Quant Developer, C++, Fixed Income Flow, Investment Bank, VP recruitment
Vacancy: Quant Developer in a Global Investment bank, boasting a strong reputation in the Fixed Income space. Tech: C++ into Windows and Linux. Base – ~100k baseThe role: You will be involved with all new projects planned for 2012 in the Fixed Income Flow space, related to bringing new products on board and pricing these. Other daily responsibilities will be around the C++ Quant Library used by the traders in terms of enhancing, refactoring, optimising etc. This is a fairly senior hire for someone with around 4-5 years experience as a quant developer who has expert C++. The level of business knowledge Read more […]
Quant developer / risk & analytics – alternative investment firm recruitment
This firm has done well since inception the team comprises high calibre individuals whom work in a collaborative manner.The investment committee is accessible and meets on a regular basis.The role will involve;- Creating / developing RM quantitative analysis tools – Assisting with risk management across all products, HF FoHF- Reporting internally externally as required- Ad hoc project work There is also scope for the below depending on your background- Dealing with existing potential investors- Participating in investment committee meetings- Advising investment professionals on risk mattersWe’re Read more […]
Quant Developer / Analyst recruitment
Top Tier Investment Bank is looking for a Quantitative Developer to work within their Counterparty Risk Team. The position will be focused on the development and upscale of their current Quant Library, to enhance its capabilities / flexibility to be used by more areas of the business for larger simulations.Required Experience and knowledge:• Quantitative• C++• Quant Library• Monte Carlo• Derivatives Read more […]
Quant Developer / Business Analyst recruitment
Quant Analyst / Business Analyst / DeveloperAn opportunity has arisen for a Japanese speaking Quant Analyst / Developer to join a leading global Risk Management Solutions provider based in the City. This will be a client facing role so it is essential that you have strong communication skills and have excellent problem solving capabilities. You will be responsible for tailoring risk modelling systems to clients needs, providing advice to clients on appropriate solutions and providing training and mentoring after implementation. You will have detailed financial modelling expertise, Substantial Read more […]
Quant Developer – Rates recruitment
A prestigious buy-side firm is seeking an experienced quantitative developer in the rates space. The successful candidate will be based in London and working closely with the head of rates modeling team. The candidate must have an advanced degree in hard science such as math, physics, computer science to understand stochastic process, and at least 3 years of working experience in extensive c++ programming and market data such as SABR volatilities and curve fitting at a top tier financial firm. Candidates must have: 1) Prior hands-on experience in designing and programming framework Read more […]
Quant Developer/Analyst recruitment
A leading global investment bank in London requires a talented Quant Developer/Analyst to join a successful and growing electronic flow rates market making team. You will be responsible for research and development of various areas of an automated high-frequency platform for EU government bond and IRS pricing and market-making.Responsibilities:-Analyze market data and trading inquiry data to identify actionable patterns-Design advanced cross-product electronic order-working strategies-Develop strategies for efficient risk and inventory management in automated market-making systems-Identify, quantify, Read more […]
Quant developer – electronic market making recruitment
The quantitative developer will be developing the technology and implementing the strategies behind an industry-leading electronic market making business. This role interacts with traders and quants to define, implement, test, monitor and improve our trading models. Main responsibilities:• Building a high-frequency trading system for European Rates, working closely with the traders and quants to develop a framework that they can use to investigate and implement strategies. • Building systems for trading in lower-frequency electronic venues, leveraging existing teams and systems for connectivity Read more […]
Quant Developer – Microsoft Technologies – Hedge Fund – Boston recruitment
This team is the elite of the 120 strong development department and they are involved closely with the quantitative side of the business to provide technical answers to the challenges the business throws up. Some of that is quick and dirty solutions but mostly it is thinking outside the box, cutting edge technology that aims to solve the problem before it even comes up. You need: Expert C# programming.NETFamiliarity with WCF, WPF, MVC, Silverlight (preferred but not essential)Multithreading Agile development process.MATLABFactSetBloombergYou must be a seasoned software engineer with strong quantitative Read more […]
Quant Developer – Python recruitment
Expert in C / C++, knowledge of JavaExpert in PythonExcellent communication skillsQuant Developer The Sydney Development Department is currently being created to be made up of C++ Developers, C# Developers and Quant Developers. They will all work together building sophisticated tools for the traders to trade securities and derivatives in markets across Australasia/Asia, Europe and the US. Position BackgroundThe ideal candidate will come from a signal processing, artificial intelligence (AI), image processing, or speech recognition background. Experience in finance is useful, but not a Read more […]
Quant Developer/Programmer, Scala Java Python, Hedge Fund, 100k+ recruitment
Vacancy: A programmer who has had around 6 years experience working in the financial industry programming with Scala and Java, with good working knowledge of C++ and Python too. This opportunity has arisen with one of the best multi strategy and multi asset hedge funds in the world. They focus on products with high liquidity, and the team you will be joining is their equity statistical arbitrage team.It is a fairly straight forward role where you will be working with Fix Protocol, Tibco and ICE (futures). Along with your core programming skills, my client is looking for highly succinct communication Read more […]