FEEL FREE TO EMAIL RESUME & THEN CALL NOW IF QUALIFIED TO SPEC BELOW.
http://bit.ly/dCmW2Y
----
FEEL FREE TO CALL NOW IF QUALIFIED TO SPEC BELOW.
---
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...

Please BE SURE TO INCLUDE your salary requirements (list your 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). Also include the best times to reach you over the near term.

Feel free to call 24/7 if you are QUALIFIED &AUTHORIZED;FOR US WORK for this role or any others listed on http://www.QuantRec.com

----------

Design, develop and deploy various projects for a client facing, web-based transaction capture application responsible for wire, equity, derivative, and collateral management processing real time. Ability to develop generic, reusable code and components following prime services standards.

Person Requirements
Must have:

· 7+ years of Object-oriented Analysis and design, layered design and design patterns

· Strong core Java development skills, preferably through release of 1.5

· Proficiency in Object Oriented design and programming

· Prior experience working in the Prime Brokerage business, specifically with trade capture, payments processing and/or collateral management is a plus.

· Web 2.0 technologies with emphasis on Java based web technologies

· Experience using web presentation technologies such as JSP, Struts, Ajax, JavaScript, ExtJS

· Experience using of J2EE including EJBs and JMS

· Experience using Spring Framework

· Hands on experience with Sybase, SQL Server, SQL, Stored Procedures

· Efficient with Application Servers, preferably Weblogic, minimum version 9.2.
· Proficiency with Eclipse IDE

· Web services

· Strong background in using XML
Nice to have:

· Coherence cache

· Hibernate

· Approval Workflow tool

· Knowledge of Swift

· Maven builds

Additional requirements:

· Analytical mind and an enthusiastic, positive attitude

· Must have the ability to work independently as well as within a team.

· Excellent oral and written communication skills

Solutions Architect, aka Data/ Data Warehouse Architect but must have Prime BROKERAGE experience (Jersey City, NJ)
FEEL FREE TO EMAIL RESUME & THEN CALL NOW IF QUALIFIED TO SPEC BELOW.
http://bit.ly/adEzQS

----
FEEL FREE TO CALL NOW IF QUALIFIED TO SPEC BELOW.
---
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...

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). Also include the best times to reach you over the near term.

Feel free to call 24/7 if you are QUALIFIED &AUTHORIZED;FOR US WORK for this role or any others listed on http://www.QuantRec.com

----------
Main Function
Establish ownership and be accountable for the PrimeDB project pipeline from initial definition of requirements through sizing and estimation as key inputs to planning and project management functions
· Build and maintain strong partnerships with Service Delivery Management and Product Management teams to drive functional strategy and project definition
· Lead analysis of all systems builds and define the appropriate solution to meet documented business requirements
· Lead strategic transformation of the data architecture through implementation of a proper Enterprise Datawarehouse & Reference Data Service
Main Duties
Work with project leads to insure solutions are implemented with fidelity to design and functional standards.
· Insure functional enhancements are gracefully implemented without resulting in adverse impact to existing architecture or system stability
· Optimize the ETL function for data sourcing & provisioning
· Implement a framework to enforce data and service quality on the Prime Brokerage ODS and Datawarehouse.
Person Requirements
· 10 yrs plus progressive work experience with Prime Brokerage/Prime Services. Strong business domain knowledge is an absolute must.
· Strong hand-on knowledge programming & performance tuning in Sybase. Knowledge of additional RDBMS (MS SQL Server, Oracle) is a big plus.
· Solid experience in building front-to-back Datawarehouse & BI solutions, with specific emphasis on Dimensional modeling & ETL architecture.
· Knowledge of Informatica as the ETL tool is a significant plus
· The role does not carry staff management responsibility but the ability to manage by influence is the key to this role
· Needs to be highly analytical & be able to think through system touch points and possible cross impacts.
· Ability to work under pressure & with minimum micro-level supervision
· Working knowledge of Java is a plus but not mandatory
Department Overview

Prime Services - Prime Brokerage IT group is looking for Senior Java Developers. We are located in Jersey City NJ. Candidate must have 5+ years of hands on experience in building web applications for financial company. We are in high pace environment, looking for candidate who is able to work under pressure, but always deliver high quality code. Below are descriptions for individual positions.

Salary: Competitive Base + Bonsu
State: NY
City: New York City
Postal Code: 10010

Job Description:
As a member of a small team, you will write multithreaded applications on Linux platforms to ensure that real-time exchange-distributed pricing is efficiently received and delivered for processing by the client's applications, databases and pricing distribution services. Most feed software development involves low level networking protocols such as TCP, UDP (unicast/multicast). Some feeds use Java, XML, or suitable internet technology as an adapter to a clients real-time feeds environment, as may be dictated by exchanges. Tools such as quantify, purify, etc. are used to remove source code vulnerability. SVN is used for source control to facilitate software development for the domestic business of exchange pricing. In addition to developing high performance software, expect to learn more about the financial markets and our real-time pricing applications that are nourished by exchange data.

Qualifications:
Qualifications: BS Degree – a must
MS Degree – a plus 10+ years in network programming and software engineering experience Skills Set:
- Structured programming (C) on Linux/UNIX – a must
- Core Java programming skill -- required
- Familiarity with IPC, TCP/IP, UDP, Multicast-over-IP, and Multithreading -- required.
- Excellent knowledge of shell (scripting, tools, cron, etc) – a must
- Object-oriented programming: C++/STL/Boost on Linux/UNIX -- a big plus.
- Excellent analytical and problem-solving skills. - Desire to learn new technologies and concepts. - Knowledge of financial markets a plus. - Excellent communication, writing and organizational skills.

Skills: Core Java, C, IPC, TCP/IP, UDP, Multicast-over-IP, and Multithreading
Apply to URL: http://clarityjobs.com/jobdetail.html?reqID=0085

Salary: competitive base + bonus
State: NY
City: New York City
Postal Code: 10010

Job Description:
Our Client’s Quantitative Development group is seeking candidates with strong quant development background and experience in Interest Rates Derivatives, Equity, FX, Commodity and Credit modeling. The candidate will be responsible for developing and supporting pricing models for derivatives, exotics and hybrid products.

Responsibilities include:
- Research, implement and maintain pricing models.
- Work closely with product development through the full development cycle and application developers on integration and testing.

Qualifications:
-PhD in Mathematics, Physics, Engineering, Finance or related field.
-Hands-on experience in C/C++ Quantitative Development.
-Strong software engineering skills in a multi-platform, multi-programmer environment.
-Solid understanding of Derivatives/Hybrid markets.
-Strong communication skills and ability to work in a team environment.

Skills: C++, PHD
Apply to URL: http://clarityjobs.com/jobdetail.html?reqID=0097

Salary: competitive base + bonus
State: New York
City: New York City
Postal Code: 10010

Job Description:
The Mortgage Structured Products team seeks talented and motivated software developers with proven abilities in delivering well-designed software solutions. The team is responsible for delivering a comprehensive data and analytics platform for a wide variety of domestic and international residential, commercial and asset-backed securitizations. We are presently spearheading the development of an array of products such as sophisticated structuring tools, flexible cashflow engines, advanced credit/risk analytics, and development of a sophisticated valuation/pricing product addressing all securitized asset sectors. Programming typically utilizes C and C++, as well as scripting languages such as Python, Perl and Lua. The development team employs high performance computing architectures and design methodologies, including parallel programming techniques. Core technologies used include Linux/Solaris, GPGPU (CUDA) and cluster computing. The candidate should possess excellent communication skills and a strong desire to learn the sophisticated Mortgage Structured Products securities domain including structuring techniques, default and prepayment modeling, amortization methods, and advanced Fixed Income analytics.

Qualifications:
- BS/MS/PhD Degree in Computer Science, Engineering, Finance or Related Field
(or equivalent expertise)
- 3+ years hands-on C/C++ development experience on Unix (or equivalent expertise)
- Solid understanding of Data Structures, Algorithms, and Object-Oriented design
- Expert debugging skills
- Ability to write clear and well-documented code
- Solid verbal and written communication skills
- Knowledge of Perl, Python, Unix scripting is a plus
- Knowledge of Mortgage/Asset structuring, residential loan analysis, or Fixed
- Income Markets is a plus

Skills: C, C++, UNIX, Scripting
Apply to URL: http://clarityjobs.com/jobdetail.html?reqID=0096

Salary: competitive base + bonus
State: NJ
City: Princeton
Postal Code: 08540

Job Description:
Join an exciting company that is developing the next generation cloud services based web product. This senior programmer position is based near the beautiful university town of Princeton, New Jersey.

In this role you will join the programming group for Web Applications. You are an experienced C#/.NET programmer with proven experience in developing real-time high performance systems using C# and C++. You are comfortable with web front end technologies. You will be involved in the full software lifecycle, including, participating in system design, development, testing and production support.

Qualifications:

- 4+ years of object-oriented C# experience
- Expertise in C#, VC++, Win32, COM, ATL, ASP.Net, IIS, XML/XSLT/XPath
- Deep Knowledge of CLR and COM Interop
- Data Structures and algorithms, graphs, trees, problem solving skills
- Strong background in WinForms and experience building UI applications
- Exposure to WPF, WCF, Silverlight a plus
- Knowledge of Web front end technologies, HTML,Javascript, Ajax highly desirable
- Programming Knowledge of Unix a plus
- Strong troubleshooting skills and multi-tasking skills
- Team player and the ability to communicate effectively with technical as well as non technical people such as business managers

Skills: C#, VC++, Win32, COM, ATL, ASP.Net, IIS, XML/XSLT/XPath, CLR and COM Interop
Apply to URL: http://clarityjobs.com/jobdetail.html?reqID=0098

An exceptional opportunity at this leading Investment Bank has emerged at their largest head-offices in Sydney. 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 as this person will be expected to eventually head their own team.

Responsibilities of Front Office IR Exotic Derivatives Quant Analyst role:
-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.
-Perform and maintain review for counterparties.
-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

Requirements for of Front Office IR Exotic Derivatives Quant Analyst role:
-Some experience and knowledge of Interest Rate and Exotic products. Those from a top-tiered bank will be at an advantage.
-Those with industry experience will be at an advantage.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-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 call 0207 019 4137 or email quantexotic@selbyjennings.com

Top tier EU investment bank is looking to rejuvenate its Exotic Equity desk after a recent restructure of the business.
They are looking for an experienced front office quantitative modeler to work closely with the traders on the design and implementation of advanced and highly Exotic, Equity derivative models.

This team has recently restructured and is now closely associated with the Commodities desk, therefore you will also be asked to work on a number of Commodity Hybrids on projects with other quants. The team consists of 10 quants globally with the majority at HQ in London. You will report directly into the head of Equity based Analytics and a senior trader, and gain excellent exposure to the business.

The desk covers a wide range of Asians, Quantos, Cliquets, Reverse Convertibles, American, Barriers and Lookbacks but is constantly expanding its product range.
This is an excellent opportunity to join a team that is on a climb since the recent crisis and has managed to turn around very quickly due to quick thinking and good results.

The successful candidate may adhere to the following criteria:
• Top Academics in a highly quantitative field to PhD, MSc or DEA level from a top 5 institution. Physics, Mathematics, Financial Engineering
• Advanced level: Stochastic Calculus, PDE’s, Black Scholes, Stochastic Volatility, Modelling with Jumps
• Experience of Monte Carlo and Binomial tree simulations
• Experience working on a range of Exotic Equity products from a top institution
• The ability to work individually or as part of a team
• Ability to explain complex Mathematics in a simple and concise way.
• Clear communication skills.

Please apply to quantexotic@selbyjennings.com with CV in Word Format
www.selbyjennnings.com, +44 (0) 207 109 4137

Top European investment bank seeks an experienced quantitative analyst for its IR/FX Exotics desk in Tokyo.

The bank is in a period of growth in the APAC region and is currently looking to bolster its IR/FX trading team in Tokyo. The bank is seeking a Derivatives quant modeler with an excellent level of C++ and an IR/FX product background to help support its increased trading activity in Asia. The bank is a top 3 European house and is renowned for having some of the most technical quant teams globally.

Within this role you will be working on a variety of FX model dynamics: term-structure models, semi-analytical calibration with IR models, local volatility, forward 3D PDE’s, Monte-Carlo-based calibration and pricing methods. The successful candidate will be expected to hit the floor running in the continuous development of the highly exotic analytics library, and working with the traders on a day to day basis providing industry leading quantitative support and derivative pricing models.

This is a highly mathematical based role, working with the traders on a day to day basis and being challenged to develop highly complex exotic models to build up the banks analytics library.

Qualifications:
• Experience on an IR/FX Exotic Derivative desk
• High level of mathematical modelling ability: Stochastic calculus, Stochastic Volatility, Advanced PDE’s. Local Volatility, Regression Modelling, Large Scale Monte Carlo Simulation
• Experience in LIBOR, HJM, Hull-White, SABR and other relevant models.
• A top academic background to PhD, DEA level in a highly quantitative field: Mathematics, Computational Mathematics, Physics, Financial Engineering etc.
• A good level of programming ability: C++, C, Matlab, Java
• Top communication skills

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

A candidate with experience working with Equity and/or Commodity derivatives is wanted at this top-tiered bank, which is looking to expand its front office Equity/Commodities Quant team, due to a successful year. The candidate will be working side-by-side with senior traders, overseeing and managing any potential issues, supporting their desk and work with them to develop hedging strategies. This candidate will gain exceptional training and experience, which will propel them to becoming future Managers in no time.

Responsibilities of the Front Office Equity/Commodities Derivative Quant Analyst role:
-Working directly with the trading desk, supporting any issues and discussing any models in length, to ensure operations run smoothly.
-Benchmarking models and testing and evaluating performance.
-Working on developing new models as well as maintaining legacy models.
-Analyze market, sector & economic data performance and provide forward looking forecasts.
-Communicate results of research to clients and achieve production and client contact targets.

Requirements of the Front Office Equity/Commodities Derivative Quant Analyst role:
-PhD in Mathematics or any finance related degree.
-Extensive previous experience working with Equity products and/or Commodities.
-Strong programming skills e.g. C++, SQL, VBA.
-Experience working with SAB models and other Equity models.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.

Key words:
Commodities; Equity exotics; Derivatives; Europe; London; Trading; Traders; Business; Vice President; Managing Director; Oil; Gas; Freight; Agriculture; Quantitative.

To apply for this Front Office Quant Analyst role please press the apply button or call 0207 019 4137.

http://bit.ly/bt3lV8
---------------
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...

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.
-------------------------------------------------


Note: These are associate level hires. BA's must have experience with "the models required for the representation and storage of trades" Otherwise not a fit. Group wants to hire 2 BA's.



Must Have:
• Experience with the models required for the representation and storage of trades
• Specification/requirements gathering
• Excellent technical writing and verbal communication skills to document and explain models to and between multiple stakeholders
• Influencing and relationship building across global teams
• Able to influence external teams to conform to, or enhance, the model, and determine appropriate solutions
• Logical data modelling using ER diagramming
• Coordination/Project Management skills

Nice to Have:
• Experience with the FIX messaging protocol
• Database development/administration/reporting experience (preferrably DB2 or Sybase)
• Command line Linux/Unix scripting experience in Perl
• Experience of data translation technologies (such as metadata driven translation or commercial ETL tools) and dealing with associated data quality issues is desirable.
• Good understanding of XML

http://bit.ly/cVbw8h

---
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...

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). Also include the best times to reach you over the near term.

Feel free to call 24/7 if you are QUALIFIED &AUTHORIZED;FOR US WORK for this role or any others listed on http://www.QuantRec.com

----------
Job Description:

Note: Positions opened up end of Aug. Mgr needs to hire 3 developers in same team - all same requirements - only senior level candidates with deep expertise in C++. Client is interested in getting either PhD grad with a few years of experience or someone with 10+ years of relevant industry experience and would rather hire someone from outside the financial industry who has stronger computer science fundamentals and stronger interest in technology.


Senior C++ Developer (low level, multiprocessor, low latency) X3
Large Financial Company / NYC
$$ is open - top tier company wants top tier talent

Position Description:

This senior software developer position with Enterprise Application Infrastructure group of the bank includes responsibilities for developing and supporting core C++ application toolkits and components for use throughout the business.
The focus of the role is the development of the C++ libraries which are used to build applications across the firm, the firms next generation C++ infrastructure, as well as further developing the functionality of our existing systems
The successful candidate should have performance optimization experience, in-depth knowledge of low-latency networking and multicore scalability.

The products developed by this team are used across the firm. This means that the role requires a developer with strong technical skills and the experience to understand the implications of their design decisions and good understanding of current best practices in application architecture, software design and code development.

The main responsibilities of the role include:
- Design and development of C++ libraries in collaboration with global team.
- Maintenance and support of existing C++ libraries.
- Identification of current technology gaps and potential solutions.
- Identifying the 'bleeding-edge' technologies that will form the basis of the firms next-generation systems.
-Interact with internal clients to on component requirements

Must Have:
Extensive knowledge of C++ on Linux and/or Windows.
- Deep understanding of multi-threading and multicore architecture as well as low-latency networking issues.
- Track record of multi-tier application design and development in C++.
- Experience building re-usable code.
- Strong problem solving and analytical skills; Broad interest in technology.
-Strong communication skills

Nice to Have:
Experience with tuning-up OS kernel is a plus

Quantitative C++ Developer
Small Prop Trading Firm / Chicago
100-125K base +bonus
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.
-----------------------------------
We're looking for quant developer - someone with options
knowledge and at least 2 years (better yet, 4 years) C++ experience.

Write simulation programs for options strategies as
well as production implementation. They should have strong quantitative
educational and industry credentials. Since the position requires
extensive programming the candidate needs to be first and foremost a
strong C++ 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.
---

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 technology’s 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)

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 world’s 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 undoubtedly recognized as the global Number One Investment Bank of our day, with great accolade and an amazing reputation for its unbeatable profits, presence in the technology space and significant bonus/benefits for all employees. The successful and growing FX/rates business in London is ever growing and home to a number of highly experienced and intelligent traders, quants, strategists and technologists. It is a fast paced and challenging environment, and through continued expansion, there is an opportunity for a talented, C++ quant developer, coming from a strong mathematical background to join them in a business/quantitative front office desk role.

Working on the front office, alongside a number of senior quants, your role will involve taking responsibility for working alongside them in developing a number of cutting edge risk and financial application tools. As a C++ quant developer, you will have to leverage off your strong mathematical fundamentals (knowledge of stochastic calculus is desirable) as well as your interest and knowledge of finance and derivatives.

Ideal Skill Set for C++ Quant Developer – Long Dated FX / Interest Rates;

• Strong background in C++ on Linux/Unix
• Impressive academic background (Msc or above in computer science/physics/mathematics from a top university)
• Ability to pick up new languages/databases quickly
• Very good mathematical fundamentals (stochastic calculus desirable)
• Good communication skills
• Quick thinking and ability to work quickly and under pressure
• Understanding of financial derivatives
• Background in rates is a huge plus

Responsibilities for C++ Quant Developer – Long Dated FX / Interest Rates;

• Full software development lifecycle
• Financial applications/risk applications/pricing/analytics/P&L
• Liasing with and working closely alongside quants/traders through whole project lifecycle

This is a fantastic opportunity to join a top bank, in its most successful and profitable business. Through working on the front office desk alongside traders and quants, you will gain huge business/quantitative exposure and this will allow you to widen your knowledge greatly. The opportunity is ideally suited to a C++ quant developer who thrives under pressure and wishes to face a steep learning curve. Compensation, bonus and benefits will all be highly competitive and with regular performance reviews, you will have every prospect of furthering your professional career.

If you are interested in the C++ quant developer role, please contact C++@Selbyjennings.com or call 0207 019 4163

Additional Keywords: C++ developer, C++ programmer, quantitative developer, quantitative, developer, C++, Unix, windows, rates, FX, fixed income, front office, London

This is a fantastic role in a rapidly growing structuring team based in Asia. They have a strong market name and a rapidly growing platform however they need to expand to keep up with demand. My client is looking for a talented individual to join the commodity structuring team at an associate to VP level. As a member of this team you will be responsible for the following. Designing exotic investment products for various clients across commodities, in this case energy and metals. You will be supporting traders to run the scenario analysis and develop feasible hedging. This role will also require someone with an intuitive personality who can come up with new ideas and develop pitches to bring in new clients and expand the banks interests globally.

My client requires the following.

• You must have pure commodity structuring experience ideally within metals, oil and gas
• Ideally fluent in mandarin however my client will consider very good profiles out with this language background
• This is a client facing role so you must have relevant experience with clients in Asia
• My client is looking to complement the team with candidates who have a technical background, experience with developing quantities trading strategies is a plus
• This team is particularly keen on adding an associate or VP with experience in developing exotic products

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

This is a fantastic role with a highly reputable US investment bank. This role is ideal for someone who is driven energetic and enthusiastic with the ambition to be fast tracked within the company. This is a great FX structuring team and you will have the opportunity to work with some of the most reputable directors on the market, gaining new skills culminating in a fantastic C.V

My Client is a senior Director with the responsibility of FX structuring globally. He is looking for a highly skilled associate to join the team in their New York office, someone who specifically specialises in FX structuring across all client bases. You will be tasked with the following within this team - Structuring FX Exotic products (pricing, risks, execution and booking) for the correlation portfolio. You will be helping to Developing hedging solutions and investment products for a wide range of Clients (Hedge Funds, Corporates, Regional Banks, Private Banks). You will be assisting sales in their marketing strategies, hedging of cash flows, earnings and net equity investment. There will be some liability management involved, hedging of FX risks in Merger & Acquisition or Contingent transactions; cash management (cash optimization, investment strategies). You would also be advising on a carry trade strategy in foreign exchange optimizing the risk adjusted reward as measured by the Omega performance metric.

My client will require the following skills
• You will need to have in depth experience of FX structuring, specialised exotic or INDEX experience is highly desired by my client.
• You will ideally becoming from a top tier investment bank with the above transferable skills
• You need to be familiar in a client facing role
• The ideal candidate will have experience in Risk management of Exotic FX products
• You will need a US work visa for this role

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

I am working with a Director at a top European Investment bank who is looking for a senior associate to V.P level candidate to join the interest rates structuring team in London covering European clients. The role requires a candidate from a fixed income structuring background and is ideally suited to someone who is looking for a challenge but also a role with great rewords.
Responsibilities:
• You would be responsible for developing the European market and increasing the bank's client coverage
• You will be overseeing junior team members whilst they help develop presentations to clients
• You will be pitching to clients and developing trades in interest rates exotics/ flow and inflation linked products
• Working with senior traders to take on a junior trading role and take positions and hedge risk
Skills Required
• You must be a Fixed Income structurer or trader with a background in interest rates exotics
• Good technical skills and appreciation of risk parameters and hedging is important
• My client is looking for a technically strong structurer not a marketer so you must know derivatives/ options and be able to price/ back test and give accurate efficient pricing
For more information please contact the structuring team on structuring@selbyjennings.com or please send your CV to this address in a word format. www.selbyjennings.com

This top Bank is seeking someone to analysis all their derivative trades across all asset classes. The bank wants to see PhD graduates to VP level. If you are looking for a Front office 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:
(Analyst)
• 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.
• Participate in discussions of risk mitigation for structured transactions.
• 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

(Modeller)
• Develop and implement pricing models and risk management methodologies
• Build end to end Credit Exposure products that models CVA and Counterparty exposure (EPE/PFE) for a portfolio of OTC Derivatives covering all asset classes
• Development of Counterparty Exposure products
• Modelling credit risk mitigation techniques

Ideal Candidate:

• Several years experience in a similar role preferable
• Solid mathematical skills including probability and statistics
• Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts
• Excellent interpersonal and analytical skills & a team player
• Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences
• Understanding of various pricing models
• C++ advantageous

The bank will look at people who have a Market Risk or CVA background.

Keywords:
Credit Risk, Credit Risk Analyst, Counterparty, Exposure Management, CVA, PFE, Analyst, Modeller, C++, OTC Derivatives, PFE, EPE, Monte Carlo, London, England, UK

Please send all enquiries to risk@selbyjennings.com

My client a top tier European investment bank is looking to hire an vice president or director level credit derivatives structurer to join its credit business in Hong Kong or Singapore. This is a great opportunity to join a strong platform in the market. The position involves structuring, pricing and marketing credit derivatives to Asian corporate clients. Marketing bespoke restructuring strategies and providing liquidity, with the trading team. Structuring and selling credit linked distressed bonds/ primary issuances of CLNs/ single tranche CLOs. My client specialises in corporate credit derivatives so experience is essential. Portfolio optimisation, hedging and restructuring using credit derivatives technology to optimise credit and loan portfolios. Role will involve meeting Asian investors and advising and marketing products as well as meeting clients with the sales force

In order to be considered for this role you must have the following skills:
• My client is looking to hire a vice president or director credit derivatives structuring
• Essential to have good pricing/ restructuring skills and a good understanding of the Asian and emerging market credit markets
• Essential to have worked in the Asian credit derivatives market for the past 5 years at least
• Desirable to have experience across CLNs/ single tranche CLO/ investment products
• My client is open as to the background of this candidate and would consider good structurers in banks. My client would also look at candidates out of the market but with a strong record in credit trading/ structuring

Great role offering a very attractive salary package.
To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com

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 world’s 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

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

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.

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

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

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.

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.

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.

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 world’s 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 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

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

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

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.

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.

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

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

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

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.

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.

Job Title: Portfolio Risk Analytics - Senior C++ Software Engineer
Job Description:
Our client’s 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

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

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

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

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 stakeholder’s 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.

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 stakeholder’s 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.

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

A leading IB’s 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

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 BA’s 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.

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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 technology’s 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)

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.

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.

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.

----
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 technology’s 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)

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 Visa’s 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

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 world’s 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

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 stakeholder’s 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.

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

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 stakeholder’s 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.

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
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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.
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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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Email resumes QuantRec @gmail.com, Call NOW IF YOU MEET MOST OF THE SPEC & ARE AUTHORIZED.
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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.
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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.

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 stakeholder’s 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.

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 quant’s 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

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

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 BA’s 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:
• 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

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