***GQR | USA Quant 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: 

High and Medium Frequency (1 day trading horizon) Equity or Futures quantitative trader. Systematic equities or futures traders.

New York, NY, USA 

I am working with a small (26 persons) group of personable, seasoned guys who have invested heavily in trading technology for the last 2.5 years and are looking to expand and utilize their platform. Your interview process will be completed within 3 weeks and they began interviewing two weeks ago, (w/c 16th March). Please call Ben Harris in London on 0044 203 207 9627.

They and are set up to trade (with low latencies - have co-location) US equities and all futures. 6-12 months down the line they will think about FX. They are interested in prop and market making and have a pretty good strategy-hosting platform, which was developed in the US.

They are only interested in equities and/or futures candidates – ideally those who understand the whole trading process. There is also the opportunity to work out of London if you wish.

In summary:

• Looking for strong candidates but also candidates they can work with comfortably. A collaborative environment is preferred however if you need to be siloed that is also fine

• Mid  to senior experience level (consistently made money from strategies for 2+ years)

• Back-tested results for prior years

• Ability to reinvent their strategies, create new trades particularly interesting

• Willing to relocate if necessary

• Trading US/Global Cash EQ or any futures markets

• Sharpe ratios of 3+

• win ratio of 55%+

• open to seeing market making candidates as long as the PnL profile is right.

Real Time Developer – Trading Systems Development - Electronic/Systematic Trading – Tier 1 Quantitative Hedge Fund – New York, USA

A multi-billion/multi-strategy quantitatively driven hedge fund seeks a top-notch developer responsible for the design, development, and maintenance of real-time systematic trading systems. This is for someone who is passionate with regards to machine learning and handling large data sets. The position will sit alongside a couple of the most respected PMs in the business.

Locations:  New York, USA

The role:

• 360 degrees of trading systems support

• Active monitoring of trading application in a live trading environment

• Management of static data with a focus on handling large amount of data.

• Real-time tick data processing (including but not limited to: acquisition, filtering, enrichment and storage).

• Interaction with a three-person trading team consisting of quant and technology users – everyone collaborating on development, research, and trading activities.

• Drastically affect p/l and assist on strategy development.

• 

Requirements:

• Experience working with large amount of data – again having a passion/desire to work with large data sets.

• NoSQL Experience (Hadoop, Cassandra, Vertica) is a plus.

• Experience working with real time data collectors and complex event processing.

• Experience developing retail-time trading systems is a plus.

• Good operations/project management experience.

• Knowledge of R, Linux, Perl.

• Strong quantitative mindset.

• Expertise with development in all or some of the following languages:  C#, C++, Python, Java.

• Effective communicators, with the ability to handle projects under pressure.

  

VP - Director level, Equity Derivative Vol Trader, Buy-side equity derivative trader, Equity Derivatives Portfolio Manager, Fund manager – Equity Derivative Vol Trader, New York City

We are working with a top tier hedge fund who are looking to strengthen their equity derivative volatility group in New York . The team are looking for candidates with an outstanding track record trading equity derivatives over a sustained period of time, and have shown that they can make money in a range of market conditions. 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 fund are looking to allocate significant capital for this position and there will be freedom for the trader in terms of the positions/markets they trade. The payout is in the form of a hard-coated PL percentage making this a very attractive role.  This is a fantastic opportunity to join a top tier hedge fund in a role with immediate and significant responsibility.

REQUIRED:

Outstanding track record in the equity derivative market

Strong risk management skills

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.

Credit Risk PD, EAD, LGD Portfolio  Analysis Quant  -   Consumer Credit Risk Basel Assessment Specialist Team   -   Credit Risk Basel Stress Testing  PD, EAD, LGD Driven Group   –   Credit Risk Life Cycle Assessment Evaluation Analytics   -   Credit Risk Life Cycle Mortgage  Firm  -  Tri-State New York, USA     -  (Ref: 20120424)

Already a dominant presence in the financial sector, this leading institution is expanding its consumer credit risk assessment through greater quantitative techniques, stress testing, data analysis, and risk modelling. Offering experienced Credit Risk expert’s high profile exposure, quantitative techniques, data trend assessment, and portfolio analysis. The group is looking for experts in PD, EAD, LGD modelling and consumer credit risk techniques.

Locations:   New York, NY

The role:

• Responsible for monitoring credit risk models such as PD, EAD, LGD.

• Develop quantitative framework and tools for stress testing.

• Evaluate credit risk trends and changing conditions in relation to the markets

• Continuous monitoring through analysis of policy changes and modifications.

• Experience with credit cycle and mortgages would be highly beneficial.

• Use Basel and statistical analysis for credit risk portfolios.

• The ability to data-mine large databases.

• Responsibilities in leading new projects, products and analytical efforts.

Requirements:

• A degree in finance or technical discipline is preferred – masters or above.

• 8+ years of experience in credit risk, Basel, credit risk life cycle.

• Ideally have deep understanding of residential mortgage credit risk analysis.

• Ability with SAS and data mining.

• Experience with mortgages, consumer credit risk and statistical analysis.

• Able to utilize data to spot risk trends i.e. identify risk data trends in residential mortgages.

• Have a strong business acumen and knowledge of consumer credit risk.

• FRM and CFA is a plus.

• High energy level – must be a go getter!

Database Financial Systems Engineer   -   Database SQL Asset Management Application Trading Team -  Database documentation query portfolio group  -  Database query engineer asset management    -   Boston, USA   -  (Ref: 20120328)

By using the most sophisticated and cutting edge methods this institution has earned its reputation as a leader and pioneer in asset management financial stock selection and technology. So in seeking to boost their performance in the market further they would like to add an experienced SQL database systems engineer.

Responsibilities include architectural input, database replication, database hardware, disaster recovery and data transformation. This position will require excellent communication skills as they interact with both their immediate team, PM’s and portfolio construction specialists. This is a very skilled position working within cutting edge trading technology for a very successful buy side group and one that will impact the business progressively.

Requirements:

• Minimum of 4 years implementing database enhancements using of MSSQL

• Strong experience database query, performance, replication and enhancement.

• Able to work on linux and windows platforms, whilst use SQL in SAN environment.

• Active ability with a scripting programming language i.e. any of shell, perl, python, C etc.

• A track record with database replication.

• Able to be very hands on and engage with related teams, whilst use cutting edge technologies.

In return they are offering:

• A huge opportunity to attain significant progression within a very key area of portfolio trading technology – financial database systems.

• Very hands on role with the opportunity to make an important contribution.

• Work with a world renowned team and talented colleagues.

• A long term career as part of a progressive desk that will offer real career development exposure.

• Excellent compensation structure both in terms of base and bonus rewards.

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.

  

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