***GQR | USA Quant Vacancies – September 2012*** recruitment

Equity Algorithmic Quant Analyst – Equity execution – data mining – research – TCA – market microstructure-SOR – Smart Order Routing – top tier Investment Bank – VP – New York, USA

My client is looking to expand their execution services in New York.  The role would focus on producing high-value quantitative analysis that is aimed at helping clients improve execution performance and in capturing incremental revenues by optimizing existing execution strategies and designing, developing and testing customized execution strategies for clients.  Strong knowledge of market microstructure is essential as this will be an important requirement for this role.

The role will be heavily research focused successful candidates will be familiar in conducting execution research, data mining and model development in order to improve execution.  The successful candidate will be responsible for data mining and identifying trends and patterns to improve execution algorithms.

In his position you will be collaborating with the product development team in analyzing results of structured experiments designed to evaluate strategies, smart order routing behavior and trading models.  Strong programming skills in C++ and Matlab/R are required to be able to

The main responsibilities would include; conducting quantitative analysis on client flows in order to improve performance.  Analyzing experimental results on data mined algo’s and routing performance data.

Requirements:         

Senior Low Latency Developer – Chicago

A globally-positioned, trading firm that remains on the cutting edge of algorithmic trading is seeking a low latency developer. With offices in New York, Chicago and most recently London the firm is seeking to build on and enhance it’s already world beating technology systems to remain at the forefront of high-frequency trading.

The individual in this role will be a part of a dynamic trading group and will work directly with traders to design, build, and test cutting-edge trading systems. This individual will be responsible for developing and maintaining scalable, multi-tiered applications and infrastructure which require superb low latency for its high frequency trading operations.

Experience and Skills:

• Excellent Computer programming skills using C++

• Experience in with algorithmic design and implementation

• Strong understanding of computer systems e.g. operating systems, networks, performance optimization, etc

• Ability to work on a complete project lifecycle: requirement capturing, design, development and final deployment to production

• Ability to work on multiple projects and provide proper project estimates

PhD background with multiple years experience degree from a top-tier university in Computer Science or Computer Engineering or related field

SENIOR U.S. PRIVATE BANKER  / FLORIDA , RELATIONSHIP MANAGER , PRIVATE BANKER , BUSINESS DEVELOPMENT , CLIENT ACQUISITION , HUNTER , FARMER , WEALTH MANAGEMENT , HIGH-NET-WORTH , PWM , PRIVATE WEALTH , HNW , HNWI , UHNI , ULTRA HIGH NET WORTH , PRIVATE BANK , WEALTH MANAGEMENT , BOUTIQUE , BUSINESS DEVELOPMENT , AMERICA , AMERICAS , AMERICAN , CLIENTS , ASSETS , AUM ,  USA , FLORIDA , MIAMI , NORTH AMERICA   

A tier one international private bank is looking to develop their North America coverage by bring on board a number of senior private bankers to join the Florida office. The Private Bank is looking to bring on board bankers with hunting experience, who have a strong network of clients across Florida and the wider region. The successful candidate will be required to build a book of client with a first year target of $40ml AUM. To meet this target, you are expected to transfer a number of long standing relationships, as well as hunting prospective clients. They are interested in speaking to individuals with a strong track record and a experience across the region.

The role:

• To build highly proactive, long-term relationships with US clients

• Establish and maintain interpersonal relationships by communicating with people outside the organization, representing the organization to customers, the public, and other external sources

• Increase Assets Under Management, through client acquisition

• Maximise the acquisition and retention of clients - identify new business opportunities

• Establish new client relationships and use these relationships to develop new business opportunities

Requirements:

• Excellent communication and proven client management skills

• Able to work to clearly defined annual revenue targets with an ability to deliver results

• Strong client acquisition and business development skills

•  Must be a registered professional that already has an established practice with a minimum of $20 million in assets under management, with $40 million or more, preferred

• Must be able to work independently with little or no supervision

Market Risk Quant Analyst – Leading Firm - Los Angeles

A leading quantitative risk team due to continued success in the market are looking to expand their team by hiring an experienced market risk focused quant. Responsibilities include expert analysis covering derivatives, both in equity and interest rate as well as hedging instruments. With the changing array of regulations within the financial risk markets its imperative this person is well versed in quantitative risk models and calibration.

• Responsible for market risk quant modelling, generating scenarios and quant analysis.

• Quantitative risk assessment of mutual funds, determining risk attributes and hedging.

• Covering volatility and interest rates models across variable annuity.

• Interacting with senior risk quants and actuaries within a front office context.

• Calibrate and statistical analysis of risk trends and risk models.

• Improve and enhance existing risk reports and analyzing indexed annuities.

Requirements:

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

• Minimum of 3 years of experience within quantitative market risk models.

• Ideally have understanding of mutual funds, variable annuities (VA) etc.

• Knowledge of volatility, hedging and interest rates from a quantitative risk perspective.

• Have a strong business acumen and knowledge of quantitative research methods.

• FRM and CFA would be beneficial but is not essential.

• High energy level – must be a go getter and a fast learner – in order to work in a front office quantitative environment.

• Insurance or actuarial experience as well as programming knowledge is seen as a plus.

Global Head of Quantitative Risk Management -   Managing Director ALM Credit Market Enterprise Senior Quant Risk Focused Role -   Asset Liability Management CVA Credit Risk Analytics Pension Insurance MD Driven Hire   –   Quantitative Risk Senior ALM Basel II Basel III Enterprise Risk Driven Team   -    ALM Market Risk Enterprise Risk Dodd Frank Volcker Leading Global Buy Side Institution - New York, USA     - (Ref: 20120726)

Already a dominant presence in the global financial sector, in-keeping with their high performance across quantitative risk - market risk, enterprise risk, credit risk, ALM, insurance, CVA and pensions - require an extremely experienced and hands on Managing Director – MD – Global Head - to continue the build out of their highly technical quantitative risk models and devise new risk models. With the changing array of regulations across credit risk and enterprise risk such as Dodd Frank, Volcker Rule, Basel III ; they need to provide quantitative risk modeling and a thorough understanding of these regulatory aspects upon risk. The role:

• Using extensive Quantitative Risk modelling experience combined with strong market acumen.

•  Asset Liability Management (ALM) practical knowledge to expand the existing, current and new quant risk models across the organization.

• This is a technical and hands on role working extensively across credit risk, enterprise risk, risk adjustment, ALM and risk modeling.

• Provide exposure building quantitative risk models for pricing of securities and financial derivatives.

• This is an MD level position, carrying a lot of responsibility across a thriving quant business.

• Responsibilities in leading new projects, products and business expansion, whilst working alongside the current CRO, regulatory offices, clients, senior board level management etc.

• The current risk models, platform and infrastructure are in great shape but of course this can alter quickly as the quantitative markets evolve where they need some who can attune to changing market conditions and make critical decisions to the business at all levels.

Requirements:

• PhD in a quantitative subject ideally relevant to finance, econometric, risk or quantitative models.

• 15-20 years financial professional experience across any of credit risk or market risk or enterprise risk or ALM or insurance or pensions is required. Simply they want the best senior risk quant they can find in order to drive their business forward for years to come and make them even more competitive.

• Must have hands on and very deep technical understanding of credit risk and ALM above all else.

• Experienced in leading teams or wider quantitative risk related business areas

• Any further qualifications that distinguish your abilities such as an FRM or CFA or an MBA would be advantageous but are not critical.

• Have a strong business acumen and ability to communicate with both senior and junior quant’s.

• Exposure to crisis or dynamic risk would be a bonus but is not essential.

• No specific asset class exposure is essential but ideally will have a wide variety of risk modelling, understanding of risk regulations, market acumen and risk methodologies.

In return:
They are offering an excellent level of upside where DOE and for the right candidate above market rate compensation (high base, strong bonus, potential equity, potential guarantee/sign-on), senior level exposure, as well as a very pivotal hands on role within an expanding business.

Emerging Markets Interest Rates Trader, Rates Trader, LATAM Interest Rates Trader – New York / Brazil

A successful, multinational, European Investment bank is looking to add an Interest Rates trader to their LATAM focused trading team. The role will be an active trading role with a primary focus on the Brazilian market. Products covered will be vanilla but experience in the interest rate exotics space will also be valued.

The successful candidate is likely to be based in or open for relocation to Brazil but the firm is flexible enough to accommodate the role out of New York if the candidate is strong enough in the required areas; therefore exciting from a geographical perspective. As the primary focus is on the Brazilian market the successful candidate will have strong technical product and market knowledge in this region. The candidate must also be able to thrive in a challenging but rewarding environment. The group provides an exciting opportunity for traders to focus and grow in the area where their experience and knowledge lies and their compensation structure is one of the most competitive on the market.

REQUIRED:

The candidate must have 2-4 years experience trading vanilla interest rates products on the LATAM markets with particular expertise in Brazil.

Proven ability to work in a pressurized environment

Outgoing, communicative and willing to work in a dynamic environment

Competitive by nature and eager to win

Quick and decisive thinker and able to deal well with pressure

IN RETURN:

Working in a very successful, dynamic and vibrant team at the forefront of the LATAM market

Personal growth within a growing ambitious international organization

Opportunities for International travel and relocation

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

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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