***GQR | USA Quant Vacancies – February 2012*** recruitment
***GQR | USA Quant Vacancies – February 2012***
USA - Nationwide, United States of America
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 Quant – Front office Commodities Quant Analyst - North Carolina, USA
A deep pool of experienced and talented quantitative professionals underpins every aspect of this leading investment banks commodities quant business from the pricing of models to the quantitative trading of oil, gas and power.
With this in mind, this role offers an incredible opportunity to perpetuate your career into the upper sphere of quantitative analytics within commodities.
The role:
• Expert Quant pricing and modeling commodities models with particular emphasis on power, gas, oil.
• Modeling: expanding the existing, current and new libraries at every stage.
• Full interaction alongside quant’s, risk, and traders.
• Growing emphasis on quantitative pricing as US markets evolve.
Requirements:
• Those with physical market experience as well as financial markets will be considered.
• An excellent quantitative PhD/MSc from a top school.
• Ideally a very strong ability or knowledge of quantitative methods for all commodities.
Core C++ Developer (hands on) – New York
A leading New York proprietary group is looking to bring on a talented core C++ developer to join their talented team. Excellent total compensation.
Responsibilities / Role:
- Design infrastructure solutions
- Design strategy optimisations
- Conduct analysis of model behavior to improve performance, latencies and data feed reliability
Required:
- Excellent knowledge of C++
- 5-10 years of experience using C++ in work environment
- Computer Science MSc( preferable)
Credit Desk Quant – Quantitative Analytics - New York, NY
For those with the relevant skill-set, an influential role within a leading front office group covering front office analytics and offering a challenging but rewarding career. This role offers an incredible opportunity to perpetuate your career into lucrative and intellectually stimulating role within a top front office team; this will offer an exciting level of progression and projects to work on.
The role:
• As a VP level hire this would entail the chance to take progressive leadership responsibilities
• Offer quick solution and fixes to complex credit pricing models to ensure they perform correctly
• Sit alongside traders, PM’s, and researchers on the desk –assisting to their daily needs.
Requirements:
• 3+ years working in a front office environment or near the desk in the middle office.
• Must be commercial and have the ability to deal with traders – sitting on the desk – as this role is very front office and business focused.
• Credit experience is a must – dealing across CD, CDS, FI, Indices, corporate bond/credit.
Quantitative Analyst – Valuations and Risk - Investment Bank - New York, USA
An industry leading institution, with an enviable track record supported by its strong commitment to quantitative analytics, is seeking to add a strong quantitative analyst within valuations to take a role on their Quantitative Risk and Analytics Groups.
The role:
• In due time - manage a team of valuations analysts
• Currently migrating positions OTC into valuations to initial model validation.
• Interacting with capital markets and banking side to maximize the client coverage.
• This is a cross asset role, but any understanding of credit would be helpful (abs, mbs, cmbs, cdos, cds).
• Deal with outside clients such as hedge funds and mutual funds.
Requirements:
• At least a Masters degree in a quantitative subject.
• 5+ years of proven experience in Quant Modeling / Model Validation / Pricing or similar role.
• Responsible for the delivery of accurate OTC derivative valuations for instruments to a consistent global standard.
• Review of pricing models initial model validation and ensuring a standard global approach to pricing model validation in conjunction with Pricing and Risk teams.
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,