Global hedge fund vacancies posted on Hedgeweek.com

Global Head of Quantitative Research


Innovative and expanding Hedge Fund is looking to hire a Global Head of Quantitative Research. Your remit will encompass managing the Quantitative Research department in its entirety. This involves managing a highly skilled team of Quantitative Researchers who will be applying cutting-edge research techniques to global financial markets. This is a key hire and you will become an integral part of not only the profitability of the firm, but also to the future strategy/direction of the company as a whole. You will have an excellent academic record and will have demonstrated a broad knowledge and understanding of a variety of statistical methods including linear, non-linear and multivariate statistical methods, and time series analysis. It is expected that you will have substantial knowledge of Quantitative Investment Theory and Methods. It is important that the successful candidate will possess the Determination to develop, run and complete significant research projects that involve complex and rigorous data analysis. To comply with our ambitions, we are looking for a Senior Statistical Researcher who will be able to recruit further Analyst and direct/lead a small UK based team researching global financial markets. A PhD (in statistics, machine learning, signal processing or a connected discipline) from a leading university is paramount. It is also expected that you may (either now or in the past) have been a university lecturer within Financial Mathematics. London, City. Salary: Negotiable - no upper limit.


Contact: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444





Senior Hedge Fund Manager


Successful London based Hedge Fund Management Group is looking to expand its business organically by hiring additional Hedge Fund Managers to run funds that are complementary to their existing product areas. Successful applicants will have experience running funds and will be able to demonstrate superior and consistent above average returns. For further information please call David Durham for a confidential discussion on the number listed below.


Contact: Durham Consultants
E-mail: david@durhamconsultants.com
Phone: (44) 20 7590 9830





Chief Operating Officer


Top European Hedge Fund is looking to hire a Chief Operating Officer. Role will have overall responsibility for operations together with the management and delivery of the trading platform. You will have: a proven track record of technology and operations management gained within a hedge fund, investment banking and/or fund management environment; deep knowledge of front, middle and back office processes and a good first degree qualification (2i or 1st). Location London. Package up to GBP 400k.


Contact: Mclaren Partnership
E-mail: richard.webb@mclarenpartnership.com
Phone: 44 (0)777 9110890






Traders/Quants/Developers - High Frequency Trading Group


Global Hedge Fund of considerable repute is urgently looking to recruit outstanding candidates to work as highly technical Quantitative Traders or Quantitative Researchers or Quantitative Developers to work on High Frequency Trading across all asset classes. This is to fulfil one of the fastest and most aggressive business plans this business area has ever seen. All are key roles and the successful candidates can expect to work directly with some of the worlds most dynamic and profitable Traders/Quants/Developers. These roles will suit extremely bright and successful people who are keen to become an integral and highly regarded part of a very complex trading organisation. For the developer and Quant roles, you will utilise C++ to enhance and develop additional algorithms and models for cutting-edge systems. To succeed in this role you will have a mathematical PHD (from a top school) and have a deep understanding of Financial Products (especially Fixed Income and FX). Also, for the Quant Developer role, it is also expected that you will be an expert C++ programmer (Unix) developing real-time solutions. In addition, you will have acquired excellent experience of working on and developing High Frequency Trading Systems and have good financial markets knowledge particularly in FI, although other asset classes are also welcome to apply because they are recruiting across the board). You will not find a better, more cutting-edge role anywhere. Location: Chicago, US. Salary: completely open-ended, they will pay what it takes.

Contacts: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444
 






Senior Interest Rate/Hybrid Quantitative Analyst


As an established quantitative research professional, you will now be looking for a career move that will allow you to expand on your creative and analytical abilities within a highly regarded market leader. This European Bank is seeking this type of person to work within their Fixed Income Quantitative Research Team in London. The emphasis of this role is on creativity and the ability to interact with traders and other people within the team, as opposed pure implementation (i.e. not a C++ guru!). You should possess a good understanding of the main models for interest rate derivatives modelling as well as hybrids (IR/Equity, IR/FX), plus stochastic volatility modelling. During your career, you should have had exposure to different asset classes in the support of the Trading Desk, including all exotic IRDs and various hybrids. This role should appeal to candidates with 3-4 years exp. working within a leading Fixed Income house and a sound understanding of C++ with exceptional mathematical ability. London, UK. Salary: Package to £300k depending on experience.


Contact: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444






Global Head of Derivatives Technology, C++, UNIX


Innovative and extremely profitable Global Hedge Fund is looking to hire an exceptional candidate to become Global Head of Equity Derivatives IT. You will report and work directly to the Head of the Business and you will become his right-hand-man in growing both the Business and its profitability. You will manage the IT function in its entirety but still be expected to lead from the front in terms of Hands-on development (C++, UNIX, ORACLE, SYBASE). This is a hugely exciting role and the successful candidate will have unrivalled support to create a cutting edge technical environment for one of the most profitable Equity Derivative Teams in the World. Although the role is very Senior, you will still be expected to deliver immediate solutions to technical problems as they arise. We are not looking for a Senior Manager who expects to hand out orders etc., we are looking for a very dynamic technical specialist who is able (and has in-depth experience) of managing an exceptional team of Developers (some of the best in the World), but also produce cutting edge development yourself. You will manage a dynamic team of around 15. You must be an excellent hands-on team lead and be an expert C++ Developer. You must have held a similar role before within a Derivatives Function (Equity Derivatives would be ideal). Salary Package is based on a business bonus and is completely negotiable (again, you will not find better). You will not find a better opportunity to join the Business and become a key individual in its success. Please do not apply if you are not hands-on in C++. Also, the salary for this role should be a guide to the type of candidate we are looking for. This role is based in either NYC or Chicago. Salary: Up to $70k package, maybe more for exceptional candidates.


Contacts: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444






Senior Quantitative Strategist/Structurer/Trader


Senior Quantitative Strategist/Structurer/Trader sought by Global Hedge Fund to be responsible for all interest rate vanilla strategies (swaps, options, cash etc). This is an extremely important role and our client is only looking to hire exceptional candidates who have in-depth experience of Strategies, Trading and Quantitative Research. To succeed in this role, it is paramount that you will be considered a vital component to strategy/trading activity in your current firm/Hedge Fund. The role will encompass all aspects of quantitative spin and you will be expected to develop trading strategies and be able to implement them. Inevitably, you must be currently working within an impressive Arbitrage Group and be looking to embark on what will be the defining moment of your career. You will have a in-depth mathematical background and will be looking for an all-encompassing role. It is expected that you will have acquired around 3 or 4 years experience. Location: Chicago, New York or London. Salary: Up to 2m guarantee, two year guarantee available.


Contacts: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444
 






Global Head of Quantitative Development, PhD, C++


Major Hedge Fund's Quantitative Financial Development Group is looking for a Global Head of Quantitative Development to lead and manage the group in researching, developing, and enhancing models for Option Valuation in Fixed Income, Mortgage, Equity, Foreign Exchange, and other markets. This is an extremely Senior hire and the position requires at least 7 years of experience in researching, developing and designing Derivative Valuation software, including current experience of leading a Quantitative Development team. The candidate must have a strong background in C/C++/Unix and have significant experience with numerical methods and have experience in Option Valuation. You will have expert knowledge of Mathematical Finance and have excellent Quantitative Development skills. A PhD in Math, Finance, Physics or Computer Science is required. Location: New York, US. Salary: USD 250k-USD 400k Package depending on experience.


Contact: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444
 






Electronic Volatility Trading (EVT) Trader


This role is a trading role in the Electronic Volatility Trading (EVT) group of leading Investment Bank, whose primary business is listed equity option market making. Successful candidates will have had extensive experience market making listed options electronically, and in the technologies employed to do so effectively. They will be required to innovate in respect to the trading systems in order to be considered competent in the role. Minimum Job Requirements: 3-4 years minimum experience in this specific business absolutely required. IT, Maths, Statistics, Physics, Business or Economics Degree preferable. A background in IT and/or in designing trading software a big plus. Location: New York, Chicago, London or HK. Salary: Up to USD 400k package rising to USD 1m depending on experience.


Contact: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444






Statistical Arbitrage Trader, High Frequency, Intraday


A Global Statistical Arbitrage hedge fund is looking for an exceptional individual to help further expand their massively successful intra-day high frequency trading group. You will be creating and implementing strategies and statistical arbitrage trades from a variety of Equity/Futures based proprietary models. High frequency, automated and systematic trading experience is an absolute necessity. Strong quantitative and analytical abilities are a given. The ideal candidate will have a proven track record in statistical arbitrage, index arbitrage, or systematic equity proprietary trading business. You will be expected to develop, test, and implement new strategies. Strong quantitative skills are a must and it is expected that you will be educated to at least Msc level (more likely PHD). You will not find a better group in the world. Location: Chicago, US. Salary: They offer the best in the industry.


Contact: : NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444






Quantitative Developer High Frequency Trading, C++


Global Investment Bank of considerable repute is urgently looking to recruit an outstanding Quantitative Developer to work on High Frequency Trading Systems. This is a key role and the successful candidate can expect to work directly with some of the Worlds most dynamic and profitable Traders. This role will suit a successful Quantitative Developer who is keen to become an integral and highly regarded part of a smaller but more complex Trading team. You will utilise C++ to enhance and develop additional Algorithms and models for cutting-edge systems. To succeed in this role you will have a Mathematical PHD (from a top School) and have a deep understanding of Financial products (especially Fixed Income). It is also expected that you will be an expert C++ programmer (UNIX) developing real-time solutions. In addition, you will have acquired excellent experience of working on and developing High Frequency Trading Systems for a top tier Trading group. Location: London, UK. £200k-£450k Package depending on experience.


Contact: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444
 






FX/Derivatives Quantitative Strategist


Leading European Hedge Fund is currently looking to recruit an Senior FX/Derivatives Quantitative Strategist to join a hugely successful Derivatives Research team. Your remit will include enhancing and developing systematic trading strategies within the FX/Derivative market. You will work very closely with the trading team to improve execution efficiency and to identify new market opportunities. It is paramount that you have at least three years experience within a Quantitative financial trading environment and have outstanding knowledge of global FX and Interest Rate products. Similarly, you must have extensive experience of developing successful trading strategies. Only candidates with impeccable academic achievements will be interviewed by our client - PHD is mandatory. Location: London, UK. Salary completely negotiable with no upper limit. Package in the region of £100-300k depending on experience.


Contact: NJF Search International
E-mail: george@njfsearch.com
Phone: 44 (0)207 604 4444






Senior Programmer


This market leading hedge fund, which trades futures and forwards markets worldwide using their proprietary model, is looking to hire a Senior Programmer. Role will be required to develop the sophisticated trading models the firm uses; develop the futures trading technology system and improve the way orders are placed into market. You will have: a solid programming background and possess a good first degree qualification (2i or 1st) and ideally possess an additional higher academic qualification. Location London. Salary up to GBP 90k plus bonus.


Contact: Mclaren Partnership
E-mail: richard.webb@mclarenpartnership.com
Phone: 44 (0)777 9110890





Chief Technology Officer


Top European Hedge Fund is looking to hire a Chief Technology Officer. Role will set and manage the execution of an IT strategy that will support the objectives of the business from both application and infrastructure development perspectives. You will have: strong business and technology acumen; be able to negotiate complex deals with stakeholders; proven track record of managing in-house build and external product implementation; proven ability in building infrastructure to support fast growth business; proven track record in managing people through alignment of strategic objectives with day-to-day tasks; experience in the negotiation and management of Service Level Agreements with technology, service and outsourced solutions providers; experience in optimisation of insourced/outsourced infrastructure; 'hands on' approach to solving technology related issues; ability to communicate the benefits of emerging technology and its application to the business at all levels and possess a good first degree qualification (2i or 1st) and ideally possess an additional higher academic qualification. Location London. The total compensation structure for this role is likely to be in the £150k to £200k range, with growth dependent upon performance and the growth of the business.


Contact: Mclaren Partnership
E-mail: richard.webb@mclarenpartnership.com
Phone: 44 (0)777 9110890






Volatility (Relative Value) Strategist


Role: Track and forecast developments in the USD, EUR and GBP volatility surfaces in regular publications and flash-notes. Contribute to methodological quality of JPY and Scandi volatility research. Generate vol-based trade ideas. Help direct development of analytical tools relating to volatility. Write thematic research about dynamics of volatility. Present to clients on the subject of volatility analysis and volatility as an asset class. Participate in general efforts of the relative value research portion of Interest rate Strategy team.
Qualifications: Knowledge of standard volatility pricing theory, experience in writing about and forecasting volatility developments, good knowledge of underlying Fixed Income markets.


Contact: Durham Consultants
E-mail: david@durhamconsultants.com
Phone: (44) 20 7590 9830






Senior Quantitative Analyst


This market leading hedge fund trades the global financial markets by managing a suite of equity funds as well as relative value global macro econometric funds in currencies, interest rates and indices. This firm is widely regarded as being one best firm's in the market and has recently won acclaim at a number of recent industry awards. The firm is looking to appoint a number of Quantitative Analysts. The objective of these roles will be to develop innovative products and computational methods in finance: equities, interest and fixed income. You will have: a minimum 2 years commercial experience; a PhD in one of the mathematical sciences. Applied Stat. Physics, & Applied Maths vs pure maths; solid Programming ability preferably in C/C++; ability to solve complex problems & translate into equations; experience in research with significant mathematical content; and experience in putting financial theory into practice and familiarity with Microsoft technologies. Location London. Salary up to GBP 100k plus bonus.


Contact: Mclaren Partnership
E-mail: richard.webb@mclarenpartnership.com
Phone: 44 (0)777 9110890






Senior Programmer (Trade Execution)


Award winning European hedge fund which invests across a number of equity funds as well as relative value global macro econometric funds in currencies, interest rates and indices is looking to hire Senior Programmer within trade execution team. Role will be required to develop trade execution platform and proprietary database. You will have: a solid programming background and knowledge of trade execution technologies, packages, platforms and programming languages. The desired candidate will also possess a good first degree qualification (2i or 1st) and ideally possess an additional higher academic qualification (Applied Stat/ Physics/ Maths vs pure maths background). Location London. Salary up to GBP 80k plus bonus. 


Contact: Mclaren Partnership
E-mail: richard.webb@mclarenpartnership.com
Phone: 44 (0)777 9110890.






Senior Programmer


This market leading hedge fund, which trades futures and forwards markets worldwide using their proprietary model, is looking to hire a Senior Programmer. Role will be required to develop the sophisticated trading models the firm uses; develop the futures trading technology system and improve the way orders are placed into market. You will have: a solid programming background and possess a good first degree qualification (2i or 1st) and ideally possess an additional higher academic qualification. Location London. Salary up to GBP 90k plus bonus. 

Contact: Mclaren Partnership
E-mail: richard.webb@mclarenpartnership.com
Phone: 44 (0)777 9110890






Investor Marketing / Investor Relations for a London-based Hedge Fund


We are interested in hearing from applicants with relevant experience and skills to work for a London based hedge fund which specializes in complex CDO type asset trading. He/she will have a good knowledge of complex debt based financial products and be able to communicate well with existing and potential investors in the fund. The role with be split 50/50 in terms of marketing for new customers and looking after existing ones. The successful applicant will have a strong financial background, be highly literate, numerate, and a superb communicator, able to proactively drive the Fund's Marketing and Investor Relations efforts.


Contact: Durham Consultants
E-mail: david@durhamconsultants.com
Phone: (44) 20 7590 9830

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