Archive for March, 2013
Quantitative Developer – Java or C##
Requires:Expertise in either Java or C#.Strong SQL skills, data validation.Working knowledge of financial products: equities, equity derivatives (swaps, options, futures), bondsSkills Desired: Data warehousing, Time Series data and analysis.Excellent communication skills – the job entails communicating very close interaction with the business Statistics, linear programming/optimization methods and related tools (e.g. programming in R or KDB)Key Words: Quantitative Developer, Java, C#, Data AnalysisPlease refer to Job 18997-EFC and send MS Word attached resume to tim@analyticrecruiting.com Read more […]
Head of Fixed Income Research – PHD
This firm investment style is fundamentally based with quantitative tools used for analysis, research and idea generation. This position will be responsible for managing and mentoring the existing research team made up of PHDs. Types of analysis being done may include relative value analysis of convertible bonds or bank loans, analyzing corporate bonds across the capital structure, etc. Candidates must have a PHD in finance, recent buyside experience, and very diverse fixed income product knowledge. PHD, Fixed Income Research, Portfolio Management, Allocation.Refer to Job# 18989-EFC and email Read more […]
C## or Java desk developer fixed-income – buyside
Candidate should have at least 5 – 10 years of development experience and be proficient in the practical application of OOP principles in addition to some familiarity with Fixed Income instruments. Desk excel spreadsheet experience is a must in addition to database programming in SQL; Microsoft sql-server is preferred. Experience with technologies such as Python and Perl is a plus. A degree in computer science is required. Please refer to Job# 18373-EFCand send a MS Word attached resume to steve@analyticrecruiting.com If you are a suitable candidate, you can expect: – a follow-up call Read more […]
Risk Technology and Analytics Software Developer
and is seeking candidates with 5 – 10 years of relevant market-risk, credit-risk, VaR, or financial product valuation methodology experience who can help in the architecting and implementation of a C++ , Java , C#, Sybase and Oracle componentized framework.. The candidate must have solid programming or database experience with one of the aforementioned programming languages coupled with broad and in-depth computer science knowledge. A Masters degree or PhD in computer science from a top university, or a Bachelor’s degree in computer science coupled with a Masters degree in another scientific Read more […]
Fixed Income Risk Management Quant/Developer
This position will be responsible for building models and creating analytical tools that will be used across all fixed income sectors. Models will also be used for valuation purposes as well. Candidates should have a minimum of 3 years experience building and coding in C++ risk models for different fixed income asset classes. Knowledge of valuation methodology for derivatives pricing is also a big plus. Compensation will be very competitive.Refer to Job#17513-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Read more […]
Quantitative Research Analyst-Buy Side
This position is part of a team of PhDs who perform quantitative research to support fundamentally managed fixed income and equity long only portfolios. Team members are not sector specialists but rather produce bespoke research to quantify Portfolio Managers ideas, or create strategies to pitch to Portfolio Managers. Candidates must have a PhD in Finance or Economics (not hard sciences or Math) and some work experience researching in a multi-strategy or multi-product environment. Strong communication skills are a big plus.Refer to Job#17288-EFC and email MS Word attached resume to Peter Arian, Read more […]
Risk Analytics Lead
This position will be responsible for designing and producing analytics and reports that will be used by portfolio managers to help manage and measure risk and performance. Candidates should have a strong knowledge of municipal bonds, liquidity instruments, and or insurance-oriented portfolio strategies. The ability to manipulate data in Bloomberg, Yield Book, and Point, to create specialized reports are also crucial. This position will also be managing a small team. Excellent verbal and written communication skills are a plus.Refer to Job#17282-EFC and email MS Word attached resume to Peter Read more […]
MBS/ABS Valuation Associate/VP
Additionally, this person will be responsible for analyzing issuer, collateral and deal performance. Candidates should have an advanced degree and 2+ experiences valuing credit sensitive MBS/ABS assets. Knowledge of Intex and Bloomberg is also important. Refer to Job#17187-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Peter as your recruiter contact.
Market Risk -Structured Credit/Corporate Credit
This senior position will be responsible for assisting the traders to understand and quantify their risks and communicate those risks to senior management. Additionally, this position will assist Front Office business heads and traders understand and better utilize risk capacity. Candidates must have knowledge of structured and flow credit products, market and credit risk methodologies, the limitations of models and their output, and the ability to communicate with many different levels of co-workers and management. Compensation will be very attractive for the right person.Refer to Job#17112-EFC Read more […]
Quant Trader – Equities
Working with the PM this person will responsible for taking ideas and structuring the optimal execution using cash equities, swaps, options and futures. Ideally this person will also be the conduit for information between the street and other internal traders to the quant PM. This person should have at least 5 years of experience trading with a focus on strategic research, implementation of trade ideas and performing optimal execution. Additionally, this person should have knowledge of optimization, algorithmic execution, transaction cost modeling, and experience transacting in derivative Read more […]