***GQR | USA Quant Vacancies – March 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 March’s most urgent hires:

Director, FX  RV Vol buy-side trader / portfolio manager, Currency Portfolio Manager, FX option Trader, Liquid Currency OTC Options Fund Manager, Foreign Exchange RV PM ,  New York

We are working with a multi-strategy volatility focused hedge fund in New York 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.

Quantitative Commodities Trader   – Statistical Arbitrage Commodities Trading Hedge Fund    -   Commodities FICC focused Proprietary Trading Group - Chicago, USA

As commodities trading continue to become increasingly technical and competitive, a leading proprietary trading group is looking to expand their commodities coverage within the US commodities markets. 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 through the US commodities markets.

• Expert understanding of either one of these products in order to maximize returns profitability.

• Be able to modify identify and execute new trading strategies as market conditions alter.

• Take full responsibility for PL and improving current trading strategies.

• Specializing within the US markets, but with the opportunity to interlink with other parts of the firm’s global desks.

Equities Risk Manager – Product Risk - Market Risk Management –    Investment Bank -   New York, NY

This investment bank is looking for an equities risk managers to oversee and resolve issues relating to market risk exposures. This individual must be able to take ownership of identifying and mitigating risk.

Locations:   New York, NY

The role:

• Responsible for leading a team and liaising with senior management across the companies various product groups.

• Contribute to various risk methodologies to cover the risks of each product group.

• Have the ability to dive into other asset classes and collaborate with front and middle office senior management. 

• Enhancement of credit, market, and operational risk models using quantitative/analytical methods.

• Responsibilities in leading new projects, products and business expansion.

• Ensure compliance with audit, legal and regulatory requirements, and enforce departmental standards.

• Leverage and develop staff to ensure that the needs of the unit are adequately met.

Model Validation Risk Analytics Quant   - Model Validation Team - Model Validation and Risk Analytics - Investment Bank   -   Boston, USA

This individual with not only validate models but will also be responsible for pricing and various market and credit risk analysis as well.

Location:   Boston, USA

The role:                       

• Review the underlying assumptions, theory, empirical evidence, implementation and limitations of the model being validated.

• This would involve working on complex derivative validation.

• Validate, research, and compare complex cross asset quant pricing models to ensure they perform correctly.

• Assessment of positions with significant model risk or non-standard risks (e.g. correlation risk or volatility skew risk) – Performance of general risk management functions.

• Highlighting the potential of use of wrong or inconsistent input values for parameters, which are not readily quoted in the market (e.g. skew or correlation).

• Perform front office validation of significant models: asset pricing models, FX models, interest rate models, derivative models, equity models, credit portfolio management models, cash flow CDO valuation models, hedging models, credit risk, market risk and economic risk models.

Applications Engineer, Software Development, Financial Engineering, Financial Technology, Development, Project Management, IT/Quant

Chicago/New York, USA

An exciting and challenging opportunity exists for an Applications Engineer within this leading proprietary trading firm.  The chosen candidate will liaise very closely with the traders and developers to support and resolve issues with trading applications.

Key Responsibilities

• Deployment and maintenance of both in-house and other trading related applications

• Provide support to the desktop support team and other business units as required

• Performance analysis and tuning of trading applications

• Discuss with end-users in regards to abnormalities and change requests

• Liaising with software developers or third-party groups in relation to incidents and problems

• Liaise closely with various exchanges to provide new connections, testing, upgrades, and problem resolution

• Reporting in regards to up-time, stability and performance of trading applications

• Devise and maintain documentation regarding incident resolutions and solving problems

• Implement and maintain application monitoring

• Use scripting or other programming languages to automate processes

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.

  

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