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

A list of June’s most urgent hires:

Senior (Team lead) Futures / equities Quant traders, Investment for hedge fund with market leading technology

Active role interviewing now. Our client is one of the largest hedge funds in the world with officers in multiple countries.  The group has world renowned technology and they are looking for a high-frequency futures / equities quant trader to head up the futures desk in London.   The role is for a senior candidate who has proven track records and consistent PnL over the last few years. 

My client is looking for candidates who have experience within US or European treasury / equity futures.  With a Sharpe ratio above 4 and a maximum drawdown of 10%.  The successful candidate will have the opportunity to expand the desk and will be responsible for the futures desk in London and Europe.

Role:

• Carry out statistical analysis using stochastic techniques, and experience building statistical arbitrage strategies.

• Developing transaction cost models, pre trade estimation analytics, including research using statistical analysis.

• Analyze and profile the customer activity, pricing, and the price skewing and order execution.

• The constant creation and maintenance of new high-frequency strategies.

• Leading a team of high-frequency trading quant’s’ and defining the businesses strategy.

ASIA EQUITY STRATEGIST – LONDON

An investment bank is looking to bring on board an excellent Equity Strategist to add to their emerging market research team. The selected candidate will be a senior member of the Global Equity Strategy team, providing trade ideas for the internal and external clients.

• Producing research and publication on Asian Equity  

• Contributed to investment decisions, providing trade recommendations

• Represented firm to existing and prospective clients

• Analyzed and forecasted economic data, policy and market developments across G10

• Providing views and trading recommendations to a broad range of internal and external clients

Qualifications:

• Research and generation of Asia Equity Strategies

• 5+ years Macroeconomic/Strategy experience

• Excellent knowledge of Equity markets

• Strong knowledge of EM markets

• Publication Experience, coupled with excellent oral and written communication skills

Data Analyst–London

My client, a globally leading, proprietary, technology focused trading firm, is offering a-once-in-a-lifetime opportunity for a talented Data Analyst to join its world class Data Analytics Team in London. The vibrant group offers a truly relaxed and collaborative working environment. My client has seen year-on-year returns on profit since its inception some 15 years ago. Consequently, the group is looking to continue its rapid expansion across current sites in Asia, US and Europe.  

This is a front office role, working collaboratively with traders and quant research teams managing the historical and live tick data requirements to meet end user requirements and business objectives.

Key Responsibilities

• Gather business and functional data requirements

• Integrate these business and functional data requirements into an enterprise-wide data model

• Work with external data vendors to acquire required data

• Responsible for a KDB database containing global equity and derivative exchange tick data

• Responsible for setting up automated processes for importing and validating data with appropriate monitoring, etc

• Create infrastructure for extracting data that will clean / filter data, and produce data in different formats as required by the Quantitative Researchers/Traders

• Develop common libraries / infrastructure and processes required to support the historical data requirements of production deployed trading systems developed by the Quantitative Research team

Requirements:

• KDB / Q experience preferred; otherwise experience in functional programming preferably F#

• Experience programming in scripting languages, preferably Python

• Matlab programming experience desirable

• Experience in both Windows and Linux environments is desirable

• Financial markets experience advantageous

• Computer Science, Engineering or Mathematics Degree

Rewards:

• Informal dress code

• Daily catering – breakfast, lunch plus a fully stocked kitchen

• Chill-out area with pool table, table tennis, TV and Wii

• Competitive annual leave

• Health and life insurance

• Gym membership

• Two discretionary performance related bonuses a year

(Intraday) High Frequency Quant Trader Futures, HFT– London

We are currently working with an exclusive hedge fund in London.  They are currently looking for high frequency traders within the futures space and in particular who have successful strategies on eurex or cme.  The ideal candidate will have strategies with a proven track record and a Sharpe ratio of 4 – 6.  This is an active vacancy for a strong candidate to run their own strategies and expand the desk.

The role will be based in London and ideally the successful candidate will have good programming skills with C++on Linux systems. 

Requirements:

Business Analyst – GLOBAL financial technology firm – Clearing development desk | Listed OTC – Active mandate

A global leading technology firm in London is keen to appoint an experienced business analyst to work within their clearing development team. The team primarily looks after the listed and OTC products and requires someone with strong motivation and desire to work within a demanding environment. The role requires a candidate with strong product knowledge of either listed or OTC products and experience working within the operational functions of clearing these products.

The role:

• Work closely with the developers

• Presenting demonstrating risk module’s to customers, prospectus third parties.

• Advocate for new product feature enhancements

• Help with the advancement and expansion of the desk

• Assist in the reporting, replication and providing of test cases of customer reported bugs

• Generate product documentation and marketing collateral for pre-sales, sales, customers prospects as required.

• Reviewing documentation provided by customers on enhancements, communicate with these customers to ascertain any irregularities and create specifications for relevant developments.

Requirements:

• Level of experience between 3-6 years within a banking/financial industry

• Strong academics within a business/finance or technical field

• Excel and SQL Skills required

• Strong knowledge of OTC and/or listed products

• Experience within an operational clearing environment

• Strong mathematical or analytical background

• Ability to work effectively both autonomously or within a team.

• Problem solving mentality

• Ability to communicate effectively with senior managers

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

VP - Director level, FX forward trader, Currency forwards trading, G10 senior trader vanilla linear derivatives, Senior Forex swaps and forwards trader,  London

We are working with an internationally recognized bank that is looking to add to their FX forwards trading team in London. The group, which has undergone successful restructuring, is looking to add top class performers to help them push the business to the next level. Candidates should have an exemplary track record making money in a range of market conditions. This should be coupled with an extensive knowledge of the markets. Due to the current set up of the team there is flexibility in the exact market coverage of this role. Indeed, whilst this more likely to be a G10 hire, there is scope to hire on the EM side. The role will be to trade both on client flow but also taking substantial prop positions too. As such the ideal candidate will be comfortable (and have been successful) with both. This is a fantastic opportunity to join an exciting desk with great opportunities for career progression – very much being the right place and time to join the team.

REQUIRED:

Successful track record in trading FX forwards

Expertise in the relevant markets and their dynamics

An ability to be able to identify ways of driving a business forwards

Linux Engineer–Outskirts of London, United Kingdom 

My client is one of the top 15 performing hedge funds globally for 2011 and has roughly $5Bn AUM. They are a quantitative investment management firm who blend 1st class quant research leading with highly advanced technical implementation. They are a highly collaborative and meritocratic group with a passion for technology. 

Responsibilities / Role:

My client is looking for experienced Linux Infrastructure Engineers to join their Computing and IT Infrastructure Team. The chosen candidate will perform a variety of tasks that include but not limited to the following:

• The supply and management of critical computing systems including storage and network components across multiple sites

• In?house infrastructure development and operation

• Overseeing live operations, high performance computing research and internal development environments

Required:

• 5+ years’ professional system administration experience with Linux/Unix supporting business systems and a degree in a scientific or technical discipline

• Linux and system administration expertise – configuration and software management, system interfaces, performance tuning, file system semantics and implementations and computer security

• Infrastructure architecture and design experience together with strong systems programming skills

• Proven teamwork, communication skills and an appetite for delivering solutions to complex problems

Preferable Skills:

• Experience with scientific IT environments and low?latency systems

• Experience building high?performance systems using commodity hardware and open?source software

• Professional experience working with Linux kernel internals

• Experience with third?party telecommunications provision

Quant Risk Analyst - London

We seek a Risk Quant to join a top award winning investment bank, to model, quantify and be an SME on derivatives' counterparty exposure to help the decision-making processes of risk management the business. The role will also involve developing analytical models / tools needed for derivatives' exposure calculation and counterparty credit risk system related projects. In addition, you will be involved in stress testing, back testing and wrong way risk calculation.

Required Background

• Proven experience in a quantitative role in financial/consulting services with good understanding of derivatives' modeling/pricing

• Product knowledge of a wide range of derivative structures of different asset classes (e.g. FI, Equity, commodity, FX, Credit)

• Direct experience of counterparty risk calculations is preferred.

• Knowledge of market credit risk management techniques/frameworks are desirable

• Knowledge of Unix programming languages (e.g. Java, C++, Matlab etc.) is preferred. Good spreadsheet skills are essential.

Qualifications: PhD in a quantitative discipline (preferred) or Masters in a quantitative discipline.

- Good communication skill is essential as the position requires quantifying risks and explaining them in a quick decision making environment.
- Ability to lead discussions on structured products' credit exposure/credit risk confidently with a range of people (from desk quants to credit officers).
- Eagerness ability to grasp the complexity of structured derivatives quickly.

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