamental data, and typically work either as a Quantitative Analyst or Portfolio Manager in the Capital Management industry or in the quantitative side of equity research.
Requirements:
Experience with statistical methods (regression, hypothesis testing, etc.).
Understanding of economic fundamentals that effect equity valuations.
Experience working with the Compustat data set a plus
Experience working with traditional Equity Risk Management methods (mean/variance optimization, factor analysis, etc.).
Experience formally evaluating and backtesting trading and investment strategies.
Experience working with statistical analysis tools such as Splus, Gauss, SAS or SPSS.
Exceptional educational background: advanced degrees from leading universities in computational sciences, with preference for majors in Math, Statistics, Physics, Economics/Finance; math/physics, etc. competitions participations, publications records are all plusses (pragmatically, it is understood that lack of some of the academic credentials may be compensated by Quantitative Research/Trading experience in Investment Management industry)
UTMOST DISCRETION - PLEASE REPLY IN CONFIDENCE TO leng@dtg-usa.com
|
Front Line/Senior Position |
Equity, FX, Derivatives, Commodities |
USD |
250-500 |
2 - 5 |
4/30/2007 9:33:42 AM |
|
DTG Capital Markets |
Arbitrage |
Managing Director |
New York |
United States of America |
leng@dtg-usa.com |
Top Bank is currently developing proprietary Electronic/Algorithmic market-making platform to enhance liquidity, minimize trade-to-trade market impact, and trade firm’s capital on a proprietary basis.
Great opportunity for an experienced Sell-Side Algorithmic Optimization Quantitative Analyst to bring new ideas to Algorithmic Trading Team focused on the forthcoming NYSE Hybrid Market. The team is building algorithmic models, establishing connectivity, and evaluating market reform impact to identify opportunities. The right candidate will lead the development of algorithmic market making models that specialists will use to trade on the floor. These models will be multivariate in nature and include numerous input parameters. The algorithms will be used to make buy/sell decisions, determine optimal trading schedules, quantify market impact and evaluate quality of execution. All models will be implemented dynamically in real-time.
The right candidate will have extensive experience working with high frequency data on a sell side algorithmic development team.
Experience optimizing execution trading strategies (e.g. trade scheduling and PhD in Statistics, Math or Physics.
|
Front Line/Senior Position |
Equity, FX, Interest Rates, Derivatives, Commodities |
USD |
500+ |
5 - 10 |
4/30/2007 9:22:08 AM |
|
Paragon Group International |
Quantitative Analyses |
Manager/Senior Quantitative Analyst |
Houston |
United States of America |
beth@paragongi.com |
Manager/Senior Quantitative Analyst
Location: Texas
Company Overview:
Fast growing energy firm projecting to double in staff in the next 12 -18 months. There are plans to leverage our terminal platforms by pursuing related business opportunities both upstream and downstream of the terminals. The firm engages in oil and gas exploration in the shallow waters of the U.S. Gulf of Mexico. Looking to trade and structure long term deals. This is a “Ground floor” opportunity – the firm is at a place in which people hired now have a platform to advance in an aggressive career track.
Position Overview:
The position responsibilities include assessing, analyzing, and monitoring market and assisting with market risk assessment in a trading environment, providing to management market risk reports and limits, back testing, financial modeling and other needed support to market risk managers and traders.
This position requires experience in energy trading, focusing on market and supporting market risk management, or operations including an understanding of trading/hedging strategies, market risks and the reporting of these risks, derivative pricing, and risk models. Has proficiency with programming languages such as C++, SAS, MatLab, etc.
Responsibilities:
- Produce and analyze reports on a daily basis related to current MTM, realized P&L, position analysis, VaR, CFaR, limits, etc. used to communicate the market risk profile of the company and its marketing and trading counterparties.
- Produce and analyze reports on VaR stress testing, back testing, scenarios risk factor modeling, forward curve analyses, and model validation.
- Perform hedging effectiveness analysis.
- Work closely with Decision Support group to build a tool based on outliers detection methodology for quality marks of prices, volatilities and correlations.
- Work closely with Front Office on daily reconciliation of trading positions and P&L at both deal and portfolio levels.
- Execute processes and procedures to ensure that market risks are identified, captured, and reported on a timely basis.
- Partner with other business units and/or departments to identify and facilitate business process improvements.
- Promote good risk management practices at the project level on a daily basis, and monitor, collect, and report risk-related metrics and measurement data.
- Use developed models and quantitative methodologies to effectively measure and analyze market risks.
- Maintain risk models and processes to ensure current and accurate data utilization.
- Gather, integrate, and analyze the system integrity data, to identify areas of high risk, and to develop risk mitigation plans to proactively manage those risks.
- Participate in evaluating technology, risk assessment processes, mitigating processes and similar activities in an effort to improve the overall risk management process.
Education:
- Advanced degree in Mathematics, Business, Finance, Accounting, Economics or a related discipline.
Experience:
- 3 years experience in related area (e.g. trading, portfolio/asset management, quantitative analysis role, risk controls, and other quantitative areas).
Skills:
- Able to implement quantitative skills for option valuations, risk metrics and forward curve modeling.
- Familiarity with SAS, SQL, @Risk, FinCad and Excel/VB, MatLab.
- Able to critically and objectively evaluate data, identify and define problems, differentiate between cause and symptom, and formulate practical and effective solutions.
For confidential consideration, please submit your resume/CV via email, as a Word attachment, to beth@paragongi.com. Thank you.
"We deliver talent today for your success tomorrow"
Beth Robertson
Paragon Group International
WestPark One, Suite 240
8140 N. MoPac Expressway
Austin, TX 78759
(512) 366-9000
beth@paragongi.com |
Front Line/Senior Position |
Structured Products, Derivatives, Commodities |
USD |
100-250 |
2 - 5 |
4/27/2007 11:13:43 AM |
|
Tardsigroup Executive Search |
Prop Trading |
Researcher |
Tokyo |
Japan |
lindsay.spears@tardisgroup.com.au |
Our client is the Tokyo branch of a leading investment bank. They are currently seeking someone with strong knowledge of Index-arbitrage to join their prop trading team. Japanese language skills would be beneficial but not manadatory.
please contact me at lindsay.spears@tardisgroup.com.au to express interest |
Junior Position |
Equity |
JPY |
N/A |
2 - 5 |
4/1/2007 7:06:23 PM |
|
NJF Search International |
Prop Trading |
Robert Prince |
USA/UK |
United States of America |
robert@njfsearch.com |
My longstanding client, a Multi-Billion Dollar Hedge Fund with an International presence, is looking to expand its highly profitable systematic trading groups in the US and the UK.
Extremeley high remuneration is on offer for systematic traders employing a wide array of strategies:
- Long/Short, Stat Arb, Vol. Arb, CTA, Relative Value, Macro, etc.....
- The overiding factor is that the strategy is successful.
Requirements:
- The strategy is 100% Systematic.
- Systems scalable up to at least $100m.
- Double Digit returns.
- Live track record for over 1+ year.
- Trading at least $50m.
- Package:
- My client is very flexible and will provide all round support and the infrastructure needed to run the system.
- Very generous amount of starting capital increasing up to $300m.
- Circa $200k base + 14-16% of upside. |
Front Line/Senior Position |
Equity, FX, Interest Rates, Derivatives, Commodities |
GBP |
100-250 |
5 - 10 |
2/22/2007 2:21:42 AM |
|
NJF Search |
Prop Trading |
Managing Principle Global Trading Practise |
|
United Kingdom |
leond@njfsearch.com |
FX Spot Proprietary trader
My client is a leading player in the Foreign Exchange Space. They have recently started a proprietor y trading division, thus have new openings for FX traders.
They are looking for candidates with mid level experience, preferably 3-5 years. Candidates ideally will be working in a established firm. The role with be trading all major currencies with the banks on money, there is little scope to trade other products, so only those trading pure FX should apply. It will be expected that you can produce 1-2 million in net revenues annually. This is a unique chance to grow with the group as it expands, and be in integral to its development. They are also offering a performance linked bonus and a competitive salary.
|
Front Line/Senior Position |
FX |
GBP |
100-250 |
2 - 5 |
2/21/2007 11:07:42 AM |
|
Wall Strewet Options |
Mid Office |
Director |
New York |
United States of America |
dan.fleming@wsollc.com |
Looking for 5yr experience candidate AD level convertible bond trader.
- Part of a global team based in NYC
- Demonstrated ability to build a franchise
- Client trading experience (market making at a Top tier firm)
- Strong technical background
- Good profitability history; Strong relationships with clients |
Front Line/Senior Position |
Equity |
USD |
100-250 |
5 - 10 |
2/21/2007 9:31:45 AM |
|
OSI |
Arbitrage |
Recruiter |
New York |
United States of America |
jkeenan@e-osi.com |
Join a tier one US based bank -- help lead their growing algo development team! We are seeking a highly capable senior developer with some managerial experience. Development is with C++ and Java -- ideally, we are looking for someone with strong knowledge of Win32 (unusual, yes, but it is the case). Please contact me if interested ASAP. |
Head of Desk/Group |
Equity |
USD |
250-500 |
5 - 10 |
1/26/2007 1:11:52 PM |
|
Phi Partners |
Arbitrage |
Director |
London |
United Kingdom |
ds@phipartners |
A client of mine requires a experienced equity statistical arbitrage trader based in London. Please contact me for more details |
Front Line/Senior Position |
Equity |
USD |
250-500 |
2 - 5 |
12/3/2006 3:21:32 PM |
|
The Hagan-Ricci Group |
Arbitrage |
Researcher |
New York |
United States of America |
resume@hrg.net |
Sr. Programmer - Equity Derivatives Arbitrage - NYC
Well funded, global equity derivatives arbitrage fund seeks a programmer to work closely with our senior quants and senior traders in building and enhancing our equity derivatives infrastructure.
We require a degree in computer science, math or engineering from a top university and strong programming skills in Java on a UNIX platform. Experience working in finance is not a prerequisite, although the ideal candidate will have 2-4 years programming experience working closely with an equity-linked or equity derivatives trading desk on the buy side, and will have participated in the development or maintenance of position keeping and/or other related trading systems. Matlab skills are also a plus.
Compensation $200k-400k commensurate with experience
Email MS Word attached resume to: resume@hrg.net
Reference JPS112-ART Sr. Programmer Equities Arbitrage on subject line.
|
Front Line/Senior Position |
Derivatives |
USD |
250-500 |
2 - 5 |
10/17/2006 7:10:58 AM |
|
Smith Hanley |
Quantitative Analyses |
Executive Recruiter |
New York |
United States of America |
mmoye@smithhanley.com |
The position is for a Quantitative Strategies Group in a Major Hedge Fund. It requires ability to take tested quantitative models and adjust or redevelop their codes for production purposes so that they can be easily traded. Familiarity with execution systems and ability to develop or improve execution platforms is needed. Willingness to participate in the development and testing of quantitative trading strategies is required. Knowledge of server maintenance and Linux is a must. Knowledge of optimization algorithms is desired. The candidate should be willing to work effectively in a dynamic and fast-pace environment and appreciate the challenges and opportunities it presents The ideal candidate will have a degree in computer sciences with some experience or emphasis in systems architecture. The ideal candidate will also have either some training in finance or two years work experience from a financial institution. Advanced knowledge of Matlab and SAS, as well as other programming languages is needed. In addition, the candidate should either possess good knowledge of use of major financial databases, or willingness to acquire it. |
Front Line/Senior Position |
Equity |
USD |
100-250 |
< 2 |
10/12/2006 10:51:25 AM |
|
Barclays Global Investors |
Quantitative Analyses |
Recruiting Coordinator |
San Francisco |
United States of America |
https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=1062 |
BGI is seeking a Trader/Index Portfolio Manager who will be primarily responsible for the trading and management of Index and ETF funds. He/she will also be involved in the development and implementation of new technology to increase the automation and efficiency of the portfolio construction and trading process. Desired skills: MBA/CFA preferred; 1-3 yrs exp trading or portfolio mgmt; gov't, credit, interest rate, and total rate-of-return swaps exp. |
Junior Position |
FX, Interest Rates, Funds Management |
USD |
N/A |
< 2 |
9/22/2006 5:21:29 PM |
|
The Hagan-Ricci Group |
Quantitative Analyses |
Executive Recruiter |
New York |
United States of America |
jcarter@hrg.net |
Senior Analyst/Associate CDO Secondary Trading - NYC
HRG is looking for a motivated professional to work on the secondary side of one of the leading CDO franchises. Structuring, execution, marketing and closing are what you'll be doing. Our first preference is for someone coming form a competitive secondary desk, but we will also consider ambitious structuring professionals who want to get involved in distribution. Comp to $350K depending on experience. Must be based and eligible to work in the U.S.
Email MS Word attached resume to: jcarter@hrg.net
Reference CJ63-ART, CDO Syndicate Desk.
|
Front Line/Senior Position |
Structured Products |
USD |
250-500 |
2 - 5 |
9/18/2006 1:18:35 PM |
|
The Hagan-Ricci Group |
Structuring |
Executive Recruiter |
New York |
United States of America |
jcarter@hrg.net |
Quantitative Analysts - Junior to Mid-level
HRG is looking for ambitious quants who want to join one of the strongest CDO franchises in the world provide modeling and analytics support to the desk. PhD from good schools coupled with relevant internships (finance training) are the keys for a junior hire. We encourage applicants from the transaction side of the rating agencies to apply for the mid level spot. Of course, 1-2 years in research at a top tier investment bank will also be considered...compensation to $400K depending on experience.
Email MS Word attached resume to: resume@hrg.net
Reference CJ64-ART, Quant Analysts.
|
Front Line/Senior Position |
Structured Products |
USD |
250-500 |
2 - 5 |
9/18/2006 1:13:48 PM |
|
Executive Search Consultants INC |
Quantitative Analyses |
Deborah Kolb Partner |
New York |
United States of America |
deborah_kolb@sbcglobal.net |
PhD Finance or Economics
Opportunity to work w/ a leading hedge fund developing models for trading strategies. Building econometric models/stochastic modelling and simulation…should be very good at matlab and data analysis and simulation techniques.
*Your resume is kept confidential and only sent to a client with your approval!
|
Junior Position |
Equity, Interest Rates, Structured Products, Derivatives |
USD |
100-250 |
< 2 |
9/11/2006 6:38:52 AM |
|
Executive Search Consultants INC |
Prop Trading |
Partner |
New York |
United States of America |
deborah_kolb@sbcglobal.net |
EQUITY STATISTICAL ARBITRAGE STRATEGIST- TRADER w/ a proven/profitable trading strategy. Hedge fund w/ over 3 Billion in funds has an excellent opportunity for a Quantitative Strategist / Trader. The group has a very successful record using various statistical arbitrage, market neutral and mean reversion Trading Strategies. They are looking to add a proven EQUITY STATISTICAL ARBITRAGE STRATEGIST- TRADER to the team who will expand the groups current business. Base & % of trading profits
*Your resume is kept confidential and only sent to a client with your approval!
|
Front Line/Senior Position |
Equity, Interest Rates, Structured Products, Derivatives |
USD |
250-500 |
5 - 10 |
9/11/2006 6:29:16 AM |
|
Navistaff, Inc. |
Prop Trading |
Patrick Burke |
|
United States of America |
pb@navistaff.com |
My client, based in the NYC area, provides trade execution services in cash equities to institutions and broker-dealers. The firms ranks as a leader in equity order flow and is looking for a seasoned quantitative analyst to join their high-frequency trading desk.
This position is a very interesting one. The group is looking for someone with a successful track record of developing trading strategies for the equities markets. The group would prefer a strong academic background in mathematics, but a Ph.D. is not required.
Please note that the position can be based out of any of the firms' offices, which include NYC, California, Westchester NY, CT and Chicago.
This highly sucessful group has the resources of a major investment firm with the flexibility and feel of a small buy-side firm. The company offers a huge amount of equity order flow, top shelf technology, high-visibility through the firm, and an unparalleled compensation plan. If you are the right person for the job, you will be amongst the most well-paid on the Street.
If you have experience in developing successful models in the Prop/Algo/DMA equitty trading space, please give us a ring.
Patrick Burke
Director, Account Management
Navistaff, Inc.
908.273.6960 ext. 102
pb@navistaff.com |
Front Line/Senior Position |
Equity |
USD |
250-500 |
5 - 10 |
4/25/2006 4:44:39 PM |
|
The Hagan-Ricci Group |
Quantitative Analyses |
Quantitative Pricing Analyst |
New York |
United States of America |
jcarter@hrg.net |
HRG is looking for a quantitative pricing analyst to work with the treasury, agency and swaps business to provide pricing and other quantitative support including rapid model development (spreadsheets). This is not implementation...this is a great role for a skilled analytic developer who wants to "get closer to the business". This is as close as it gets. Advanced degrees are required. Experience with one of the business areas is required...exposure to all 3 is a plus. Looking for a seasoned professional with at least 5 years of experience. Java expertise is required.
Compensation is market driven to 400K DOE
Email MS Word attached resume to: jcarter@hrg.net
Reference CJ34-ART Quant Pricing Analyst on subject line.
|
Senior Management |
Structured Products |
USD |
250-500 |
2 - 5 |
4/25/2006 11:24:55 AM |
|
The Hagan-Ricci Group |
Arbitrage |
Statistical Arbitrage Strategist - NYC |
NYC |
United States of America |
resume@hrg.net |
This well known quantitative analytics team is looking for an experienced strategist with knowledge of statistical arbitrage techniques. This group currently consists of heavy weight quantitative mathematicians and developers who have established themselves for their work in pricing and hedging equity-linked and cross-asset-class derivatives. This is a tactical hire as they are looking for an individual with solid knowledge of statistical arbitrage techniques as well as experience in the design of algorithmic trading systems. They will need someone who would want to get involved in reviewing the current models and strategies and develop innovative program trading ideas. They ultimately need an individual who will be involved in offering new possibilities and directions for the team. The ideal candidate will have a minimum of 2 years of statistical arbitrage research or possibly trading track record. You will have a strong educational background with a PhD in a quantitative subject from a top institution. In terms of technical skills, you will have strong implementation skills preferably in C/C++ but potentially in other languages (Matlab, GAUSS etc.). It is essential that you have developed software for data analysis, strategy back-testing and trade implementations.
Compensation $200-500k depending on experience.
Email MS Word attached resume to: resume@hrg.net
Reference JS55-ART on subject line.
|
Front Line/Senior Position |
Structured Products |
USD |
250-500 |
2 - 5 |
3/6/2006 2:54:09 PM |
|
The Hagan-Ricci Group |
Quantitative Analyses |
Sr. Quant/Developer for Quantitative Arbitrage - NYC |
NYC |
United States of America |
resume@hrg.net |
HRG is seeking a senior quant/developer to take a leadership role in our clients’ proprietary quantitative arbitrage strategies. The ideal candidate will have a degree in computer science, statistics, applied math or related field from a top university, strong C/C++ programming skills, and experience working in quantitative arbitrage or systematic trading strategies in equities, options, futures or other liquid instruments.
Compensation 300k-500k commensurate with experience.
Email MS Word attached resume to: resume@hrg.net
Reference JS49- Sr. Quant/Developer on subject line.
|
Senior Management |
Structured Products |
USD |
100-250 |
2 - 5 |
3/6/2006 2:47:51 PM |
|
350 5th ave |
Arbitrage |
Director |
Tokyo |
Japan |
dtg_finance@yahoo.com |
Top Prop Trading Group in Tokyo is looking for a an experienced Quant-Quant Trader. Of particular interest are candidates with experience in Volatility Arbitrage, Options strategies and pricing for options trading (option market microstructure; implied volatility surfaces and parameters; realized price distributions)
|
Front Line/Senior Position |
Equity, Structured Products, Derivatives |
USD |
500+ |
5 - 10 |
3/2/2006 7:48:35 AM |
|
DTG Finance |
Prop Trading |
Director |
New York/Greeenwich, CT |
United States of America |
dtg_finance@yahoo.com |
Busiest time of the year! Several of my clients, both prop trading groups at leading banks and world's top 100 hedge funds, are looking for Quantitative Analysts and Systematic Traders. Desk Quant/Research roles require MS/PhD level education and industry experience in research, development and implementation of algorithmic trading strategies/models in any of the following; Equities (Cash and Derivatives), Options, Futures,FX. Researchers must be hands-on in programming: C++, Java, VB/VBA, MAtlab, S/R Plus, Perl/Python, etc. Systematic Traders must demonstrate track record in trading quantitative strategies, must be hands-on in development and implementation. Great deals are available at this time of the year for top candidates. |
Front Line/Senior Position |
Equity, FX, Derivatives |
USD |
250-500 |
5 - 10 |
3/2/2006 7:31:11 AM |
|
Wachovia Capital Markets, LLC |
Sales |
Equity Derivative Corporate Marketer |
New York |
United States of America |
johnna.fary@wachovia.com |
RESPONSIBILITIES: Assist in origination and execution of equity derivative transactions. Support overall origination effort by working with banking, trading, credit and legal to close transactions. Provide technical and analytical support in preparation of client presentations. Provide logistical support in pitch and execution process.
REQUIREMENTS: Candidate should have at least 3-5 years experience in an origination and/or execution function in investment banking or capital markets. Experience in tax/regulatory, legal, structuring or derivatives is a plus, but not required. An ability to work in a dynamic team-oriented environment is a must. Candidate must have an undergraduate degree with an emphasis in finance or a technical field (eg. Engineering, mathematics). An MBA with a concentration in finance is preferred, but not required. Equity Capital Markets/High Yield Sales experience using derivative product with client preferred.
Qualified applicants please email c.v. to johnna.fary@wachovia.com
|
Front Line/Senior Position |
Equity |
USD |
N/A |
2 - 5 |
2/21/2006 10:31:16 AM |
|
The Hagan-Ricci Group |
Mid Office |
Statistical Arbitrage Programmer – NYC Metro |
New York City |
United States of America |
resxume@hrg.net |
Senior Equity Trading System |
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