Global Hedge Fund Manager are looking to hire derivative quant analysts or statistical quant analysts to team lead a group of Investment Analysts who are part of the Systematic Investment Process.
Role:- Your role will involve leading a team of 2-3 investment analysts responsible for the construction and oversight of the company’s investment process. You will be responsible for analyzing client portfolio positions and returns across a broad array of asset classes and investment strategies to ensure the company’s views on markets are expressed well in client portfolios and achieving client objectives. You will analyze quality, cost and speed of trade execution across asset classes , instruments and counterparties to ensure that trades are being executed well. You will identify and Read more […]
SVP Rates Valuation Model and Methodology (front office) -SINGAPORE
The role sits in the model and methodology function and is an SVP level position reporting in to an MD, managing 3-4 AVP’s. The function is cross product, however the hands on remit of your role is focused on the rates business (flow and exotics) which is the volume business of the IB that continues to rapidly expand. You are to face off to the rates trading desk in what is both a highly accountable and technical role. You are to also be the point of escalation to the other trading desks.The role encompasses a broad remit that also includes much high level development, implementation and enhancement Read more […]
Business Information Analyst
Fisher Investments is a privately-held investment management firm that manages portfolios for high-net-worth private clients and some of the world’s preeminent institutions. CEO Ken Fisher was recognized in 2010 as one of 30 most influential industry figures in last 30 years.* We are one of the largest independent investment advisers with tens of billions of dollars under management for over 100 large institutions and 25,000 private clients. We understand the importance of our duty to clients and the impact we can make on people’s financial lives. We are now searching for highly talented Read more […]
FO Quantitative Strategist – Tier 1 IB (soon to be) spin-off….Equity options about to escalate in price
The successful candidate will join at the opportune time before a period of extended growth. The value of the equity options for this hire, will be relatively low in comparison to where they will grow to over the next few years.My client is running a successful quant team on a trading desk and they need one more Strategist to join the team. They purchase long-term structured investments, then re-invest them in the short-to-medium time in Fixed Income, Rates, Structured Credit, Collaterized Bonds, TRS Repo, CVA/FVA. They have already been generating profits for some time as well as being backed Read more […]
VP Interest Rates / Fixed Income Quantitative Analyst – Exciting Financial Services Firm working with World leading clients
My client is an exciting firm within financial services that are looking for a Sr Rates/FI Quant to work in an FO position very close to the business. Candidates will work in a successful growing quant team and have the opportunity to meet clients.Candidates should have a PhD in a numerical subject and have a good understanding of deep mathematical techniques such as: stochastic calculus, PDEs etcCandidates should have good modelling experience in areas like yield curves, SABR, Vasicek, Libor and so forth.Strong OO programming (Java or C++) is a pre-requisite for this role.This is a brilliant opportunity Read more […]
AVP / VP Electronic & Algorithmic Trading Risk Manager
The Electronic Algorithmic Trading Risk Manager function within the Corporate Investment Bank is responsible for helping design, test and providing assurance that related controls are operating to the required standard in isolation and as a framework. The successful candidate will work with all relevant stakeholders to ensure any deficiencies are identified and mitigated.The candidate will report to the Head of Electronic Algorithmic Trading Risk.Main DutiesAssess System Procedures (including pre-trade controls, direct market controls, sponsored access controls).Assess Desk Procedures and workflow Read more […]
KDB+ Front Office Developer for an expanding team within a London based Asset Manager.
Have daily interaction with the business and be a key part of their unrivalled success. KEY WORDS: Quant, development, developer, KDB, KDB+, Q, C++, Cash, Equities Futures, Options, FX, Fixed Income, Interest Rates, FICC, statistical arbitrage, , medium frequency, high-frequency, buy side, asset manager. Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies We welcome speculative and tentative applications roles Read more […]
Senior Front Arena Developer – Central London
JOB DESCRIPTION A leading quantitative hedge fund who trade across asset are seeking a senior level developer, with hands-on Python or .NET Development skills and significant Front Arena experience to join their London team. After exponential growth due to recent and continued success, the team is looking to add to their experienced and dynamic development team ASAP. This individual in will be a part of a small trading systems development team and will work directly with front-office and trading teams to design, build, and enhance their Front Arena platform, amongst other risk management tools. It’s Read more […]
Quantimental Futures Researcher
JOB DESCRIPTION- Background For a systematic hedge fund that we work with we are looking for something quiet specific; looking in London for someone with experience in research with fundamental data, coming up with models in futures, FX and commodities, for systematic strategies. The fundamentals that we are hoping to find individuals with exposure to within commodities are the supply/demand numbers, how much produced, exported etc. e.g crop yields, acreage, harvest rate, measured stockpiles Within FX we are naturally expecting to find candidates with solid knowledge of interest rates i.e. for Read more […]
Vice President, Cross Asset Derivative Valuation, New York
My client are a leading provider of OTC Derivative Valuations and Market Data to Buy Side institutions across N.America.The financial engineering group are currently looking for an experienced candidate to join its cross asset derivative valuation team, dealing with the pricing and risk methodology of clients derivative portfolios. You will be responsible for the development, testing and production of a quantitative framework for risk analytics such as scenario analysis, market risk measures and PL attribution.This role is a great mix of technical projects as well as having a business focused Read more […]