***GQR | USA Quant Vacancies – August 2012*** recruitment
VP – Equity Quantitative Execution Analyst – tier one bank – TCA – client facing – quantitative analysis – fundamental execution research – data mining – model development – research – New York
My client is looking to add to their execution services group which work with institutions and hedge funds to help reduce market impact and add consistency to their trading. My client is the market leading provider of algorithmic trading services.
The role would involve producing high-value quantitative analysis aimed at helping clients improve execution performance. The successful candidate will also be responsible for designing, developing and testing customized equity execution strategies in C/C++. Initially the role will be focused towards researching execution strategies and data mining for trends and patterns so to improve execution.
The role will evolve into customizing equity execution strategies for clients. The candidate will work closely with the product development team and will be intimately involved in analyzing results of structured experiments to evaluate strategies, routing behaviors and trading models.
Strong knowledge of market microstructure and analysis techniques is essential. Candidates from Bulge Bracket investment bank. Strong communication skills are a must as this role will be working with clients discussing the results of the quantitative research and making recommendations.
Partner/Executive Level, Head of Portfolio Risk and Portfolio Construction -New York City, USA
My client, a globally leading, proprietary, technology focused trading firm, is offering a-once-in-a-lifetime opportunity for a highly experienced risk management professional to lead the risk effort of a new systematic/quant hedge fund product they are planning to set up. This job will be primarily risk management but the job description is more “portfolio manager of portfolio managers”. The product will launch with five proven trading teams that will require managing accordingly. This lead position will require the ideal candidate to create the vision, parameters and the factor models for portfolio construction methodology. For more experienced candidates, the compensation package will include an equity share in the business.
Key Responsibilities
The ideal candidate will intimately understand the underlying logic and model mix for all strategies to enable the exercise of discretion over capital and risk budgets. They will also sit on investment committee, Chair the Risk Committee, develop reports and analytics (including infrastructure where necessary) for style and cycle analysis, cross-sectional portfolio analysis, and summaries of these for LP reporting.
Requirements:
• At least 5 years experience setting portfolio manager allocations, risk limits, and style mix for quant equities and systematic macro for a tier 1 hedge fund.
• A quant related MS, MA
• A PhD would be preferable but not essential
• Some experience as a trader or in a prop trading firm would be useful but not necessary.
Urgency
• Product will launch in early ’13, this hire needs to be completed by August or September at the latest.
Treasury Risk Manager – Liquidity Risk Management Group – Balance Sheet Management – Office of the Treasurer and CFO - ALM Treasury - Investment Bank - New York, NY
Within the treasury risk space, this role offers an incredible opportunity to perpetuate your career into the upper sphere of liquidity and ALM risk - dealing with various regulatory issues as well. This individual will be an experienced ALM and Liquidity Risk professional.
The role:
• Liquidity and Market Risk Analytics for a global risk business.
• The ability to analyze off balance sheet structures and balance sheet asset and liability components and evaluate risk concerns.
• Deal across structured products, securitization vehicles, hybrid securities, and derivatives.
• Help understand the firm’s Treasury, ALM and business activities to identify direct and indirect risks emanating from funding and business activities that warrant close supervisory monitoring.
• Lead examinations of the funding, liquidity and interest rate risk management practices at this financial institution.
• Participate in or lead projects on industry-wide risk-taking and other risk management practices.
Requirements:
• MS or MBA, preferably in quantitative finance or quantitative subject matter and at least 4 years of experience related to ALM and liquidity / treasury risk.
• Experience in corporate treasury and/or risk management function involved in the management of the firm's funding and liquidity activities.
• Strong competence utilizing spreadsheets, databases and market data tools
• Familiarity with finance theory, quantitative methods and statistical analysis
• Proven record of strong quantitative and analytical thinking skills demonstrated by the ability to understand complex and technical topics and arrive at sound supervisory judgments.
• In depth product knowledge of unsecured funding markets, asset-based financing and leasing, fixed income, structured products, and financial derivatives is highly desirable.
• Have a strong business acumen and stellar communication skills.
Senior Software Engineer and Quantitative Research Analyst – Multi-billion dollar Hedge Fund – New York or Chicago
A senior C++ / Gauss / Matlab development and project management position in our Research Department represents an excellent opportunity for an individual to gain both knowledge of financial market trading systems as well as to contribute to innovations to the real-time trading system in collaboration with the research team. Responsibilities will include:
- Design, development and maintenance of enhancements to a sophisticated financial empirical research environment including code in C++, Gauss, Matlab, and SQL.
- Design, development and maintenance of enhancements to large-scale object-oriented real-time trading system in C++.
- Develop processes to automate management of macro-economic and financial market data using C++, shell scripting, SQL, etc. and to research and create new data series required for new models.
- Review, modify as needed, and document code maintenance, code modification, and data update procedures throughout the research and trading platforms.
- Collaborate with the Director of Research in the management of projects pursued by the 6 person research team.
Requirements
- 5+ years experience coding in a development environment producing commercial software releases with at least 2 years experience as a project management lead role in that environment.
- 5+ years industry experience developing multilayer object-oriented frameworks in C++ in Unix environment with experience as technical lead.
- Experience in a financial company a plus, not required.
- Solid understanding of modular object-oriented design, design patterns, data structures.
- Graduate degree, preferably Ph.D., in Math, Statistics, Science or Engineering from a top university.
- Excellent oral and written communication skills.
- Experience using scripting and parsing tools (ksh, perl, sed/awk).
- Experience with Matlab and/or Gauss programming language highly desirable; Experience with other statistics or modeling languages also desirable (e.g. Python).
- Strong sense of self-direction.
- Strong detail and precision orientation
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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.
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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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