Junior C++ developer, global financial, hedge-funds recruitment
My client, one of the global hedge funds, is looking to hire a junior C++ developer on the core development of their automated trading platform. They are looking to train up a high-potential junior candidate with excellent technical concept(out of industry candidates will also be considered).Essential skillsets:At least 3 years of hands-on C++ development exp.In-depth knowledge in scripting Knowledge in windows, linux/unix, SQL Excellent communication skills in EnglishInterseted parties are advised your send your CV to hongkongit.perm at huxley.com (quote- C++/FE) Read more […]
Senior Quantitative Risk Specialist – CMBS (4-7+ Years Experience), Global Financial, New York, NY recruitment
Senior Quantitative Risk SpecialistCMBS / Structured ProductsNew York, NYA global financial is seeking a Senior Quantitative Risk Specialist – CMBS, to join its Enterprise Risk Management Group in New York City.The Senior Risk Specialist plays an essential role by providing the firm with superior analytical skills. Sr. Risk Specialists work collaboratively with other team members and senior managers on risk analysis, risk reporting, and value added strategies.Sr. Risk Specialists are responsible for the creation of risk and product valuation models, strategy analytics, and various risk and valuation Read more […]
Quantitative Risk Specialist, Derivatives / Credit Products Risk Quant (3-5 Years Experience), Global Financial, New York City recruitment
Executive Search Assignment:Risk Aggregation Analyst / Quant SpecialistDerivatives / Credit Products SpecialistNew York, NYOur client is seeking a Quantitative Risk Specialist to join its Enterprise Risk Management Group in New York City. Total experience required for this position is (approximately) 3-5 years.The Risk Specialist (Quantitative Analyst) plays an essential role by providing the firm with superior analytical skills. Risk Specialists work collaboratively with other team members and senior managers on risk analysis, risk reporting, and value added strategies.Risk Specialists are Read more […]
Quantitative Risk Specialist, CMBS Quant (3-5 Years Experience), Global Financial, New York City recruitment
Executive Search Assignment:Risk Aggregation Analyst / Quant SpecialistCMBS SpecialistNew York, NYOur client is seeking a Quantitative Risk Specialist – CMBS, to join its Enterprise Risk Management Group in New York City. Total experience required for this position is (approximately) 3-5 years.The Risk Specialist (Quantitative Analyst) plays an essential role by providing the firm with superior analytical skills. Risk Specialists work collaboratively with other team members and senior managers on risk analysis, risk reporting, and value added strategies.Risk Specialists are responsible for Read more […]