***GQR | APAC Quant Vacancies – September 2012*** recruitment

Quantitative REsearcher – Hong Kong

A globally positioned quantitative fund is looking for exceptional candidates to join their Quantitative Research Team.  The focus of the fund is to achieve the very best combinations of technology and trading ideas.  Every day, they invest in their people, systems, networking and software with the aim of producing integrated automated trading platforms for systematic trading strategies. This position is challenging and potentially very rewarding, requiring excellent quantitative skills, programming experience and the desire necessary to beat the market.

Job Description

• Conduct research for the purpose of modeling and forecasting financial data in order to build high frequency trading models and improve current volatility models.

• Contribute extensively towards developing, implementing, and monitoring new trading strategies.

• This is a fantastic opportunity to join a world leading fund, where the chances to progress are ultimately decided by you.

Requirements

• Ph.D. in Electrical Computer Engineering, Financial Engineering, Mathematics, Statistics or related fields. Excellent Master’s with experience will be considered

• Must have strong skills in either Matlab or C++ programming.

• Must be creative and hard-working.

• Good communication skills and a team player.

• Experienced hires are also welcome

Senior Technology Desk/integration Quant – Integrating FICC and Rates pricing models – FICC - rates – Integration Quant – VBA and C# - Singapore

My client is a leading investment bank which is looking to expand their renowned FICC and rates ecommerce team in Singapore.  The role would be heavily focused towards integrating pricing models into the quant analytics library.  This role has the capacity to expand its remit to cover working on building the analytics library.  The team predominantly focuses on the creation of FICC and rates pricing curves.  My client is looking for a Senior Integration desk quant with a minimum of 5 years experience in another bulge bracket bank.  The successful candidate will need to possess exceptional pricing knowledge and experience within FICC and Rates pricing.

This role will work closely with traders providing pricing solutions and developing VBA based pricing prototypes.  This is a front office position and experience within a front office position is essential.  The role will also have managerial responsibility running a team of integration desk quant’s within the FICC / Rates team. 

The position will be based in Singapore and will have the opportunity to grow your team move into a more quantitative position. 

Qualifications:

Exotic Equities Quantitative Analyst – Vice President – Hong Kong

For those with the relevant skill-set, an influential role as a quant analyst in the equities space, this offers major positives and advantageous incentives

The role:

• Pricing and Modeling of Equities models and products (exotics, derivatives, structured products and equities/rates hybrids)

• 360 degrees of modeling – expanding the existing, current and new libraries at every stage

• Taking a progressive leadership responsibilities in the team

• Working entirely in their Front Office alongside Quants trade specialists within the Pan Asia space

• Support traders, research strategies and quantitative ideologies to a large degree

• Working with complex products, progressively closely with traders playing a greater role in determining their strategies and performance that will impact PL

• Communicate and express complicated methodologies and theories to both senior Quants and senior traders

• Emphasis on prototype modeling over desk support

Requirements:

• An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics Probability, Electrical Engineering etc

• Ideally a very strong ability or knowledge to price and model within Equities, FX or Commodities

• Ideally an extensive command of either of C++, Java, Slang etc.

• Ideally impressive abilities in Structured Vol, Local Vol, Stochastic Vol

• Existent exposure to Commodities, Hybrids or FICC quantitative experience would be considered by the group and progression with the role i.e. 2-7 years front office experience.

In return they are offering:

• A huge opportunity to attain significant progression within the quant analytics sphere

• A large number of evolving projects to get your teeth stuck into and work expansively

• The chance to join one of finest global Equities quant groups

• An incredibly niche environment with no bureaucracy but an excellent environment and culture

• Play a vocal contribution at all stages of modeling, pricing, discussion and trade strategies

• The intellectual stimulation and challenge of working with a cutting edge Front Office Equities quant space

• The chance to master and manage the most complex Equities models you can put your mind to

• Impressive remuneration structure that pays extremely well both on base and bonus

• Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials

This is an immediate hire and interviews are already underway.

Transition management –Team Head – KYC - On-boarding – VP – FX Market Leading Investment Bank – Singapore / Hong Kong - APAC

My client is a market leading investment bank with a strong focus towards FX markets.  They are currently looking to add one headcount within their transitional on-boarding team.  The role can be based in Hong Kong or Singapore as the role will cover the APAC region.  The successful candidate will liaise with teams and branch managers across the region to improve the efficiency of the on-boarding.  The role will have a string client facing aspect and experience and knowledge within KYC will be advantageous.

You will be responsible for producing weekly and monthly analytical reports.  The role will also lead into project management on regional and global projects to make the transition more transparent and efficient for internal and external clients.  You will creating on-boarding workflow reports to for senior management to aid in the strategy of the business.

Junior Equity Derivative Trader, Junior Single Stocks Trader - Hong Kong

A premier options market-making business is looking to add a Single Stock trader to their successful equity trading team. The major focus of this role will be to trade single stock listed options on the Hong Kong market. This is predominantly on an electronic basis but also would require interaction with brokers and voice trading. The successful candidate is likely to have 1-2 years market experience and product knowledge in this space to complement a proven high level of performance. The candidate must be able to thrive in a challenging but rewarding environment. The group provides an exciting platform for traders to share their ideas, while their compensation structure is amongst the best in the market. This is an increasingly rare opportunity to join an innovative, market leading equity derivatives team.

REQUIRED:

Minimum 1-2 years experience trading Single Stock listed options.

Strong product knowledge in the equity derivatives space

Proven ability to work in a pressurized environment

APPLY | quant-jobs@g-q-r.com

VISIT US | www.g-q-r.com/vacancies

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LONDON | 020.3207.9090

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VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com 

GQR Global Quant, GQR Global Trading, GQR Global Markets

We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.

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