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Global Macro Strategist- New York recruitment
This role provides an excellent opportunity for a junior quantitative researcher/programmer to move into a leading asset management company working with very reputable portfolio managers. The role requires a quantitative background, with at least an MsC in a quantitative field. Work experience isn’t required, although due to the nature of the role involved a high level of Matlab the candidate should have some internship experience, and at least 4 years experience using Matlab. Responsibilities: Improving existing quantitative investment strategies in global macro assets. Designing and back-testing Read more […]
Quantitative Portfolio Manager – New York, London or Hong Kong recruitment
An experienced quantitative portfolio manager is being sought after by a multi-billion dollar USA based hedge fundCompanyThe firm has offices in NY/CT, Hong Kong and London and focus on systematic trading across the FX, futures, commodities and equities markets. They focus on high frequency trading with typical trades covering sub minute to intraday. The current focus is to bring on board 3 systematic PM’s across all regions that will focus on expanding into new markets while being supported strategically, technically and with the necessary capital and risk appetite. They have the capacity to Read more […]
High Frequency Trading: Research and Trading Opportunities – London and New York recruitment
High Frequency Trading: Research and Trading Opportunities – London and New YorkAbout:The organisation is a privately owned hedge fund and proprietary trading company with over 10 years experience of Alternative Investment experience. They apply a systematic approach to trading on a number of electronic markets worldwide. They have offices in London and New York. The company employ around a 100 traders and researchers who work in different sized groups – from individual traders working on their own, through to much larger groups of researchers working on larger scale, research-intensive Read more […]
Sr. Quantitative Credit Risk Analyst (Residential Mortgages) – New York recruitment
Candidate must have deep experience with residential mortgages and a deep understanding of the credit lifecycle of a mortgage from origination, portfolio management to collection. A degree in a quantitative field [statistics, math, fin eng] and 10+ years of relevant experience in data mining massive amounts of mortgage information and then analyzing that data. The role will also mentor and coach more junior team members. Candidates must have experience using regression models that measure loss given default (LGD) and loss frequency for a residential real estate loan portfolio is required. The Candidate Read more […]
Municipal Bond Credit Research – New York City recruitment
This candidate will be expected to produce detailed credit analysis delivered in a concise way both verbally and in writing. Analysis will include both top down and bottom up as sectorial and individual name coverage is required. Candidates should have between 3 and 10 years of experience, some of which will have been on the buy side and/or bond insurance agencies. This firm has a fast paced environment uncommon in other municipal bond asset management firms.Refer to Job# 19190-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com Read more […]
Front Office Credit Derivatives Quantitative Analyst | New York City recruitment
This leading European Investment Bank is looking to expand its Fixed Income Credit library with the acquisition of a highly experienced Quantitative Modeller. You will ideally have some experience modelling derivatives and fixed-income products, however you may also come from more of a pure CDO, ABS and Credit Hybrids background. This role will require a very high level of mathematical finance ability including the creation of complex derivative pricing models using high end mathematical modelling such as Stochastic Calculus, advanced PDE’s, Stochastic Volatility etc.Responsibilities:-Developing Read more […]
Mortgage Derivatives Programmer/Analyst – C++ Python – New York recruitment
Candidates should have 7 – 10 yrs of relevant, fixed-income experience – and working closely with traders and risk managers in the implementation of C++ based analytics. The candidate should have broad and in-depth knowledge of C++ in conjunction with expertise in fixed-income securities (MBS, CMOs, and ABS) and the components of their analytical valuation especially in the context portfolio analytics, horizon analysis, sensitivity to risk-factors and volatility analysis. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career Read more […]
C# WPF Silverlight developer – sell side – New York recruitment
Candidate should have at least 5 – 10 years of development experience and be proficient in the practical application of OOP principles. WPF experience is a must. Any Silverlight experience is a plus. Any Equities or Fixed-Income experience is helpful but not required. Experience with technologies such as Prism, Unity and Dev Express, Infragistics or Syncfusion is a plus. A degree in computer science is required.Please refer to Job# 19186 – EFC and send MS Word attached resume to steve@analyticrecruiting.com If you are a suitable candidate, you can expect:- a follow-up call to further Read more […]
C++/C# Next Generation Futures Trading System-New York recruitment
My client is a leading Investment Bank based in New York recognised for its industry leading futures trading platform. In order to maintain this industry leading position in the futures trading market, the bank is seeking to bring on board several developers comfortable in both C++ and C# on Windows to work on replacing the existing legacy system on Windows and revamp it to create the firms next generation futures trading platform on Linux. The business has performed well over recent years and are consequently investing a huge amount of money in ensuring that they have the fastest and most Read more […]
Rates/FX Trading Room – Quantitative Market Risk Manager – New York recruitment
This Candidate must have a front office risk management/risk control background in Rates, FX and/or Commodities The role’s responsibilities include assessing risk management models, processes and functions, monitoring trading risks and identifying underlying risk exposure. The candidate must have 10+ years of experience working with the Rates/FX/Commodities markets in, trading room risk, valuation reporting and risk monitoring with a large financial institution or Big 4 Consulting firm. Candidate must have an advanced [PhD or MSc] quantitative background, [Math, Stats] strong critical thinking, Read more […]