This is a fantastic opportunity to get involved at the ground level of an exciting growth project in an expanding and market leading financial services firm. This role can be based in New York or London, leading a global team across NY, London and Singapore. The corporate title for this position will be Director.
This successful and globally expanding financial services firm is looking to grow it's valuations group and this includes bringing in a product team lead with a strong understanding of credit derivatives markets and experience in the valuation of vanilla and structured credit derivatives.
Taking responsibility for all aspects of the valuation of credit derivative products for clients, including:
Leading and managing the product development for all vanilla and exotic credit derivative instruments from the perspective of market data, analytics, client interface and commercials
Leading a global team of credit derivative product analysts across London, NY and Singapore
Applying best practice to the construction of survival curves, correlation skews, volatility surfaces and credit events framework
Responsible for accurate and reliable valuation of vanilla and structured credit derivatives in the automated and bespoke valuation frameworks
Working with the technology group to incorporate pricing models developed by the quantitative analytics team into the automated valuation framework
Interpreting and valuing structured credit notes and developing bespoke analytics for pricing non-standard exotic instruments
Supporting the operational team in dealing with more complex client queries and providing expertise to the sales team to win new client mandates
Specifying, testing and enhancing the existing analytics and technology framework to ensure accuracy and reliability of existing valuations and meeting client requirements
Testing, calibrating and validating quantitative models for exotic credit derivative products against observable data
Interfacing with existing and prospective clients to explain the business’s commercial offering and valuation methodologies
Experience and Education requirements -
Proven track record in pricing vanilla and exotic credit derivative products, with calibration to the traded markets, is essential
Experience in CDO, CLN, FTD pricing models and mapping methodologies
Strong analytical, quantitative and problem-solving abilities
Good undergraduate degree in a quantitative discipline is essential, probably followed by a numerical Masters (e.g. maths, physics or engineering)
Practical understanding of the basics of mathematical finance and derivatives pricing
Knowledge of CDS ISDA model, accounting for credit events and associated market conventions for trading and settlement
Familiarity with the use of standard pricing models and calibration techniques in synthetic credit
Strong Excel and VBA skills are essential
Previous experience dealing with external or internal clients would be useful
Personality
Highly motivated and eager to take the initiative
Strong attention to detail, both numerically and in written material
Strong team lead in developing, driving and motivating members
Willingness to be hands-on in dealing with requests, issues and queries relating to client valuations, analytics and market data
Very strong interpersonal and communication skills required, to deal with external clients and also the sales, quantitative and operations teams
Ability to work well within a team environment alongside other product analysts, quants and developers
The chosen candidate will receive a competitive salary and outstanding bonus/benefits package with the opportunity for progression in a short period of time.
Quantitative Analyst; Credit; Fixed Income; Flow; Vanilla; Exotic; Valuations; Pricing; Derivatives; London; Trading; IPV;
To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137.

My client is a leading global Investment Bank, with an amazing reputation for its forward thinking approach to technology, its focus on new programming languages, cloud computing and open source, as well as its collaborative and dynamic culture. The firm is looking for a WPF UI developer who has great expertise in developing sophisticated applications that are vital to success of the Equity Derivatives group overall. This is a significant project and the mission is to deliver robust user interface applications for its clients globally.

Through continued expansion of the Equity business there has been a focus on bringing on board top talent to the team. The firm is seeking a senior WPF UI developer to take a key role. You will be a hands on developer on the team and take responsibility for designing top quality and high performing applications in WPF and C#/.Net. You will gain huge knowledge of various financial instruments and quantitative techniques, working in a dynamic, challenging and performance driven environment that rewards innovation. You will work closely with business users to understand and define requirements and for this good communication skills is paramount.

The ideal Skill Set for WPF UI DEVELOPER - C#/.Net Equity Derivatives;

• UI in WPF
• C#.NET
• Multithreading
• Agile Development
• WCF
• Equity Derivatives

Responsibilities for WPF UI DEVELOPER - C#/.Net Equity Derivatives;

• Take a key role in the design of sophisticated UI in WPF
• Gather requirements from internal and external business users
• Take part in full SDLC
• Hands on coding in C#/.Net
• Work in a global team


This is an amazing opportunity to join a cutting edge and dynamic global investment Bank. They have an amazing reputation for being home to a number of amazing technologists, from a wide range of backgrounds. The project is business critical hence the candidate needs to be accustomed to working within a Front Office environment. The group will also like to speak to candidates that will contribute their own ideas on technology. The system is being built in C#/.Net, however the firm is open to seeing those who have a real passion for technology and who contribute to open source, programme in their spare time, have an interest in functional programming languages etc.
For more information, please get in touch at ITappointments@selbyjennings.com or call 212 231 8223

key Skills; WPF, UI, C#, .Net, Equity Derivatives, Green-Field, Agile, Test, TDD, SDLC, ASP.Net, HTML5, C#, .NET, developer, programmer, high volume, high performance, New York, cluster, functional programming, open source, architecture, C#, .Net, WCF

My client is a successful and performance driven Global Investment Bank, with an amazing reputation for its strength within the Derivatives trading space and its massive investment in cutting edge technology/systems. Throughout 2012 the firm is looking to continue to expand its business in Salt Lake City due to the success of the team globally. Through this expansion, the team is seeking a senior to hire Java/C++ developers to take a lead role in designing and building Front Office IT tools, working with Traders and Quants on a daily basis. The role will entail you working with other development teams that are stationed primarily in New York, London, Hong Kong and Singapore.

You will have very deep technical skills and design knowledge of Java/C++ and will be working hand in hand with the front office trading desk in a fast paced, challenging trading environment. Your role will involve designing and developing the trading system, focusing on green-field applications and infrastructure, building strong relationships across trading, research and technology. The correct candidate will be reporting directly into the head of the Derivatives business in London and New York.

The team are growing and have a number of projects which they would like the correct candidate to lead from beginning to end. At the present time, the group are welcoming candidates who do not have finance experience to send across their resumes.

Ideal Skill Set for Java/C++ Developer AVP/ VP – Derivatives (Commodities, Interest Rates, Credit)

• Strong OO programming (deep knowledge of Java/ C++)
• SQL
• Linux
• Strong Education
• XML, XQuery
• Apache Tomcat, jBoss, JSP, Pearl,
• C#

Responsibilities for Java Java/C++ Developer AVP/ VP – Derivatives (Commodities, Interest Rates, Credit)

• Design cutting edge trading platform using a range of technologies
• Work in a front office team
• Take a lead on a number of business critical projects in a challenging and performance driven environment
• Take interest in finance and become expert within the commodities space
• Drive the team forward and ensure the team is at cutting edge of technology and the algo trading space

This is an amazing opportunity for a senior Java or C++ or developer to take a lead role in a very successful and dynamic team. The bank has an incredible reputation for being at the top of their game and you will work alongside some extremely talented technologists/traders in the field. Compensation will be VERY competitive and since this is a front office and performance driven team, where you will be expected to be a key business figure, bonus potential will be significant. The team is ideally looking for a passionate technologist who has an interest in a number of languages, however it is required that you have significant or deep experience in at least one of Java or C++. The team is looking to begin interviews asap. For more information please contact itappointments@selbyjennings.com and 212 231 8223/ 0207 019 4163

My client is a leading global investment bank, looking to grow their front office global Commodities team. Through the expansion of the global business and a move into new product areas and markets, the team is building the commodities derivatives analytics and pricing team – a small and highly capable group of quants/technologists focusing on the development of a cutting edge electronic trading platform and a leading derivatives trading and risk platform. This is a front office team and you will work on a challenging and fast pace trading desk. You will be responsible for the development and support of trading, eCommerce, pricing and risk management, using C++, C#, excel and VBA. This is a business critical role and the quantitative developer will take a lead in developing technical solutions to ensure smooth delivery of quantitative models and solutions to the business. The role is very interactive with the desk and you will work heavily alongside traders, quants and risk. It is a dynamic environment and you will need amazing communication skills and the ability to work under pressure.

The Front Office Commodity Derivatives Quantitative Developer – New York –C++/C#/Excel/VBA will require the following skill set;

• C#/C++
• Excel
• VB/VBA
• Front Office Experience working alongside quants/traders
• Knowledge of derivatives and option pricing theory a plus
• Great communication skills
• Commodities knowledge a huge plus

The Front Office Commodity Derivatives Quantitative Developer – New York –C++/C#/Excel/VBA will have the following responsibilities;

• Work alongside traders/sales to gather pricing requirements and translate into technical solutions (using C++, C#, Excel, VB, VBA)
• Development commodities derivatives pricing tools and spreadsheets
• Develop and support an excel risk system
• Use your technical expertise to work alongside quantitative analysts to ensure their new models are delivered efficiently

This is a great opportunity to join a thriving front office business team that will offer the chance to enhance both your technical and quantitative skill set. The bank has a great reputation for having a successful and dynamic global commodities business and you will work directly with the heads of the business in New York. The firm is heavily investing in technology and you will be given the opportunity to work with a number of exciting new technologies and electronic trading systems. Compensation will be very competitive, with great bonus potential reflective of the front office position.
The team is looking to begin interviews asap therefore if you are interested in further details please contact cplusplus@selbyjennings.com or call 212 231 8223

My client is a Leading Tier 1 Global Investment Bank, with a huge focus on expanding its front office business teams and building out its pricing and risk trading system. Through continued expansion of the FX/rates desk in New York and a focus on building and improving the technology/quantitative systems, the team is seeking a talented FX Python Developer to take a key role in the team. You will join a small and focused team of developers/quants, working on the front office trading desk and taking responsibility for designing a cutting edge risk engine that provides risk & P&L data across credit derivatives, interest rate derivatives and bonds. The candidate will interface heavily with the core analytics libraries and be responsible for designing new front office applications for derivatives pricing and risk.
In this role, the candidate will be developing software for the FX Options business of the bank. The successful candidate will be responsible for developing high-quality software on timescales in an intellectually challenging environment. He/she will be required to become proficient in the tools and methods of the team in a short space of time and will be expected to make an ongoing contribution to improving the design, performance and auditable quality of the overall solution.
The ideal candidate will require an excellent background in Python and C++ programming, ideally with experience of STL, Boost, Multi-threading, UNIX and Linux. As well as excellent programming expertise, the candidate will need to have strong financial experience and ideally a background in FX, interest rates or credit derivatives. This is a front office role and will require heavy interaction with traders. Therefore you must have good communication skills and the ability to work in a fast paced and often challenging environment. The business continues to grow rapidly in New York therefore this is a great opportunity for a strong technologist looking to take a high impact role on an exciting and dynamic desk. The bank is known for its focus and investment and technology. While the candidate will have a solid Python background, they will also be open to seeing those with experience and interest in C++, F#, Haskell and any other functional programming languages.
Responsibilities for FX (Python) Senior Developer, Rates & Currencies Technology:

• Take lead in the design and develop pricing / risk / P&L applications for interest rate derivatives, credit derivatives and bonds
• Sit on the front office desk alongside traders
• Developing software in Python/C++ and other functional programming languages
• Providing specific, measurable and accurate estimates on short timescales in an intellectually challenging environment.
• Interface with core analytics libraries

Skills required for FX (Python) Senior Developer, Rates & Currencies Technology:

• Front Office experience or demonstrable potential to adapt to a front office environment;
• Excellent general programming skills. Experience in Python is highly desirable
• Strong FX options product knowledge or alternatively Interest Rates, Bonds and Derivatives
• Strong education (PhD a plus but not required) in Computer Science, Physics or Mathematics
• Pricing/Risk development


This is a great opportunity to take a senior level role on a desk that will offer broad exposure to a range of derivatives products. The role is suited to a first class candidate with a hybrid skill set. Compensation will be very competitive, with great front office bonus potential. The bank is known for having a rewarding and collaborative culture, that remunerates high performing employees handsomely. The team has just started its search and is looking to begin telephone interview asap. For more information please contact cplusplus@selbyjennings.com or call 212 231 8223

Top global Derivative Valuation function seeks an exceptional quant to join its highly technical Portfolio valuation and pricing team. Within this role you will be interacting with the Sales team and developers to provide top Valuation and pricing tools for the firm’s clients, and help in the ongoing development of the portfolio of analytics. You will be responsible for the analysis and reporting of Provisioning and Price Testing for Interest Rates and Fixed Income products. This will involve extensive interaction and input in the development of new quantitative risk measures, calibration tools and methods. The firm is one of the fastest growing organizations, which has seen a significant rise in share price throughout the credit crisis.

Responsibilities

* Researching and prototyping models for pricing vanilla and exotic derivatives, as well as specifying and testing the final implementation
* Working on analytics for volatility surface and forward curve construction
* Assisting with sourcing and quality analysis of market data used in models
* Providing product expertise and support to operational and sales teams

Qualifications

* Expertise in building models in Excel and VBA
* Solid practical and theoretical knowledge of mathematical finance: Probability, Stochastic Calculus, Stochastic Volatility, PDE’s etc.
* Experience working within the Interest Rate market.
* Top academic background to PhD, DEA, MSc (top 5 school) in a highly quantitative field: Mathematics (preferable), Physics, Financial Engineering etc.
* Any previous commercial exposure or client-facing skills would be desirable
* Ability to work independently as well as within a team environment
* Highly motivated and eager to take the initiative

To apply or for more information, please contact quantexotic@selbyjennings.com

My client is a Leading US Investment Bank, with a profitable and successful Credit Trading Desk in New York. Through continued expansion of the trading desk, the team is seeking a senior (Vice President upwards) Quantitative Developer, to take a key role on the front office CDO desk and play a lead in the design and development of a number of front office pricing, risk and analytics applications. You will have a huge amount of visibility on the desk and it will be expected that you have deep knowledge of trading and securitized products including CDOs, structured credit and credit derivatives. As well as strong understanding of the fundamentals of trading and how the front office operates, you will need excellent quantitative ability, with an understanding of financial models, curves and pricing techniques.
You will need very strong C++ skills and ideally a background in technology/computer science. This role is very suited to a senior developer/quantitative developer, with a heavy C++ background, looking to join a dynamic front office team that will offer a huge amount of business and quantitative exposure. If the candidate can demonstrate that they have superb quantitative ability, it is very possible that you will move into a quantitative analytics or trading role.

Senior Front Office Credit / CDO Quantitative Developer (C++/Unix )will require the Following Skill Set;

• Strong C++ background
• Sybase/SQL
• Experience working on a front office trading desk
• Very strong quantitative skills – experience with pricing/model development/curves
• Deep knowledge of the credit business and CDOs/MBS
• Great communication skills
• Advanced degree in finance/business is a big plus

Senior Front Office Credit / CDO Quantitative Developer (C++/Unix) will have the following responsibilities;

• Work on the front office desk and interact closely with traders/quants
• Design pricing applications
• Develop risk tools
• Price corporate debt
• Financial Statement Analysis

The team has just begun its search and they are looking to begin interviews as soon as possible. The bank has a great reputation for not only its successful credit business, but its strength in cutting edge technology and systems. This is an amazing opportunity for a senior quantitative developer with a strong mathematical/business inclination to join a front office team and gain a huge amount of knowledge of the credit business. Compensation, bonus and benefits will be very competitive and be in line with the front office.

For more information, please contact cplusplus@Selbyjennings.com or call 212 231 8223

Key Skills: Developer, Quantitative Developer, C++, Unix, Linux, Python, Interest Rates, CDOs, MBS, Credit, Derivatives, Pricing, Model, Curves, Mathematics, Analytics, Development, Developer, Debt, C++, Technology, Multi-threading, Excel, VBA, Sybase, SQL

My client is a Leading Global Investment Bank, well recognised for its focus and strength on cutting edge front office technology within the low latency electronic trading space. In order to maintain its position within this space, the bank is seeking to extend its algorithmic offering for listed options and as such an opportunity has emerged for a top technologist to join the team. The opportunity is for an exceptional C++ developer with a working knowledge of Java, as well as experience working on high performance, low latency multi-threaded trading systems, and with market data and FIX order routing. The position will be in the High Frequency development team working on Equities/Equity derivatives, and the successful candidate will take a critical role alongside traders, mathematicians and strategists in a team targeted to double in size of the course of the year due to its continued success. The successful candidate will become a lead programmer on building a low latency, multithreaded, high frequency framework for proprietary Equity Strategy Trading, leading exchanges for connectivity and programming multicasting feed handlers. The ideal candidate will have strong experience in C++, Java, market data and FIX order routing. The compensation will be extremely competitive.


C++/Linux/Unix/Java High Frequency Equities and Equity Derivatives Developer-NEW YORK will require the following skill set:

• Exceptional C++ development skills
• A working knowledge of Java
• Experience working on high performance, low latency multi-threaded trading systems.
• Experience with Equities and Equity Derivatives
• Knowledge of real-time market data and/ or FIX order routing a plus.
• Degree in Computer Science, Physics, Engineering or other analytical field.
• Must have front office experience and built successful relationships with traders/quants.
• Strong communication/problem solving



Responsibilities C++/Linux/Unix/Java High Frequency Equities and Equity Derivatives Developer-NEW YORK

• Develop and ensure baseline high frequency trading automatons
• Work directly with traders to understand their needs and to implement their trading strategies
• Analyze performance of all the trading systems that they work on
• Communicate and liaise with the infrastructure and market access development team to improve the trading system.
• Collaborate with other members of the algo development team in America

This is a unique opportunity for a talented C++ developer with a working knowledge of Java, and background in equities and equity derivatives to join a top team currently undergoing expansion in a leading global investment bank. You will work on some of the most advanced systems in the industry, with top technologists, quantitative analysts, traders and mathematicians , and the opportunity to further your own career will be massive. This is a very high responsibility role, sitting on the trading desk in a high pressure environment, contributing to the strategic direction of the team from day one and utilising your technical excellence. For this reason the team is seeking a highly motivated and ambitious individual, who will thrive in the fast paced and challenging environment. The compensation package will be extremely competitive, and reflective of the high seniority and impact of the role. For more information please contact cplusplus@Selbyjennings.com or call 212 231 8223.
Key Skills: C++, Java, Unix, Linux, Programmer, Software, Developer, Equities, Equity derivatives, trading, Fix order routing, Market Data.

Our client is a market leading back and middle office administrator for Buy side firms across the globe. Operating primarily out of their key offices in London, New York and Mumbai, India they provide valuations on OTC derivatives for 180 clients worldwide.

This is an excellent opportunity for someone to join a growing team in a company that is the leader in this niche space. The role will give exposure to products across all asset classes, client facing activities and an excellent dyanmic working environment. They are also planning aggressive expansion over the next three years and the chosen candidate will influence the strategic direction of the group, play a key part in future recruitment, training and strucuture of the group and be ideally placed to progress quickly and proceed to even higher seniority within a short period of time.

Main Responsibilities:
• Manage team of valuation analysts who provide daily valuations services to GlobeOp clients
• Significant interaction with India-based staff and management
• Provide coaching, training, and leadership to the valuations team
• Work with director as subject matter expert, escalation point and problem solver for the team, ensuring action plans are implemented in case of any service issues
• Establish and drive strong relationships with clients and maintain regular client contact to ensure that satisfaction levels are high
• Day-to-day interaction with other departments to prevent/resolve issues
• Drive enhancement projects for technology and operational processes
• Development of workflows and procedures relating to valuations to support existing and prospective client’s servicing needs
Experience and Skills Required:
• Post graduate degree in Mathematics, Accounting or Finance or related field or a professional certification in the financial discipline
• Experience in cash and derivatives products valuations experience required
• Strong theoretical and practical product knowledge across all asset classes
• Experience with quantitative pricing models
• Substantive experience managing complex operational processes
• Solid hands-on supervisory experience
• Experience in complex project leadership
• Significant knowledge of standard industry pricing services and related applications
• Strong analytical and problem solving capabilities
• Strong attention to detail and commitment to maintaining a strong control environment
• Excellent communication skills, including written, listening and presentation abilities
• Exceptional client relationship management skills
The chosen candidate will work in a dynamic and exciting environment and be rewarded with an excellent benefits package and competitive salary.
If you would like to apply for this position please send your CV in word format to quantexotic@selbyjennings.com.

Keywords: Valuations; OTC; Over the counter; Derivatives; Buy side; Cross Asset

Top UK investment bank is currently seeking an expert quantitative modeller for a front office quantitative analyst role supporting the equity derivatives desk in London.

The team is responsible for all exotic equity as well as fund derivatives modelling for EMEA, supporting the traders with model requirements and day to day ad-hoc requests, as well as the long term project of building a new analytics library to cover all equity and hybrid projects. The team is currently using a legacy library, and enhancement of this is a big priority, therefore this role gives the successful candidate the opportunity to be part of a critical new project and get real modelling experience building something from the ground up.

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.

The bank is in a very good position at present and has acquired exceptional management talent in the last year to head the quant teams. The new management is forward thinking and is looking to drive the derivative trading desks to be the most profitable on the street. They believe that this starts with a bespoke analytics library to truly manage the risks and pricing rather than just tweaking legacy systems.

Responsibilities:

 Building derivative pricing and risk management models for the trading desk
 Model simulation and scenario testing of stochastic pricing models.
 Implementation of models into a new analytics library.
 Helping the developers with the library infrastructure and model implementation
 Supporting the traders with model requirements and research.
 Ad-hoc quant support to the front office and senior management.
 Liaising with risk management desks to ensure risk is correctly captured.

Qualifications:

 Experience building pricing and risk management models within the equity derivatives space (other asset classes will be considered)
 Excellent level of financial mathematics: stochastic calculus, Brownian motion, Monte Carlo, PDE’s, statistical modelling.
 Good level of object orientated programming, C++, Java and experience of model implementation.
 Top post graduate degree, preferably PhD in a quantitative subject. Those from the French engineering (DEA) background are also sought. Background in Mathematics, Physics, financial engineering or other quantitative field.
 Strong communication skills. Ability to explain complex research to different areas of business.

To apply or for more information please contact quantexotic@selbyjennings.com
www.selbyjennings.com, 0207 019 4137

High Frequency Trading firm is seeking C++ developers for their trading platform. Candidates should have 1-3 years of industry experience.


Top electronic trading firm is seeking software developers to join their high frequency electronic trading platform. Candidates will work closely with senior personnel to design scalable, low-latency systems to trade financial instruments across asset classes.

Candidates should hold an MS or Ph.D. in Computer Science and have experience at internships, in academic labs or 1-3 years in industry working on projects involving recursion, networking protocols (TCP/IP), data structures and compilers. Strong experience with C++ is a must, and other languages (such as *sh, python, java, perl and lisp) are a big plus. Compensation is well above similar roles in the software industry and top benefits and relocation will be provided.


https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0H80000003B0oD

Top electronic trading firm is seeking exceptional Perl developers with strong Linux/Bash experience to support the development and execution of automated trading strategies.


Top Electronic Trading firm is seeking a Perl developer to support their high frequency trading desk. Candidates will work closely with Ph.D. level quants to develop analytics and implement automated trading strategies. In addition, candidates will be responsible for troubleshooting clustered Linux terminals and augmenting the back end C++ trading platform.

Candidates should hold a degree in Computer Science, Bioinformatics, or related (exceptional BS candidates could be considered). Candidates must be very proficient in Perl scripting, with both academic and industry (internship) experience with the language. In addition, candidates should have admin level experience in the Linux environment including past BASH scripting. Finally, some past use of C++/OOP is highly desired.


https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0H80000003B0oc

Top quant trading firm is seeking quant researchers for the systematic trading group.


Top electronic trading firm is seeking to hire a junior quants for their high frequency, systematic trading team. The Candidate will use their strong mathematics background to analyze large sets of data in order to identify new trading strategies. In addition, candidates will work closely with the development team to implement and improve existing trading strategies.

Candidates should have a Ph.D. in a quantitative field (typically math, statistics or computer science) from a Top 20 program and have held a high GPA (successful candidates typically have a 3.8/4.0 or higher). Strong C++ programming skills is desired, but not required for exceedingly qualified candidates. Previous experience, internship or work experience in a quantitative field (especially finance or technology) is a plus and compensation will be adjusted accordingly.

https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0H800000040PYk

Top US hedge fund is seeking systematic or discretionary traders for their platform. Candidates should have 6-months of positive proven track record with low volatility.


Top US Hedge Fund is adding an additional portfolio manager or discretionary trader to their platform. The firm has added substantial AUM and needs other global macro, long short or systematic traders to pick up capacity.

Candidates should have at least 6+ months of proven track record trading on a proprietary platform. The firm can trade any asset and most strategies, including capital intensive strategies in the Futures, FX, Fixed Income and Commodities spaces. Strong bonus payout based on PnL and possible guaranteed bonus for the right PMs.

https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0H80000009d8rG

Top Hedge Fund is seeking a quant analyst with experience vetting trading strategies, managing prop trading risk, trade execution and trading systems.


Top Connecticut based Hedge Fund is seeking a quant analyst for their systematic and discretionary prop trading desk. Candidate will work with portfolio managers to help develop new trading strategies as well as analyzing current trading strategies to enhance performance by improving trade execution and risk management.

Candidate should have a Ph.D. or MS in a quantitative field and have 2+ years of experience developing quantitative trading strategies, execution algorithms, and enhancing trading systems. Candidates should be proficient in both quantitative research as well as programming in languages like C++, Matlab, R and Easy Language (EL).


https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0H80000009d9Ui

Top quant trading fund is seeking additional PMs in systematic equities or fixed income. Base, guaranteed bonus and substantial cut of PnL are all parts of the package.


Top systematic trading firm is seeking a quant traders with proven track record to build out new teams. PM's will have access to top tier systematic trading infrastructure and will be able to build and manager their own platform.

Candidates should have an advanced degree in a quantitative field and have at least 6-months of track record trading systematic strategies. Candidates should also be comfortable programming in C++ or Java, in order to speed the implementation process. The hiring fund will also consider hiring existing teams.

Success candidates will receive a substantial cut of their PnL based on sharpe ratio and capital requirements, in addition to a competitive base salary. A guaranteed bonus and relocation will also be provided, to ease transition.


https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0H8000000Bv0op

Top systematic trading firm is seeking a trading support specialist for their high frequency trading platform


Top systematic trading firm is seeking a scripting developer for their high frequency trading platform. Candidates will work closely with quant traders and researchers to develop analytics, identify production issues, monitor trading strategies and assist in strategy development.

Candidates should have a BS or MS in Computer Science, Mathematics or related and have at least 2 years of industry experience primarily using Perl or Python. Systematic trading experience is a plus. Must have excellent understanding of Linux and should be familiar with C/C++ and a variety of alternate scripting languages as well.


https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0HC0000009eaOO

Systematic trading fund is seeking a quant trader with high frequency stat arb experience.


Systematic trading fund is looking to hire a quant researcher or trader with a strong options and equity market making background. Candidates will work with other quants to develop new high frequency stat arb strategies as well as implementing their portable alphas.

Candidates should have 4+ years of experience developing systematic stat arb trading strategies on a market making desk. Platform is collaborative but all quants are expected to be strong programmers (C++) and come from a strong quantitative background (MS or Ph.D.). Compensation is top of the market and candidates will be provided a cut of firm PnL.


https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0HC000000H9hlU

Top systematic hedge fund seeking Portfolio Manager with quantitative mid-frequency futures strategies. Must be a strong C++/C# programmer as well.


Top systematic hedge fund is adding an additional portfolio manager to their platform. The PM/Quant Trader should have a strong futures background with 6-months of track record. Candidates will work with other quants to develop new futures strategies as well as implementing their portable alphas.

Platform is collaborative, but all portfolio managers are expected to be strong programmers (C++ or C#) and come from a strong quantitative background (MS or Ph.D.). Compensation is top of the market and candidates will be provided a cut of PnL for strategies they bring or develop.


https://constitutionportal.secure.force.com/?page=JobDetailPage&JobSite=default&p=Candidate&JobIds=a0HC000000HAiyL

My client is a Leading US Investment Bank, with a profitable and successful Credit Trading Desk in New York. Through continued expansion of the trading desk, the team is seeking a senior (Vice President upwards) Quantitative Developer, to take a key role on the front office CDO desk and play a lead in the design and development of a number of front office pricing, risk and analytics applications. You will have a huge amount of visibility on the desk and it will be expected that you have deep knowledge of trading and securitized products including CDOs, structured credit and credit derivatives. As well as strong understanding of the fundamentals of trading and how the front office operates, you will need excellent quantitative ability, with an understanding of financial models, curves and pricing techniques.
You will need very strong C++ skills and ideally a background in technology/computer science. This role is very suited to a senior developer/quantitative developer, with a heavy C++ background, looking to join a dynamic front office team that will offer a huge amount of business and quantitative exposure. If the candidate can demonstrate that they have superb quantitative ability, it is very possible that you will move into a quantitative analytics or trading role.

Senior Front Office Credit / CDO Quantitative Developer (C++/Unix )will require the Following Skill Set;

• Strong C++ background
• Sybase/SQL
• Experience working on a front office trading desk
• Very strong quantitative skills – experience with pricing/model development/curves
• Deep knowledge of the credit business and CDOs/MBS
• Great communication skills
• Advanced degree in finance/business is a big plus

Senior Front Office Credit / CDO Quantitative Developer (C++/Unix) will have the following responsibilities;

• Work on the front office desk and interact closely with traders/quants
• Design pricing applications
• Develop risk tools
• Price corporate debt
• Financial Statement Analysis

The team has just begun its search and they are looking to begin interviews as soon as possible. The bank has a great reputation for not only its successful credit business, but its strength in cutting edge technology and systems. This is an amazing opportunity for a senior quantitative developer with a strong mathematical/business inclination to join a front office team and gain a huge amount of knowledge of the credit business. Compensation, bonus and benefits will be very competitive and be in line with the front office.

For more information, please contact cplusplus@Selbyjennings.com or call 212 231 8223

Key Skills: Developer, Quantitative Developer, C++, Unix, Linux, Python, Interest Rates, CDOs, MBS, Credit, Derivatives, Pricing, Model, Curves, Mathematics, Analytics, Development, Developer, Debt, C++, Technology, Multi-threading, Excel, VBA, Sybase, SQL

My client is a Leading Tier 1 Global Investment Bank, with a huge focus on expanding its front office business teams and building out its pricing and risk trading system. Through continued expansion of the FX/rates desk in New York and a focus on building and improving the technology/quantitative systems, the team is seeking a talented FX Python Developer to take a key role in the team. You will join a small and focused team of developers/quants, working on the front office trading desk and taking responsibility for designing a cutting edge risk engine that provides risk & P&L data across credit derivatives, interest rate derivatives and bonds. The candidate will interface heavily with the core analytics libraries and be responsible for designing new front office applications for derivatives pricing and risk.
In this role, the candidate will be developing software for the FX Options business of the bank. The successful candidate will be responsible for developing high-quality software on timescales in an intellectually challenging environment. He/she will be required to become proficient in the tools and methods of the team in a short space of time and will be expected to make an ongoing contribution to improving the design, performance and auditable quality of the overall solution.
The ideal candidate will require an excellent background in Python and C++ programming, ideally with experience of STL, Boost, Multi-threading, UNIX and Linux. As well as excellent programming expertise, the candidate will need to have strong financial experience and ideally a background in FX, interest rates or credit derivatives. This is a front office role and will require heavy interaction with traders. Therefore you must have good communication skills and the ability to work in a fast paced and often challenging environment. The business continues to grow rapidly in New York therefore this is a great opportunity for a strong technologist looking to take a high impact role on an exciting and dynamic desk. The bank is known for its focus and investment and technology. While the candidate will have a solid Python background, they will also be open to seeing those with experience and interest in C++, F#, Haskell and any other functional programming languages.
Responsibilities for FX (Python) Senior Developer, Rates & Currencies Technology:

• Take lead in the design and develop pricing / risk / P&L applications for interest rate derivatives, credit derivatives and bonds
• Sit on the front office desk alongside traders
• Developing software in Python/C++ and other functional programming languages
• Providing specific, measurable and accurate estimates on short timescales in an intellectually challenging environment.
• Interface with core analytics libraries

Skills required for FX (Python) Senior Developer, Rates & Currencies Technology:

• Front Office experience or demonstrable potential to adapt to a front office environment;
• Excellent general programming skills. Experience in Python is highly desirable
• Strong FX options product knowledge or alternatively Interest Rates, Bonds and Derivatives
• Strong education (PhD a plus but not required) in Computer Science, Physics or Mathematics
• Pricing/Risk development


This is a great opportunity to take a senior level role on a desk that will offer broad exposure to a range of derivatives products. The role is suited to a first class candidate with a hybrid skill set. Compensation will be very competitive, with great front office bonus potential. The bank is known for having a rewarding and collaborative culture, that remunerates high performing employees handsomely. The team has just started its search and is looking to begin telephone interview asap. For more information please contact cplusplus@selbyjennings.com or call 212 231 8223

The role of this VP Quantitative Market Risk Manager is to analyze the Bank’s market risk exposure on a day-to-day basis for various financial products within the Interest Rate Derivatives, the Equity Derivatives and the FX Derivatives books as well as other quantitative related topics. It involves the analysis of the pricing models and its sensitivities that are used in the various non-linear portfolios, functioning as a linking pin between the Quants of Market Risk Management (located in Europe), the Quants of Front Office (located in Asia and Europe) as well as the market risk managers of the derivatives.

The Role:
• Analysis of the risks related to the use of pricing models as well as the parameters used in these models with a strong focus on Emerging Markets
• Review of trade approvals
• Act as a liaison between Quants of Market Risk Management, Quants of Front Office and risk managers of the respective desks in Europe and Asia
• Responsible for correct and complete risk assessment and valuation
• Interaction with traders with regard to new initiatives and questions related to risk and P&L
• Contribution to the monthly ‘parameter’ meetings with Front Office and Finance
• Training of team members on quantitative aspects of the books as well as the trades requested for approval

Ideal candidate
• Master’s degree in Econometrics, Mathematics or other related quantitative field
• Solid knowledge of pricing models (Hull White, BGM, Heston etc.)
• Experience with Summit, Murex and Sophis (is a pre)
• 6 to 8 years of experience in Market Risk, preferably in Interest Rate Derivatives
• In-depth knowledge of financial products

Please send all enquiries to qrfsing@selbyjennings.com

One of the World’s leading Investment Banks is seeking a C#.Net Front Office Desk Developer to join their Derivatives technology team that works within the front office. Having heavy interaction with business users and traders globally, as well as project managers and other desks within the London office- there is a specific importance on those who have good communication skills and have a good understanding of finance in general to hit the ground running.

Technical Skills required for C# .Net Front Office Desk Developer- Derivatives Technology - London

(C#.Net, Winforms, WCF, DevExpress, SQL, Excel/VBA, Derivatives)

• C#, .Net (ideally 4.0 framework)
• Winforms
• WCF
• DevExpress
• SQL
• Excel/VBA
• Derivatives experience(preferred)

Responsibilities for C# .Net Front Office Desk Developer- Derivatives Technology - London
(C#.Net, Winforms, WCF, DevExpress, SQL, Excel/VBA, Derivatives)

• Work within a small yet highly skilled team for the majority of key initiatives, as well as working on individual projects when required.
• Contribute to architecture and design processes
• Working with large, complex data structures and complex processing
• Performance optimization and profiling
• Gathering requirements from Traders and implementing robust solutions in a timely manor.
• Creation of applications encompassing the full SDLC.


Key words: C# .Net, C#.Net Developer, C# Developer, Derivatives, Winforms, WCF, DevExpress, SQL, Excel/VBA.

This is the chance for a Senior C# Front Office Developer to be involved with a high profile and well renowned front office system covering niche derivative products at one of the World’s leading Investment Banks. For those that have financial experience outside of the derivatives space, or have no finance experience at all, the group is structured in a way that will allow a quick learning path and the ability to pick things up quickly.

If you are interested in applying for the C# .Net Front Office Desk Developer- Derivatives Technology - London, please send through an up to date WORD FORMATTED version of your CV to itappointments@selbyjennings.com

Director level market risk manager required for leading investment bank in London to work on the equities desk covering exotic derivatives.

This top Global Investment Bank is looking to take on a talented quantitative risk candidate who is looking for a challenge to hit the ground running. This market risk group is not like your average risk group as it encompasses a wide spectrum of the business units allowing these team members to gain exposure to other business functions.

This market risk team are widely known for their leading financial projects and have been internationally praised for their cutting-edge approach to finance. The bank is looking to expand throughout 2011 their equities trading platform and this key hire will play a major role in the success of the PnL of the desk. A major responsibility for this role will be the development of relationships and interaction with the front office teams to help establish a coherent and balanced business relationship and maintain risk as a business partner with other trading focused teams in the bank.

This role will provide an excellent opportunity to gain extensive front office experience and develop an already high performing risk team.

The market risk manager will have the following background:

• Understand in detail the products and risks arising from the businesses under their control, how and where P/L is generated, and the details/implications of how their markets are evolving.
• Quantitative skills with experience of working with building and the implementation of risk models.
• Extensive knowledge of Equity products and has worked previously in either market risk, trading or research role.
• Extensive knowledge of pricing and risk management of a variety of Equity instruments, both Cash and Derivative, from practical experience.
• Knowledge of risk management methodologies (eg Stress Tests, VaR) and their strengths/weaknesses is beneficial.
• Experience of managing a team would be preferable but not a necessity
• Strong systems skills, particularly Excel/VBA and Sophis
• Team player, enthusiastic, with strong communication and influencing skills

If you fit with the above profile please send all applications to risk@selbyjennings.com

My client is a top European investment bank, looking to appoint a VP or Director level FX structurer to join their London based EMEA structuring desk. As a leading member in the FX structuring group, your responsibilities will include:
• You will be responsible for building out the institutional franchise
• Developing FX derivative based products for institutional clients globally
• Role sits on the investor side of FX so you will structure/ price and market FX derivatives solutions for institutional clients
• Attending sales pitches/meeting with internal and external clients, and create new revenue opportunities within existing business
• Identification & Analysis of market opportunities, Structuring, Pricing and Marketing of FX products
• Work closely with FX traders on vanilla and exotic pricing/ product development and idea generation
• Coordinating with Sales, Trading, Credit & Legal to ensure seamless trade execution
Successful Candidate
• Have at least VP level FX structuring experience on both the asset and liability side
• Have excellent client facing skills as well as the relevant structuring and managerial capabilities (experience of product development, innovation and idea generation).
• This is a structuring role and so requires pricing/ idea generation and marketing skills
• Very client facing role
• Highly desirable to have experience of the London financial market covering European or Asian banks/ pensions funds/ insurance firms/ asset managers and hedge fund clients
• Some Knowledge of hybrids would be desirable
• Ideal candidate will have considerable experience in pricing/ idea generation/ back testing of various FX products
• Working on and producing trade ideas
• Dealing with internal trading issues and helping run the risk of the FX options book
• My client can only hire a VP or Director level candidate
• English is a must with another language as a plus
If you feel you are a good fit to the role then please send your CV to structuring@selbyjennings.com or call 0207 0194139. www.selbyjennings.com

My client is a leading global financial firm, with an amazing reputation for its forward thinking approach to technology, its focus on new programming languages, cloud computing and open source, as well as its collaborative and dynamic culture. The firm is currently looking to design and build from scratch a new high volume, high performance, customer facing financial analytics web server cluster. This is a significant project and the mission is to deliver fixed income foreign exchange and derivative analytics in a scalable infra-structure to the firms rapidly increasing global client base.
Through continued expansion and a focus on bringing on board top talent to the team, the firm is seeking a senior C#/.Net developer to take a key role on the server side analytics calculators. You will be a hands on developer on the team and take responsibility for designing top quality and high performance code in C#/.Net. You will gain huge knowledge of various financial instruments and quantitative techniques, working in a dynamic, challenging and performance driven environment that rewards innovation. You will work closely with business users to understand and define requirements and for this good communication skills is paramount.

The ideal Skill Set for C#/.Net Foreign Exchange / Derivatives Developer;

• C#/.NET
• Foreign Exchange
• Multithreading
• Agile Development
• ASP.Net/HTML5 a plus
• Fixed Income/Foreign Exchange

Responsibilities for C#/.Net Foreign Exchange / Derivatives Developer;

• Take a key role in the design of a high volume, high performance, customer facing financial analytics web cluster
• Gather requirements from internal and external business users
• Take part in full SDLC
• Hands on coding in C#/.Net
• Work in a global team
• Use strong knowledge of Foreign Exchange/Fixed Income

This is an amazing opportunity to join a cutting edge and dynamic global firm. They have an amazing reputation for being home to a number of amazing technologists, from a wide range of backgrounds including finance, telecommunications, gaming and aerospace. You will work alongside like-minded individuals in a collaborative and rewarding environment. The system is being built from scratch, therefore there is a huge amount of design and architecture, as well as the opportunity to innovate and contribute your own ideas on technology. The system is being built in C#/.Net, however the firm is open to seeing those who have a real passion for technology and who contribute to open source, programme in their spare time, have an interest in functional programming languages etc.
For this role, a background in finance is necessary and you will need strong knowledge of foreign exchange and/or fixed income.
For more information, please get in touch at cplusplus@selbyjennings.com or call 212 231 8223

key Skils; C#, .Net, Foreign Exchange, Fixed Income, Derivatives, Green-Field, Agile, Test, TDD, SDLC, ASP.Net, HTML5, C#, .NET, developer, programmer, high volume, high performance, web programming, New York, cluster, functional programming, open source, architecture, C#, .Net, WPF, WCF

My client is a top European investment bank, looking to appoint a VP or Director level FX structurer to join their London based EMEA structuring desk. As a leading member in the FX structuring group, your responsibilities will include:
• You will be responsible for building out the institutional franchise
• Developing FX derivative based products for institutional clients globally
• Role sits on the investor side of FX so you will structure/ price and market FX derivatives solutions for institutional clients
• Attending sales pitches/meeting with internal and external clients, and create new revenue opportunities within existing business
• Identification & Analysis of market opportunities, Structuring, Pricing and Marketing of FX products
• Work closely with FX traders on vanilla and exotic pricing/ product development and idea generation
• Coordinating with Sales, Trading, Credit & Legal to ensure seamless trade execution
Successful Candidate
• Have at least VP level FX structuring experience on both the asset and liability side
• Have excellent client facing skills as well as the relevant structuring and managerial capabilities (experience of product development, innovation and idea generation).
• This is a structuring role and so requires pricing/ idea generation and marketing skills
• Very client facing role
• Highly desirable to have experience of the London financial market covering European or Asian banks/ pensions funds/ insurance firms/ asset managers and hedge fund clients
• Some Knowledge of hybrids would be desirable
• Ideal candidate will have considerable experience in pricing/ idea generation/ back testing of various FX products
• Working on and producing trade ideas
• Dealing with internal trading issues and helping run the risk of the FX options book
• My client can only hire a VP or Director level candidate
• English is a must with another language as a plus
If you feel you are a good fit to the role then please send your CV to structuring@selbyjennings.com or call 0207 0194139. www.selbyjennings.com

My client is a Leading US Investment Bank, with a profitable and successful Credit Trading Desk in New York. Through continued expansion of the trading desk, the team is seeking a senior (Vice President upwards) Quantitative Developer, to take a key role on the front office CDO desk and play a lead in the design and development of a number of front office pricing, risk and analytics applications. You will have a huge amount of visibility on the desk and it will be expected that you have deep knowledge of trading and securitized products including CDOs, structured credit and credit derivatives. As well as strong understanding of the fundamentals of trading and how the front office operates, you will need excellent quantitative ability, with an understanding of financial models, curves and pricing techniques.
You will need very strong C++ skills and ideally a background in technology/computer science. This role is very suited to a senior developer/quantitative developer, with a heavy C++ background, looking to join a dynamic front office team that will offer a huge amount of business and quantitative exposure. If the candidate can demonstrate that they have superb quantitative ability, it is very possible that you will move into a quantitative analytics or trading role.

Senior Front Office Credit / CDO Quantitative Developer (C++/Unix )will require the Following Skill Set;

• Strong C++ background
• Sybase/SQL
• Experience working on a front office trading desk
• Very strong quantitative skills – experience with pricing/model development/curves
• Deep knowledge of the credit business and CDOs/MBS
• Great communication skills
• Advanced degree in finance/business is a big plus

Senior Front Office Credit / CDO Quantitative Developer (C++/Unix) will have the following responsibilities;

• Work on the front office desk and interact closely with traders/quants
• Design pricing applications
• Develop risk tools
• Price corporate debt
• Financial Statement Analysis

The team has just begun its search and they are looking to begin interviews as soon as possible. The bank has a great reputation for not only its successful credit business, but its strength in cutting edge technology and systems. This is an amazing opportunity for a senior quantitative developer with a strong mathematical/business inclination to join a front office team and gain a huge amount of knowledge of the credit business. Compensation, bonus and benefits will be very competitive and be in line with the front office.

For more information, please contact cplusplus@Selbyjennings.com or call 212 231 8223

Key Skills: Developer, Quantitative Developer, C++, Unix, Linux, Python, Interest Rates, CDOs, MBS, Credit, Derivatives, Pricing, Model, Curves, Mathematics, Analytics, Development, Developer, Debt, C++, Technology, Multi-threading, Excel, VBA, Sybase, SQL

This leading US Investment Bank is currently looking to hire an experienced Analyst within one of the market’s leading Product Control Team covering all Equity Derivative Trading. The candidate will have exceptional opportunities for career growth and progression with the exposure this team offers that candidate. They are looking for natural born leaders as well as highly motivated individuals so that they can continue to grow the company.

Responsibilities for the SVP EQ Product Control role:
-To provide an effective link between Front Office & Financial Control, bringing specialist product knowledge into the arena, so that any disagreements in daily P+L are resolved on a timely basis & ultimate P+L agreement with FO is achieved, evidenced & logged.
-Primary producer of book level actual P&L with NPV environment
-Justification of P&L via daily risk-based decomposition, utilizing the Greeks and new trade analysis
-Reconciliation of P&L to traders estimates
-To ensure integrity of the bank’s books & records, including reconciliation to banks ledger systems
-Reporting of consolidated results to senior management including appropriate valuation adjustments

Requirements of the SVP EQ Product Control role:
-Has extensive product control experience and multi asset knowledge covering all Equity products.
-Has a significant number of years working in product control roles dealing with P&L, Balance Sheet, GL Closure, Accounting policies, trading risk management and occasionally team management.
-Highly communicative and willing to liaise with front office, trading, risk management and other product control teams.
-Those from Market Risk/IPV backgrounds will also have a very good advantage.
-Highly motivated with a ‘get the job done’ attitude.

Key words:
Product control; P&L; risk management; Independent Price Verification; IPV; derivatives; exotics; vanilla trading; reconciliation; attribution; Asia; Hong Kong

To apply for this Equity Product Controller role please press the apply button or call 0207 019 4137 or email us on quantexotic@selbyjennings.com

Compensation – Extremely competitive with amazing bonus potential and company benefitsMy client is a leading and highly-regarded Systematic Hedge Fund, with a strong presence across the European markets and a growing global reputation. The firm has deep expertise in a wide range of products including future, equity, credit and convertibles and with continued investment in cutting edge technology, the team is seeking an experienced quantitative developer to take a key role in the team based in Zurich. You will take a key role in the design and development of the quantitative trading infrastructure, working in a small and collaborative team of quantitative researchers, traders and technologists. There will be a large focus on building systems and tools from scratch, therefore you will need to have a strong financial background and a passion for software development. The ideal candidate will have a strong mathematical/quantitative background and prior experience within a front office team. Ideally you will have worked in a small, collaborative and quantitative environment, however the team is flexible as long as the candidate has high energy and great communication skills.
Responsibilities for Systematic Trading Quantitative Developer (C++, C#, Python) - Zurich
• Design and development systematic trading infrastructure and tools
• Key focus on design of back-testing environment
• Design data feed systems
• Work closely alongside quantitative researchers/traders/technologists in a small and collaborative environment
• Work closely with team in both Zurich and London

Ideal Skill Set for Systematic Trading Quantitative Developer (C++, C#, Python) - Zurich
• Strong degree in Computer Science
• Excellent knowledge of OO programming and in particular C++, C# and Python
• Passionate about software development and new languages (Python, F#, Haskell, web development, AJAX etc)
• Strong quantitative/analytical ability – you will be working closely with quantitative analysts/researchers and will need to be comfortable with advanced mathematical concepts
• SQL
• Great communication skills
• Financial experience, ideally in a front office or quantitative driven team
This will be an extremely challenging yet highly rewarding opportunity for the successful quantitative developer. You will join a rapidly expanding and extremely successful global hedge fund, in a team that is placing a significant focus on bringing on board top technologists. Compensation will be very competitive, with great bonus potential to reflect the performance driven environment. With excellent mentoring and a focus on innovation and collaboration, the candidate will given every opportunity to further their skill set and professionals career.
The role is based in Zurich. The team is open to seeing candidates from all locations as long as they possess the relevant eligibility. They are able to conduct interviews from the London office or through video conference. If this is of interest please forward your CV, ASAP to cplusplus@selbyjennings.com or call 0207 019 4163

My client is a Leading Global Investment Bank, well recognised for its focus and strength on cutting edge front office technology within the low latency electronic trading space. In order to maintain its position within this space, the bank is seeking to extend its algorithmic offering for listed options and as such an opportunity has emerged for a top technologist to join the team. The opportunity is for an exceptional C++ developer with a working knowledge of Java, as well as experience working on high performance, low latency multi-threaded trading systems, and with market data and FIX order routing. The position will be in the High Frequency development team working on Equities/Equity derivatives, and the successful candidate will take a critical role alongside traders, mathematicians and strategists in a team targeted to double in size of the course of the year due to its continued success. The successful candidate will become a lead programmer on building a low latency, multithreaded, high frequency framework for proprietary Equity Strategy Trading, leading exchanges for connectivity and programming multicasting feed handlers. The ideal candidate will have strong experience in C++, Java, market data and FIX order routing. The compensation will be extremely competitive.


C++/Linux/Unix/Java High Frequency Equities and Equity Derivatives Developer-NEW YORK will require the following skill set:

• Exceptional C++ development skills
• A working knowledge of Java
• Experience working on high performance, low latency multi-threaded trading systems.
• Experience with Equities and Equity Derivatives
• Knowledge of real-time market data and/ or FIX order routing a plus.
• Degree in Computer Science, Physics, Engineering or other analytical field.
• Must have front office experience and built successful relationships with traders/quants.
• Strong communication/problem solving



Responsibilities C++/Linux/Unix/Java High Frequency Equities and Equity Derivatives Developer-NEW YORK

• Develop and ensure baseline high frequency trading automatons
• Work directly with traders to understand their needs and to implement their trading strategies
• Analyze performance of all the trading systems that they work on
• Communicate and liaise with the infrastructure and market access development team to improve the trading system.
• Collaborate with other members of the algo development team in America

This is a unique opportunity for a talented C++ developer with a working knowledge of Java, and background in equities and equity derivatives to join a top team currently undergoing expansion in a leading global investment bank. You will work on some of the most advanced systems in the industry, with top technologists, quantitative analysts, traders and mathematicians , and the opportunity to further your own career will be massive. This is a very high responsibility role, sitting on the trading desk in a high pressure environment, contributing to the strategic direction of the team from day one and utilising your technical excellence. For this reason the team is seeking a highly motivated and ambitious individual, who will thrive in the fast paced and challenging environment. The compensation package will be extremely competitive, and reflective of the high seniority and impact of the role. For more information please contact cplusplus@Selbyjennings.com or call 212 231 8223.
Key Skills: C++, Java, Unix, Linux, Programmer, Software, Developer, Equities, Equity derivatives, trading, Fix order routing, Market Data.

C# .Net Front Office Desk Developer- Derivatives Technology - London
One of the World’s leading Investment Banks is seeking a C#.Net Front Office Desk Developer to join their Derivatives technology team that works within the front office. Having heavy interaction with business users and traders globally, as well as project managers and other desks within the London office- there is a specific importance on those who have good communication skills and have a good understanding of finance in general to hit the ground running.

Technical Skills required for C# .Net Front Office Desk Developer- Derivatives Technology - London

(C#.Net, Winforms, WCF, DevExpress, SQL, Excel/VBA, Derivatives)

• C#, .Net (ideally 4.0 framework)
• Winforms
• WCF
• DevExpress
• SQL
• Excel/VBA
• Derivatives experience(preferred)

Responsibilities for C# .Net Front Office Desk Developer- Derivatives Technology - London
(C#.Net, Winforms, WCF, DevExpress, SQL, Excel/VBA, Derivatives)

• Work within a small yet highly skilled team for the majority of key initiatives, as well as working on individual projects when required.
• Contribute to architecture and design processes
• Working with large, complex data structures and complex processing
• Performance optimization and profiling
• Gathering requirements from Traders and implementing robust solutions in a timely manor.
• Creation of applications encompassing the full SDLC.


Key words: C# .Net, C#.Net Developer, C# Developer, Derivatives, Winforms, WCF, DevExpress, SQL, Excel/VBA.

This is the chance for a Senior C# Front Office Developer to be involved with a high profile and well renowned front office system covering niche derivative products at one of the World’s leading Investment Banks. For those that have financial experience outside of the derivatives space, or have no finance experience at all, the group is structured in a way that will allow a quick learning path and the ability to pick things up quickly.

If you are interested in applying for the C# .Net Front Office Desk Developer- Derivatives Technology - London, please send through an up to date WORD FORMATTED version of your CV to itappointments@selbyjennings.com

My client is a leading US Investment Bank and through continued expansion of the team in New York and a focus on building and improving the technology/quantitative systems, the team is seeking a talented C++ quantitative developer to take a key role in the front office credit derivatives and interest rate derivatives desk. You will join a small and focused team of developers/quantitative responsible for designing a cutting edge risk engine that provides risk & P&L data across credit derivatives, interest rate derivatives and bonds. The candidate will interface heavily with the core analytics libraries and be responsible for designing new front office applications for derivatives pricing and risk. You will need a very strong background in C++ programming, ideally with experience of STL, Boost, Multi-threading, UNIX and Linux. As well as excellent programming expertise, the candidate will need to have strong financial experience and ideally a background interest rate or credit derivatives. This is a front office role and will require heavy interaction with traders. Therefore you must have good communication skills and the ability to work in a fast paced and often challenging environment. The business continues to grow in New York, therefore this is a great opportunity for a strong quantitative C++ developer looking to take a high impact role on a successful and expanding desk. The bank is known for its focus and investment and technology. While the candidate will have a solid C++ background, they will also be open to seeing those with experience and interest in python, F#, Haskell and any other functional programming languages.

To summarize, the ideal candidate for Front Office Quantitative Analyst/Developer Credit Derivatives/Interest Rate Derivatives C++ Developer will require the following skill set;

• C++ Programming
• UNIX, Linux
• STL, Boost
• Interest Rate Derivatives/Credit Derivatives/Bonds
• Front office experience
• Pricing/Risk development
• Exposure to core analytics libraries
• Interest in functional programming languages
• Strong education (PhD a plus but not required) in Computer Science, Physics or Mathematics

Responsibilities for Front Office Quantitative Analyst/Developer Credit Derivatives/Interest Rate Derivatives C++ Developer

• Bridge the gap between the quantitative analysts and technologists on the desk
• Design core analytics libraries
• Develop pricing system/tools for the traders
• Develop risk applications
• Develop P&L applications
• Sit on the front office fixed income derivatives trading desk in New York

This is a great opportunity to take a senior quantitative development role on a desk that will offer broad exposure to a range of derivatives products. The role is suited to a first class candidate with a hybrid skill set between technology and mathematics/analysis. Compensation will be very competitive, with great front office bonus potential. The bank is known for having a rewarding and collaborative culture, that remunerates high performing employees handsomely. The team has just started its search and is looking to begin telephone interview asap. For more information please contact cplusplus@selbyjennings.com or call 212 231 8223

This firm is currently seeking a Senior Manager who has extensive experience within Counterparty risk Modelling, within specific modelling development experience with Counterparty Risk, PFE/EPE, CVA, with a good knowledge of derivatives.

You would be involved in developing the firms Counterparty Risks Methodology, as well as carrying out onsite consultancy with key players from Investment Banks to Hedge Funds, in a project focussed capacity.

If you are looking to move into a more project focussed a role, with an exposure to a whole range of firms and methodologies apply now to risk@selbyjennings.com

Ideal Candidate
• Strong Degrees in Quantitative subjects (Maths, Physics, Engineering)
• Experience within Counterparty Modelling (see above)
• Understanding and Experience of Pricing within derivative products
• Good knowledge of Basel II/III regulations
• Programming ability in one or more of the following – VBA, C++, Matlab
• Proven Management capability
• Ability to work independently and Autonomous, whilst making key decisions
• Ability to develop new initiatives and frameworks from scratch and lead with confidence
• Proven experience of discussing complex analytical subjects with no –technical internal and external counterparts

If you are wanting to work in a project focussed role in a global consultancy with a base salary of up to £120,000 apply now to risk@selbyjennings.com

My client is a rapidly expanding and successful Global Financial Technology Firm, with huge growth plans for 2012. Through excellent profits and high client demand, the firm is looking to build from scratch a massive range of systems and applications across fixed income, foreign exchange and derivative analytics. These are huge projects on a global scale and as of such, the team is seeking very senior architects to take lead roles on the team. Specifically, the team is seeking a senior C#.Net / WCF architect, with extensive financial experience to lead the design and development of a high volume, high performance web server. You will work in a multi-threaded server environment, communicating extensively with both internal and external teams. The ideal candidate will be expected to not only lead the design and development, but also contribute to the overall strategic and technical direction of the team – therefore this role is suited to a motivated and confident C#/.Net developer, looking to stay at the forefront of technology and work in an innovative and challenging environment. Whilst the role is based in NY, there will be interaction with teams on a global basis. Compensation will be EXTREMLEY competitive, with great company benefits and strong bonus potential.

Responsibilities for Senior C#.Net / WCF / SOA Architect for High Volume / Performance Fixed Income and Derivatives System

• Take a lead and extremely hands on role in a Greenfield team/system – C#/.Net/WCF
• Design/architect high volume/high performance web server
• Work closely with internal and external development teams on a global basis
• Use your knowledge of FX, fixed income and derivatives
• Constantly innovative and introduce new technologies/ideas

Ideal Skill Set for C#.Net / WCF / SOA Architect for High Volume / Performance Fixed Income and Derivatives System

• C#
• .Net
• WCF
• SOA
• Multithreading
• Strong financial experience – FX, Fixed Income, Derivatives would be a huge plus
• Strong communication skills

This is an amazing opportunity to join a rapidly growing and extremely dynamic financial organization. With aggressive growth plans and a number of exciting projects in the pipeline for 2012, the firm has established itself at the forefront of financial technology. Home to a number of extremely visionary and respected technical leaders (from domains including gaming, telecommunications, investment banking etc), the firm has fostered an amazing culture and collaborative environment, well suited to any ambitious technologist. Compensation will be very competitive and with this being a completely new team/system, career progression and prospects will be plenty. If you are a strong C#./.Net/WCF architect/developer, looking for a challenging opportunity please contact itappointments@selbyjennings.com or call 0207 019 4163

(C#, .Net, WCF, SOA, Agile, Multi-threading, Design, Architecture, FX, Fixed Income, Derivatives, London.UK)

This is a chance for an exceptional VP level Quantitative Developer to really make a noticeable contribution within the Credit Space at an extremely prestigious Investment Bank in London. This cutting edge Quantitative Credit desk is seeking a strong Quantitative Developer with a hybrid background between Technology and Quantitative Analytics. The ideal candidate will be joining a small, collaborative team of 5 Quantitative Analysts and Technologists embarking on cutting edge, Greenfield projects. This opportunity will be ideal for the talented C++ Quantitative Developer who wants to gain immense financial and business exposure, and be hands-on and have a direct involvement in the modelling and analytics of Credit and Equity products, particularly crucial for the Quant Developer who wants to move further into the quantitative space in the near-future. The C++ Quant Developer will also report directly to the Head of Quant Development and Research, thus there is an unbeatable opportunity for rapid career progression for an exceptional performer, particularly into the Quantitative Analytics space.
The ideal candidate will be working with some of the brightest quant developers and computer scientists in the market, gaining key exposure to both the technical and quantitative aspect of the business. Through continued expansion and growth of the team in London and a focus on building and improving the technology/quantitative systems. The quantitative developer will take a key role in the design and development of software applications used and will have ideally strong knowledge on Equities as well as Credit. This is the perfect opportunity for a talented individual with a solid technical background (C++) with sound quantitative/ mathematical knowledge to join a highly regarded and rapidly expanding team reporting directly to the Director of Quantitative Analytics and Technology. The role will enable you to leverage off your technical background, ability and interest in financial products, and you will report directly to the head of the group, allowing you to learn and progress extremely quickly. My client are looking for a bright candidate that will be able to build and work within a front office environment and play a key role in developing software and utilizing their mathematical ability. They are looking for someone innovative and technically proficient for this exciting position. The candidate will be liaising directly with different business areas on a global scale therefore communication skills are paramount to the position.


Responsibilities for VP C++ Quantitative Developer/Analyst, Investment Bank, London:

• Development of cutting-edge quantitative trading tools, systems and libraries within the Credit Derivatives Quantitative Space.
• Implement Functionality within a Front Office Environment
• Develop and implement quantitative analytic tools and applications in C++

• Interface with core analytics libraries
• Report to global head of the team

Skills required for VP C++ Quantitative Developer/Analyst, Investment Bank, London:

• Exposure to the Credit or Equity spaces would be beneficial
• Solid analytical and development abilities within a business-facing environment
• Experience in Quantitative modelling and software engineering as well as exposure to Quant Analytics
• Some experience of C# would be beneficial but isn’t essential
• Windows/Linux
• Sound quantitative knowledge; time series, monte carlo, statistics, stochastic calculus etc.
• Strong communication skills as this is a Front Office role and you will sit on the trading desk.

This is a unique and progressive opportunity for a talented VP Quantitative Developer with exceptional C++ skills to work in a fast-paced and successful Front Office environment. Given that this is a hugely profitable and successful business, all compensation, bonus and benefits will be extremely competitive. If this is of interest please forward your CV to cplusplus@selbyjennings.com or call 0207 019 4163

My client is a Leading Global Investment Bank, well recognised for its focus and strength on cutting edge front office technology within the low latency electronic trading space. In order to maintain its position within this space, the bank is seeking to extend its algorithmic offering for listed options and as such an opportunity has emerged for a top technologist to join the team. The opportunity is for an exceptional C++ developer with a working knowledge of Java, as well as experience working on high performance, low latency multi-threaded trading systems, and with market data and FIX order routing. The position will be in the High Frequency development team working on Equities/Equity derivatives, and the successful candidate will take a critical role alongside traders, mathematicians and strategists in a team targeted to double in size of the course of the year due to its continued success. The successful candidate will become a lead programmer on building a low latency, multithreaded, high frequency framework for proprietary Equity Strategy Trading, leading exchanges for connectivity and programming multicasting feed handlers. The ideal candidate will have strong experience in C++, Java, market data and FIX order routing. The compensation will be extremely competitive.


C++/Linux/Unix High Frequency Equities and Equity Derivatives Developer-NEW YORK will require the following skill set:

• Exceptional C++ development skills
• A working knowledge of Java
• Experience working on high performance, low latency multi-threaded trading systems.
• Experience with Equities and Equity Derivatives
• Knowledge of real-time market data and/ or FIX order routing a plus.
• Degree in Computer Science, Physics, Engineering or other analytical field.
• Must have front office experience and built successful relationships with traders/quants.
• Strong communication/problem solving



Responsibilities C++/Linux/Unix High Frequency Equities and Equity Derivatives Developer-NEW YORK

• Develop and ensure baseline high frequency trading automatons
• Work directly with traders to understand their needs and to implement their trading strategies
• Analyze performance of all the trading systems that they work on
• Communicate and liaise with the infrastructure and market access development team to improve the trading system.
• Collaborate with other members of the algo development team in America

This is a unique opportunity for a talented C++ developer with a working knowledge of Java, and background in equities and equity derivatives to join a top team currently undergoing expansion in a leading global investment bank. You will work on some of the most advanced systems in the industry, with top technologists, quantitative analysts, traders and mathematicians , and the opportunity to further your own career will be massive. This is a very high responsibility role, sitting on the trading desk in a high pressure environment, contributing to the strategic direction of the team from day one and utilising your technical excellence. For this reason the team is seeking a highly motivated and ambitious individual, who will thrive in the fast paced and challenging environment. The compensation package will be extremely competitive, and reflective of the high seniority and impact of the role. For more information please contact cplusplus@Selbyjennings.com or call 212 231 8223.
Key Skills: C++, Java, Unix, Linux, Programmer, Software, Developer, Equities, Equity derivatives, trading, Fix order routing, Market Data.

This is an exciting opportunity for a recent PhD to join a prestigious London based high frequency trading firm that has been an industry leader for a number of years. My client is seeking an entry level quant researcher to join their team to work collaboratively to develop high frequency trading strategies.
High Frequency trading is well known as being one of the most profitable areas of banking and finance. Despite recent market conditions, many high frequency trading firms remain extremely profitable. My client is looking for the brightest and most gifted individuals from a leading tier-one university. They are looking for an individual who has the ability to analyse large sets of historical data, so as to develop algorithms that can capitalise on predicting market movements.

The ideal candidate will have:

•A PhD in a Quantitative subject such as Computer Science, Mathematics, Machine Learning, Physics or Statistics from a leading university

•Exceptional programming capabilities (such as C++, Java, Python or Perl)

•Highly numerate with an ability to think out of box

•Ideally good knowledge of the financial markets

•Industry experience would be useful (not a prerequisite)

•Experience working with large data sets.

This is an opportunity to work alongside some extraordinary people, whilst being paid exceptionally well. If you would like to explore the opportunity further and have any questions about the role or my client please do not hesitate to get in touch.

This is a chance for an exceptional VP level Quantitative Developer to really make a noticeable contribution within the Credit Space at an extremely prestigious Investment Bank in London. This cutting edge Quantitative Credit desk is seeking a strong Quantitative Developer with a hybrid background between Technology and Quantitative Analytics. The ideal candidate will be joining a small, collaborative team of 5 Quantitative Analysts and Technologists embarking on cutting edge, Greenfield projects. This opportunity will be ideal for the talented C++ Quantitative Developer who wants to gain immense financial and business exposure, and be hands-on and have a direct involvement in the modelling and analytics of Credit and Equity products, particularly crucial for the Quant Developer who wants to move further into the quantitative space in the near-future. The C++ Quant Developer will also report directly to the Head of Quant Development and Research, thus there is an unbeatable opportunity for rapid career progression for an exceptional performer, particularly into the Quantitative Analytics space.
The ideal candidate will be working with some of the brightest quant developers and computer scientists in the market, gaining key exposure to both the technical and quantitative aspect of the business. Through continued expansion and growth of the team in London and a focus on building and improving the technology/quantitative systems. The quantitative developer will take a key role in the design and development of software applications used and will have ideally strong knowledge on Equities as well as Credit. This is the perfect opportunity for a talented individual with a solid technical background (C++) with sound quantitative/ mathematical knowledge to join a highly regarded and rapidly expanding team reporting directly to the Director of Quantitative Analytics and Technology. The role will enable you to leverage off your technical background, ability and interest in financial products, and you will report directly to the head of the group, allowing you to learn and progress extremely quickly. My client are looking for a bright candidate that will be able to build and work within a front office environment and play a key role in developing software and utilizing their mathematical ability. They are looking for someone innovative and technically proficient for this exciting position. The candidate will be liaising directly with different business areas on a global scale therefore communication skills are paramount to the position.


Responsibilities for VP C++ Quantitative Developer/Analyst, Investment Bank, London:

• Development of cutting-edge quantitative trading tools, systems and libraries within the Credit Derivatives Quantitative Space.
• Implement Functionality within a Front Office Environment
• Develop and implement quantitative analytic tools and applications in C++

• Interface with core analytics libraries
• Report to global head of the team

Skills required for VP C++ Quantitative Developer/Analyst, Investment Bank, London:

• Exposure to the Credit or Equity spaces would be beneficial
• Solid analytical and development abilities within a business-facing environment
• Experience in Quantitative modelling and software engineering as well as exposure to Quant Analytics
• Some experience of C# would be beneficial but isn’t essential
• Windows/Linux
• Sound quantitative knowledge; time series, monte carlo, statistics, stochastic calculus etc.
• Strong communication skills as this is a Front Office role and you will sit on the trading desk.

This is a unique and progressive opportunity for a talented VP Quantitative Developer with exceptional C++ skills to work in a fast-paced and successful Front Office environment. Given that this is a hugely profitable and successful business, all compensation, bonus and benefits will be extremely competitive. If this is of interest please forward your CV to cplusplus@selbyjennings.com or call 0207 019 4163

My client is a leading US Investment Bank and through continued expansion of the team in New York and a focus on building and improving the technology/quantitative systems, the team is seeking a talented C++ quantitative developer to take a key role in the front office credit derivatives and interest rate derivatives desk. You will join a small and focused team of developers/quantitative responsible for designing a cutting edge risk engine that provides risk & P&L data across credit derivatives, interest rate derivatives and bonds. The candidate will interface heavily with the core analytics libraries and be responsible for designing new front office applications for derivatives pricing and risk. You will need a very strong background in C++ programming, ideally with experience of STL, Boost, Multi-threading, UNIX and Linux. As well as excellent programming expertise, the candidate will need to have strong financial experience and ideally a background interest rate or credit derivatives. This is a front office role and will require heavy interaction with traders. Therefore you must have good communication skills and the ability to work in a fast paced and often challenging environment. The business continues to grow in New York, therefore this is a great opportunity for a strong quantitative C++ developer looking to take a high impact role on a successful and expanding desk. The bank is known for its focus and investment and technology. While the candidate will have a solid C++ background, they will also be open to seeing those with experience and interest in python, F#, Haskell and any other functional programming languages.

To summarize, the ideal candidate for Front Office Quantitative Analyst/Developer Credit Derivatives/Interest Rate Derivatives C++ Developer will require the following skill set;

• C++ Programming
• UNIX, Linux
• STL, Boost
• Interest Rate Derivatives/Credit Derivatives/Bonds
• Front office experience
• Pricing/Risk development
• Exposure to core analytics libraries
• Interest in functional programming languages
• Strong education (PhD a plus but not required) in Computer Science, Physics or Mathematics

Responsibilities for Front Office Quantitative Analyst/Developer Credit Derivatives/Interest Rate Derivatives C++ Developer

• Bridge the gap between the quantitative analysts and technologists on the desk
• Design core analytics libraries
• Develop pricing system/tools for the traders
• Develop risk applications
• Develop P&L applications
• Sit on the front office fixed income derivatives trading desk in New York

This is a great opportunity to take a senior quantitative development role on a desk that will offer broad exposure to a range of derivatives products. The role is suited to a first class candidate with a hybrid skill set between technology and mathematics/analysis. Compensation will be very competitive, with great front office bonus potential. The bank is known for having a rewarding and collaborative culture, that remunerates high performing employees handsomely. The team has just started its search and is looking to begin telephone interview asap. For more information please contact cplusplus@selbyjennings.com or call 212 231 8223

This top Investment firm is looking for an experienced and talented individual to join their award winning Quantitative Risk team in New Jersey. To meet business demands and Group and regulatory requirements, a large-scale project is being undertaken to redevelop the methodologies and systems surrounding the modelling, measurement and control of counterparty credit risk. Consequently, the Risk Methodology team is seeking to hire a quantitative analyst with prior experience. The candidate will be expected to eventually run a team of their own Quantitative Analysts, expected to grow rapidly within the first 18 months.

Responsibilities:

-Take responsibility for analytical and modeling tasks, including ensuring quality, delivering on time and meeting business needs with industrial standard and/or best practices.
Design, develop, evaluate and maintain credit origination scores of new loan applications, initial PG/LGD regarding, auto credit decisioning policies such as new deploy, evaluate and maintain credit behavioral scores of existing obligors, PG/LGD regarding, auto credit decisioning policies such as subsequent deal underwriting logics and credit limit management.
-Research and identify appropriate methodologies, successfully balancing the need for technical rigour with considerations of feasibility and ease of implementation.
-Close liaison will be required with the Risk Solutions and Control Group (prototyping of models, development of functional specification, testing of model implementation) and with Group Risk Analytics (model validation).
-Provide the methodological inputs associated with the development, testing and implementation of a sophisticated, robust and flexible counterparty credit risk measurement system.
-Participate in development and enhancement projects.
-Adjusting variety of projects - creating pricing models and eventually improving them.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Team will be involved in designing and building specific platform for which many exposure models can be easily applied. Prototypes will be implemented using both VBA and C++. These platforms will be implemented across the firm for a number of business functions, so recognition is a fundamental asset to this role.


Skills, education and experience:
-PhD or MS in statistics, economics or other related quantitative fields.
-5+ years’ proven experience in development, implementation, validation, and utilization of various scorecards in credit lending and related applications in underwriting.
-Strong oral and written communication skills.
-Proficiency with SAS/SQL in both window and UNIX operating systems.
-Knowledge of Monte-Carlo techniques, risk factor simulation modelling and derivatives pricing.
-Solid ability to perform complex qualitative and quantitative analysis, and problem solving skills.


Due to the nature of the job this candidate will be paid extraordinarily well, and be offered a generous benefits package.

To apply please contact quantexotic@selbyjennings.com with CV in word format.
www.selbyjennings.com
+ 44 (0) 207 019 4137

My client is a Leading Global Investment Bank, with a great reputation for its focus on cutting edge technology and systems. Through continued focus on growing the New York team and a particular emphasis on the profitable fixed income business, the team is seeking a senior C# developer to take a critical front desk role. The C# developer will instantly be recognized as a key figure in the expanding technology team and your role will involve designing and developing the fixed income trade processing system, which handles everything from front office trade capture through to back office processing and settlement.
The C# developer will need to possess strong experience in code development (C#, Java, SQL) and system design, with a particular focus on the US fixed income and/or equity derivatives markets. This is a high responsibility and high impact role, and the system will great increase the efficiency of the business functionality. Therefore you will need to be able to work in a fast paced, pressurized, front office environment, with a focus on top class delivery. As a lead C# developer, you will be involved in all aspects of design, architecture and development.

Main Responsibilities for C# Developer – Front Office Trade Processing (Fixed Income/Equity Derivatives)– New York
• Hands-on development and integration of trading tools and deal processing systems with New York, Singapore, Hong Kong and Europe development teams.
• Understand deeply business requirements (across fixed income/equity) and their mapping to a given software framework
• Participate in design of new architecture
• Capability to lead and educate other developers in implementation and adhering to SDLC methodology.
• Team up with support team on release management
Technical Skills Required for C# Developer – C# Developer – Front Office Trade Processing (Fixed Income/Equity Derivatives)– New York
• Solid experience with C#, .Net,
• 5+ years of Object-Oriented development experience
• SQL and XML
• Minimum of 3 years IT development experience in Capital Market trading system.
• 3+ years of solid working experience in trade processing and position management in Fixed Income (bonds, IRD, CDS, FX, MM) or Equity Derivatives domain from front office trade capturing, pricing, risk analysis to back office processing, settlement and confirmation.
• 2+ years of experience interfacing with business clients (front office, middle office and back office) to comprehend and develop technical or user process solutions.
This is a great opportunity for a strong C# developer looking to join a dynamic and rapidly growing global team. Throughout 2012, the bank is placing a huge emphasis on designing a number of platforms/systems from scratch, therefore this is a unique role for a senior candidate looking to have a lot of responsibility and front office impact. Compensation will be very competitive, with great bonus and benefits. You will work in a global team and report directly in to the heads of the business who are based in New York.

If you would like to apply for the C# Software Developer – Front Office Trade Processing – New York, position please send through your most up to date CV to ITappointments@selbyjennings.com. Alternatively, contact the team on 0207 019 4163/ 212 231 8223 to find out more info or if you have any queries as to your suitability.

Our client is a leading and highly-regarded Systematic Hedge Fund, with a strong presence across the European markets and a growing global reputation. The firm has deep expertise in a wide range of products including future, equity, credit and convertibles and with continued investment in cutting edge technology, the team is seeking an experienced quantitative developer to take a key role in the team based in Zurich. You will take a key role in the design and development of the quantitative trading infrastructure, working in a small and collaborative team of quantitative researchers, traders and technologists. There will be a large focus on building systems and tools from scratch, therefore you will need to have a strong financial background and a passion for software development. The ideal candidate will have a strong mathematical/quantitative background and prior experience within a front office team. Ideally you will have worked in a small, collaborative and quantitative environment, however the team is flexible as long as the candidate has high energy and great communication skills.
Responsibilities for Quantitative Developer (C++, C#, Python) For Systematic Quantitative Trading System

• Design and development systematic trading infrastructure and tools
• Key focus on design of back-testing environment
• Design data feed systems
• Work closely alongside quantitative researchers/traders/technologists in a small and collaborative environment
• Work closely with team in both Zurich and London
•
Ideal Skill Set for Quantitative Developer (C++, C#, Python) For Systematic Quantitative Trading System

• Strong degree in Computer Science
• Excellent knowledge of OO programming and in particular C++, C# and Python
• Passionate about software development and new languages (Python, F#, Haskell, web development, AJAX etc)
• Strong quantitative/analytical ability – you will be working closely with quantitative analysts/researchers and will need to be comfortable with advanced mathematical concepts
• SQL
• Great communication skills
• Financial experience, ideally in a front office or quantitative driven team


This will be an extremely challenging yet highly rewarding opportunity for the successful quantitative developer. You will join a rapidly expanding and extremely successful global hedge fund, in a team that is placing a significant focus on bringing on board top technologists. Compensation will be very competitive, with great bonus potential to reflect the performance driven environment. With excellent mentoring and a focus on innovation and collaboration, the candidate will given every opportunity to further their skill set and professionals career.

The role is based in Zurich. The team is open to seeing candidates from all locations as long as they possess the relevant eligibility. They are able to conduct interviews from the London office or through video conference. If this is of interest please forward your CV, ASAP to cplusplus@selbyjennings.com or call 0207 019 4163

This exceptionally well-known Investment Bank has offices globally and a massive industry influence. The Interest Rates team are looking to speak to exceptional PhDs/juniors who come from either a front office quant analyst / quantitative developer background. Candidates need to be based in the USA already. The IB is looking for:

• PhD’s in a quantitative subject – Maths, Stats, computer science, Physics, Engineering etc.
• PhDs from top schools – MIT, Harvard, Caltech, Georgia Tech, Princeton etc.
• Candidates who are either PhD graduates or have 1 – 2 years of industry experience as quantitative analysts / quantitative developers would be most suitable for this position.
• Strong maths background – this is very needed for this position. Excellent understanding of maths such as stoch calculus, numerical methods, stoch diffusion etc.
• C++ programming backgrounds have to be exceptionally strong as this role has a strong developer element
• Communication skills are a must as this role works closely with traders to build out the Interest rates space.

If you are a recent PhD graduate or possibly even a junior with 1 or 2 years of industry experience with an excellent technical background, then please feel free to apply into this position. This Investment bank needs top people working in the front office, so send you resume into: quantexotic@selbyjennings.com

This is a chance for an exceptional VP level Quantitative Developer to really make a noticeable contribution within the Credit Space at an extremely prestigious Investment Bank in London. This cutting edge Quantitative Credit desk is seeking a strong Quantitative Developer with a hybrid background between Technology and Quantitative Analytics. The ideal candidate will be joining a small, collaborative team of 5 Quantitative Analysts and Technologists embarking on cutting edge, Greenfield projects. This opportunity will be ideal for the talented C++ Quantitative Developer who wants to gain immense financial and business exposure, and be hands-on and have a direct involvement in the modelling and analytics of Credit and Equity products, particularly crucial for the Quant Developer who wants to move further into the quantitative space in the near-future. The C++ Quant Developer will also report directly to the Head of Quant Development and Research, thus there is an unbeatable opportunity for rapid career progression for an exceptional performer, particularly into the Quantitative Analytics space.
The ideal candidate will be working with some of the brightest quant developers and computer scientists in the market, gaining key exposure to both the technical and quantitative aspect of the business. Through continued expansion and growth of the team in London and a focus on building and improving the technology/quantitative systems. The quantitative developer will take a key role in the design and development of software applications used and will have ideally strong knowledge on Equities as well as Credit. This is the perfect opportunity for a talented individual with a solid technical background (C++) with sound quantitative/ mathematical knowledge to join a highly regarded and rapidly expanding team reporting directly to the Director of Quantitative Analytics and Technology. The role will enable you to leverage off your technical background, ability and interest in financial products, and you will report directly to the head of the group, allowing you to learn and progress extremely quickly. My client are looking for a bright candidate that will be able to build and work within a front office environment and play a key role in developing software and utilizing their mathematical ability. They are looking for someone innovative and technically proficient for this exciting position. The candidate will be liaising directly with different business areas on a global scale therefore communication skills are paramount to the position.


Responsibilities for VP C++ Quantitative Developer/Analyst, Investment Bank, London:

• Development of cutting-edge quantitative trading tools, systems and libraries within the Credit Derivatives Quantitative Space.
• Implement Functionality within a Front Office Environment
• Develop and implement quantitative analytic tools and applications in C++

• Interface with core analytics libraries
• Directly interact with the credit traders and strategists to gather requirements, develop new features, enhance existing systems, and resolved production issues.

Skills required for VP C++ Quantitative Developer/Analyst, Investment Bank, London:

• Exposure to the Credit or Equity spaces would be beneficial
• Solid analytical and development abilities within a business-facing environment
• Experience in Quantitative modelling and software engineering as well as exposure to Quant Analytics
• Some experience of C# would be beneficial but isn’t essential
• Windows/Linux
• Sound quantitative knowledge; time series, monte carlo, statistics, stochastic calculus etc.
• Strong communication skills as this is a Front Office role and you will sit on the trading desk.

This is a unique and progressive opportunity for a talented VP Quantitative Developer with exceptional C++ skills to work in a fast-paced and successful Front Office environment. Given that this is a hugely profitable and successful business, all compensation, bonus and benefits will be extremely competitive. If this is of interest please forward your CV to cplusplus@selbyjennings.com or call 0207 019 4163

This leading Consultancy is looking for a talented and experienced individual who is looking for quick career progression and a new challenge. The individual will gain tremendous amount of business exposure and will not be hidden behind several layers of management due to their flat hierarchy, which has meant expanding the business has been rapid and continuously successful.

Responsibilities
-Serve as a team leader for derivatives and securities valuation projects and quantitative consulting engagements
-Production, analysis and review of Fixed Income, Equity and Credit derivatives for both internal and external clients.
-Derivative price verification, including review and calibration of illiquid model inputs,
-Maintenance of all Fair Value Adjustments on derivative trades and positions
- Involved in consulting services related to quantitative modelling, model review and financial instrument valuation.

Requirements:
-Must have a PhD in Mathematics, Physics, Engineering, Quantitative Finance or relevant subject
- 8+ years of relevant work experience required (pricing, risk management, data analysis and quantitative modeling, model development and in-depth knowledge/exposure to pricing methods and forecasting models).
-Computer programming (Excel/VB literate, ideally SQL).
-Wide knowledge of exotic derivatives including the motives for trading them, how they are quoted, traded, priced and risk managed.
-Derivative model implementation and model calibration.
-Ability to multi-task and communicate effectively with clients and staff in consultative settings.

The Person:
Good listener, bold communicator (verbal and written) who is able to adjust to communicating complex issues with product controllers, traders, risk managers, senior management, auditors and regulators. Able to forge effective working relationships with derivative product controllers.


To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137

This growing quantitative team is currently looking for a Quantitative Analyst to join the CVA space at this top investment bank. The position sits in the front office and is heavily involved in supporting Trading and Sales through model and system development. The team also assist Trading and Sales in analyzing and pricing structured deals and developing hedging strategies.

The team are interested in candidates with experience in developing and enhancing the CVA quantitative risk system. The team has a special focus on expanding their pricing and risk management or the Rates and FX business and eventually incorporate all other asset classes.


Key responsibilities of the role:
• Provide pricing support to Sales and Trading, as well as risk management analysis
• The ability to manage and implement new features that the front office roll-out, specifically FX and local markets in Latam and Asia globally.
• The team assists Trading and Sales by running various impact analysis for front office trading.
• Strong quantitative and developer skills are needed for this position as the team are also involved in helping with the revamping of the CVA platform across Capital Markets, by writing new analytical libraries
• Derivatives pricing is an essential requirement for this role
• Programming skills covering C/C++, Perl, Sybase are required for this front office role
• PhD (or Masters) in quantitative subject is needed – ideally Maths, Physics, Finance.

This front office role will offer strong quantitative candidates the ability to gain in-depth knowledge of quantitative risk in IR, FX, commodities and credit derivatives. This role offers a high level of interaction and exposure to various teams including sales, trading, risk management and technology.
If this role is something that would be of interest and you have the relevant background, please apply into: quantexotic@selbyjennings.com
Quoting in the title : “CVA – NYC – CESR”

My client is a Leading Global Investment Bank, with a great reputation for its focus on cutting edge technology and systems. Through continued focus on growing the New York team and a particular emphasis on the profitable fixed income business, the team is seeking a senior C# developer to take a critical front desk role. The C# developer will instantly be recognized as a key figure in the expanding technology team and your role will involve designing and developing the fixed income trade processing system, which handles everything from front office trade capture through to back office processing and settlement.
The C# developer will need to possess strong experience in code development (C#, Java, SQL) and system design, with a particular focus on the US fixed income and/or equity derivatives markets. This is a high responsibility and high impact role, and the system will great increase the efficiency of the business functionality. Therefore you will need to be able to work in a fast paced, pressurized, front office environment, with a focus on top class delivery. As a lead C# developer, you will be involved in all aspects of design, architecture and development.

Main Responsibilities for C# Developer – Front Office (Fixed Income bonds, IRD, CDS, FX, MM)/Equity Derivatives) – New York

• Hands-on development and integration of trading tools and deal processing systems with New York, Singapore, Hong Kong and Europe development teams.
• Understand deeply business requirements (across fixed income/equity) and their mapping to a given software framework
• Participate in design of new architecture
• Capability to lead and educate other developers in implementation and adhering to SDLC methodology.
• Team up with support team on release management
Technical Skills Required for C# Developer – Front Office (Fixed Income bonds, IRD, CDS, FX, MM)/Equity Derivatives) – New York

• Solid experience with C#, .Net,
• 5+ years of Object-Oriented development experience
• SQL
• XML
• Minimum of 3 years IT development experience in Capital Market trading system.
• 3+ years of solid working experience in trade processing and position management in Fixed Income (bonds, IRD, CDS, FX, MM) or Equity Derivatives domain from front office trade capturing, pricing, risk analysis to back office processing, settlement and confirmation.
• 2+ years of experience interfacing with business clients (front office, middle office and back office) to comprehend and develop technical or user process solutions.
This is a great opportunity for a strong C# developer looking to join a dynamic and rapidly growing global team. Throughout 2012, the bank is placing a huge emphasis on designing a number of platforms/systems from scratch, therefore this is a unique role for a senior candidate looking to have a lot of responsibility and front office impact. Compensation will be very competitive, with great bonus and benefits. You will work in a global team and report directly in to the heads of the business who are based in New York.

If you would like to apply for the C# Developer – Front Office (Fixed Income bonds, IRD, CDS, FX, MM)/Equity Derivatives) – New York, position please send through your most up to date CV to ITappointments@selbyjennings.com. Alternatively, contact the team on 0207 019 4163/ 212 231 8223 to find out more info or if you have any queries as to your suitability.

The Role
Overview
Reporting to the Associate Director – Investment Risk, you will be a member of the team managing the risk in the pension scheme.

Responsibilities
• Provide quantitative skills to support Investment Risk Management, Asset Allocation, Manager Selection, Liability Management and Implementation.
• Support model design, build, validation and control.
• Provide quantitative analysis for the ex-ante investment decision making process including assessing impact of proposed transactions/overlays on the Scheme’s exposures.
• Risk system specification and parameterisation.
• Calculation of the Scheme (asset and liabilities) level investment risk.
• Support monitoring and reporting on investment risk against the overall risk budget set by Trustees of the Scheme, designing and producing regular and ad-hoc risk reports.
• Support continuous assessment and refinement of the risk management framework.
• Ex-post assessment of transactions.

Job Dimensions
The role involves understanding the complexity of managing risk across a large portfolio of assets and liabilities; the associated risk factors; and the relationship between risk factors. This complexity exists at the Scheme level and within individual internal or external funds within the Scheme.

The suite of instruments used to manage risk will also become increasingly complex as more sophisticated approaches are taken to manage the Scheme risk. The use of external funds also introduces a degree of opaqueness around underlying positions and exposures.

Decision Making Authority
You will have input into investment and hedging decisions

The Person
Candidate Profile
You will be working in an asset management, investment banking, pension management or management consultant environment and will have at least a post graduate qualification in a numerical discipline like Mathematics, Physics, Computing, Quantitative Finance or Econometrics.

You should demonstrate a proactive approach to designing analytical solutions and will have worked with prevalent models of asset pricing across asset classes. Experience with liability driven investment programmes will be favourably viewed upon.

Essential Experience
You will have suitable relevant experience of quantitative risk management across a variety of asset classes. You will be able to demonstrate a record of working with the business and influencing investment/trading decisions. You will also be used to managing your time to meet deadlines.

Experience of managing risk in the context of pension funds would be an advantage but is not essential.

Essential Skills/Knowledge/Competencies
Knowledge of:
• derivative pricing and risk management;
• absolute and relative risk management measures including VaR and tracking errors;
• exposure measurement across asset classes (in one or more of the following areas particularly equities, fixed income, structured credit, alternatives and properties);
• stress/scenario testing design.

Skills
• expert level Programming skills in MATLAB or R. Familiarity with FINCAD is a plus and will be looked upon favourably and so would be VBA.
• exposure to LDI an advantage
• strong verbal and written communication and reasoning
• report writing
• team player

My client is an agressively expanding investment bank who is looking for an experience C#, WPF, GUI Equity Derivatives Developer who has immense experience in working within the Front office space.
C#|WPF|GUI Equity Derivative Front office Developer - Hong Kong
Salary: Highly competitive
Technically:
• 7+ years of strong development experience
• Experienced with .NET, C# , WPF, GUI, user interface, smile volatility, design patterns
• Must have experience working in a front office development team who has close interactions with traders
On the Business side:
• Looking for someone who has a strong understanding of the pricing of Equites
• Strong understanding of Fundamentals
• Strong experience in working with Equity Derivatives products
• Ability to solve problems in a practical, pragmatic way. Not just text book answers but taking into consideration compromises such as time to market, phased deliverables.
• Experience in using test-driven development.
• Experience in developing multi-tier systems
• Experience with work in front office
• Experience on real-time systems
Personality:
• Enthusiastic
• Self Motivated
• Has ability to work under pressure with traders
• Is able to get on well with other team members. Good at listening as well as contributing to solving problems.
• Has desire to work in front office
• Is a good team player
Interested candidates please kindly send me your resume in Word Format to singapore@selbyjennings.com and I will get back to you asap. If you have any queries, please feel free to reach us at +65 6808 5600. Thanks!

This Investment bank has had an immense growth period over the last 2 quarters and is looking to add to their well recognised quantitative risk department. This role is based in London will focus the credit, CVA and Insurance derivatives space.

This very established and expanding model validation team is looking to bring on an experienced quantitative risk candidate who has significant exposure to either the Credit deriv, CVA deriv or insurance deriv space. This sector will offer any candidate exposure to Credit, CVA and Insurance, so the opportunity to learn about these emerging areas in finance, is enormous. This role will report indirectly to the Head of team, which offers the chance to learn and interact with a specialist in the quantitative field.

Candidates who would be an excellent fit will have 1 of 2 backgrounds:
1. Experience coming from a quantitative insurance background, working with insurance derivatives and models like life models, mortality models, pensions, ALM, variable annuities OR
2. Candidates who are CVA quants or Credit derivative quants or Fixed income quants who work with pricing and VaR models on a daily basis and work at a top institution. You will have an actuarial background and a solid understanding of that space.

• The focus of this team is on the derivatives space, so experience with DERIVATIVES is a must.
• This group focuses around a number of areas including Credit, CVA and insurance, so the ability to gain exposure to a number of different asset classes is immense.
• Working at an Investment Bank such as this one requires candidates have PhD/MSc in a quantitative subject and/or a very strong Actuarial background.
• This team understands that exceptional candidate could come from a number of top institutions, including Investment banks, financial services companies, large analytics houses, reinsurance houses etc.
• Candidates will ideally be based in the UK, but if candidates are willing to consider relocating themselves from Europe for this excellent opportunity, they may also be given consideration.
• Excellent communication skills are an absolute must, as this team regularly interacts with various arms of the business outside of the MV space - including traders, analysts, senior management etc.

This role is an exceptional opportunity to learn from top names in the finance industry and work at a hugely successful Investment bank. Candidates need very strong technical and communication skills to excel in this institution. The team is made up of specialists in their field and the potential to grow and learn is unsurpassed. If you would like to apply in for this position, please send your CV into: quantexotic@selbyjennings.com

My client is a leading investment bank who have enjoyed another successful financial year with outstanding performances. Thus, given the demand to maintain product performance and renew their ethos in technical dynamism the firm is now looking to bring on board a new Senior C++ Trading Systems Developer to join a new team in New York and build a Greenfield Equity Derivatives trading system with a focus on life cycle systems and risk management with the Equity Derivatives space. To really kick-start these projects laid out by the senior members of the group, the successful Senior C++ Trading Systems Developer will be charged with designing, implementing and testing trading applications in addition to the architectural responsibilities at hand. The successful candidate will also ideally have previous experience in trading systems design, programming and integration of high-volume, high-availability applications. Fundamental responsibilities within this role include working with the development team in New York as well as quantitative personnel to understand business requirements within Equities and design efficient and scalable solutions based on technical expertise and experience. The successful candidate will also be required to design, develop, test, deploy and maintain applications and modules as well as follow firm and industry standards, procedures and methodologies for development of efficient application systems (i.e. design, design reviews, architect reviews and code reviews).

Senior C++Trading Systems Developer – Equity Derivatives (Greenfield), Leading Investment Bank, New York, NY will require the following skill-set;

• Excellent C++ programming skills (STL/Boost a plus)
• Secondary knowledge in C#/.Net a plus
• Multithreading
• Windows
• Experience of Linux environment is a plus
• Project Management Methodology
• Solid architectural knowledge
• Equities/Fixed Income/FX/Risk Management
• Understanding of RAD type environments as well as full project lifecycle environments
• BA Computer Science or equivalent

Responsibilities for Senior C++Trading Systems Developer – Equity Derivatives (Greenfield), Leading Investment Bank, New York, NY;
• Build/Architect Trading System with focus on life cycle systems and risk management within the Equity Derivatives space
• Work closely with risk managers and quantitative personnel to understand business requirements and design efficient and scalable solutions based on technical expertise and experience
• Design, develop, test, deploy and maintain applications and modules
• Assist in creating and maintain up-to-date work plans
• Keep pace with new technologies, directions and the latest industry trends
• Follow firm and industry standards, procedures and methodologies for development of efficient application systems (i.e. design, design reviews, architect reviews and code reviews)
• Perform related duties as required
This a fantastic opportunity for an experience C++ Developer with outstanding financial knowledge to join one of the most consistent and prestigious banks globally and really make a mark. The successful candidate should have the ability to work in a high-pressure, dynamic trading environment and have strong commitment to working collaboratively in a team and being held accountable for achieving business goals. Top performers are always rewarded with unbeatable bonuses and an excellent benefits package so if you feel this is a suitable fit and a role in which you can thrive then please send us your most up-to-date resume to the below address. My client is looking to hire immediately so if you are interested then please do not hesitate to move ASAP on this opportunity. All candidates who match these skills and have eligibility to work in the US are encouraged to apply immediately and not miss out on this amazing opportunity to be a Senior member on a brand-new project.
If you are interested in this role please apply to cplusplus@selbyjennings.com or call 212 231 8223/+44 207 019 4163

Key Skills: Excellent C++, C#, STL/Boost, Multithreading, Windows, Linux, Equities, Derivatives, Risk Management, Methodology, Architecture, Computer Science, New York, NY, Metropolitan Area

My client is a rapidly expanding and successful Global Financial Technology Firm, with huge growth plans for 2012. Through excellent profits and high client demand, the firm is looking to build from scratch a massive range of systems and applications across fixed income, foreign exchange and derivative analytics. These are huge projects on a global scale and as of such, the team is seeking very senior architects to take lead roles on the team. Specifically, the team is seeking a senior C#.Net / WCF architect, with extensive financial experience to lead the design and development of a high volume, high performance web server. You will work in a multi-threaded server environment, communicating extensively with both internal and external teams. The ideal candidate will be expected to not only lead the design and development, but also contribute to the overall strategic and technical direction of the team – therefore this role is suited to a motivated and confident C#/.Net developer, looking to stay at the forefront of technology and work in an innovative and challenging environment. Whilst the role is based in NY, there will be interaction with teams on a global basis. Compensation will be EXTREMLEY competitive, with great company benefits and strong bonus potential.

Responsibilities for Senior C#.Net / WCF / SOA Architect for High Volume / Performance Fixed Income and Derivatives System

• Take a lead and extremely hands on role in a Greenfield team/system – C#/.Net/WCF
• Design/architect high volume/high performance web server
• Work closely with internal and external development teams on a global basis
• Use your knowledge of FX, fixed income and derivatives
• Constantly innovative and introduce new technologies/ideas

Ideal Skill Set for C#.Net / WCF / SOA Architect for High Volume / Performance Fixed Income and Derivatives System

• C#
• .Net
• WCF
• SOA
• Multithreading
• Strong financial experience – FX, Fixed Income, Derivatives would be a huge plus
• Strong communication skills

This is an amazing opportunity to join a rapidly growing and extremely dynamic financial organization. With aggressive growth plans and a number of exciting projects in the pipeline for 2012, the firm has established itself at the forefront of financial technology. Home to a number of extremely visionary and respected technical leaders (from domains including gaming, telecommunications, investment banking etc), the firm has fostered an amazing culture and collaborative environment, well suited to any ambitious technologist. Compensation will be very competitive and with this being a completely new team/system, career progression and prospects will be plenty. If you are a strong C#./.Net/WCF architect/developer, looking for a challenging opportunity please contact itappointments@selbyjennings.com or call 212 231 8223

(C#, .Net, WCF, SOA, Agile, Multi-threading, Design, Architecture, FX, Fixed Income, Derivatives, New York, USA)

My client is a Leading Global Investment Bank, well recognised for its focus and strength on cutting edge front office technology. The bank is home to a senior technologists working on exciting new trading platforms and strategies in order to maintain its leading industry position. Through a continued dedication to being at the forefront of the industry, an opportunity has emerged for a talented C++/C# developer to join a the Front Office High Frequency development team based in New York. Sitting alongside traders, quantitative analysts and strategists the position requires a talented individual to develop and ensure baseline high frequency trading automatons, analyze the performance of all the trading systems involved with the automatons they are in charge of and communicate and liaise with the infrastructure and market access development team to improve the trading system. The ideal candidate will come from an investment bank/hedge fund background and have significant experience developing high frequency automatons in C++ and C#. Compensation will be extremely competitive.

High Frequency Developer C++/C#- F Front Office Equity Derivatives -New York will require the following skill set:

• Strong C++ and C# development skills (multithreading, socket, boost)
• Investment Bank/Hedge fund background
• 2+ years experience in equity/equity derivative products
• Excellent analytical background
• Problem solving
• Strong communication

Responsibilities for High Frequency Developer C++/C#- Front Office Equity Derivatives -New York

• Develop and ensure baseline high frequency trading automatons
• Work directly with traders to understand their needs and to implement their trading strategies
• Analyze performance of all the trading systems that they work on
• Communicate and liaise with the infrastructure and market access development team to improve the trading system.
• Collaborate with other members of the algo development team in America

This is a unique opportunity for a talented C++/C# developer with a background in equities and equity derivatives to join a top team currently undergoing expansion in a leading global investment bank. You will work on some of the most advanced systems in the industry, with top technologists, quantitative analysts, traders and mathematicians , and the opportunity to further your own career will be massive. This is a very high responsibility role, sitting on the trading desk in a high pressure environment, contributing to the strategic direction of the team from day one and utilising your technical excellence. For this reason the team is seeking a highly motivated and ambitious individual, who will thrive in the fast paced and challenging environment. The compensation package will be extremely competitive, and reflective of the high seniority and impact of the role. For more information please contact cplusplus@Selbyjennings.com or call 212 231 8223.
Key Skills: C++, C#, Unix, Linux, Programmer, Software, Developer, Equities, Equity derivatives, trading, Strategies.

Head of Department, Risk Architecture – Risk Specialists Division, FSA
Location: London
Salary: Up to £180,000 + competitive package
Reference: P00188

The Prudential Business Unit (PBU) at the FSA has a wide remit and responsibility for a number of areas and is working towards the development of the target operating model for the Prudential Regulation Authority.
Within the PBU, the Risk Specialists Division (RSD) provides analytical expertise across all risk disciplines to inform the regulation of financial services firms. Our technical capacity covers the full spectrum of credit and market risks, structured finance, asset and liability management, operational and insurance risks, as well as capital management, governance, integration risk management and IT and data security.
The Risk Architecture Department forms part of RSD and primarily delivers analytics and stress-testing to the wider division, firm supervisors and other FSA stakeholders. Reporting to the Division’s Director, you’ll be responsible for providing robust leadership and strategic direction to the Quantitative Modelling Team (QMT), a team of highly qualified and experienced financial engineers. Importantly, you’ll also oversee our Analytics and Risk Technology Project (ART) which will define, develop and implement the technical solution for bank capital stress testing.

As a member of the FSA Senior Leadership team, you’ll also have the exceptional opportunity to help deliver the changes required by our ongoing Regulatory Reform Programme, while ensuring that the Division continues to work effectively. This will require you to have excellent leadership and stakeholder management skills, as well as a knowledge of project management. Importantly, you will need to develop a strong understanding of PRA supervisory objectives and processes, to ensure that the analytic tools developed and implemented by the Risk Architecture Department are well designed to support them, and provide key supervisory insights to its users. In addition you will play a key role in facilitating the change in business process that the industrialisation of stress testing capabilities will allow.

Likely to be PhD-educated (in a finance or maths discipline), you’ll have an impressive background in financial analytics including derivatives. It is essential that you have a deep understanding of risk data across trading and banking products and counterparties, and a very strong experience in risk measurement across retail credit, wholesale credit, market and counterparty risks. It is desirable that you have solid software programming skills and applied experience in financial engineering (including C++ and Java). It would also be valuable to have a solid understanding of IT applications including database management, data warehousing, IT Infrastructure etc.


To find out more and apply please click
http://www.i-grasp.com/fsa01/?newms=jj&id=37943&aid=15910

Closing date 6th May 2012.