***GQR | European Vacancies – February 2012*** recruitment

***GQR | European Vacancies – February 2012***

London, Frankfurt, Paris

GQR is the Global Quantitative Finance search specialist. We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities globally.

A list of February’s most urgent hires:

Commodities Trading Quantitative Researcher   – Leading Commodities Trading Group   -    London, UK

As the European commodities markets diversify further and commodities trading continues to become increasingly quantitative outright, a leading commodities trading house is looking a quantitative trading researcher. In doing so they offer a unique opportunity to perpetuate your career within this specialized area and contribute heavily to maximize PL.

The role:

• The group currently trades quantitatively metals, oil, and gas globally. In Europe they continue to expand into other products.

• Within quantitative trading they are seeking an experienced quant that can use technical understanding and market analysis to provide research for their traders.

Requirements:

• A strong track record within quantitative research and/or trade performance.

• A considerable array of quantitative commodities product experience and market understanding.

• Should be a specialist or have a worked with metals, oil or gas previously.

• Entrepreneurial and driven mentality – able to succeed in a competitive environment.

Software Engineer-London

The individual in this role will be a part of a small, dynamic trading group and will work directly with traders to design, build, and test cutting-edge trading systems. This individual will be responsible for developing and maintaining scalable, multi-tiered applications and infrastructure. The successful candidate will be able to solve difficult technical problems in a fast-paced and energetic environment. This hands-on role will encompass high performance exchange connectivity, machine learning, advanced pattern recognition, and creation of complex algorithms. Ideal candidates should be creative, passionate, and possess excellent communication skills.

Requirements:
Exceptional computer programming skills using C++ in a Linux environment

Exceptional experience with low-level optimization techniques: Assembly, SSE/MMX, CUDA

Working-level understanding of linear algebra: Matrices, Vectors, etc.

Work with IT and development   to understand and document gaps from a functionality and ease of use perspective in our infrastructure.

Work within an RD environment to test solutions against documented requirements.

Assist in evaluating various software and hardware solution for cluster/grid projects.

Make use of open sources resources where appropriate and contribute to open source projects when the company's interests are served.

Familiar with at least one distributed file system (Ceph, Lustre or GPFS preferred)

Basic scripting experience

Network expertise (Cisco, 10G, Infiniband)

Practical experience with very large datsets and computing clusters

Director, FX  RV Vol buy-side trader / portfolio manager, London

We are working with a multi-strategy volatility focused hedge fund in London who are looking to add someone to look after a RV focused FX Vol portfolio. Candidates should have a proven track record trading options in liquid vanilla G10 markets. The group will look at outstanding option focused candidates from the sell side looking to make the move to the buy side. The successful candidate will be given significant capital and a best-in-class platform to trade with. There is an ability to be flexible with the level of seniority hired, including at a very senior level. This is a fantastic opportunity to join a top hedge fund in a role with the ability to earn truly outstanding bonuses.

Required:

Strong track record in FX Vol G10 markets

Expertise in options and other volatility products.

IN RETURN:

A huge opportunity to attain significant career progression CEEMEA FX Options space

The chance to generate significant P L and to be remunerated accordingly.

London - High Frequency Quant Trader/Strategist

A Top European Bank with a strong presence in Equities, FX and Rates markets is looking to develop its fixed income team.

They are looking for strong statistical arbitrage traders to join their global high-frequency trading operations. This is an opportunity to work within an integrated team of quantitative traders and make an immediate contribution to the trading effort.

Requirements:

• PhD or exceptional Masters in quantitative subject

• Experience in statistical modeling in a market data context

• Previous exposure to Fixed Income desirable but not essential

• Able to develop new ideas and conduct independent research using financial data

• Very good technically: experience with Python or  R. Knowledge of Splus, C/C++, SQL, Fortran, Linux or Perl beneficial

Since you will be joining a small team less than 20, this is an opportunity to make an impression across all areas of work from research into signal alpha to live trading operation. All aspects of the operation are equally important and they encourage cross-pollination of ideas between team members.

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

St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT

NEW YORK | 1.212.763.8333

1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

HONG KONG | 852.3678.6738

2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

LOS ANGELES | 1.310.806.9333

12100 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT

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.

Keywords: Decision Science, Customer Insight, Data Analytics,  Predictive Model*, statistician, forensic  data, big data, web analytics, Statistician, SAS Analyst, Data Mining, Statistical Analyst, Data Analysis, Data Migration, ETL specialist, Campaign Analysis, Customer Insight, Customer Value Management, Consumer Intelligence, Management Information, Decision Science, Database Marketing, Pricing Analysis, Econometric Model*,  data integration, Multivariate statistical techniques (segmentation and clustering, linear and logistic regression), data Sampling, Predictive models, Statistical research, operations research modelling, Time series, forecasting, Computational, Statistical, Data Analysis, NLP, Natural Language Processing, Information Retrieval, DSP, Digital Signal Processing, Artificial Intelligence, neural networks, Machine Learning, Data Mining, Large Datasets, mcmc, Monte Carlo, Computer Vision, Image Processing, Pattern Recognition, Video Processing, HPC, igh Performance Computing, Parallel computing, Cloud computing, Massive multi-core cpu, Process paralellization, parallel data processing, Sales Operations Planning, FPA, Financial planning Analysis, Supply Chain Planning, Predictive Analysis, microstructure, TWAP, VWAP, automated, Smart,der Routing, Transaction Costs, order execution,  low latency, etrading, algorithmic, algo*, etrading, e-trading, Automated execution, order fill, dark pool, dark liquidity, market impact modelling, slippage, DMA, EFX, order flow, client execution, mean reversion, arbitrage, momentum, black box, high frequency, market making, algorithmic, electronic trading, low latency, kalman, statistical, high frequency, algo, algorithm, high frequency, systematic, black box, quant, trader, quant trader, c++, java, matlab, R, hedge fund, statistical arbitrage, volatility arbitrage, stat arb, vol arb, index arb, index arbitrage, delta one, one delta, D1,  R, splus,