Quant Analyst, High Frequency Algorithmic Trading recruitment
Exchange Traded Fixed Income Products Derivatives, Futures, ETFsBoutique Investment BankSkills Experience Required:Highy literate in IT hardware infrastructureExperience in coding algorithmsKnowledge of Exchanges MarketsWorking with traders to design point variable algorithms as well as pairs/regression relationshipsExperience in connecting the code to the actual execution platformMain underlyings: Exchange Traded Fixed Income Products Derivatives, Futures, ETFsTime horizons from long scale (1 hour) down to high frequencyExperience at latency managementExperience gained in this area at a bank/hedge Read more […]
Quant Analyst – Optimization recruitment
This person will join a team specializing in stat arb strategies which develops trading models and research in varous areas of high frequency and systematic trading strategies. Requirements include a PhD in a Quantitative Field along with 3-5 years of Quantitative Research experience. Candidates must have experience in Object Oriented programming with strong C++ skills. Candidates should have strong modeling skills and experience in data analysis, optimization and curve fitting. Must have strong communication skills and ability to work independently as well as with others. For Read more […]
Quant Analyst – Curve & Surface Fitting recruitment
This person will be part of the Global Trading Research Group which develops and enhances cutting edge trading models and conducts innovative investment research. The ideal candidate will have a PhD or equivalent in a Quantitative Field along with 2-5 years of Quantitative Research experience. Candidates must have experience in Object Oriented programming with strong C++ skills. Strong modeling skills and experience in data analysis, optimization, curve and surface fitting. Must have strong communication skills and ability to work independently as well as with others.For more information Read more […]
Quant Analyst – Basel II (contract) recruitment
You will have: SAS programming experience Strong quantitative background (Maths, Stats, etc) Credit risk modelling experience with LGD exposure an advantage If you are interested in discussing this opportunity further, please email your CV to alan.a@ethoscorp.com.au or contact me directly on 02 8227 9200.
Quant Analyst – Mid/ Senior – The Netherlands recruitment
Quant AnalystWe are looking for a quantitative analyst for our Rotterdam based Financial Engineering client. This team is responsible for quantitative modelling issues, as well as the maintenance and development ofthe core infrastructure. The Financial Engineering team maintains a quantitative analytics library, as well as internally built tools and systems (VBA / C# based) to facilitate pricing, trading, valuing, risk management and monitoring of OTC-derivatives, mainly in the fixed income, equity and FX asset classes.This role will suit someone who has a real love for combining finance and Read more […]
Quant Analyst – Portfolio Construction & Analytics recruitment
Role ObjectivesWorking with a multi asset portfolio management team looking at: 1) Asset allocation2) Alpha testing and model validation3) Development of risk management system4) Portfolio analytics and creation / maintenance of risk models. 5) Process measurement and attribution6) Ongoing Research Experience* At least 4-5 years relevant experience in an Asset Management company or relevant financial Institution * Currently employed in a quantitative research / development role or in a position with an active interest in portfolio management* Specialist knowledge of equity portfolio management, Read more […]
Quant Analyst
DepartmentMoody’s Analytics Advisory Services Team provides consultative services around portfolio risk management to major financial institutions (banks, insurance firms, asset managers) around the globe. More specifically, we develop, customize, and implement sophisticated credit portfolio and risk management models, systems, and solutions. This is a client facing role which requires understanding client’s business needs, and then interactively developing, implementing, and communicating quantitative solutions and actionable insight to client. An ideal candidate for the team would fulfill Read more […]
Quant Analyst – Credit Risk recruitment
Leading Investment Bank requires multiple Quantitative Analysts for the Credit Risk metrics function with the ability to pick up reigns quickly on model build support and challenge through model validation. Candidates must have experience in Quant Analysis around stochastic calculus, monte carlo simulation, PD model builds and validation, Basel IRB exposure, as well as technical proficiencies around coding in C++. The successful candidate will have responsibility for taking data from model build and validate said models, competency will be tested in interview for knowledge around PD models. The Read more […]