Fixed-Income and Equities Database Developer / Architect — Buy Side recruitment
Any experience with market data such as Markit,Bloomberg,Reuters,Superderivatives,Bloomberg is a plus. There will be close and dynamic interaction with the portfolio managers This position involves utilizing both equities and fixed-income data knowledge. Experience with OLAP, BI, cubes and data warehouses is a plus. A degree in computer science or related hard science is a must. Advanced degree is a plus. Knowledge of languages such as PL/SQL, SAS, Perl, Python or Ruby is a plus. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity Read more […]
Portfolio Manager recruitment
Portfolio ManagerWe are looking for portfolio managers who have hands-on research and implementation of systematic trading strategy with live trading strategies.Basic requirement:Prefer candidates from Hedge fund/ proprietary trading group over Investment bank deskPortfolio management experience 2 yearsMust be the source of alpha research/developer in the strategy – not IT roleSharpe 3 (depending on the strategy trading frequencies)Strategy performance 3 years average 35% on invested capital, No losing yearMinimum 1.5 years of live trading recordStrategy leverage ratio intraday minimum 7-15XAsset Read more […]
Strategist-Research Analysts recruitment
Strategist/Research Analysts to cover Banking/Finance sector:Well established and growing boutique platform seeks well recognized Banking/Finance Analysts to augment its research platform and create trading strategies for large client base.This is a role for a successful sell-side Analyst with name recognition and deep contacts, who enjoys working with a large client base to increase trading in this sector. Experience level likely to include 7+ years of analytical experience, coupled with strategic trading experience, and strong recognition in the market place. Track record of successful Read more […]
Alpha Execution Trader – FX & Futures, New York, $300k recruitment
Our client is one of the leading algorithmic trading / automated execution groups in the United States. This group now enjoys a cross-asset class mandate. The group covers the algorithmic trading/automated execution of Foreign Exchange and Futures instruments. This is a very successful business and platform for the firm. The group has and continues to exceed revenue targets year on year. A significant portion of their continuing success is linked to the strength of their researchers and technologists. These team members continue to innovate, enhance and optimise a world class trading platform Read more […]
Equity Deriv. Modeller | NYC, USA recruitment
Top US Investment Bank is currently seeking an expert quantitative modeller for a quantitative analyst role supporting the equity derivatives desk. This role is an ideal opportunity for a quant who has been working on an existing legacy system who is looking for a role that is more progressive and actually allows you to get hands on experience building models from scratch and truly understanding the models in more detail. Obviously the models will need to be implemented and therefore the candidate must have a good level of object orientated programming in either C++ or Java. Responsibilities: Read more […]
Front Office Quant recruitment
Act as liaison between quantitative research, I/T, Financial Engineering and the Global Equity Investment Team. Perform various quantitative analyses related to trade structuring, hedging, portfolio construction, and risk management. Work with members of the team to improve our collection of analytic models and tools. Knowledge of derivatives pricing, risk modeling and transaction analysisKnowledge of various approaches to risk management, VAR analysis, factor models, scenario analysisKnowledge of statistical/econometric methods of analysis.Familiarity with a variety Read more […]
Cross-Asset Volatility Trader – Hedge Fund recruitment
A large hedge fund is seeking an experienced Volatility Trader with either a Fixed Income, Commodities or Equities background. You must have at least 2-5 years trading experience on your own book ideally with an independent, verifiable track record. Your primary responsibility will be to research, analyze and implement broad volatility based bets across disparate instrument types. You will work closely with thesenior PM and evaluate volatility trading opportunities either asset-class specific or cross-asset classes. The ideal candidates will have an advanced degree in Math, Science or Business Read more […]
Senior Risk, Pricing Developer recruitment
The ideal Candidate will be leading a team of 3 people. The Group is responsible for Risk and Pricing for all asset classes. The Firm is a Global Financial Firm. This person will have extremely Strong Math Skills and heavy programming experience in C++, Java and Python. The compensation is Base Salary, Bonus and Stock of approx $500k. The Position is located in Greenwich, Ct
Business Development Manager recruitment
Job Description:Qualifications:Required Basic Qualifications Bachelor’s Degree A proven track record for consistently meeting or exceeding sales target A comprehensive understanding of trading infrastructure and real-time data feeds 5+ yrs business development experience and managing client relationshipsStrong prospecting and lead generation skillsExperience in the financial services and/or trading industry with current professional contactsAbility to effectively interface with multiple internal and external departmentsStrong project management skills (time and organization)High level of expertise Read more […]
Quant Execution Trader – Stamford, CT recruitment
In this role, the Trader will implement trading strategies that leverage technology to execute trades at minimum transactional costs. This position requires an impressive GPA from a top university with a degree in mathematics, engineering, computer science or similar quantitative discipline. Also requires strong communications abilities, and the composure to perform well under pressure and make rapid decisions. As this is role for an experienced trader, it is suitable for persons with 2 or more years of direct experience in institutional electronic or algorithmic trading environment. Quantitative Read more […]