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

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 May’s most urgent hires:

Private banker / Relationship Manager; Leading Private Bank; French coverage. | PRIVATE BANKER| MANAGER , UHNW , HNW , CRM , PRIVATE WEALTH , WEALTH MANAGEMENT , RELATIONSHIP MANAGEMENT | PARIS  OFFICE RELATIONSHIP MANAGER , WEALTH MANAGEMENT , HIGH-NET-WORTH , PWM , PRIVATE BANK , BUSINESS DEVELOPMENT , CLIENT ACQUISITION , SENIOR , BANKER ,  KEY CLIENTS ,  IM , INVESTMENT MANAGER , ADVISOR , OFFSHORE , ONSHORE ,  CRM , HUNTER

Our Client is a leading Global Private Bank who is adding several senior private bankers covering the domestic French market to join their desk in Paris. The successful candidate will already be active in Paris with their own portfolio covering French clients and possess the hunger and ambition to build their portfolio through new client acquisition to drive the firm forward, increasing AUM and their dominance in the French market.

Responsibilities:

• To gain new high quality direct clients and introducers, and to maintain and develop the business with existing clients and introducer selling.

• To convert prospective direct clients into full clients with all the appropriate assets fully transferred.

• Deliver exceptional client service and work closely with advisors to give sophisticated financial advice across a range of products and asset classes.

• Maximise the acquisition and retention of clients by the bank and to work closely with the business development team to identify new opportunities.

• Act as first point of contact to liaise between the bank and its clients

Profile:

• 5 years + market/industry experience

• Previous experience of hunting new clients and acquiring fresh business.

• The ability to manage, develop and grow client relationships.

• A strong knowledge of all aspects of the wealth management industry across the French market.

• An existing client portfolio already active in Paris, a proportion of which actively transferable within the first 12-18 months

• The ability to deliver against agreed Key Performance Indicators.

VP - Director level, Equity Derivative Single Stock trader, Single Stock Dispersion Trader, Equity single stock light exotic trader, vol single stock trader, volatility flow trader, European equity derivative trader, London

A top tier investment bank is looking to hire trader at VP level into their equity derivative trading business. The team is looking for candidates with an outstanding track record trading single stocks. The role will be, first and foremost, focused on being a producer of significant P and L, and as such, they are interested in genuinely top tier candidates.  The desk one of the best platforms on the street with cutting edge systems. The business still encourages traders to take positions and you will be surrounded by some of the very best traders in London. There is scope to trade a dispersion/correlation overlay alongside vol flow, so traders with relevant experience here would be of interest. This is a fantastic opportunity to join a single stock desk at a top tier investment bank in a role with immediate and significant responsibility.

REQUIRED:

Outstanding track record in the European single stock derivative market

Strong risk management skills and understanding of building out client flows

Ability to make significant P and L over a sustained period of time

IN RETURN:

A huge opportunity to lead and attain significant career progression

Generous compensation package

The chance to be part of the continued build out of a successful equity derivative business

Fantastic opportunities to develop your skill set and take on new challenges and responsibilities.

# Developer –London

My client, a globally leading, proprietary, technology focused trading firm, is offering a-once-in-a-lifetime opportunity for a talented C# developer to join its world class Development 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 to design and deliver code with the highest quality of automation and performance possible. The chosen candidate will also play a pivotal role in the continual development and enhancement of current processes alongside, actively seeking opportunities to exceed end user performance and functionality of the in house trading systems. 

Key Responsibilities

• Designing and delivering code with traders and quant research teams

• Producing unit-tests, documentation configuration to support all code developed

• Provide post-implementation support to trading teams and IT department to resolve critical issues and fix coding bugs promptly

• Define product requirements from trading and quant research teams

• Provide feedback and support on in house trading processes and systems

Requirements:

• Exceptional C# skills: .NET 3.5/4

• Strong Object Oriented design skills

• Multithreaded C# development

• Experience with WinForms

• Experience in performance-critical GUI development

• MS SQL Server 2008 (preferable)

• Excellent verbal and written communication skills

• Prior financial markets experience (very preferable)

Rewards:

• Informal dress code

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

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

• Competitive annual leave

• Health and life insurance

• Gym membership

• Two discretionary performance related bonuses a year

Senior Cross Asset Futures, FI, FX or CTA Style Quant Researcher / Global Macro Systematic Portfolio Manager – London

We are working with a 80 person growing Hedge Fund between $10bn AUM who are heavily investing and expanding into new markets. They are one of Europe’s top 20 Hedge Funds who have a history of rewarding their employees very well.

They are a largely discretionary fund and at this stage are only running $1bn in their systematic strategies and are looking to increase this once they take on a couple more strong profiles. Hence, they are looking for people who have strategies to bring, are willing to work on improving existing models and are keen to work in a collaborative environment.

This is a great opportunity since the chances of success are extremely high – they have more than enough resources to drive this business and since you will be joining a team of 10, when this part of the business succeeds like the rest of the firm, you will be able to proudly put your name to it.

Required skills:

• Quantitative – Systematic Trading and Research. Must have experience of managing or being the source of alpha research/development of statistical or quantitative fundamental strategies. You should have experience in running a portfolio of $100mm

• Pioneering – Greenfield Research Projects

• Leadership – Ideally need to have experience either managing or being a lead quant within a team of 5+ members.

• Recruitment – Assist in the hiring of further individuals

• Presentation – You will be meeting clients/Investors/Attending Systematic Research Conferences

Keywords: CTA, Futures, Fixed Income, FX, Systematic, quant trading, strategies, Commodities, Team, Track Record, Prop, Proprietary, hedge fund.

Head of Risk Solutions - Risk Analytics and Economic Capital - EMEA Regions – Europe, Middle East, Africa –  Investment Bank -   London, U.K.

A leading investment bank is looking to bring-on a Head of Risk Solutions across EMEA (Europe, Middle East, and Africa). This role will require constant interaction with upper management with other businesses and clients; the ultimate goal being expansion of the bank’s business into other areas. Understanding of risk and economic capital/regulatory environment across EMEA is essential.

The role:

• Developing in-depth knowledge of EMEA regions’ financial systems and institutions.

• Key spokesperson for the company on bank related topics in Europe, Middle East, Africa.

• Build and maintain high quality relationships with Senior Management at some of the world's largest financial institutions.

• 360 degrees of risk management across EMEA regions.

• Complement analytical approaches implement new policies procedures where necessary in close cooperation with upper management.

Requirements:

• 5+ Years of Hands-on experience in risk and economic capital across EMEA regions. 

• Credit/risk assessment experience gained from a financial institution, asset management, consulting firm(s), or proven equivalent.

• Must have a good understanding of corporate credit and various credit risk models.

• Strong academic background at least equivalent to MSc/MBA in relevant areas. 

• Must be commercial and have experience facing with clients and upper management.

• Willingness to travel across the EMEA region.  

• Fluency in English is essential, another European language would be highly beneficial.

• Any additional research of EMEA/EEMEA/SEMEA – including white papers and/or other publications - is a huge plus.

Key words: EMEA, Europe, Middle East, Africa, Eastern Europe, Western Europe, Southern Europe, Northern Europe, economic capital, credit risk, credit, capital modeling, credit modeling, capital markets, EMEA research, clients, consulting, valuations, risk solutions, MBA, MSc, team lead, head or region, capital markets, correlation models, retail banks, retail credit

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

Confidentiality and utmost discretion is 100% assured.

 

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,