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Senior Interest Rates C++ Developer
Are you an experienced C++ developer, with a strong background in rates and an ability to lead mission critical software design/development projects? Are you seeking a new challenge on a fast paced and successful desk in the worlds largest fixed income business? If so this opportunity could be for you
My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes . Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York. As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders /modelers to build risk calculation systems for risk, pricing and p&l. You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading. You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.
The successful Senior Interest Rates C++ Developer will require the following skill set;
Extensive background in C++ development
Ability to pick up new in house languages/systems quickly
Numerate background
Background in interest rate derivatives
Good team leading skills and ability to mentor large scale projects
Excellent communication skills
Business focused and well versed with the markets
This is a unique, senior opportunity to work in a very successful and highly respected rates business. The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also. The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential. The structure of the company will give you every opportunity to establish yourself and fulfill your career potential. If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.
To apply for Senior C++ Developer - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk please contact C++@selbyjennings.com or call 0207 019 4163 or 212 231 8223
Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives
My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes . Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York. As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders /modelers to build risk calculation systems for risk, pricing and p&l. You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading. You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.
The successful Senior Interest Rates C++ Developer will require the following skill set;
Extensive background in C++ development
Ability to pick up new in house languages/systems quickly
Numerate background
Background in interest rate derivatives
Good team leading skills and ability to mentor large scale projects
Excellent communication skills
Business focused and well versed with the markets
This is a unique, senior opportunity to work in a very successful and highly respected rates business. The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also. The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential. The structure of the company will give you every opportunity to establish yourself and fulfill your career potential. If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.
To apply for Senior C++ Developer - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk please contact C++@selbyjennings.com or call 0207 019 4163 or 212 231 8223
Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives
Company: Leading US Investment Bank
Salary: $175,000 plus bonus and benefits
Date posted: 03/09/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Quantitative Derivatives Valuation
Top US investment bank is seeking a strong mathematically minded candidate for a vice president level role within its Derivative Valuation and IPV group in London.
The bank is a top tier IB which has one of the largest and most profitable derivative trading operations globally. The Derivative Valuation and IPV group supports this operation across all asset classes and markets and is the biggest group of its kind in the industry.
This role will be challenging and intellectually stimulating as you will be using complex mathematical techniques on a day to basis, but also working closely with the business. You will be responsible for development of processes and tools to allow for independent verification of derivatives portfolio. This role is focused on valuation and price validation for derivatives. Metrics need to be developed to quickly ensure reasonability of prices and highlight outliers immediately. You will be working with traders, sales people, quants and structurers on a daily basis to ensure that the models used for pricing are correct and show a fair value.
Qualifications
PhD, MSc, DEA level in a highly quantitative field e.g. Mathematics, Econometrics, Physics, Financial Engineering
Experience in financial services/investment derivatives/valuation functions
Comprehensive understanding of derivatives and valuation.
Excellent level of mathematics for derivatives i.e. stochastic calculus, PDE modeling, Black-Scholes, Monte carlo, etc.
Clear communication skills
To apply or for more information please contact quantexotic@selbyjennings.com
www.selbyjennings.com, +44 (0) 207 019 4137
The bank is a top tier IB which has one of the largest and most profitable derivative trading operations globally. The Derivative Valuation and IPV group supports this operation across all asset classes and markets and is the biggest group of its kind in the industry.
This role will be challenging and intellectually stimulating as you will be using complex mathematical techniques on a day to basis, but also working closely with the business. You will be responsible for development of processes and tools to allow for independent verification of derivatives portfolio. This role is focused on valuation and price validation for derivatives. Metrics need to be developed to quickly ensure reasonability of prices and highlight outliers immediately. You will be working with traders, sales people, quants and structurers on a daily basis to ensure that the models used for pricing are correct and show a fair value.
Qualifications
PhD, MSc, DEA level in a highly quantitative field e.g. Mathematics, Econometrics, Physics, Financial Engineering
Experience in financial services/investment derivatives/valuation functions
Comprehensive understanding of derivatives and valuation.
Excellent level of mathematics for derivatives i.e. stochastic calculus, PDE modeling, Black-Scholes, Monte carlo, etc.
Clear communication skills
To apply or for more information please contact quantexotic@selbyjennings.com
www.selbyjennings.com, +44 (0) 207 019 4137
Company: Top US investment bank
Salary: £80,000- £100,000
Date posted: 01/09/2010
Contact name: The Tem Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Front Office Equity/Credit Derivatives Quant Analyst
This leading Broker House is looking to expand a lot of their teams globally, due to a successful quarter. They are looking to take someone on who has already had experience as a Front Office Equity/Credit Quant Analyst, who is looking for a new challenge and promising long-term career. This Broker House is widely known for their cutting edge and forward thinking approach to finance; with their advanced modeling techniques and reputation for staying ahead of their competitors, they are without a doubt at the forefront of the market.
Responsibilities for this Front Office Equity/Credit Derivatives Quant Analyst role:
-Supporting the Equity and Credit traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management
Requirements for this Front Office Equity/Credit Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience) or with Credit Derivatives experience.
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.
-Strong coding skills.
-Good programming skills, e.g. C++, VBA.
Key words:
Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Credit; CDS; CDO; Europe; London; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.
To apply for Front Office Equity/Credit Derivatives Quant Analyst role please press the apply button or call 0207 019 4137.
Responsibilities for this Front Office Equity/Credit Derivatives Quant Analyst role:
-Supporting the Equity and Credit traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management
Requirements for this Front Office Equity/Credit Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience) or with Credit Derivatives experience.
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.
-Strong coding skills.
-Good programming skills, e.g. C++, VBA.
Key words:
Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Credit; CDS; CDO; Europe; London; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.
To apply for Front Office Equity/Credit Derivatives Quant Analyst role please press the apply button or call 0207 019 4137.
Company: Broker House
Salary: £90,000 + BONUS STRUCTURE
Date posted: 01/09/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjenning.com
IR/FX Derivatives Front Office Quantitative Analyst (VP)
Large Top Tier U.S. investment bank is seeking an experienced individual with a background in model validation to join the highly technical Front Office Quant group in London. The role will allow the successful applicant to further develop their knowledge of derivatives pricing models review with a specific focus on interest rates and FX, but with some additional oversight on credit/mortgage. Working directly with the Head of Fixed Income, you will assume a senior position (Vice President) within the team and will have a degree of responsibility for the supervision of more junior members of the group. This is a progressive and dynamic role with superb opportunities for promotion and future levels of remuneration.
Requirements
The successful applicant will ideally be able to demonstrate a proven track record validating and reviewing models for front office trading and structuring teams preferably with a direct experience of interest rates or FX derivatives.
Your impressive technical proficiency in VBA, C/C++ and/or Java should be complemented by a superb academic background in a highly quantitative subject. Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assume a position of further seniority in the near future.
To apply, or for further information, please submit your CV in word document format to quantexotic@selbyjennings.com | +44 (0) 207 019 4137 | www.selbyjennings.com
Requirements
The successful applicant will ideally be able to demonstrate a proven track record validating and reviewing models for front office trading and structuring teams preferably with a direct experience of interest rates or FX derivatives.
Your impressive technical proficiency in VBA, C/C++ and/or Java should be complemented by a superb academic background in a highly quantitative subject. Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assume a position of further seniority in the near future.
To apply, or for further information, please submit your CV in word document format to quantexotic@selbyjennings.com | +44 (0) 207 019 4137 | www.selbyjennings.com
Company: Large Top Tier U.S. investment bank
Salary: £90,000 - £110,000
Date posted: 01/09/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Front Office Quantitative Analyst
This is a mid level model development position aligned with the Interest Rate Exotics Trading business. The candidate will develop models, implement products, and support the trading desk + structurers.
My client is a leading US Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analyst. Due to continued success and growth of the Interest Rates Business, we have an opportunity for an intelligent Quantitative Analyst to join the team in London. As a Quantitative Analyst, you will leverage off your background in mathematics/finance and develop models and implement them in software for pricing and risk managing derivatives. You will use your passion for maths to quickly pick up a number of in house proprietary technologies and your strong numerate background to become well versed in many financial derivatives and products. You will be expected to explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics
The successful Quantitative Analyst will require the following skill set;
2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity, FX, etc.
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C/C++ coding with emphasis on numerical methods
Good communication skills.
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk. The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional. As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive. Further, the exposure to the rates business will enable you to establish yourself as a business expert.
To apply for Quantitative Analyst - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk London - please contact quantexotic@selbyjennings.com or call 0207 019 4137
Key Skills: quantitative analyst, quantitative programmer, front office, interest rates, fixed income, rates, derivatives
My client is a leading US Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analyst. Due to continued success and growth of the Interest Rates Business, we have an opportunity for an intelligent Quantitative Analyst to join the team in London. As a Quantitative Analyst, you will leverage off your background in mathematics/finance and develop models and implement them in software for pricing and risk managing derivatives. You will use your passion for maths to quickly pick up a number of in house proprietary technologies and your strong numerate background to become well versed in many financial derivatives and products. You will be expected to explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics
The successful Quantitative Analyst will require the following skill set;
2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity, FX, etc.
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C/C++ coding with emphasis on numerical methods
Good communication skills.
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk. The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional. As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive. Further, the exposure to the rates business will enable you to establish yourself as a business expert.
To apply for Quantitative Analyst - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk London - please contact quantexotic@selbyjennings.com or call 0207 019 4137
Key Skills: quantitative analyst, quantitative programmer, front office, interest rates, fixed income, rates, derivatives
Company: Top Investment Bank
Salary: £100,000 plus bonus and benefits
Date posted: 01/09/2010
Contact name: The Team Contact number: or call 0207 019 4137 Contact email: quantexotic@selbyjennings.com
Desk Quant/Derivatives Trading
Our client, a major international bank with offices in midtown Manhattan, is seeking a junior desk quant to support trading of fixed income derivatives. Responsibilities include building models and analyzing positions for the purposes of pricing, risk and P&L. Effectively a junior trader role, this is an opportunity to work directly with senior traders as well as coordinate with other teams such as risk management. Candidates must have approx. 1-3 years relevant fixed income derivatives experience in a top financial institution and a college degree in a quantitative discipline. Technical proficiency with Matlab, Java and SQL is required. Familiarity with Pyramid is desireable. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
Company: Analytic Recruiting Inc.
Salary: Competitive
Date posted: 31/08/2010
Contact name: Gary Teaman Contact email: gteaman@analyticrecruiting.com
Prime Brokerage- Margin Risk Management
A top-tier investment bank is looking for a Risk Analyst to join its Prime Brokerage Risk Management team in NY. Reporting to the bank's Global Head of Risk for Prime Brokerage, the role involves managing and negotiating margin changes directly with hedge fund clients. Applicants should have an advanced quantitative degree, deep understanding of risk concepts [VaR, Liquidity, Risk Exposure, Margining] and a minimum of 3-5 yrs of experience working for a major Prime Broker or sell side firm. The role involves deep understanding of current market conditions and risk reporting and the personality and communication skills required to negotiate with hedge fund clients.
Company: Analytic Recruiting Inc.
Salary: Competitive Compensation
Date posted: 27/08/2010
Contact name: Jim Geiger Contact email: jeg@analyticrecruiting.com
Front Office Equity Derivatives Quant Analyst
This leading European Investment Bank is looking to expand a lot of their teams globally, due to a successful quarter. They are looking to take someone on who has already had experience as a Front Office Equity Quant Analyst, who is looking for a new challenge and promising long-term career. This bank is widely known for their cutting edge and forward thinking approach to finance; with their advanced modeling techniques and reputation for staying ahead of their competitors, they are without a doubt at the forefront of the market.
Responsibilities for this Front Office Equity Derivatives Quant Analyst role:
-Supporting the Equity traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management
Requirements for this Front Office Equity Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience)
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.
-Strong coding skills.
-Good programming skills, e.g. C++, VBA.
-Some knowledge of general Equity models used, although not completely necessary.
This bank has an exceptional Equity Exotics team, and is offering bonuses rare in this market.
Key words:
Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Asia; Singapore; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.
To apply for Front Office Equity Derivatives Quant Analyst role please press the apply button or call 0207 019 4137.
Responsibilities for this Front Office Equity Derivatives Quant Analyst role:
-Supporting the Equity traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management
Requirements for this Front Office Equity Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience)
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.
-Strong coding skills.
-Good programming skills, e.g. C++, VBA.
-Some knowledge of general Equity models used, although not completely necessary.
This bank has an exceptional Equity Exotics team, and is offering bonuses rare in this market.
Key words:
Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Asia; Singapore; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.
To apply for Front Office Equity Derivatives Quant Analyst role please press the apply button or call 0207 019 4137.
Company: European Investment Bank
Salary: COMPETITIVE SALARY + BONUS STRUCTURE
Date posted: 27/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Senior Interest Rates C++ Developer
Are you an experienced C++ developer, with a strong background in rates and an ability to lead mission critical software design/development projects? Are you seeking a new challenge on a fast paced and successful desk in the worlds largest fixed income business? If so this opportunity could be for you
My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes . Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York. As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders /modelers to build risk calculation systems for risk, pricing and p&l. You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading. You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.
The successful Senior Interest Rates C++ Developer will require the following skill set;
Extensive background in C++ development
Ability to pick up new in house languages/systems quickly
Numerate background
Background in interest rate derivatives
Good team leading skills and ability to mentor large scale projects
Excellent communication skills
Business focused and well versed with the markets
This is a unique, senior opportunity to work in a very successful and highly respected rates business. The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also. The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential. The structure of the company will give you every opportunity to establish yourself and fulfill your career potential. If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.
To apply for Senior C++ Developer - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk please contact C++@selbyjennings.com or call 0207 019 4163 or 212 231 8223
Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives
My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes . Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York. As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders /modelers to build risk calculation systems for risk, pricing and p&l. You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading. You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.
The successful Senior Interest Rates C++ Developer will require the following skill set;
Extensive background in C++ development
Ability to pick up new in house languages/systems quickly
Numerate background
Background in interest rate derivatives
Good team leading skills and ability to mentor large scale projects
Excellent communication skills
Business focused and well versed with the markets
This is a unique, senior opportunity to work in a very successful and highly respected rates business. The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also. The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential. The structure of the company will give you every opportunity to establish yourself and fulfill your career potential. If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.
To apply for Senior C++ Developer - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk please contact C++@selbyjennings.com or call 0207 019 4163 or 212 231 8223
Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives
Company: Leading US Investment Bank
Salary: $175,000 plus bonus and benefits
Date posted: 27/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
PhD, C++ Quantitative Developer Interest Rates
My client is a leading European Investment Bank, with a fantastic reputation for having some of the strongest front office quant teams in London. Through continued success of the rates business here in London, an opportunity has arisen for a talented C++ developer to join their front office quant desk in a role which will provide a great amount of technical and quantitative exposure. You will take an instant impact on a number of cutting edge development projects, working closely with the experienced quants to develop innovative solutions using C++. You will work on the pricing libraries, taking a key involvement in pricing, analytics and P&L. With constant front office interaction you will be expected to become well versed in all financial terminology and develop a strong understanding of the mathematical fundamentals. The team is ideally looking for a motivated C++ developer, someone who codes for fun and somebody who is keen to face a challenge in a quantitative team.
The ideal PhD, C++ Quant Developer, will possess the following skill;
Solid C++ Programming Experience
Windows and Unix
Full software lifecycle experience
Recent PhD in Computer Science/Physics/Financial Engineering
Good communication skills
Strong mathematical background
This is a fantastic opportunity for an intelligent and quantitative C++ developer to move out of academia and step into a leading and successful Investment Bank. The role itself will provide a steep learning curve and an opportunity to really widen your skill set. The team will want to see candidates who are motivated, enthusiastic and keen to move into a challenging and reward driven front office environment. Compensation, bonus and benefits will all be very competitive.
To apply for PhD, C++ Quant Developer, please contact C++@selbyjennings.com or call 0207 019 4137
Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, London
The ideal PhD, C++ Quant Developer, will possess the following skill;
Solid C++ Programming Experience
Windows and Unix
Full software lifecycle experience
Recent PhD in Computer Science/Physics/Financial Engineering
Good communication skills
Strong mathematical background
This is a fantastic opportunity for an intelligent and quantitative C++ developer to move out of academia and step into a leading and successful Investment Bank. The role itself will provide a steep learning curve and an opportunity to really widen your skill set. The team will want to see candidates who are motivated, enthusiastic and keen to move into a challenging and reward driven front office environment. Compensation, bonus and benefits will all be very competitive.
To apply for PhD, C++ Quant Developer, please contact C++@selbyjennings.com or call 0207 019 4137
Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, London
Company: European Investment Bank
Salary: £65,000 plus competitive bonus and benefits
Date posted: 27/08/2010
Contact name: The Team Contact number: 0207 019wp Contact email: jobs@selbyjennings.com
Quant Trader
A highly successful fund with over $7 billion under management is looking to bring on quant researchers and quant traders to a number of different teams specializing in different asset classes. They are a multi strategy fund and the systematic group has infrastructure to support different asset classes.
You will join a collegiate and industry leading team (that forms one part of the overall quantitative group). This sub team is focused on researching and deploying systematic futures strategies. The team already enjoys a strong suite of strategies and their contribution to overall pnl of the group has been very strong. However, they feel that there is still a great deal more room for them to grow. Particularly in the area of high frequency trading.
The ideal candidate will have a background in modeling FX, Futures, equities or fixed income and possess an excellent academic background, and ideally a post-graduate qualification in a numerical subject I.e. Mathematics or Physics and will have strategies either in the incubation phase of development of ready for deployment.
The candidate must be able to demonstrate the ability to: -
Design and code high frequency simulators for liquidity taking and liquidity provision including detailed simulations of different matching engines.
Research, develop, implement and monitor performance of algorithms.
Develop high frequency trading strategies in any asset class.
Excellent technological, mathematical, statistical, modelling and data analysis skills
Develop short term strategies and models that have relatively low correlation to traditional trend-following models.
This is a very exclusive role to join one of the cities best performing hedge funds. You will be working with some of the best traders where you will be given the opportunity to learn and share highly profitable trading strategies. The core platform is already in place, successfully trading on a limited number of venues. In addition to dedicated technology resources you will have access to a broader technology team when required.
Being one of the most successful companies in the city the rewards are market beating. You will receive a considerable amount in terms of PnL % payout and a very competitive basic.
The group is aggressively hiring for this position
You will join a collegiate and industry leading team (that forms one part of the overall quantitative group). This sub team is focused on researching and deploying systematic futures strategies. The team already enjoys a strong suite of strategies and their contribution to overall pnl of the group has been very strong. However, they feel that there is still a great deal more room for them to grow. Particularly in the area of high frequency trading.
The ideal candidate will have a background in modeling FX, Futures, equities or fixed income and possess an excellent academic background, and ideally a post-graduate qualification in a numerical subject I.e. Mathematics or Physics and will have strategies either in the incubation phase of development of ready for deployment.
The candidate must be able to demonstrate the ability to: -
Design and code high frequency simulators for liquidity taking and liquidity provision including detailed simulations of different matching engines.
Research, develop, implement and monitor performance of algorithms.
Develop high frequency trading strategies in any asset class.
Excellent technological, mathematical, statistical, modelling and data analysis skills
Develop short term strategies and models that have relatively low correlation to traditional trend-following models.
This is a very exclusive role to join one of the cities best performing hedge funds. You will be working with some of the best traders where you will be given the opportunity to learn and share highly profitable trading strategies. The core platform is already in place, successfully trading on a limited number of venues. In addition to dedicated technology resources you will have access to a broader technology team when required.
Being one of the most successful companies in the city the rewards are market beating. You will receive a considerable amount in terms of PnL % payout and a very competitive basic.
The group is aggressively hiring for this position
Company:
Salary: 100k +
Date posted: 26/08/2010
Contact name: Mayuran Kandasamy Contact email: careers@kaizenfinance.com
PhD, C++ Quant Developer
My client is a leading European Investment Bank, with a fantastic reputation for having some of the strongest front office quant teams in London. Through continued success of the rates business here in London, an opportunity has arisen for a talented C++ developer to join their front office quant desk in a role which will provide a great amount of technical and quantitative exposure. You will take an instant impact on a number of cutting edge development projects, working closely with the experienced quants to develop innovative solutions using C++. You will work on the pricing libraries, taking a key involvement in pricing, analytics and P&L. With constant front office interaction you will be expected to become well versed in all financial terminology and develop a strong understanding of the mathematical fundamentals. The team is ideally looking for a motivated C++ developer, someone who codes for fun and somebody who is keen to face a challenge in a quantitative team.
The ideal PhD, C++ Quant Developer, will possess the following skill;
Solid C++ Programming Experience
Windows and Unix
Full software lifecycle experience
Recent PhD in Computer Science/Physics/Financial Engineering
Good communication skills
Strong mathematical background
This is a fantastic opportunity for an intelligent and quantitative C++ developer to move out of academia and step into a leading and successful Investment Bank. The role itself will provide a steep learning curve and an opportunity to really widen your skill set. The team will want to see candidates who are motivated, enthusiastic and keen to move into a challenging and reward driven front office environment. Compensation, bonus and benefits will all be very competitive.
To apply for PhD, C++ Quant Developer, please contact C++@selbyjennings.com or call 0207 019 4137
Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, Unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, London
The ideal PhD, C++ Quant Developer, will possess the following skill;
Solid C++ Programming Experience
Windows and Unix
Full software lifecycle experience
Recent PhD in Computer Science/Physics/Financial Engineering
Good communication skills
Strong mathematical background
This is a fantastic opportunity for an intelligent and quantitative C++ developer to move out of academia and step into a leading and successful Investment Bank. The role itself will provide a steep learning curve and an opportunity to really widen your skill set. The team will want to see candidates who are motivated, enthusiastic and keen to move into a challenging and reward driven front office environment. Compensation, bonus and benefits will all be very competitive.
To apply for PhD, C++ Quant Developer, please contact C++@selbyjennings.com or call 0207 019 4137
Additional Keywords: PhD, C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, Unix, windows, derivatives, rates, fixed income exotic, hybrid, mathematics, front office, London
Company: European Investment Bank
Salary: £60,000 plus competitive bonus and benefits
Date posted: 25/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Front Office Interest Rates Exotic Derivatives Quant Analyst
An exceptional opportunity at this leading Investment Bank has emerged at their largest head-offices in Singapore. They are looking to take on the most talented professional to join their ranks and be one of their senior leaders. This individual will be working with some of the most respected Quant Analyst in the industry, and reporting directly to the Managing Directors. This candidate will also be working side-by-side with the largest exotics trading floor in the world, supporting some of the most award winning traders. The Quant teams have been praised for their cutting-edge approach to finance and lead the way in terms of techniques and model design, which are followed later by their competitors. They are looking to take on someone who can manage, lead and inspire one of their quant teams, which will be expected to expand rapidly.
Responsibilities of Front Office IR Exotic Derivatives Quant Analyst role:
-Leading a team of junior Quants, which is expecting to grow rapidly itself.
-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.
-Perform and maintain review for counterparties.
-Identify and report risk issues to management and recommend risk mitigation action.
-Participate in development and enhancement projects.
-Working with and supporting the Interest Rates trading desk.
-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.
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.
Requirements for of Front Office IR Exotic Derivatives Quant Analyst role:
-Extensive experience and knowledge of Interest Rate and Exotic products. Those from a top-tiered bank will be at an advantage.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Strong knowledge of general Interest Rates models.
-Experienced team leader, who has managed their own team in the past.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-PhD in Maths/Physics/Financial Engineering from a top-school.
The Person:
-Leadership qualities essential, as the candidate will be expected to manage and oversee a large team in London (and potentially be responsible for those in France).
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 0207 019 4137.
Responsibilities of Front Office IR Exotic Derivatives Quant Analyst role:
-Leading a team of junior Quants, which is expecting to grow rapidly itself.
-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.
-Perform and maintain review for counterparties.
-Identify and report risk issues to management and recommend risk mitigation action.
-Participate in development and enhancement projects.
-Working with and supporting the Interest Rates trading desk.
-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.
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.
Requirements for of Front Office IR Exotic Derivatives Quant Analyst role:
-Extensive experience and knowledge of Interest Rate and Exotic products. Those from a top-tiered bank will be at an advantage.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Strong knowledge of general Interest Rates models.
-Experienced team leader, who has managed their own team in the past.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-PhD in Maths/Physics/Financial Engineering from a top-school.
The Person:
-Leadership qualities essential, as the candidate will be expected to manage and oversee a large team in London (and potentially be responsible for those in France).
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 0207 019 4137.
Company: Leading Investment Bank
Salary: $200,000 - $250,000 (SGD) + significant bonus
Date posted: 25/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Front Office Equity Derivatives Quant Analyst
This leading European Investment Bank is looking to expand a lot of their teams globally, due to a successful quarter. They are looking to take someone on who has already had experience as a Front Office Equity Quant Analyst, who is looking for a new challenge and promising long-term career. This bank is widely known for their cutting edge and forward thinking approach to finance; with their advanced modeling techniques and reputation for staying ahead of their competitors, they are without a doubt at the forefront of the market.
Responsibilities for this Front Office Equity Derivatives Quant Analyst role:
-Supporting the Equity traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management
Requirements for this Front Office Equity Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience)
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.
-Strong coding skills.
-Good programming skills, e.g. C++, VBA.
-Some knowledge of general Equity models used, although not completely necessary.
This bank has an exceptional Equity Exotics team, and is offering bonuses rare in this market.
Key words:
Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Asia; Singapore; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.
To apply for Front Office Equity Derivatives Quant Analyst role please press the apply button or call 0207 019 4137.
Responsibilities for this Front Office Equity Derivatives Quant Analyst role:
-Supporting the Equity traders on a daily basis, working as the main source of contact for the Front office Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management
Requirements for this Front Office Equity Derivatives Quant Analyst role:
-Previous experience working with Equity Exotic and Equity Derivative products (will also look at those with FX experience)
-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.
-Strong coding skills.
-Good programming skills, e.g. C++, VBA.
-Some knowledge of general Equity models used, although not completely necessary.
This bank has an exceptional Equity Exotics team, and is offering bonuses rare in this market.
Key words:
Front Office Quantitative Analyst; Equity Exotics; Equity Derivatives; Foreign Exchange; Asia; Singapore; Vice President; Trading; Traders; Managing Director; C++; Stochastic; Business.
To apply for Front Office Equity Derivatives Quant Analyst role please press the apply button or call 0207 019 4137.
Company: European Investment Bank
Salary: 95,000 - 120,000 + COMPETITIVE BONUS STRUCTURE
Date posted: 25/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@elbyjennings.com
Trading Systems Java Lead Developer
Job Title: Trading Systems Java Lead Developer
Salary: 125,000
State: NY
City: New York City
Postal Code: 10010
Job Description:
In this exciting role you will lead a small team to develop real time trading systems that processes millions of trades that handle Equity/Futures/FX. Work will include leading a team of developers across the full SDLC of real-time trading solutions.
Along with strong technical skills you must possess the ability to with senior management and be able to guide the technical implementation of the solutions. This is a role that will involve coding as well as management, so you must be able to be hands on guiding the team. The ability to ensure that development flows smoothly from business requirements to architecting and implementing the solutions is critical.
The successful candidate will be someone who has come from a highly technical Java background and who had previous success in leading a development team.
Responsibilities:
- Evaluate specifications and translating them into software-centric tasks
- Scheduling and assigning tasks and approving code
- Reviewing and approving technical architecture designs and roadmap
- Daily mentoring of junior technical staff
- Implementing technical solutions independently
- Hands-on support for high priority issues
Qualifications:
Education: BS or MS in Information Systems, Computer Science, or Computer Engineering
Required Skills:
- 3+ years of team lead experience
- 5-7 years of development in primarily a Java environment
Desired (a plus to have)
- Financial services industry experience
- Very strong interest in learning about financial trading systems
- Experience with Java 5 and/or Java 6
- Exposure to C, C++, .NET
Skills: Core Java 5 or 6,
Apply to URL: http://clarityjobs.com/jobdetail.html?reqID=0084
Salary: 125,000
State: NY
City: New York City
Postal Code: 10010
Job Description:
In this exciting role you will lead a small team to develop real time trading systems that processes millions of trades that handle Equity/Futures/FX. Work will include leading a team of developers across the full SDLC of real-time trading solutions.
Along with strong technical skills you must possess the ability to with senior management and be able to guide the technical implementation of the solutions. This is a role that will involve coding as well as management, so you must be able to be hands on guiding the team. The ability to ensure that development flows smoothly from business requirements to architecting and implementing the solutions is critical.
The successful candidate will be someone who has come from a highly technical Java background and who had previous success in leading a development team.
Responsibilities:
- Evaluate specifications and translating them into software-centric tasks
- Scheduling and assigning tasks and approving code
- Reviewing and approving technical architecture designs and roadmap
- Daily mentoring of junior technical staff
- Implementing technical solutions independently
- Hands-on support for high priority issues
Qualifications:
Education: BS or MS in Information Systems, Computer Science, or Computer Engineering
Required Skills:
- 3+ years of team lead experience
- 5-7 years of development in primarily a Java environment
Desired (a plus to have)
- Financial services industry experience
- Very strong interest in learning about financial trading systems
- Experience with Java 5 and/or Java 6
- Exposure to C, C++, .NET
Skills: Core Java 5 or 6,
Apply to URL: http://clarityjobs.com/jobdetail.html?reqID=0084
Company: Clarity Group, LLC
Salary: 125,000
Date posted: 25/08/2010
Contact name: Clarity Group, LLC Contact email: resume@clarityjobs.com
Market risk specialist
Leading Global Investment Bank looking for front office senior liquidity risk manager working directly with the trading floor.
- Market risk specialist
- London- UK
- Base Salary £70- £90k + bonus & additional benefits
A leading Investment bank in London is looking to expand its front office market risk team with this key hire. The risk professional will be working directly in to the Head of front office traded market Risk, ALM and liquidity. This individual would need to ensure that the framework for the management of liquidity and non-traded market risks is appropriate and consistently implemented in Europe & Americas.
The senior liquidity risk manager will have the following responsibilities:
Working in the Front Office, to help build out and operate day to day the processes and procedures around Liquidity Risk management
Ensure that market and liquidity risk measurement methodologies are fit-for-purpose, comprehensive and implemented with integrity.
Continuously enhance risk measures and transparency.
Develop and implement methodologies and reporting appropriate to each country, including meeting regulatory requirements.
Ensure controlled implementation of new products, and help improve speed to market.
Manage people and talent
Support GMR management in broader risk issues and projects.
The successful candidate is likely to possess the following background and skill set:
Hold an Msc PhD in a quantative field included mathematics or physics.
Experience in non-traded market risk and/or liquidity risk management in banking.
Strong at forming relationships across the business and working effectively with different teams
Strong analytical thinker and problem solving capability
Highly committed individual, keen to learn and grow into new areas of expertise
Key words: London, trader, front office, market risk, analysis, Senior, liquidity risk, derivatives, fixed income, internal rates, emerging markets, risk, quantative,
Please send all applications to risk@selbyjennings.com
- Market risk specialist
- London- UK
- Base Salary £70- £90k + bonus & additional benefits
A leading Investment bank in London is looking to expand its front office market risk team with this key hire. The risk professional will be working directly in to the Head of front office traded market Risk, ALM and liquidity. This individual would need to ensure that the framework for the management of liquidity and non-traded market risks is appropriate and consistently implemented in Europe & Americas.
The senior liquidity risk manager will have the following responsibilities:
Working in the Front Office, to help build out and operate day to day the processes and procedures around Liquidity Risk management
Ensure that market and liquidity risk measurement methodologies are fit-for-purpose, comprehensive and implemented with integrity.
Continuously enhance risk measures and transparency.
Develop and implement methodologies and reporting appropriate to each country, including meeting regulatory requirements.
Ensure controlled implementation of new products, and help improve speed to market.
Manage people and talent
Support GMR management in broader risk issues and projects.
The successful candidate is likely to possess the following background and skill set:
Hold an Msc PhD in a quantative field included mathematics or physics.
Experience in non-traded market risk and/or liquidity risk management in banking.
Strong at forming relationships across the business and working effectively with different teams
Strong analytical thinker and problem solving capability
Highly committed individual, keen to learn and grow into new areas of expertise
Key words: London, trader, front office, market risk, analysis, Senior, liquidity risk, derivatives, fixed income, internal rates, emerging markets, risk, quantative,
Please send all applications to risk@selbyjennings.com
Company: A leading Investment bank
Salary: £70- £90k + bonus & additional benefits
Date posted: 25/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Prime Brokerage- Margin Risk Management
A top-tier investment bank is looking for a Quantitative Risk Analyst to join its Prime Brokerage Risk Management team in NY. Reporting to the bank's Global Head of Risk for Prime Brokerage, the role involves managing the development and implementation of quantitative models that capture the margin risk of client portfolios across multiple asset classes. Applicants should have an advanced quantitative degree, deep understanding of risk concepts [VaR, Liquidity, Risk Exposure, Margining] and a minimum of 3-5 yrs of experience designing and back-testing margin and risk monitoring models and working with technology on implementation
Company: Analytic Recruiting Inc.
Salary: Competitive Compensation
Date posted: 23/08/2010
Contact name: Jim Geiger Contact email: jeg@analyticrecruiting.com
Business Analyst-Commodity Valuation Models
Top Investment Bank is looking for a Business Analyst/Product Manager to lead and coordinate the technology priorities for an active Commodity Trading desk. The role works directly with the firm's Valuation and Risk teams and focuses on development and implementation of IT enhancements and process improvements. Responsibilities include: understanding the firm's valuation processes, lead requirements gathering, project planning and testing of technology for commodity valuations and support IT workflow and new initiatives. Candidate will need a Bachelors degree in Accounting /Finance/Economics or Mathematics and experience in Nat Gas, Power, Oil and/or metals. Preference will be given to candidates with knowledge of derivatives and strong Excel and Access skills.
Company: Analytic Recruiting Inc.
Salary: Competitive Compensation
Date posted: 23/08/2010
Contact name: Jim Geiger Contact email: jeg@analyticrecruiting.com
Business Analyst-Commodity Valuation Models
Top Investment Bank is looking for a Business Analyst/Product Manager to lead and coordinate the technology priorities for an active Commodity Trading desk. The role works directly with the firm's Valuation and Risk teams and focuses on development and implementation of IT enhancements and process improvements. Responsibilities include: understanding the firm's valuation processes, lead requirements gathering, project planning and testing of technology for commodity valuations and support IT workflow and new initiatives. Candidate will need a Bachelors degree in Accounting /Finance/Economics or Mathematics and experience in Nat Gas, Power, Oil and/or metals. Preference will be given to candidates with knowledge of derivatives and strong Excel and Access skills.
Company: Analytic Recruiting Inc.
Salary: Competitive Compensation
Date posted: 23/08/2010
Contact name: Jim Geiger Contact email: jeg@analyticrecruiting.com
Portfolio Risk Analytics - Senior C++ Software Engineer
Job Title: Portfolio Risk Analytics - Senior C++ Software Engineer
Job Description:
Our clients Portfolio Risk group is seeking talented, disciplined, and detail oriented software engineers to design and develop core functionality for the new portfolio analytics system. The successful candidate will have a solid track record developing complex software applications and systems as well as experience with numerical applications and data analysis. Experience in portfolio level analytics, fixed income, or derivatives analysis a plus.
Qualifications:
Strong development skills
5+ years of C++ experience.
Experience with Matlab
Experience with R, S-PLUS, SAS, or other major statistical system
Experience with programming numerical methods
Background in statistics and linear algebra.
Knowledge of time series, data analysis, finance is a plus
Skills: C++, Matlab, R or Splus or SAS
Salary: Competitive Base + bonus
State: New York
City: New York City
Postal Code: 10010
Apply to URL:
http://clarityjobs.com/jobdetail.html?reqID=0053
Job Description:
Our clients Portfolio Risk group is seeking talented, disciplined, and detail oriented software engineers to design and develop core functionality for the new portfolio analytics system. The successful candidate will have a solid track record developing complex software applications and systems as well as experience with numerical applications and data analysis. Experience in portfolio level analytics, fixed income, or derivatives analysis a plus.
Qualifications:
Strong development skills
5+ years of C++ experience.
Experience with Matlab
Experience with R, S-PLUS, SAS, or other major statistical system
Experience with programming numerical methods
Background in statistics and linear algebra.
Knowledge of time series, data analysis, finance is a plus
Skills: C++, Matlab, R or Splus or SAS
Salary: Competitive Base + bonus
State: New York
City: New York City
Postal Code: 10010
Apply to URL:
http://clarityjobs.com/jobdetail.html?reqID=0053
Company: Clarity Group, LLC
Salary: Competitive Base + bonus
Date posted: 23/08/2010
Contact name: Clarity Group, LLC Contact email: resume@clarityjobs.com
IR/FX Derivatives Model Validation Quant Analyst (VP),
Large Japanese investment bank is seeking an experienced individual with a background in model validation to join the highly technical Derivatives ModVal group in London. The role will allow the successful applicant to further develop their knowledge of derivatives pricing models review with a specific focus on interest rates and FX, but with some additional oversight on credit/mortgage. Working directly with the Head of Model Validation, you will assume a senior position (Vice President) within the team and will have a degree of responsibility for the supervision of more junior members of the group. This is a progressive and dynamic role with superb opportunities for promotion and future levels of remuneration.
Requirements
The successful applicant will ideally be able to demonstrate a proven track record validating and reviewing models for front office trading and structuring teams preferably with a direct experience of interest rates or FX derivatives.
Your impressive technical proficiency in VBA, C/C++ and/or Java should be complemented by a superb academic background in a highly quantitative subject. Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assume a position of further seniority in the near future.
To apply, or for further information, please submit your CV in word document format to quantexotic@selbyjennings.com | +44 (0) 207 019 4137 | www.selbyjennings.com
Requirements
The successful applicant will ideally be able to demonstrate a proven track record validating and reviewing models for front office trading and structuring teams preferably with a direct experience of interest rates or FX derivatives.
Your impressive technical proficiency in VBA, C/C++ and/or Java should be complemented by a superb academic background in a highly quantitative subject. Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assume a position of further seniority in the near future.
To apply, or for further information, please submit your CV in word document format to quantexotic@selbyjennings.com | +44 (0) 207 019 4137 | www.selbyjennings.com
Company: Large Japanese investment bank
Salary: £60,000 - £75,000
Date posted: 23/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Front Office Quantitative Analyst
This is a mid level model development position aligned with the Equity Derivatives trading business. The candidate will develop models, implement products, and support the trading desk + structurers.
My client is a Top European Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analytics. Due to continued success and growth of the Equity Derivatives Business, we have an opportunity for an intelligent Quantitative Analyst to join their team in either Paris/London. As a Quantitative Analyst, you will leverage off your background in mathematics/finance and develop models and implement them in software for pricing and risk managing derivatives. You will use your passion for maths to quickly pick up a number of in house proprietary technologies and your strong numerate background to become well versed in many financial derivatives and products. You will be expected to explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics
The successful Quantitative Analyst will require the following skill set;
2-4 years quantitative modelling and/or derivatives trading desk support experience in Rates, Equity, FX, etc.
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C/C++ coding with emphasis on numerical methods
Good communication skills.
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk. The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional. As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive. Further, the exposure to the rates business will enable you to establish yourself as a business expert.
To apply for Quantitative Analyst - Top Investment Bank Front Office Equity Derivatives Trading Desk please contact quantexotic@selbyjennings.com or call 0207 019 4137
Key Skills: quantitative analyst, quantitative programmer, front office, equity derivatives, fixed income, rates, derivatives
My client is a Top European Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analytics. Due to continued success and growth of the Equity Derivatives Business, we have an opportunity for an intelligent Quantitative Analyst to join their team in either Paris/London. As a Quantitative Analyst, you will leverage off your background in mathematics/finance and develop models and implement them in software for pricing and risk managing derivatives. You will use your passion for maths to quickly pick up a number of in house proprietary technologies and your strong numerate background to become well versed in many financial derivatives and products. You will be expected to explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics
The successful Quantitative Analyst will require the following skill set;
2-4 years quantitative modelling and/or derivatives trading desk support experience in Rates, Equity, FX, etc.
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C/C++ coding with emphasis on numerical methods
Good communication skills.
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk. The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional. As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive. Further, the exposure to the rates business will enable you to establish yourself as a business expert.
To apply for Quantitative Analyst - Top Investment Bank Front Office Equity Derivatives Trading Desk please contact quantexotic@selbyjennings.com or call 0207 019 4137
Key Skills: quantitative analyst, quantitative programmer, front office, equity derivatives, fixed income, rates, derivatives
Company: Top Investment Bank
Salary: £110,000 £120,000 plus bonus and benefits
Date posted: 23/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Front Office Quantitative Analyst
This is a mid level model development position aligned with the Interest Rate Exotics Trading business. The candidate will develop models, implement products, and support the trading desk + structurers.
My client is a leading US Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analyst. Due to continued success and growth of the Interest Rates Business, we have an opportunity for an intelligent Quantitative Analyst to join the team in London. As a Quantitative Analyst, you will leverage off your background in mathematics/finance and develop models and implement them in software for pricing and risk managing derivatives. You will use your passion for maths to quickly pick up a number of in house proprietary technologies and your strong numerate background to become well versed in many financial derivatives and products. You will be expected to explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics
The successful Quantitative Analyst will require the following skill set;
2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity, FX, etc.
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C/C++ coding with emphasis on numerical methods
Good communication skills.
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk. The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional. As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive. Further, the exposure to the rates business will enable you to establish yourself as a business expert.
To apply for Quantitative Analyst - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk please contact quantexotic@selbyjennings.com or call 0207 019 4137
Key Skills: quantitative analyst, quantitative programmer, front office, interest rates, fixed income, rates, derivatives
My client is a leading US Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analyst. Due to continued success and growth of the Interest Rates Business, we have an opportunity for an intelligent Quantitative Analyst to join the team in London. As a Quantitative Analyst, you will leverage off your background in mathematics/finance and develop models and implement them in software for pricing and risk managing derivatives. You will use your passion for maths to quickly pick up a number of in house proprietary technologies and your strong numerate background to become well versed in many financial derivatives and products. You will be expected to explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics
The successful Quantitative Analyst will require the following skill set;
2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity, FX, etc.
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C/C++ coding with emphasis on numerical methods
Good communication skills.
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk. The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional. As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive. Further, the exposure to the rates business will enable you to establish yourself as a business expert.
To apply for Quantitative Analyst - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk please contact quantexotic@selbyjennings.com or call 0207 019 4137
Key Skills: quantitative analyst, quantitative programmer, front office, interest rates, fixed income, rates, derivatives
Company: Top Investment Bank
Salary: £100,000 plus bonus and benefits
Date posted: 23/08/2010
Contact name: The Team Contact number: 0207 n019 4100 Contact email: jobs@selbyjennings.com
Migration Project Manager/Business Analyst
A leading Global Investment bank are looking to hire a highly experienced migrations project manager/business analyst to join their The Derivatives Transaction Management team which is a top multi-year investment programme that seeks to improve the banks technology platforms and operational processes for the Multi-Asset Derivative businesses in the front and middle office.
Responsibilities for the Migration Project Manager/Business Analyst (Derivatives Flow, Interest Rates, Business Analyst, Project Manager) London
Candidate will manage the activities of a global team owning all project execution tasks from requirements through analysis, design, development, test and implementation.
Create and manage detailed execution plans to migrate heritage clearing and credit intermediation giveup platform to the strategic platform, whilst ensuring execution approach and functional solutions align to the Rates technology architectural principles.
Provide status updates on progress.
Provide active execution dependencies management, and risk and issues mitigation.
The Person Migration Project Manager/Business Analyst (Derivatives Flow, Interest Rates, Business Analyst, Project Manager) London
Experience leading a Global change effort and/or system migration efforts.
Management and influencing skills, particularly across a number of teams and locations. Track record of active management of dependencies to reduce risk
Proven Track Record of delivering complex, multi dependency projects in an investment bank,
History of shaping and guiding project execution quality across planning, analysis, and testing phases.
Key words: Business Analyst, BA, Project Manager, PM, PM/BA, Migration, Migration Project Manager, Front Office, Middle Office
Primarily, and what is going to be most important to the client is that the successful Migration Project Manager/Business Analyst has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Migration Project Manager/Business Analyst (Derivatives Flow, Interest Rates, Business Analyst, Project Manager) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Responsibilities for the Migration Project Manager/Business Analyst (Derivatives Flow, Interest Rates, Business Analyst, Project Manager) London
Candidate will manage the activities of a global team owning all project execution tasks from requirements through analysis, design, development, test and implementation.
Create and manage detailed execution plans to migrate heritage clearing and credit intermediation giveup platform to the strategic platform, whilst ensuring execution approach and functional solutions align to the Rates technology architectural principles.
Provide status updates on progress.
Provide active execution dependencies management, and risk and issues mitigation.
The Person Migration Project Manager/Business Analyst (Derivatives Flow, Interest Rates, Business Analyst, Project Manager) London
Experience leading a Global change effort and/or system migration efforts.
Management and influencing skills, particularly across a number of teams and locations. Track record of active management of dependencies to reduce risk
Proven Track Record of delivering complex, multi dependency projects in an investment bank,
History of shaping and guiding project execution quality across planning, analysis, and testing phases.
Key words: Business Analyst, BA, Project Manager, PM, PM/BA, Migration, Migration Project Manager, Front Office, Middle Office
Primarily, and what is going to be most important to the client is that the successful Migration Project Manager/Business Analyst has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Migration Project Manager/Business Analyst (Derivatives Flow, Interest Rates, Business Analyst, Project Manager) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Company: Global Investment bank
Salary: Highly Competitive
Date posted: 23/08/2010
Contact name: The team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Structured Credit Analyst/Developer
A leading Russian Investment Bank with significant reach and reputation is seeking to hire an exceptional Structured Credit Analyst / Developer to provide business analysis and development of Structured and Credit Products technology based on Calypso and Java. Within this role employee will take ownership and be responsible for day-to-day tasks and small-to-medium (less than 9 month) project delivery for the Credit and Structured Products business based in London. The role assumes requirements gathering, business analysis, configuration of Calypso, and Java development. The successful candidate will have experience with working with front, middle, and back-office and other departments; full SDLC experience; and good Java programming background.
Responsibilities for the Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Discussing and agreeing issues and requirements with end-users
Proposing solutions how to implement the requirements
Developing business and technical specifications and UAT plans
Configuration and customisation of Calypso to enhance system behaviour
Programming Java code using Calypso and in-house APIs
Prioritisation of the tasks according to the business requirements
The Person Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Good knowledge of Fixed Income and Credit derivatives business and markets
Derivative products life-cycle - exchange traded, OTC and securitised products
Java programming skills and experience.
Collaboration tools e.g. Jira, Confluence, Sharepoint
Software development tools e.g. Eclipse IDE, Ant, Perforce
Key words: Business Analyst, Developer, Analyst, Technical Business Analyst
Primarily, and what is going to be most important to the client is that the successful Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Responsibilities for the Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Discussing and agreeing issues and requirements with end-users
Proposing solutions how to implement the requirements
Developing business and technical specifications and UAT plans
Configuration and customisation of Calypso to enhance system behaviour
Programming Java code using Calypso and in-house APIs
Prioritisation of the tasks according to the business requirements
The Person Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Good knowledge of Fixed Income and Credit derivatives business and markets
Derivative products life-cycle - exchange traded, OTC and securitised products
Java programming skills and experience.
Collaboration tools e.g. Jira, Confluence, Sharepoint
Software development tools e.g. Eclipse IDE, Ant, Perforce
Key words: Business Analyst, Developer, Analyst, Technical Business Analyst
Primarily, and what is going to be most important to the client is that the successful Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Company: A leading Russian Investment Bank
Salary: £80,000 per annum plus bonus and benefits
Date posted: 20/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Senior Vice President, FX Model Validation Quant
Top tier US investment bank is currently seeking an experienced quant to join its derivative model validation team on London. The current need is for someone with specific FX (long and short dated) and hybrid experience to take a senior role in the validation of all front office pricing models from the FX desk.
The good thing about this team is that documentation does not take up a considerable amount of the work load. With risk management being more important than ever, this group is highly visible to senior management and is an integral part of the derivative trading process. The team is required to do in depth mathematical modelling to create benchmark models to truly analyze the efficiency and hedge risk of the front office models.
The FX business of the bank has been booming in 2010 and this has been the catalyst for this particular role being released. This is a senior role so managerial experience would be a benefit as you will be mentoring and directing junior quants in the team.
Requirements:
PhD/DEA in a highly quantitative subject. Mathematics, Physics, Financial Engineering etc.
Excellent programming ability in C++, Java, Matlab
Financial mathematics, Stochastic Calculus, Stochastic Volatility, Local stochastic volatility, advanced PDE modelling, Monte Carlo simulations, Binomial trees.
Expert knowledge of the FX derivative market i.e. correlation swaps; discrete barrier options; double average forwards and FVAs.
Leadership qualities
Good communication skill
To apply or for more information please contact quantexotic@selbyjennings.com
0207 019 4137
The good thing about this team is that documentation does not take up a considerable amount of the work load. With risk management being more important than ever, this group is highly visible to senior management and is an integral part of the derivative trading process. The team is required to do in depth mathematical modelling to create benchmark models to truly analyze the efficiency and hedge risk of the front office models.
The FX business of the bank has been booming in 2010 and this has been the catalyst for this particular role being released. This is a senior role so managerial experience would be a benefit as you will be mentoring and directing junior quants in the team.
Requirements:
PhD/DEA in a highly quantitative subject. Mathematics, Physics, Financial Engineering etc.
Excellent programming ability in C++, Java, Matlab
Financial mathematics, Stochastic Calculus, Stochastic Volatility, Local stochastic volatility, advanced PDE modelling, Monte Carlo simulations, Binomial trees.
Expert knowledge of the FX derivative market i.e. correlation swaps; discrete barrier options; double average forwards and FVAs.
Leadership qualities
Good communication skill
To apply or for more information please contact quantexotic@selbyjennings.com
0207 019 4137
Company: Selby Jennings
Salary: £100,000+
Date posted: 18/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Market risk manager | Counterparty
A leading IBs Market Risk Control team need to prepare Value at Risk numbers to support initial margin calls for the collateral department. A new process for producing and supporting these calculations is being developed and this role has been created to facilitate the transfer of the function from market risk to the front office credit risk management function.
The key responsibilities for the market risk manager in this role are:
Production and distribution of the daily Counterparty risk reports.
Develop, test and document risk models, systems, and reports that are related to Counterparty VaR.
Ensure correct and complete risk feeds for all Counterparty related nodes and businesses.
Liaise with system support in regards to production and data issue.
Liaise with report end users by responding to queries and or dispute over Counterparty VaR.
Ongoing maintenance of counterparties in Venture.
Ad Hoc request to calculate/verify risk.
Produce and distribute accurate risk reports in a timely fashion.
Maintain orderly and smooth market risk controlling procedures.
Maintain accurate, up to date information in all market risk controlling databases and directory.
Support the counterparty VaR process in market risk for initial margin calls by the Collateral department.
Sign off on a new process, being developed on strategic risk systems
Manage the transfer of the new process from the market risk reporting team to the front office credit risk management function (TCRM)
The successful candidate is likely to have the following background and skill set:
University degree 2.1 or better in Mathematical, Scientific or Financial subject, or strongly numeric with appropriate market experience.
A Level mathematics
Confident, independent and driven personality who is eager to learn and develop a career in Financial markets industry
Proven interest in financial Markets and products.
Please send all applications to risk@selbyjennings.com
Company: Selby Jennings
Salary: £90,000 110,000 + bonus & additional benefits
Date posted: 18/08/2010
Contact name: The Team Contact number: Contact email: jobs@selbyjennings.com
Regional Head of Business Analysis
A leading Global Investment bank are currently looking for a highly skilled Business Analyst Manager who is going to be capable and responsible for a team of both Middle and Front Office BAs globally. The Business Analyst Manager role will focus on care trading and the set of related systems used globally across equities including: order/trade management systems and will be required to work closely with the Front and Middle Office BA team to ensure that end to end coverage is achieved.
Responsibilities for the Regional Head of Business Analysis (Equity Capital Markets, Cash Equities, Equity Derivatives, Program/Portfolio Trading, Smart Order Routing, Exchange Connectivity)
Business Analyst Manager for Strategic Sales Order Management Business Analysis team
Report progress to project managers on a regular basis
Help define estimates for BA deliverables for the project planning phase
Hold regular reviews with the business and management to review progress, priorities, issues and risks
Undertake business analysis and create business and functional specifications
Participate in design reviews/gap analyses
Create user documentation such as user guides, quick reference guides and release notes
Provide training to users and transition knowledge for new implementations to production support
The Person Regional Head of Business Analysis (Equity Capital Markets, Cash Equities, Equity Derivatives, Program/Portfolio Trading, Smart Order Routing, Exchange Connectivity) London
Proven experience of leading a team
Ideally experience of Fidessa Order
The candidate must be able to manage their own and their team's workloads to comply with timescales and scope as agreed
Experience of operating within a "sell side" firm.
Team management including career management
A proven track record as a business analyst supporting cash equities
Detailed understanding of global order routing and the Sales and Trading businesses in particular cash equities
Exposure to FIX and experience with FIX messaging
Key words: Business Analyst, BA, Business Analyst Manager, BA Manager, Analyst Manager, PM, PM/BA, Business Analysis, Business Analyst Project Manager
Primarily, and what is going to be most important to the client is that the successful Business Analyst Manager is going to still be able to perform the function of a Business Analyst whilst managing the team as well. The Business Analyst Manager must have project management skills and must be willing to remain hands-on when required.
To apply for the Regional Head of Business Analysis (Equity Capital Markets, Cash Equities, Equity Derivatives, Program/Portfolio Trading, Smart Order Routing, Exchange Connectivity) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Responsibilities for the Regional Head of Business Analysis (Equity Capital Markets, Cash Equities, Equity Derivatives, Program/Portfolio Trading, Smart Order Routing, Exchange Connectivity)
Business Analyst Manager for Strategic Sales Order Management Business Analysis team
Report progress to project managers on a regular basis
Help define estimates for BA deliverables for the project planning phase
Hold regular reviews with the business and management to review progress, priorities, issues and risks
Undertake business analysis and create business and functional specifications
Participate in design reviews/gap analyses
Create user documentation such as user guides, quick reference guides and release notes
Provide training to users and transition knowledge for new implementations to production support
The Person Regional Head of Business Analysis (Equity Capital Markets, Cash Equities, Equity Derivatives, Program/Portfolio Trading, Smart Order Routing, Exchange Connectivity) London
Proven experience of leading a team
Ideally experience of Fidessa Order
The candidate must be able to manage their own and their team's workloads to comply with timescales and scope as agreed
Experience of operating within a "sell side" firm.
Team management including career management
A proven track record as a business analyst supporting cash equities
Detailed understanding of global order routing and the Sales and Trading businesses in particular cash equities
Exposure to FIX and experience with FIX messaging
Key words: Business Analyst, BA, Business Analyst Manager, BA Manager, Analyst Manager, PM, PM/BA, Business Analysis, Business Analyst Project Manager
Primarily, and what is going to be most important to the client is that the successful Business Analyst Manager is going to still be able to perform the function of a Business Analyst whilst managing the team as well. The Business Analyst Manager must have project management skills and must be willing to remain hands-on when required.
To apply for the Regional Head of Business Analysis (Equity Capital Markets, Cash Equities, Equity Derivatives, Program/Portfolio Trading, Smart Order Routing, Exchange Connectivity) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Company: Global Investment bank
Salary: Highly Competitive
Date posted: 18/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Jr/Midlevel C# Developers 3-5 years experience - Large Financial Company/NYC
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If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
----------------------------------------
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---------------
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
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Firm is looking for C# Developers to develop Front End to a Liquidity
Risk Management application for Corporate Treasury business. It will
be developed in C# Winforms and WPF. Junior to mid level
developer with 3-5 years experience. Must have strong expertise in
C# Winforms. WPF is not required - only a plus. Experience with
Infragistics also a plus.
Jr/Mid Developer up to 130K pkg
One of Treasury technologys strategic initiatives is to build a new liquidity risk seeking a strong developer, who can work closely with technology and business colleagues, to develop a sophisticated user interface. The candidate must demonstrate strong skills in C#. The candidate must also have strong communication and interpersonal skills to work very closely with team members and end-users throughout the entire software development lifecycle
Must Have:
- C# winforms, in .NET framework 2.0 or higher
- XML
- Strong object-oriented design and development skills
- Strong communication and interpersonal skills
- Aptitude and desire to develop knowledge across a broad spectrum of financial products
Should Have:
- Experience with 3rd-party toolkits such as infragistics
- Knowledge of financial products (preferred, not required)
Company: FINANCIAL
Salary: OPEN
Date posted: 17/08/2010
Contact number: 2032978268
QUANT DEVELOPER
If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
----------------------------------------
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---------------
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
-----------------------------------
QUANT DEVELOPER
The applicant should have very strong C++ programming ,
equities or futures high-frequency
modeling experience.
The candidate should have a background in energy and power. The successful candidate will work with team validating models and creating models for trading
groups.
Applicant should have at least 2 years of experience in financial industry and
must possess a BS/MS degree in Computer Science or another technical
discipline.Applicant must demonstrate very strong C/C++ programming
skills and development experience from within a leading market group. Knowledge of financial derivatives is a plus, but not required.
----------------------------------------
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---------------
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
-----------------------------------
QUANT DEVELOPER
The applicant should have very strong C++ programming ,
equities or futures high-frequency
modeling experience.
The candidate should have a background in energy and power. The successful candidate will work with team validating models and creating models for trading
groups.
Applicant should have at least 2 years of experience in financial industry and
must possess a BS/MS degree in Computer Science or another technical
discipline.Applicant must demonstrate very strong C/C++ programming
skills and development experience from within a leading market group. Knowledge of financial derivatives is a plus, but not required.
Company: Trading Firm
Salary: OPEN
Date posted: 16/08/2010
Contact number: 2032978268
Q/KDB and Java Developer Large Financial Company / NYC 125-150K bases + bonus (300 total package pos
Q/KDB and Java Developer Large Financial Company / NYC 125-150K bases + bonus (300 total package possible). Email resumes QuantRec @gmail.com, Call NOW IF YOU MEET MOST OF THE SPEC & ARE AUTHORIZED.
http://bit.ly/aDlPP9
----
If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
-----
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
---
KDB/Q & Java Developer
Job Description:
Q/KDB and Java Developer
Large Financial Company / NYC
125-150K bases + bonus
* up to 300K Total for right candidate.
Team is looking for senior developer with at least 3 years of programming experience with KDB and either Q or K. And they must also have 5+ years of Object Oriented Java. Full spec below.
About the Position
The position is for an experienced software developer that exhibits strong technical skills and experience in Q/Kdb+ and Java on the Linux platform. This person will contribute to the development of pre-trade, intraday and post-trade analytical products in this space.
You have had at least 3+ years of strong experience with Kdb+, 5 years of Java and object-oriented design and have had at least three consecutive successful years at a financial institution doing similar work in any business line (fixed income, equities or any type of derivatives) and have developed areas of significant technical and business expertise. You have been exposed to some of the following: real-time market data, pre-trade analytics, post-trade analytics, order management, algorithmic trading, enterprise data warehouse, FIX protocol, web services. You are an efficient programmer who provides an excellent level of service for your production environments and can debug and troubleshoot ambiguous issues. You can multitask and work effectively under pressure and with tight deadlines.
You have experience with Linux and shell scripts, Java, SQL and in-memory databases, CEPs, advanced multi threading/synchronization and distributed computing. You are adept with debugging tools and analyzing complex distributed systems.
http://bit.ly/aDlPP9
----
If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
-----
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
---
KDB/Q & Java Developer
Job Description:
Q/KDB and Java Developer
Large Financial Company / NYC
125-150K bases + bonus
* up to 300K Total for right candidate.
Team is looking for senior developer with at least 3 years of programming experience with KDB and either Q or K. And they must also have 5+ years of Object Oriented Java. Full spec below.
About the Position
The position is for an experienced software developer that exhibits strong technical skills and experience in Q/Kdb+ and Java on the Linux platform. This person will contribute to the development of pre-trade, intraday and post-trade analytical products in this space.
You have had at least 3+ years of strong experience with Kdb+, 5 years of Java and object-oriented design and have had at least three consecutive successful years at a financial institution doing similar work in any business line (fixed income, equities or any type of derivatives) and have developed areas of significant technical and business expertise. You have been exposed to some of the following: real-time market data, pre-trade analytics, post-trade analytics, order management, algorithmic trading, enterprise data warehouse, FIX protocol, web services. You are an efficient programmer who provides an excellent level of service for your production environments and can debug and troubleshoot ambiguous issues. You can multitask and work effectively under pressure and with tight deadlines.
You have experience with Linux and shell scripts, Java, SQL and in-memory databases, CEPs, advanced multi threading/synchronization and distributed computing. You are adept with debugging tools and analyzing complex distributed systems.
Company: FINANCIAL
Salary: OPEN
Date posted: 16/08/2010
Contact number: 2032978268
Quantitative Equities Analyst
My client, a leading financial institution is looking for an exceptional quantitative analyst due to continued success in the first half of the year. The role involves developing the research platform as well as building out the quantitative research team. The role requires a highly quantitative background including a focused academic background as well as experience up to Vice President level. The role involves portfolio construction, optimization as well as developing stock selection models. The successful candidate will have a background in factor research, construction of multi factor models, asset allocation models, and will ideally have had exposure to emerging markets.
Responsibilities:
- Construction of factor backtests for quintile analysis and alpha generation.
- Developing successful portfolio construction strategies for different products; including long-only core, long-only aggressive, long/short, market neutral and long/short alpha extension strategies;
- Building cross sectional and time series risk and forecast models for optimization and trade simulations
This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You should expect to be working in a highly commercial organization therefore should be able to adapt quickly to the fast paced trading floor environment.
This is a successful company and therefore the salary will be competitive.The level of the hire depends upon your competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.
Responsibilities:
- Construction of factor backtests for quintile analysis and alpha generation.
- Developing successful portfolio construction strategies for different products; including long-only core, long-only aggressive, long/short, market neutral and long/short alpha extension strategies;
- Building cross sectional and time series risk and forecast models for optimization and trade simulations
This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You should expect to be working in a highly commercial organization therefore should be able to adapt quickly to the fast paced trading floor environment.
This is a successful company and therefore the salary will be competitive.The level of the hire depends upon your competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.
Company: Selby jennings
Salary: $ 120k- plus bonuses and benefits
Date posted: 16/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
2 C# Developers (One Senior Developer & One Junior/Mid Level Developer) Large Financial Company/
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If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
----------------------------------------
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---------------
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
---
Firm is looking for C# Developers to develop Front End to a Liquidity Risk Management application for Corporate Treasury business. It will be developed in C# Winforms and WPF. Team wants one senior developer with 8+ years experience. Must have strong expertise in C# Winforms. WPF is not required - only a plus. Experience with Infragistics also a plus.
Sr Developer up to 180K pkg
Position Description:
One of Treasury technologys strategic initiatives is to build a new liquidity risk seeking a strong developer, who can work closely with technology and business colleagues, to develop a sophisticated user interface. The candidate must demonstrate strong skills in C#. The candidate must also have strong communication and interpersonal skills to work very closely with team members and end-users throughout the entire software development lifecycle
Must Have:
- C# winforms, in .NET framework 2.0 or higher
- XML
- Strong object-oriented design and development skills
- Strong communication and interpersonal skills
- Aptitude and desire to develop knowledge across a broad spectrum of financial products
Should Have:
- Experience with 3rd-party toolkits such as infragistics
- Knowledge of financial products (preferred, not required)
Company: FINANCIAL
Salary: OPEN
Date posted: 16/08/2010
Contact number: 203.297.8268
Credit Analyst | Credit Risk
This Investment firm seeks top analyst Credit Risk Analyst for Exposure Management Team. If you are looking for a Credit Risk position that gives you interaction with traders then this will be the job the for you. The position includes decision-making authority and responsibility to manage counterparty portfolios by rejecting trades deemed to be too risky or by recommending risk reducing trades.
Role:
-Calculate exposures and recommend credit limits
-Provide analysis of credit risk of individual derivative trades, typically structured, across all products in the firm fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
-Devise and perform appropriate scenario analyses and stress tests across portfolios of counterparties and business lines.
-Must be able to interact with Senior Risk Management and Front Office.
-Active involvement with other members in Exposure Management and other groups on methodology development.
-Coordinate across regions to produce time-sensitive analysis under tight deadlines
Ideal Candidate:
-Masters in Financial Subject
-Several years experience in a similar role
- Knowledge of PFE or PE
-Solid mathematical
-Sponsorship for Visas will not be given
The Investment management firm will also look at candidates with a few years experience in an Investment Bank background or candidates who are ACA with banking audit experience who are looking to enter investment banking.
Keywords: Credit Risk, Risk, Exposure, Management, Counterparty, Singapore, Asia, Quant
Please send all enquiries to risk@selbyjennings.com
Role:
-Calculate exposures and recommend credit limits
-Provide analysis of credit risk of individual derivative trades, typically structured, across all products in the firm fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
-Devise and perform appropriate scenario analyses and stress tests across portfolios of counterparties and business lines.
-Must be able to interact with Senior Risk Management and Front Office.
-Active involvement with other members in Exposure Management and other groups on methodology development.
-Coordinate across regions to produce time-sensitive analysis under tight deadlines
Ideal Candidate:
-Masters in Financial Subject
-Several years experience in a similar role
- Knowledge of PFE or PE
-Solid mathematical
-Sponsorship for Visas will not be given
The Investment management firm will also look at candidates with a few years experience in an Investment Bank background or candidates who are ACA with banking audit experience who are looking to enter investment banking.
Keywords: Credit Risk, Risk, Exposure, Management, Counterparty, Singapore, Asia, Quant
Please send all enquiries to risk@selbyjennings.com
Company: Top Investment management firm
Salary: : $110-150,000 SGD| Highly Competitive Rate
Date posted: 16/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Senior Rates C++ Developer
Are you an experienced C++ developer, with a strong background in rates and an ability to lead mission critical software design/development projects? Are you seeking a new challenge on a fast paced and successful desk in the worlds largest fixed income business? If so this opportunity could be for you
My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes . Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York. As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders /modelers to build risk calculation systems for risk, pricing and p&l. You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading. You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.
The successful senior C++ developer will require the following skill set;
Extensive background in C++ development
Ability to pick up new in house languages/systems quickly
Numerate background
Background in interest rate derivatives
Good team leading skills and ability to mentor large scale projects
Excellent communication skills
Business focused and well versed with the markets
This is a unique, senior opportunity to work in a very successful and highly respected rates business. The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also. The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential. The structure of the company will give you every opportunity to establish yourself and fulfill your career potential. If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.
To apply for Senior C++ Developer - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk please contact C++@selbyjennings.com or call 0207 019 4137 or 212 231 8223
Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives
My client is the Leading US Investment Bank, with a great reputation globally for its phenomenal profits in fixed income and strength in technology (they hire some of the best computer scientists in the world from the likes . Due to continued success and growth of the Interest Rates Desk, we have an opportunity for an experienced, business facing C++ expert to join the team in New York. As a lead C++ developer, you will leverage off your background in various large scale systems and multi-threaded programming techniques and work directly with traders /modelers to build risk calculation systems for risk, pricing and p&l. You will use your passion for technology to quickly pick up a number of in house proprietary technologies exclusive to the bank and your strong numerate background and knowledge of rates to act as the bridge between the business users and the technology team you will be leading. You will have direct business exposure and work on the front office desk in what is a fast paced, challenging and pressurized environment.
The successful senior C++ developer will require the following skill set;
Extensive background in C++ development
Ability to pick up new in house languages/systems quickly
Numerate background
Background in interest rate derivatives
Good team leading skills and ability to mentor large scale projects
Excellent communication skills
Business focused and well versed with the markets
This is a unique, senior opportunity to work in a very successful and highly respected rates business. The senior C++ developer will have a huge impact on the front office desk and be recognized as both a technical C++ guru and a business leader also. The investment bank itself is recognized as one of the leading banks of our day, with huge profits, leading to incredible salary/bonus potential. The structure of the company will give you every opportunity to establish yourself and fulfill your career potential. If you are able to demonstrate technical excellence, a strong business head and ability to lead developers, the candidate will undoubtedly be on a strong route towards director within 2-3 years.
To apply for Senior C++ Developer - Top Investment Bank Front Office Interest Rate Derivatives Trading Desk please contact C++@selbyjennings.com or call 0207 019 4137 or 212 231 8223
Key Skills: C++ developer, C++ programmer, quantitative developer, quantitative programmer, computer science, C++, Unix, Linux, Windows, Team Lead, mentor, front office, interest rates, fixed income, rates, derivatives
Company: Leading US Investment Bank
Salary: $175,000 plus bonus and benefits
Date posted: 16/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Calypso Structured Credit Analyst/Developer
A leading Russian Investment Bank with significant reach and reputation is seeking to hire an exceptional Structured Credit Analyst / Developer to provide business analysis and development of Structured and Credit Products technology based on Calypso and Java. Within this role employee will take ownership and be responsible for day-to-day tasks and small-to-medium (less than 9 month) project delivery for the Credit and Structured Products business based in London. The role assumes requirements gathering, business analysis, configuration of Calypso, and Java development. The successful candidate will have experience with working with front, middle, and back-office and other departments; full SDLC experience; and good Java programming background.
Responsibilities for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Discussing and agreeing issues and requirements with end-users
Proposing solutions how to implement the requirements
Developing business and technical specifications and UAT plans
Configuration and customisation of Calypso to enhance system behaviour
Programming Java code using Calypso and in-house APIs
Prioritisation of the tasks according to the business requirements
The Person Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Good knowledge of Fixed Income and Credit derivatives business and markets
Derivative products life-cycle - exchange traded, OTC and securitised products
Java programming skills and experience.
Collaboration tools e.g. Jira, Confluence, Sharepoint
Software development tools e.g. Eclipse IDE, Ant, Perforce
Key words: Business Analyst, Developer, Analyst, Technical Business Analyst
Primarily, and what is going to be most important to the client is that the successful Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Responsibilities for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Discussing and agreeing issues and requirements with end-users
Proposing solutions how to implement the requirements
Developing business and technical specifications and UAT plans
Configuration and customisation of Calypso to enhance system behaviour
Programming Java code using Calypso and in-house APIs
Prioritisation of the tasks according to the business requirements
The Person Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Good knowledge of Fixed Income and Credit derivatives business and markets
Derivative products life-cycle - exchange traded, OTC and securitised products
Java programming skills and experience.
Collaboration tools e.g. Jira, Confluence, Sharepoint
Software development tools e.g. Eclipse IDE, Ant, Perforce
Key words: Business Analyst, Developer, Analyst, Technical Business Analyst
Primarily, and what is going to be most important to the client is that the successful Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Company: Russian Investment Bank
Salary: £80,000 per annum plus bonus and benefits
Date posted: 16/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Vice president, Front Office Exotic Credit Derivatives Desk Quant
Top Tier US investment bank is currently looking to add an experienced credit derivative quant to the front office quant group in London. This team delivers new and innovative pricing models to the trading desk and implements these into the common analytics library. The group is highly mathematical with an exceptional knowledge of finance and business decisions. Each individual must have real business acumen and understand the implications of the models they create on the pnl. These positions will both report to the head of the trading desk on a daily basis and the global head of credit analytics on a weekly basis that is located in New York.
The successful individuals will be responsible for CDO analytics including bespoke tranche products, CDO^2, and structured credit including ABS, RMBS and CMBS.
The candidates are likely to have the following background:
* Currently be at senior associate or vice president level working in either an exotic credit front office quant team or a model validation role.
* Significant experience in highly advanced mathematics including stochastic calculus, PDE modeling, Numerical methods including Bi/Trinomial Trees.
* Experience from a top investment bank or analytics house.
* Exceptional education to PhD/DEA level in a highly quantitative course for example mathematics, physics or engineering.
* Top level programming skills including C++ or Java.
These are very good opportunities for a top quant to join a top team, in a group performing well above market expectations.
To apply please contact quantexotic@selbyjennings.com , +44 (0) 207 019 4137, www.selbyjennings.com
The successful individuals will be responsible for CDO analytics including bespoke tranche products, CDO^2, and structured credit including ABS, RMBS and CMBS.
The candidates are likely to have the following background:
* Currently be at senior associate or vice president level working in either an exotic credit front office quant team or a model validation role.
* Significant experience in highly advanced mathematics including stochastic calculus, PDE modeling, Numerical methods including Bi/Trinomial Trees.
* Experience from a top investment bank or analytics house.
* Exceptional education to PhD/DEA level in a highly quantitative course for example mathematics, physics or engineering.
* Top level programming skills including C++ or Java.
These are very good opportunities for a top quant to join a top team, in a group performing well above market expectations.
To apply please contact quantexotic@selbyjennings.com , +44 (0) 207 019 4137, www.selbyjennings.com
Company: Top Tier US investment bank
Salary: £80,000 - £100,000 Base
Date posted: 13/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Structured Credit Business Analyst
A leading Russian Investment Bank with significant reach and reputation is seeking to hire an exceptional Structured Credit Analyst / Developer to provide business analysis and development of Structured and Credit Products technology based on Calypso and Java. Within this role employee will take ownership and be responsible for day-to-day tasks and small-to-medium (less than 9 month) project delivery for the Credit and Structured Products business based in London. The role assumes requirements gathering, business analysis, configuration of Calypso, and Java development. The successful candidate will have experience with working with front, middle, and back-office and other departments; full SDLC experience; and good Java programming background.
Responsibilities for the Structured Credit Business Analyst (Fixed Income, Developer, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Discussing and agreeing issues and requirements with end-users
Proposing solutions how to implement the requirements
Developing business and technical specifications and UAT plans
Configuration and customisation of Calypso to enhance system behaviour
Programming Java code using Calypso and in-house APIs
Prioritisation of the tasks according to the business requirements
The Person Calypso Structured Credit Business Analyst (Fixed Income, Developer, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Good knowledge of Fixed Income and Credit derivatives business and markets
Derivative products life-cycle - exchange traded, OTC and securitised products
Java programming skills and experience.
Collaboration tools e.g. Jira, Confluence, Sharepoint
Software development tools e.g. Eclipse IDE, Ant, Perforce
Key words: Business Analyst, Developer, Analyst, Technical Business Analyst
Primarily, and what is going to be most important to the client is that the successful Calypso Structured Credit Analyst (Fixed Income, Developer, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Calypso Structured Credit Analyst (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Responsibilities for the Structured Credit Business Analyst (Fixed Income, Developer, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Discussing and agreeing issues and requirements with end-users
Proposing solutions how to implement the requirements
Developing business and technical specifications and UAT plans
Configuration and customisation of Calypso to enhance system behaviour
Programming Java code using Calypso and in-house APIs
Prioritisation of the tasks according to the business requirements
The Person Calypso Structured Credit Business Analyst (Fixed Income, Developer, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Good knowledge of Fixed Income and Credit derivatives business and markets
Derivative products life-cycle - exchange traded, OTC and securitised products
Java programming skills and experience.
Collaboration tools e.g. Jira, Confluence, Sharepoint
Software development tools e.g. Eclipse IDE, Ant, Perforce
Key words: Business Analyst, Developer, Analyst, Technical Business Analyst
Primarily, and what is going to be most important to the client is that the successful Calypso Structured Credit Analyst (Fixed Income, Developer, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Calypso Structured Credit Analyst (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Company: Russian Investment Bank
Salary: £85,000 per annum plus bonus and benefits
Date posted: 13/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Server Side Java Developer Large Financial Company / NYC 100-125K base +bonus Core Server Side Java
IF QUALIFIED, CALL NOW - EMAIL Resume QuantRec @gmail.com
http://bit.ly/dBAZcp
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Server Side Java Developer Large Financial Company / NYC 100-125K base +bonus
Core Server Side Java Developer
----
Job Description:
Server Side Java Developer
Large Financial Company / NYC
100-125K base +bonus
Looking for an experienced Server Side Java Developer in the Pre/Post Trade Analytics IT Team. Ideally someone with about 5 years of experience.
The position is for an experienced core Java developer to contribute to the development of pre-trade, intraday and post-trade analytical products in this space. This is a critical role that will have a significant impact on various lines of business within the bank.
Our products are built in Java and use a variety of 3rd party products such as Tibco EMS, Kx Systems Kdb+, Oracle, Informatica, Transact Tools Fix engine, and various web technologies.
You are an efficient programmer who provides an excellent level of service for your production environments and can debug and troubleshoot ambiguous issues. You can multitask and work effectively under pressure and with tight deadlines.
You have experience with Linux, Java, SQL and in-memory databases, CEPs, middleware such as EMS, advanced multi threading/synchronization and distributed computing. You are adept with debugging tools and analyzing complex distributed systems.
----
Email resumes QuantRec @gmail.com, Call NOW IF YOU MEET MOST OF THE SPEC & ARE AUTHORIZED.
----
If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
----------------------------------------
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---------------
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
---
Company: FINANCIAL
Salary: OPEN
Date posted: 11/08/2010
Contact number: 203.297.8268
Q/KDB and Java Developer Large Financial Company / NYC 125-150K bases + bonus (300 total package pos
Email resumes QuantRec @gmail.com, Call NOW IF YOU MEET MOST OF THE SPEC & ARE AUTHORIZED.
---
http://bit.ly/aDlPP9
----
If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
-----
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
---
KDB/Q & Java Developer
Job Description:
Q/KDB and Java Developer
Large Financial Company / NYC
125-150K bases + bonus
* up to 300K Total for right candidate.
Team is looking for senior developer with at least 3 years of programming experience with KDB and either Q or K. And they must also have 5+ years of Object Oriented Java. Full spec below.
About the Position
The position is for an experienced software developer that exhibits strong technical skills and experience in Q/Kdb+ and Java on the Linux platform. This person will contribute to the development of pre-trade, intraday and post-trade analytical products in this space.
You have had at least 3+ years of strong experience with Kdb+, 5 years of Java and object-oriented design and have had at least three consecutive successful years at a financial institution doing similar work in any business line (fixed income, equities or any type of derivatives) and have developed areas of significant technical and business expertise. You have been exposed to some of the following: real-time market data, pre-trade analytics, post-trade analytics, order management, algorithmic trading, enterprise data warehouse, FIX protocol, web services. You are an efficient programmer who provides an excellent level of service for your production environments and can debug and troubleshoot ambiguous issues. You can multitask and work effectively under pressure and with tight deadlines.
You have experience with Linux and shell scripts, Java, SQL and in-memory databases, CEPs, advanced multi threading/synchronization and distributed computing. You are adept with debugging tools and analyzing complex distributed systems.
---
http://bit.ly/aDlPP9
----
If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
-----
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
---
KDB/Q & Java Developer
Job Description:
Q/KDB and Java Developer
Large Financial Company / NYC
125-150K bases + bonus
* up to 300K Total for right candidate.
Team is looking for senior developer with at least 3 years of programming experience with KDB and either Q or K. And they must also have 5+ years of Object Oriented Java. Full spec below.
About the Position
The position is for an experienced software developer that exhibits strong technical skills and experience in Q/Kdb+ and Java on the Linux platform. This person will contribute to the development of pre-trade, intraday and post-trade analytical products in this space.
You have had at least 3+ years of strong experience with Kdb+, 5 years of Java and object-oriented design and have had at least three consecutive successful years at a financial institution doing similar work in any business line (fixed income, equities or any type of derivatives) and have developed areas of significant technical and business expertise. You have been exposed to some of the following: real-time market data, pre-trade analytics, post-trade analytics, order management, algorithmic trading, enterprise data warehouse, FIX protocol, web services. You are an efficient programmer who provides an excellent level of service for your production environments and can debug and troubleshoot ambiguous issues. You can multitask and work effectively under pressure and with tight deadlines.
You have experience with Linux and shell scripts, Java, SQL and in-memory databases, CEPs, advanced multi threading/synchronization and distributed computing. You are adept with debugging tools and analyzing complex distributed systems.
Company: FINANCIAL
Salary: OPEN
Date posted: 11/08/2010
Contact number: 203.297.8268
Calypso Structured Credit Analyst/Developer
A leading Russian Investment Bank with significant reach and reputation is seeking to hire an exceptional Structured Credit Analyst / Developer to provide business analysis and development of Structured and Credit Products technology based on Calypso and Java. Within this role employee will take ownership and be responsible for day-to-day tasks and small-to-medium (less than 9 month) project delivery for the Credit and Structured Products business based in London. The role assumes requirements gathering, business analysis, configuration of Calypso, and Java development. The successful candidate will have experience with working with front, middle, and back-office and other departments; full SDLC experience; and good Java programming background.
Responsibilities for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Discussing and agreeing issues and requirements with end-users
Proposing solutions how to implement the requirements
Developing business and technical specifications and UAT plans
Configuration and customisation of Calypso to enhance system behaviour
Programming Java code using Calypso and in-house APIs
Prioritisation of the tasks according to the business requirements
The Person Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Good knowledge of Fixed Income and Credit derivatives business and markets
Derivative products life-cycle - exchange traded, OTC and securitised products
Java programming skills and experience.
Collaboration tools e.g. Jira, Confluence, Sharepoint
Software development tools e.g. Eclipse IDE, Ant, Perforce
Key words: Business Analyst, Developer, Analyst, Technical Business Analyst
Primarily, and what is going to be most important to the client is that the successful Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Responsibilities for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Discussing and agreeing issues and requirements with end-users
Proposing solutions how to implement the requirements
Developing business and technical specifications and UAT plans
Configuration and customisation of Calypso to enhance system behaviour
Programming Java code using Calypso and in-house APIs
Prioritisation of the tasks according to the business requirements
The Person Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London
Good knowledge of Fixed Income and Credit derivatives business and markets
Derivative products life-cycle - exchange traded, OTC and securitised products
Java programming skills and experience.
Collaboration tools e.g. Jira, Confluence, Sharepoint
Software development tools e.g. Eclipse IDE, Ant, Perforce
Key words: Business Analyst, Developer, Analyst, Technical Business Analyst
Primarily, and what is going to be most important to the client is that the successful Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London has strong analytical and problem solving skills, ability to work with a range of stakeholders across Technology and be self motivated and pro-active.
To apply for the Calypso Structured Credit Analyst/Developer (Fixed Income, Credit Derivatives, IT, Calypso, Java, Analyst, Business Analyst) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Company: Russian Investment Bank
Salary: £80,000 per annum plus bonus and benefits
Date posted: 11/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Commodity structurer, modelling, valuation
My client a highly reputable trading house is looking to fill a senior commodity structuring position. They are looking to fill a senior structurer role focusing on corporate and retail clients. You will be Delivering the structuring and valuation needs of their Business and Residential divisions, Risk Management function and other Commercial functions. Working closely with the quants teams, generating new products and tactical ideas for structured products marketed through retail distribution. Designing a wide range of commodities products in Energy, Metals, gas, Power and Commodity Indices. Dealing with push Hybrid structures (FX/ Rates/ Equities) and promote cross selling efforts in other macro sales teams. Providing structuring support for new and existing products across the business.
Skills Required
Must be able to work well in a team or have experience running a team
Demonstrate ability to transform theoretical knowledge to practical, real-world situations.
Mast have a strong mathematical background,
Must be a commodity structurer or trader with good derivatives experience
Strong technical skills/ pricing and derivatives knowledge is important
To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com
Skills Required
Must be able to work well in a team or have experience running a team
Demonstrate ability to transform theoretical knowledge to practical, real-world situations.
Mast have a strong mathematical background,
Must be a commodity structurer or trader with good derivatives experience
Strong technical skills/ pricing and derivatives knowledge is important
To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com
Company: Trading House
Salary: Highly Competitive
Date posted: 11/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
C++ Risk DEVELOPER
My client is a tier 1Investment Bank that is held in high esteem for its Risk team is looking for a VP or AVP level C++ Developer to join their team. They are famed worldwide for their strong technologists and innovative work culture. The culture is very progressive and geared towards enhancing the skill sets of all team members. An opportunity has now arisen for a Senior level C++ Developer to join this highly successful Risk Core Platform team. You will cover products such as FX (complex risk and flow), Commodities and Interest Rates. You will have experience a risk engine covering derivatives. You will have worked closely with the front office developing risk solutions and developing on a Windows platform.
The ideal C++ Developer will possess the following skills;
Solid C++ experience, primarily on Windows. Strong object oriented design and development skills.
Good communication and interpersonal skills
An accomplished developer with a track record of delivery
Have participated in all parts of the full project lifecycle from analysis and design through to delivery, support and maintenance
Knowledge of Derivatives (FX , Commodities, Interest rates, Credit - in order of preference)
This role will provide an experienced C++ developer with an opportunity to take on a new challenge in a senior role. A background working on a risk engine is preferred, however the team is willing to see candidates who are technically strong and looking to widen their skill set. You will enjoy generous compensation whilst bonus and benefits will all be very competitive.
To apply for C++ Developer, please contact c++@selbyjennings.com or call 0207 019 4163
Additonal Keywords: Senior C++ developer, Senior C++ programmer, Senior quantitative developer, quantitative, developer, risk, VP, AVP C++, windows, fx, commodities, interest rates, derivatives, front office, London
The ideal C++ Developer will possess the following skills;
Solid C++ experience, primarily on Windows. Strong object oriented design and development skills.
Good communication and interpersonal skills
An accomplished developer with a track record of delivery
Have participated in all parts of the full project lifecycle from analysis and design through to delivery, support and maintenance
Knowledge of Derivatives (FX , Commodities, Interest rates, Credit - in order of preference)
This role will provide an experienced C++ developer with an opportunity to take on a new challenge in a senior role. A background working on a risk engine is preferred, however the team is willing to see candidates who are technically strong and looking to widen their skill set. You will enjoy generous compensation whilst bonus and benefits will all be very competitive.
To apply for C++ Developer, please contact c++@selbyjennings.com or call 0207 019 4163
Additonal Keywords: Senior C++ developer, Senior C++ programmer, Senior quantitative developer, quantitative, developer, risk, VP, AVP C++, windows, fx, commodities, interest rates, derivatives, front office, London
Company: Investment Bank
Salary: £80,000 plus competitive bonus and benefits
Date posted: 09/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Senior Credit Derivatives Business Analyst
A leading Global Investment bank with significant reach and reputation is seeking to hire an exceptional Credit Derivatives Business Analyst to join their Front Office Business Analyst Team who is going to be responsible for the delivery of business analysis for Credit Derivatives. The role will focus on the set of related systems used globally across credit derivatives including: management systems, market connectivity, algorithmic trading platforms, market data analytics and customer connectivity. The successful Senior Credit Derivatives Business Analyst will report into the EMEA lead BA and will work closely with the middle office BAs to ensure end to end coverage.
Responsibilities for the Senior Credit Derivatives Business Analyst (Credit, Derivatives, Algorithmic Trading Platforms) London
Analyse gathered requirements and create business and functional specifications
Communicate requirements to the key stakeholders, developers, QA and production support
Participate in design reviews/gap analyses
Create user documentation such as user guides, quick reference guides and release notes
The Person Senior Credit Derivatives Business Analyst (Credit, Derivatives, Algorithmic Trading Platforms) London
An understanding of Credit Derivatives
A desire to have a successful career within the Business Analyst remit
Exposure to FIX and experience with FIX messaging
Key words: Business Analyst, BA, Analyst, Project Manager, PM, PM/BA, Business Analysis, Credit Derivatives
Primarily, and what is going to be most important to the client is that the successful Senior Credit Derivatives Business Analyst has a strong desire to become a well seasoned Business Analyst, be self motivated and pro-active.
To apply for the Senior Credit Derivatives Business Analyst (Equity, Derivatives, Algorithmic Trading Platforms) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Responsibilities for the Senior Credit Derivatives Business Analyst (Credit, Derivatives, Algorithmic Trading Platforms) London
Analyse gathered requirements and create business and functional specifications
Communicate requirements to the key stakeholders, developers, QA and production support
Participate in design reviews/gap analyses
Create user documentation such as user guides, quick reference guides and release notes
The Person Senior Credit Derivatives Business Analyst (Credit, Derivatives, Algorithmic Trading Platforms) London
An understanding of Credit Derivatives
A desire to have a successful career within the Business Analyst remit
Exposure to FIX and experience with FIX messaging
Key words: Business Analyst, BA, Analyst, Project Manager, PM, PM/BA, Business Analysis, Credit Derivatives
Primarily, and what is going to be most important to the client is that the successful Senior Credit Derivatives Business Analyst has a strong desire to become a well seasoned Business Analyst, be self motivated and pro-active.
To apply for the Senior Credit Derivatives Business Analyst (Equity, Derivatives, Algorithmic Trading Platforms) London role please send an up to date word formatted version of your CV through to itappointments@selbyjennings.com or call 02070194163.
Company: Global investment bank
Salary: £90,000 per annum plus bonus and benefits
Date posted: 09/08/2010
Contact name: The Team Contact number: Contact email: jobs@selbyjennings.com
Senior Credit Analyst | Credit Risk
Responsibilities:
Preparing counterparty analysis for the annual renewal process in addition to transactional approvals, for which a familiarity with traded products (some or all of: Fixed Income, Derivatives, Equities, FX, Credit Derivatives) as well as experience in debt products and other standard bank credit exposures (such as trade finance) would be an advantage
Providing support for credit officers and other team members
Liaison with product marketers and client managers, and relevant units such as market risk, operations, and legal
A willingness to undertake ad hoc departmental project work and special reporting tasks is essential
Requirements:
Credit risk analysis experience, preferably with the benefit of formal credit analysis training program in a leading financial institution
Candidate must have a sound understanding of basic accounting principles with formal accounting training being an advantage
Experience needed in analysing and assessing Bank counterparty credit risk
Knowledge of issues relating to industry risk, transaction risk, and an awareness of country risk factors, reputation risk, and operational risk
Able to quickly absorb and follow credit policies and procedures and with attention to accuracy and detail
Good work organisational skills and ability to work under pressure and with a commitment to meet deadlines. Ability and willingness to work as part of a team
Someone with good interpersonal skills, proactive attitude, and ability to think outside the box. Experience in working within, or supporting an active trading business
Desire to strengthen credit skills under guidance, and progress within the expanding Financial Institutions area
Keywords: Senior, Credit Analyst, Credit Risk, Financial Institutions, counterparty
Please send all enquiries to risk@selbyjennings.com
Company: Top Bank
Salary: £70-100,000k
Date posted: 09/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
FX structurer
Highly professional well regarded European investment bank has an excellent opportunity for motivated structurers to work in Frankfurt, Germany on the FX structuring team. This team is looking for an associate/ VP with FX structuring experience in the European market. This FX structuring role requires pricing/ idea generation and marketing skills. The role will involve pricing and dealing with clients on a face to face basis- institutional and corporate and hedge funds. Working on and producing trade ideas focused on the European market, and dealing with internal trading issues and helping run the risk of the FX options book
Types of candidates my client would consider are.
These vacancies will only suit FX specialist structurers or perhaps very good technical FX sales candidates
Essential to be an FX structurer or trader with experience working in the European market
Important to have good technical skills/ knowledge of how FX products impact on the trading book and a good concept of FX derivatives
Essential to be creative and commercially minded
My client prefers candidates with an aptitude to learn new techniques and skills quickly,
Candidates who are able to work in a client facing environment are desirable
For more information please contact the Structuring team on structuring@selbyjennings.com or call us on 0207 019 4139. Please send your CV in word document and not PDF file.www.selbyjennings.com
Types of candidates my client would consider are.
These vacancies will only suit FX specialist structurers or perhaps very good technical FX sales candidates
Essential to be an FX structurer or trader with experience working in the European market
Important to have good technical skills/ knowledge of how FX products impact on the trading book and a good concept of FX derivatives
Essential to be creative and commercially minded
My client prefers candidates with an aptitude to learn new techniques and skills quickly,
Candidates who are able to work in a client facing environment are desirable
For more information please contact the Structuring team on structuring@selbyjennings.com or call us on 0207 019 4139. Please send your CV in word document and not PDF file.www.selbyjennings.com
Company: European investment bank
Salary: 110,000 +High Bonus
Date posted: 09/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Oil derivatives trading analyst
One of the most prestigious Commodity desks at a leading investment Bank are currently looking to add a strategist to the team in Singapore. You will be working directly on the Oil trading desk producing short term trading ideas and fundamental analysis for the traders.
The traders are extremely successful and big names within commodities therefore you will be given excellent guidance and support and encouraged to move towards a trading role.
In order to be considered for the role you must have relevant and direct experience in fundamental analytics, supply/demand and price forecasting and knowledge of Energy Derivatives.
You must therefore be able to demonstrate that you have:-
- Recommended weekly/monthly/yearly market call based on the Fundamental Analysis across all the countries in Asia Pacific & Middle East.
- Analyzed Asian Product Demand by sector (Crude/ LPG/ Gasoline/ Naphtha /Kero/ Diesel/ Fuel Oil)
- Developed leading indicator models for trading medium-term WTI and Brent calendar spreads
-Launched weekly reports with trading recommendations based on leading indicator signals.
- Conducted research of the Asian supply-demand fundamentals; forecast the impact of fundamental factors on lightheavy differentials in Asia.
Your salary for this role will be linked directly to the P&L of the desk therefore your salary and bonus potential will be extremely competitive. This role will offer you the opportunity to move into an extremely strong organization who successfully trade an entire range of commodities and have a proven record of success in Oil and Energy. You should expect to be working in a highly commercial organization and should be able to adapt quickly to the fast paced trading floor environment.
The level of the hire depends upon you competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to strategy@selbyjennings.com or visit our Website, www.selbyjennings.com or alternatively you can call the strategy team on +442070194137. Please send all CVs in word format.
The traders are extremely successful and big names within commodities therefore you will be given excellent guidance and support and encouraged to move towards a trading role.
In order to be considered for the role you must have relevant and direct experience in fundamental analytics, supply/demand and price forecasting and knowledge of Energy Derivatives.
You must therefore be able to demonstrate that you have:-
- Recommended weekly/monthly/yearly market call based on the Fundamental Analysis across all the countries in Asia Pacific & Middle East.
- Analyzed Asian Product Demand by sector (Crude/ LPG/ Gasoline/ Naphtha /Kero/ Diesel/ Fuel Oil)
- Developed leading indicator models for trading medium-term WTI and Brent calendar spreads
-Launched weekly reports with trading recommendations based on leading indicator signals.
- Conducted research of the Asian supply-demand fundamentals; forecast the impact of fundamental factors on lightheavy differentials in Asia.
Your salary for this role will be linked directly to the P&L of the desk therefore your salary and bonus potential will be extremely competitive. This role will offer you the opportunity to move into an extremely strong organization who successfully trade an entire range of commodities and have a proven record of success in Oil and Energy. You should expect to be working in a highly commercial organization and should be able to adapt quickly to the fast paced trading floor environment.
The level of the hire depends upon you competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to strategy@selbyjennings.com or visit our Website, www.selbyjennings.com or alternatively you can call the strategy team on +442070194137. Please send all CVs in word format.
Company: Investment Bank
Salary: Highly Competitive
Date posted: 06/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Head of Governance, Director | Credit Risk
The Exposure Management Group (EMG) is a core function within the Credit Risk Management department that sits between Risk Management and the front office. EMGs responsibility is to perform trade and portfolio analysis and to optimize the utilization of credit risk within the limits set by credit officers
Role:
- Be a part of EMGs senior management team
- Ensure timely delivery of EMG global projects/initiatives by maintaining an overview of project goals, timelines & resources.
- Ensure consistency between projects and facilitate efficient use of resources globally
- Report to senior management the risk results related to EMGs key initiatives
- Perform stress testing of the derivatives portfolio for both internal purposes and also to meet regulatory requirements
- Ensure EMG's full compliance with all regulatory and credit policy requirements, including (but not limited to) those related to stress testing of the bank's derivatives and portfolios
- Active involvement with other senior members in Exposure Management and other groups on credit risk methodology development
- Ability to represent EMG in discussions with Credit Risk Management, Auditors, and Regulators
Ideal Candidate
- Several years experience in Exposure Management type role
- Strong project management skills
- Strong mathematical skills, derivative product knowledge, and risk concepts
- Experienced in risk methodology development for financial products
- Excellent interpersonal and analytical skills & a team player
Keywords: Credit Risk, Risk, VP, Management, Officer, Exposure, Counterparty, Stress Testing, Derivatives, regulatory, Auditors, Methodology, Analyst London, UK, Director, Head, Governance
Please send all enquiries to risk@selbyjennings.com
Company: Exposure Management Group
Salary: £90-120,000 [Dependant on candidate]
Date posted: 06/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
FX and Hybrids Pricing Verification and Valuation Quant
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 firms clients, and help in the on going development of the portfolio of analytics. You will be responsible for the analysis and reporting of Provisioning and Price Testing for Foreign Exchange and Hybrids. 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 in Europe, 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, PDEs etc.
* Experience working within the FX 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
www.selbyjennings.com
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, PDEs etc.
* Experience working within the FX 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
www.selbyjennings.com
Company: Selby Jennings
Salary: £75,000-£100,000 base
Date posted: 06/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Vanilla rates and Municipals, Quantitative Analyst
Top tier investment bank is seeking an experienced Interest Rate derivative quant to join its Vanilla and Municipals desk in New York.
The candidate must have experience dealing with the front office and must have very good knowledge of term structure models, option models (SABR, ...), numerical methods. An excellent level of financial mathematics and simulation is very important. The candidate must also be able to program in C++. The person must have experience in the municipals space.
Qualifications:
A top academic background to PhD, MSc in a highly quantitative discipline
Excellent level of financial mathematics, stochastic calculus, advance PDEs, Monte Carlo Simulations etc.
Proficient in C++/C, Java, Matlab.
Excellent communicator. Ability to discuss complex mathematics in concise and clear way.
To apply or for more information, please quantexotic@selbyjennings.com , +44 (0) 207 019
The candidate must have experience dealing with the front office and must have very good knowledge of term structure models, option models (SABR, ...), numerical methods. An excellent level of financial mathematics and simulation is very important. The candidate must also be able to program in C++. The person must have experience in the municipals space.
Qualifications:
A top academic background to PhD, MSc in a highly quantitative discipline
Excellent level of financial mathematics, stochastic calculus, advance PDEs, Monte Carlo Simulations etc.
Proficient in C++/C, Java, Matlab.
Excellent communicator. Ability to discuss complex mathematics in concise and clear way.
To apply or for more information, please quantexotic@selbyjennings.com , +44 (0) 207 019
Company: Top tier investment bank
Salary: $130,000-$150,000 Base
Date posted: 06/08/2010
Contact name: The Team Contact number: 0207 019 4100 Contact email: jobs@selbyjennings.com
Junior Front Office Commodity Exotics Quant Analyst
A leading top-tiered US Investment Bank is looking to expand its Commodity Exotic Derivatives Quantitative team in the front office, where this talented candidate will be working closely with Senior Traders and Senior Directors. This Investment Bank is looking for an individual to eventually head their Commodity team, with the idea to expand further.
Responsibilities for the Front Office Commodity Exotics Quant Analyst role:
-Candidate will support Commodity trading desk, working with ALL Commodity products, from oil and gas to Freight, Agricultural etc.
-Working closely with trading desk/risk management/sales team, liaising on a day-to-day basis ensuring successful operations.
-Will be working with Commodity Exotics and Commodity Derivatives products.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
Requirements for the Front Office Commodity Exotics Quant Analyst role:
-Some previous experience working with Commodity products would be a bonus but not essential.
-Those with experience from a top-tiered bank have an advantage.
-PhD Mathematics/Physics/Financial Engineering or other related topic.
-Must have stochastic volatility, vega, and stochastic skew and smile dynamics experience.
-Must have strong C++ programming skills.
Key words:
Junior Front Office Commodity Exotics Quant Analyst; Quantitative Analyst; Oil, Gas, Freight, Agricultural; Derivatives; New York; USA; Head Offices; Trading; Vice President.
To apply for Front Office Commodities Quant Analyst role please press the apply button or call 0207 019 4137.
Responsibilities for the Front Office Commodity Exotics Quant Analyst role:
-Candidate will support Commodity trading desk, working with ALL Commodity products, from oil and gas to Freight, Agricultural etc.
-Working closely with trading desk/risk management/sales team, liaising on a day-to-day basis ensuring successful operations.
-Will be working with Commodity Exotics and Commodity Derivatives products.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
Requirements for the Front Office Commodity Exotics Quant Analyst role:
-Some previous experience working with Commodity products would be a bonus but not essential.
-Those with experience from a top-tiered bank have an advantage.
-PhD Mathematics/Physics/Financial Engineering or other related topic.
-Must have stochastic volatility, vega, and stochastic skew and smile dynamics experience.
-Must have strong C++ programming skills.
Key words:
Junior Front Office Commodity Exotics Quant Analyst; Quantitative Analyst; Oil, Gas, Freight, Agricultural; Derivatives; New York; USA; Head Offices; Trading; Vice President.
To apply for Front Office Commodities Quant Analyst role please press the apply button or call 0207 019 4137.
Company: Leading top-tiered US Investment Bank
Salary: $110,000 + COMPETITIVE BONUSES
Date posted: 06/08/2010
Contact name: The Team Contact number: Contact email: jobs@selbyjennings.com
Front Office Credit/Interest Rates Quant Analyst
My clients at this leading Asian Investment Bank are hiring aggressively in the market, due to expansion plans that will continue throughout the year. They are looking to expand their offices in all of the main financial centres, but particularly in their head-offices in Singapore.
Someone with drive, and strong leadership skills who will look for opportunities to break boundaries and exceed his/her expectations are wanted here. This front office quant role will be covering most Credit and Interest Rate products.
The successful candidate will be creating and seeing their models through to production rather working with legacy models, giving that individual a more hands-on experience and allowing that individual to oversee and control the development phases.
Responsibilities of the Front Office Credit/IR Quant Analyst role:
-Product exposure includes Credit - Single name; CDS; Corporate; Hybrids and Rates - flow; bonds; swaptions; vanilla.
-Supporting the trading desks and overseeing model implementation used by the traders.
-Designing, developing and maintaining production models.
-Devising, examining and implementing calibration approaches for complex derivative models.
-Examining the impact of pricing deal portfolios using alternative market data sources.
Requirements of the Front Office Credit/IR Quant Analyst role:
-Experience in either a Front Office or Model Validation environment
-Experience with derivative products (those with Credit/IR experience/exposure is a plus).
-PhD in Mathematics/Physics and Engineering.
-Have extensive experience with C++ and VBA coding skills demonstrated via experience in implementing financial pricing models;
-Have a flexible, enthusiastic work ethic and enjoy developing quantitative solutions to market based model problems.
-STRONG credit experience and knowledge is ESSENTIAL.
The person:
Energetic; Enthusiastic; Strong leadership skills (expected to lead a team of his/her own); Strong technically; Driven; Team player; Independent.
Key words:
Quantitative; Front Office Quant Analyst; Credit Derivatives; Credit Exotics; C++; Trading; Traders; Europe; London; Business.
To apply for this Front Office Credit/IR Quant Analyst role please press the apply button or call 0207 019 4137.
Someone with drive, and strong leadership skills who will look for opportunities to break boundaries and exceed his/her expectations are wanted here. This front office quant role will be covering most Credit and Interest Rate products.
The successful candidate will be creating and seeing their models through to production rather working with legacy models, giving that individual a more hands-on experience and allowing that individual to oversee and control the development phases.
Responsibilities of the Front Office Credit/IR Quant Analyst role:
-Product exposure includes Credit - Single name; CDS; Corporate; Hybrids and Rates - flow; bonds; swaptions; vanilla.
-Supporting the trading desks and overseeing model implementation used by the traders.
-Designing, developing and maintaining production models.
-Devising, examining and implementing calibration approaches for complex derivative models.
-Examining the impact of pricing deal portfolios using alternative market data sources.
Requirements of the Front Office Credit/IR Quant Analyst role:
-Experience in either a Front Office or Model Validation environment
-Experience with derivative products (those with Credit/IR experience/exposure is a plus).
-PhD in Mathematics/Physics and Engineering.
-Have extensive experience with C++ and VBA coding skills demonstrated via experience in implementing financial pricing models;
-Have a flexible, enthusiastic work ethic and enjoy developing quantitative solutions to market based model problems.
-STRONG credit experience and knowledge is ESSENTIAL.
The person:
Energetic; Enthusiastic; Strong leadership skills (expected to lead a team of his/her own); Strong technically; Driven; Team player; Independent.
Key words:
Quantitative; Front Office Quant Analyst; Credit Derivatives; Credit Exotics; C++; Trading; Traders; Europe; London; Business.
To apply for this Front Office Credit/IR Quant Analyst role please press the apply button or call 0207 019 4137.
Company: Leading Asian Investment Bank
Salary: $150,000 + significant bonus
Date posted: 06/08/2010
Contact name: The Team Contact email: jobs@selbyjennings.com
Sr C# WPF/ Winforms GUI Developer -150-250K Total Comp Large Financial Company/ Midtown
Sr C# WPF/ Winforms GUI Developer -150-250K Total Comp
Large Financial Company/ Midtown
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http://bit.ly/bgZkiw
Email resumes QuantRec @gmail.com, Call NOW IF YOU MEET MOST OF THE SPEC & ARE AUTHORIZED.
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If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
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NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
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Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
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Large Financial Company/ Midtown
Sr C# WPF/ Winforms GUI Developer
150-250K Total Comp
The AMM / High Frequency Trading Development team is looking for a senior C# GUI Developer, preferably with WPF but willing to consider Winforms developer. Person must have technical experience and expertise to own front-end / GUI development for the team, responsible for all levels of development from design on down to development. The group would strong prefer a developer with some server side C++ or Java so they may participate in sever side development in the future. Also preferable if they have some database development experience. If person has neither, it's not likely to be a fit. Person must also have BS in Comp Sci and preferably a Masters. This group wants strong computer science fundamentals. They will happily consider someone outside of finance with strong programming skills and great personality. Person must have a minimum of 5 years of programming experience, but 10+ is a better fit.
Company: FINANCIAL
Salary: OPEN
Date posted: 05/08/2010
Contact number: 203.297.8268
NYC HIGH FREQUENCY Trading Developers (finance a plus, but not required)
Email resumes QuantRec @gmail.com, Call NOW IF YOU MEET MOST OF THE SPEC & ARE AUTHORIZED.
http://bit.ly/cRfUFy
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If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
----------------------------------------
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
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Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
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C++ Trading Developer (finance exp a plus) Looking for those with at least 2-10 years EXPERIENCE.
PAY IS OPEN & Negotiable
C/C++/UNIX is an absolute requirement!
Top financial firm is looking for candidates with strong C/C++/data structures and UNIX skills for their Agency broker which focuses on developing black box trading systems, algorithmic trading systems, providing connectivity solutions for the FIX Protocol, and providing direct market connectivity solutions.
Keywords:
Algorithmic Trading, Black Box Trading, Market Making, Risk Management, Quantitative Analysis, Event Based Trading, Direct Exchange Connectivity Solutions, Hedge Funds Solutions, Proprietary Trading (Prop), High frequency trading, Low latency trading applications
Responsibilities:
Quantitative Development & Financial Engineering
Quantitative and Risk Analysis
Infrastructure Architecture and Engineering
Technical Project Management & Leadership
Implementing systems using FIX Protocol
Optimizing systems for low latency trading
Optimizing high frequency trading systems
Application Architecture / Design in C/C++, UNIX, data structures
http://bit.ly/cRfUFy
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If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
----------------------------------------
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---------------
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED;FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
---
C++ Trading Developer (finance exp a plus) Looking for those with at least 2-10 years EXPERIENCE.
PAY IS OPEN & Negotiable
C/C++/UNIX is an absolute requirement!
Top financial firm is looking for candidates with strong C/C++/data structures and UNIX skills for their Agency broker which focuses on developing black box trading systems, algorithmic trading systems, providing connectivity solutions for the FIX Protocol, and providing direct market connectivity solutions.
Keywords:
Algorithmic Trading, Black Box Trading, Market Making, Risk Management, Quantitative Analysis, Event Based Trading, Direct Exchange Connectivity Solutions, Hedge Funds Solutions, Proprietary Trading (Prop), High frequency trading, Low latency trading applications
Responsibilities:
Quantitative Development & Financial Engineering
Quantitative and Risk Analysis
Infrastructure Architecture and Engineering
Technical Project Management & Leadership
Implementing systems using FIX Protocol
Optimizing systems for low latency trading
Optimizing high frequency trading systems
Application Architecture / Design in C/C++, UNIX, data structures
Company: Trading Firm
Salary: OPEN
Date posted: 05/08/2010
Data Mining Analyst
Waterfront International is a Toronto-based financial consulting firm, specializing in developing computer based statistical trading strategies. Waterfronts selective hiring process considers only highly talented individuals with a history of exceptional professional and academic achievement, and solid real-world experience.
Primary Responsibilities:
- Perform financial market data research and analysis to identify and resolve data issues using advanced data mining techniques.
- Develop proprietary data mining tools and applications.
- Develop predictive models.
Requirements of the Candidate include:
- PhD or Masters in mathematics, statistics or computer science specializing in data mining.
- Experience with machine learning and knowledge discovery techniques.
- Solid quantitative background with excellent analytical skills.
- Strong working knowledge of data mining and statistics.
- Must possess expert level C/C++ programming skills.
- Some financial experience desired but not required.
- Must be a strong self-starter and able to work well independently.
Primary Responsibilities:
- Perform financial market data research and analysis to identify and resolve data issues using advanced data mining techniques.
- Develop proprietary data mining tools and applications.
- Develop predictive models.
Requirements of the Candidate include:
- PhD or Masters in mathematics, statistics or computer science specializing in data mining.
- Experience with machine learning and knowledge discovery techniques.
- Solid quantitative background with excellent analytical skills.
- Strong working knowledge of data mining and statistics.
- Must possess expert level C/C++ programming skills.
- Some financial experience desired but not required.
- Must be a strong self-starter and able to work well independently.
Company: Waterfront International Ltd
Salary: DOE
Date posted: 04/08/2010
Contact name: WIL Recruiter Contact email: recruiting@wil.com
Quantitative Analyst
Waterfront International is a Toronto-based financial consulting firm, specializing in developing computer based statistical trading strategies. Waterfronts selective hiring process considers only highly talented individuals with a history of exceptional professional and academic achievement, and solid real-world experience.
Primary Responsibilities:
- Developing, testing and implementing quantitative trading models.
- Models will be based on quantitative data analysis rather than qualitative analysis.
- Research strategies in equities and other markets.
- Perform historical backtesting to determine optimal strategy parameters.
- Generate new indicator ideas.
Requirements of the Candidate include:
- PhD or Masters in physics, statistics, mathematics or operations research.
- Strong working knowledge of statistics.
- Must possess expert level C/C++ programming skills.
- Must be a strong self-starter and able to work well independently.
Primary Responsibilities:
- Developing, testing and implementing quantitative trading models.
- Models will be based on quantitative data analysis rather than qualitative analysis.
- Research strategies in equities and other markets.
- Perform historical backtesting to determine optimal strategy parameters.
- Generate new indicator ideas.
Requirements of the Candidate include:
- PhD or Masters in physics, statistics, mathematics or operations research.
- Strong working knowledge of statistics.
- Must possess expert level C/C++ programming skills.
- Must be a strong self-starter and able to work well independently.
Company: Waterfront International Ltd
Salary: DOE
Date posted: 04/08/2010
Contact name: WIL Recruiter Contact email: recruiting@wil.com
C++ Developer / Data Synapse / C# .NET Tier-1 Investment Bank
C++ Developer / Data Synapse / C# .NET Tier-1 Investment Bank
Senior C++ Developer Role with a Tier-1 Investment Bank based in The City (London)
AVP or VP level
The successful candidate will join a global front office IT team responsible for Counterparty Risk and Structured Rates trading technology. You will have exposure to various projects & initiatives including Greenfield development within the newly formed CRT function. You will be partnering with the Front Office Quant and other Technology teams, the Senior Developer will be part of a team responsible for the design, delivery and support of a full front to back Trading and Risk application suite for front office users. You must have strong C++ programming skills along with any of C# or Java or Python.
You should have the following skills:
- Grid technologies data synapse
- C# .Net or Java
- XML, SQL, Middleware technologies (ESB, JMS, MQ)
Salary: £70K £100K may be more for the right person plus bonus and benefits,
Skills to include: C++, C# .NET, data synapse, grid computing, XML, middleware (JMS or MQ Series or ESB), Java
To apply for this role please contact Anand Natesan on 0207 997 6039 or email me at anand.natesan@palmmason.com for a confidential chat.
Senior C++ Developer Role with a Tier-1 Investment Bank based in The City (London)
AVP or VP level
The successful candidate will join a global front office IT team responsible for Counterparty Risk and Structured Rates trading technology. You will have exposure to various projects & initiatives including Greenfield development within the newly formed CRT function. You will be partnering with the Front Office Quant and other Technology teams, the Senior Developer will be part of a team responsible for the design, delivery and support of a full front to back Trading and Risk application suite for front office users. You must have strong C++ programming skills along with any of C# or Java or Python.
You should have the following skills:
- Grid technologies data synapse
- C# .Net or Java
- XML, SQL, Middleware technologies (ESB, JMS, MQ)
Salary: £70K £100K may be more for the right person plus bonus and benefits,
Skills to include: C++, C# .NET, data synapse, grid computing, XML, middleware (JMS or MQ Series or ESB), Java
To apply for this role please contact Anand Natesan on 0207 997 6039 or email me at anand.natesan@palmmason.com for a confidential chat.
Company: Palmmason
Salary: £70K - £100K
Date posted: 03/08/2010
Contact name: Anand Natesan Contact number: 0207 997 6039 Contact email: anand.natesan@palmmason.com
Risk C++ Developer - Tier-1 Investment Bank
A tier 1 global Investment Bank with a great and wide-reaching reputation is seeking an experienced C++ Developer to join its industry renowned Risk team. They place a great emphasis on ensuring that members of the team are able to continually develop and add to their skill set. The C++ Developer will cover products such as FX (complex risk and flow), Commodities and Interest Rates. The C++ Developer will have experience using a risk engine covering derivatives. You will have worked closely with the front office developing risk solutions and developing on a Windows platform.
Responsibilities for the Risk C++ Developer - (C++, Risk, Windows)
- Develop on the RMS Risk Core Platform team
- Develop and support the risk engine used by the risk applications
- Cover products such as FX, Commodities and Interest Rates
You will have the following skills:
- Solid C++ experience, primarily on Windows. Strong object oriented design and development skills.
- Good communication and interpersonal skills
- An accomplished developer with a track record of delivery
- Have participated in all parts of the full project lifecycle from analysis and design through to delivery
- Knowledge of Derivatives (FX, Commodities, Interest rates, Credit - in order of preference)
Key words: Senior C++ developer, Senior C++ programmer, Senior quantitative developer, quantitative, developer, risk developer, VP, AVP C++, windows, FX, commodities, interest rates, derivatives, front office, London
A background working on a risk engine is preferred, however the team is willing to see candidates who are technically strong and looking to widen their skill set. You will enjoy generous compensation whilst bonus and benefits will all be very competitive.
Responsibilities for the Risk C++ Developer - (C++, Risk, Windows)
- Develop on the RMS Risk Core Platform team
- Develop and support the risk engine used by the risk applications
- Cover products such as FX, Commodities and Interest Rates
You will have the following skills:
- Solid C++ experience, primarily on Windows. Strong object oriented design and development skills.
- Good communication and interpersonal skills
- An accomplished developer with a track record of delivery
- Have participated in all parts of the full project lifecycle from analysis and design through to delivery
- Knowledge of Derivatives (FX, Commodities, Interest rates, Credit - in order of preference)
Key words: Senior C++ developer, Senior C++ programmer, Senior quantitative developer, quantitative, developer, risk developer, VP, AVP C++, windows, FX, commodities, interest rates, derivatives, front office, London
A background working on a risk engine is preferred, however the team is willing to see candidates who are technically strong and looking to widen their skill set. You will enjoy generous compensation whilst bonus and benefits will all be very competitive.
Company: Palmmason
Salary: Competitive
Date posted: 03/08/2010
Contact name: Anand Natesan Contact number: 0207 997 6039 Contact email: anand.natesan@palmmason.com
C++ Quantitative Developer Tier-1 Investment Bank
C++ Quantitative Developer Tier-1 Investment Bank
The successful candidate will work closely with colleagues in the quantitative development group in London, initially serving the structured interest rates business. However the interest rates quantitative software shares code with the hybrids, inflation and commodities group, so close working relationships with the quants / quant devs focused on these areas will be expected
You should have the following assets:
Expert understanding and expertise of product, market data, and pricing behaviours of structured interest rates business.
C++ together with strong knowledge of Microsoft Excel platform.
C Sharp .NET (winforms)
Understanding of best practices for developing software in large geographically distributed teams.
Skills to include: C++, quant, interest rates, C#, Microsoft Excel
Very Competitive Salary
Apply Now!!!
The successful candidate will work closely with colleagues in the quantitative development group in London, initially serving the structured interest rates business. However the interest rates quantitative software shares code with the hybrids, inflation and commodities group, so close working relationships with the quants / quant devs focused on these areas will be expected
You should have the following assets:
Expert understanding and expertise of product, market data, and pricing behaviours of structured interest rates business.
C++ together with strong knowledge of Microsoft Excel platform.
C Sharp .NET (winforms)
Understanding of best practices for developing software in large geographically distributed teams.
Skills to include: C++, quant, interest rates, C#, Microsoft Excel
Very Competitive Salary
Apply Now!!!
Company: Palmmason
Salary: Competitive
Date posted: 03/08/2010
Contact name: Anand Natesan Contact number: 0207 997 6039 Contact email: anand.natesan@palmmason.com
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