Global hedge fund vacancies posted on Hedgeweek.com

CDO Marketer, London, Highly Competitive

A hedge fund is currently recruiting for a new addition to its marketing team. The successful candidate will have experience of selling/structuring CDO’s and will have the desire to join the world of hedge funds. The successful candidate will also ideally have knowledge of structured investment vehicle (SIV) equity and CDO equity. This is a highly successful team and will offer the candidate excellent product exposure as well as excellent remuneration.

Contact Adam Buck, Tel: 44 207 348 6050, Email: [email protected]
Closing date is 9th May 2005.

Quant Analyst-Volatility Arbitrage, London, Highly Competitive

A leading hedge fund is currently recruiting for a quant analyst with good interest rates experience and excellent programming. You will ideally be educated to PHD level in a numerical subject, but most important is to have excellent interest rates pricing and hedging knowledge. It would also be desirable to have gained exposure to volatility arbitrage within your quantiative background. This is a highly successful fund and there is an excellent opportunity for rapid progression and a significant bonus.

Contact Adam Buck, Tel: 44 207 348 6050, Email: [email protected]
Closing date is 9th May 2005.

Quant Analysts/Researchers -Systematic trading, London, Highly Competitive

An established global hedge fund is recruiting for a s e nior and junior quant analyst to join. The successful candidate for the junior role will have an exceptional academic background within a quantitative subject and will have 6-12 months research in either academia or another quantitative hedge fund. The senior candidate will have 2-3 years research in quant research ideally with a proven record in making money from the markets through systematic trading. The strong academic background will be supported by strong programming. This is an excellent opportunity to join a leading multi-strategy hedge fund.

Contact Adam Buck, Tel: 44 207 348 6050, Email: [email protected]
Closing date is 9th May 2005.

Junior Quantitative Assistant Trader, London, Highly Competitive

An established hedge fund based is expanding and wishes to find an outstanding individual to join the quantitative derivatives team. Your role will involve researching and analysing a wide variety of both equity and credit derivatives, contributing to the development of quantitative models through to the application to specific situations. You will have a good understanding of equity and/or fixed income derivative products gained from an internship or work experience and you will have read J Hull –  Futures, Options and other  Derivatives. You will be highly analytical and numerate with a strong quantitative background – preferably Physics, Engineering, Mathematics graduate from a top tier University (2:1 or above) with atleast 2A’s and B at A-level (or equivalent if from overseas).  This academic level is essential, please do not apply if you don’t have this. It is also advantageous to have experience of programming. Exciting opportunity for a recent graduate with lots of enthusiasm and a sharp mind who is able to progress quickly.

Contact Adam Buck, Tel: 44 207 348 6050, Email: [email protected]
Closing date is 9th May 2005.

Statistical Arbitrage Quantitative Analysts, London, £Dependent on Experience

A major global player in the hedge fund industry is seeking two statistical arbitrage quantitative analysts.

There is a junior role for any candidate with over 1-year experience and a more senior role looking for nearer 3 years exposure in a similar environment, but with actual experience of handling money with their implemented system. Initially the junior role will involve refining existing strategies, but very quickly you will be expected to develop new strategies, taking full responsibility for researching, implementing, back testing, trading and then the P&L. The successful candidates will have PhDs in statistical subjects and excellent C++, with any knowledge of statistical arbitrage or high frequency trading desirable, but not essential. Already a major global player who would like to develop this team and there is an opportunity for you to be part of this growth.

Contact Adam Buck, Tel: 44 207 348 6050, Email: [email protected]
Closing date is 9th May 2005.

Graduates for Junior Quantitative Researchers, London, Highly Competitive

A global hedge fund is currently recruiting for  junior  quantitative researchers to join its already established team. The successful candidates will have exceptional academic backgrounds in statistics/ mathematics or another quantitative discipline such as physics, engineering etc. Any  experience of using advanced statistical methods in the analysis of large data sets would be an advantage. This is an opportunity to work with some of the best researchers in the industry and apply your academic background to the world of finance. You will be involved in systematic buy-side strategies (statistical arbitrage etc.) within  multi asset classes  (FX or equity etc). You will have the opportunity to work with those who have developed some of the most successful systematic strategies to date. Ideally candidates will have an  PHD/MSC /BSC from a top-tier institution.

Contact Adam Buck, Tel: 44 207 348 6050, Email: [email protected]
Closing date is 9th May 2005.

Systematic Quantitative Traders/Researchers, London, Highly Competitive

A global hedge fund is currently recruiting for quantitative traders/researchers to join its already established team. The successful candidates will have strong research backgrounds in systematic buy-side strategies (statistical arbitrage etc.) within any asset class (FX or equity etc). The traders will have a proven track record in implementing their systems and will be seeking an opportunity to gain from an established hedge fund and expand their strategies through increased capital. The researchers will have the opportunity to develop their existing strategies with increased support and in an environment that will enable you to see the impact of your strategies and eventually run them yourself.  You will have the opportunity to work with those who have developed some of the most successful systematic strategies to date. Ideally candidates will be PHD/MSC calibre and will have strong programming in C++/Matlab etc.

Contact Adam Buck, Tel: 44 207 348 6050, Email: [email protected]
Closing date is 9th May 2005.

ABS Trader, London, Highly Competitive

An established hedge fund is currently recruiting for a specialist Asset Backed Securities (ABS) trader. The successful candidate will have 2-5 years experience within structured finance products (CDO’s etc…). You will also ideally have strong broad derivatives knowledge, specifically credit derivatives with any knowledge of coporate bonds a distinct advantage. This is an established hedge fund with an impressive track record and is looking for the right individual to strengthen its existing team.

Contact Adam Buck, Tel: 44 207 348 6050, Email: [email protected]
Closing date is 9th May 2005.

Head of Investor Relations

Top Hedge Fund is looking to hire a Head of Investor Relations. Role will report to the COO of the company and will have overall responsibility for: all investor communications including investor queries and investor updates; liaison with international sales and marketing; meetings and conference calls with key stakeholders; customised reporting for clients; and the preparation of hedge fund and general market summaries and investor letters. You will have: 5+ years of investor relations (and ideally exposure to sales) experience within the hedge fund and/or alternative investments and/or capital markets space; and possess a good first degree qualification (2i or 1st) and ideally possess an additional higher academic qualification. Attractive package.

Please forward your details to [email protected]. Tel: +44 (0)777 9110890. Closing date 31.04.05

Equity Derivatives Trader

A leading international investment bank seeks a Trader to join their New York based equity derivatives business.

The right candidate will work with an experienced team of traders, who operate a highly profitable trading desk. Ideally, you will have graduated in a quantitative or business related field and have good knowledge of numerical methods and stochastic calculus. You will need a deep understanding of equity derivatives pricing and hedging issues and should have between 2 and 4 years experience on the trading floor.

This role is ideal for a trader who can price and has detailed understanding of the risk management of complex products. It is an excellent opportunity to join one of the most prestigious banks in New York.

If you are interested in this position, please send your resume via email or call Stefan Willms on 0044 207 469 5002 to discuss further.

Credit Trader

Our client is an Investment bank in New  York and they are looking to hire a Credit Trader.

The role will involve the pricing and trading of Credit products (Jumbos, Bonds, CDS, Swaps) and all curve trading. Your quantitative skills will be utilised implementing in C++, libraries of pricing tools for the Credit Derivatives Trading Desk. You will have a University degree in a quantitative subject and have trading experience between 2,5 and 4 years. You should also have good C++ programming skills.

If you are interested in this position, please get in touch with Stefan Willms on 0044 207 469 5002 or send your resume via email.

Structured Product Sales UK

New opportunity with a small successful group that has larger parents to sell a variety of perceived market demanded products to the discretionary market place in the UK and the Channels. Candidates will be seasoned salespersons to the private bank, discretionary stockbroker, multi manager market and their success will be correlated to the quality of those relationships. Experience of selling hedge-related products useful but not essential. Salary £60-70,000 plus commission structure. The role is based in Central London.

Confidential enquiries to Ed Lawrie at CCP Financial Recruitment 44208-908-3980 or cvs to [email protected]

FoHF Sales into Germany\Europe

Globally branded group with substantial aum is interested in talking to possible sales staff about selling into Germany\Central Europe. Candidates may come from a variety of backgrounds of product sales but will be expected to know their way around the region. The position will be based in London with frequent travel. Remuneration can be tailored to candidates’ value to the industry.

Confidential enquiries to Ed Lawrie at CCP Financial Recruitment 44208-908-3980 or cvs to [email protected]

Senior Interest Rate Exotic Trader

Our client is a leading European Investment Bank and is looking to add a Senior Interest Rate Exotic Trader to their expanding team, based in New York.

Some of the key tasks are:
* researching, implementing and trading new models for valuation and risk management of a global exotic interest rate derivatives book
* analysing and pricing of exotic products
* hedging and managing a book of Long Term exotic options (Callable Range Accrual Swaps, Multicallable Swaps, Ratchets caps, Captions, etc.).
Requirements:
* four to six years Trading experience
* Master’s/Diploma degree in a quantitative orientated subject,
If you are interested in this position, please send your resume or call Stefan Willms on 0044 207 469 5002 to discuss further.
Senior Exotics Interest Rate Derivatives Trader

We have a top opportunity for a Senior Exotics Interest Rate Derivatives Trader with one of the most respected Investment banks in New York.

Responsibilities:
* Risk management and book running of a portfolio of Exotic Interest Rate Derivatives, including quantos, digitals, CMS, 1- & 2-factor type derivatives, Callable Inverse Floater, Spread Options, Callable Range Accruals, Callable Ratches
* Market-Making for customer-driven activity on exotic structures
* Development and implementation of pricing algorithms and Interest Rate models for the evaluation of exotic Interest Rate products and their risk management
* Working closely with the MTN desk to price and develop structures, both for their sales and arranger market, especially those which hedge existing risks on the book.
Requirements:
* at least 3 years relevant trading experience
* Masters/Diploma degree (better: PhD) in a quantitative subject
Please reply with your CV to [email protected] or call Stefan Willms on 0044 207 469 5002 to discuss this exciting opportunity further.
Intermediate Convertible Bond Trader
Our client is a leading hedge fund and they are specialized in convertible bond arbitrage.

We are looking to for a a junior convertible bond trader to execute trading strategies. The ideal candidate can refer to:
* a strong academic background (ideally mathematics, physics, economics)
* about 2 year experience trading experience
* good knowledge of convertible bonds.
If you are interested in this position, please get in touch with Stefan Willms on 0044 207 469 5002 or send in your CV to [email protected]

Head of Financial Engineering, Statistical Arbitrage Trader, High Frequency Trading

Massive Statistical Arbitrage Hedge Fund with deep pockets and ambitious plans are looking to hire high profile Head of Financial Engineering to lead their high profile financial engineering group.

Global Statistical Arbitrage hedge fund is looking for exceptional individual to help further expand and lead their massively successful intra-day high frequency financial engineering group. They are looking to hire the very best in the business and have the financial muscle to attract even the very best paid Statistical Arbitrage Financial Engineers. You will lead the financial engineering group and will also 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 or systematic equity proprietary trading business. You will be expected to develop, test, and implement new strategies. It is also of paramount importance that you have extremely strong programming skills (C++). Strong quantitative skills (Statistics) 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. Please call George Calderbank on 0207 604 4444 for more information or send your resume to [email protected]

Location: London or United States
Salary: from £200k to £500k+ depending on experience

Research Analyst/Quantitative Researcher/Statistical Research – Hedge Fund, PHD

Extremely successful Hedge Fund is currently recruiting exceptional Research Analysts to help further expand their statistical research group.

It is expected that you will have a truly impressive academic background in Mathematics and or Statistics (or related discipline) and have a deep interest within this field. More likely, you will have acquired a PhD in Statistics (or related degree) and either be a recent graduate or have some Research (got to be statistically based) experience in a related field. You must be able to demonstrate clearly that you have experience of using advanced computational/statistical methods to analyse mass sets of data. Our client is determined to hire some of the best statistical brains (either junior or experienced) and help train them in the world of finance and markets. You would find it hard to join a more progressive and talented firm. In addition to recent Graduates, our client is keen to meet Research Assistants or Statistical guru’s who have gained relevant (although not necessarily within Finance) experience. Any Research Assistants who harbours ambitions of working within finance should contact me immediately. Good technical skills are also expected. Roles are available in either Oxford or London. To discuss this/these role/s in complete confidence, please call George Calderbank on +44 (0) 207 604 4444 or send your CV to [email protected]

Location: London or Oxford
Salary: completely negotiable

Senior Portfolio Managers / Traders (Equities Traders, Stat Arb, Fundamental Pairs, Merger Arb) – London

A Global Hedge Fund of considerable repute is aggressively looking to expand all trading operations in their London office. This is a serious business expansion with a serious budget to support expected projections. Our client is without doubt one of the finest and most flexible hedge funds in the world and they have the capacity to hire all manner of executives from Junior Traders to Senior Portfolio Managers and have almost unlimited resources to accommodate almost anyone. We are working for the Principal Owner and have been tasked with finding the very best Equity Traders/Statistical Arbitrage Traders etc Europe has to offer. We are hoping to speak to experienced traders who have made significant profits for their current firms who would like either a new challenge or more upside than they currently enjoy. We are looking for exceptional individuals of all levels to help further expand their extremely successful high frequency trading group (across asset class). This group is one of the finest in the world. Previous 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 the statistical arbitrage, index arbitrage, or systematic equity proprietary trading business.  We are really interested in speaking to strong portfolio managers with excellent track records and an entrepreneurial attitude.  We are most interested in equities traders (stat arb, fundamental pairs, merger arb, etc.).  In addition, we are also keen to speak to candidates who can bring workable and profitable fixed income strategies.  The candidates should be London based with a European universe of symbols/strategies.  Our client is generally risk adverse, and are not interested in short term wonder trader types, rather we want to speak with long term solid experienced traders. Portfolio Managers who have workable strategies and have a good solid approach to trading and risk management will find it hard to resist this opportunity. Please call George Calderbank or Nathan Francis on 0207 6044444 or e-mail [email protected]
Location: London or New York
Salary: well into seven figures for right candidates

FX Quantitative Strategist – Global Investment Bank – City, London

Major Investment Bank is looking to expand their industry leading Foreign Exchange Group and hire an extremely talented Quantitative Strategist who can add significant value to the team.

You will work as an Analyst/Associate within the foreign exchange strategy team and you will focus on the quantitative and structuring support for the sales force on foreign exchange.

Your principal responsibilities will be the structuring of derivative solutions for corporate and institutional clients. In addition, you will help in the development of the pricing systems for the foreign exchange exotic derivative business. You will provide pivotal quantitative analysis and support to sales. It is expected that you will have an impressive academic background and have truly excellent statistical research ability. A PhD in Maths or statistics would be ideal. You will also need to be a very good programmer in C++ to be successful within this group. Any candidates that have up-to 2 years experience in a quantitative/structuring role – are also very welcome to apply because my client is also looking to hire experienced Strategists.  Please call George Calderbank on 0207 6044444 or e-mail [email protected]

Location: London
Salary: Best on street – call me to find out

Automated Options Trading Desk Senior Developer C++

Prestigious Hedge Fund seeks a strong Front Office C++ Developer to work on their Automated Options Trading Desk. This individual will be involved in building and implementing real-time trading and analytic software in C++ with an emphasis on the interfaces between the Trading Desk and the Exchanges. Responsibilities will also include working on hedging strategies and developing their automated trading capabilities. Applicants should have 1-5 years experience in Equity or analytical trading software, as well as strong C++ and UNIX development skill. Must have a Quantitative or mathematical background. Masters level degrees in either Math or Physics from top school preferred. Superior analytical, communication and interpersonal skills are a must.

Please call George Calderbank on +44 (0) 207 604 4444 or email your resume to [email protected]

Location: London or USA
Salary: from £100k-£225k depending on quality and experience

Quantitative Trader, Statistical Arbitrage, C++

Highly profitable US house is keen to hire extremely talented Quantitative Traders. This is a group that has a considerable reputation and employs some of the most respected and talented traders within the Statistical Arbitrage space.

You will be tasked with developing quantitative statistical arbitrage models for European markets. The group has a range of strategies from high frequency intra-day to longer-term daily and longer strategies. The ideal candidate will have a minimum of 2 years experience of statistical arbitrage trading and a profitable track record and be ready to embark on what will be the defining moment of their career.

As always, it is mandatory that you will have a strong educational background with a PhD or MSc in a mathematical subject from a top university. Technically, you will have strong C++ programming skills.

Please contact George Calderbank on +44 (0) 207 604 4444 or email: [email protected]

Salary: Negotiable, but cut of 15% is available
Location: London or New York.

Credit Derivatives Trader, New York

One of the leading Investment Banks is currently looking to recruit a Credit Derivatives Trader for their desk in New York.

You need to have at least 2 years experience in flow and structured trading to be considered as a relevant candidate. You need to have strong knowledge of Credit Derivatives products, from vanilla products (CDS and CLN) to more exotic CDOs (including synthetics).

You will have a strong academic background, to MSc level in a quantitative area, such as physics, mathematics or mathematical finance.

If you think to be the right candidate for this position then please send your in your CV via email or call Stefan Willms on 0044 207 469 5002.

Fixed Income Derivatives Trader, New York

One of the big German banks is currently looking for an experienced Trader with a Fixed Income Derivatives background. Some of the tasks will be:

-Market making of structured products (e.g. cancelable and multi-cancelable swaps; barrier options, etc.)

-Managing portfolios of Credit and Interest Rate derivatives (caps, floors, swaptions, bond options, exotic options) and cash bonds.

The ideal candidate will have a suitable educational background (at least MSc in Mathematics or similar) with recent FI exotics trading experience of at least 2 years.

If you are interested in this position, please send in your resume or call Stefan Willms on 0044 207 469 5002 to discuss this exciting opportunity further.

Senior Portfolio Managers, Major Upside (one of the best on street)

A Global Hedge Fund of considerable repute is aggressively looking to expand all trading operations in their London office. This is a serious business expansion with a serious budget to support expected projections. Our client is without doubt one of the finest and most flexible hedge funds in the world and they have the capacity to hire all manner of executives from Junior Traders to Senior Portfolio Managers and have almost unlimited resources to accommodate almost anyone.

We are working for the Principal Owner and have been tasked with finding the very best Equity Traders/Statistical Arbitrage Traders etc Europe has to offer. We are hoping to speak to experienced traders who have made significant profits for their current firms who would like either a new challenge or more upside than they currently enjoy.

We are looking for exceptional individuals of all levels to help further expand their extremely successful high frequency trading group (across asset class). This group is one of the finest in the world. Previous 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 the statistical arbitrage, index arbitrage, or systematic equity proprietary trading business. We are really interested in speaking to strong portfolio managers with excellent track records and an entrepreneurial attitude. We are most interested in equities traders (stat arb, fundamental pairs, merger arb, etc.). In addition, we are also keen to speak to candidates who can bring workable and profitable fixed income strategies. The candidates should be London based with a European universe of symbols/strategies. Our client is generally risk adverse, and are not interested in short term wonder trader types, rather we want to speak with long term solid experienced traders. Portfolio Managers who have workable strategies and have a good solid approach to trading and risk management will find it hard to resist this opportunity.

You will not find a better group in the world. Please call George Calderbank on 0207 604 4444 for more information or send your resume to [email protected]

Salary: Completely Negotiable – seven figures very likely for exceptional candidates.

Located: London – although New York is also a possibility

Quantitative Developer/Trader High Frequency Trading, Hedge Fund

Global Hedge Fund of considerable repute is urgently looking to recruit an outstanding Quantitative Developer to work on High Frequency Trading. This is a key role and the successful candidate can expect to work with some of the worlds most dynamic and profitable Quant 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 initially be expected to utilise C++ to enhance and develop additional algorithms and models for cutting-edge automated systems. It is expected that within six months though that you will be allowed to trade your own strategies. This would suit a talented Developer who harbours ambitions of becoming a Quantitative Trader given time. To succeed in this role you will have a mathematical degree (from a top school) and have a deep understanding of Financial Products (either Equities or Fixed Income). It is also expected that you will be an expert C++ programmer (UNIX) and have extensive experience developing real-time trading systems/solutions. In addition, you will have acquired excellent experience of working on and developing High Frequency Trading Systems. You will not find a better, more cutting-edge role anywhere in the city. Salary: completely open-ended they will pay what it takes.

Please contact George Calderbank on +44 (0) 207 604 4444 or email: [email protected]

Salary: Negotiable but in the region of £130-250k depending on quality and experience of candidate.

Location: London or USA

Technical Team Leader, Trading Software, Futures, Excel and VBA, Hedge Fund, London

Extremely successful research (statistics bias) based hedge fund is keen to hire a Technical Team Leader to help drive forward their trading technology systems.

This is a key hire for this Hedge Fund and the successful candidate will have an excellent opportunity to really shine and make a difference to the bottom line P & L.

You will manage a small team of (very strong) Developers and work alongside the traders and quantitative researchers to help develop cutting-edge trading systems with bullet proof exchange connectivity. To succeed in this role, you must have good experience of working with financial software applications. In addition, you must have good experience of financial futures and would have ideally developed futures trading systems for either a vendor or prop trading house. Technically, you must have very strong technical skills in the following: Excel, VBA and good experience of either C++ or Java and database technologies. In addition, you must have strong experience of working with FIX Protocol. As you will be working with some of the City’s best statistical researchers and traders, it is important that you can liaise and manage the expectation of Front Office users in a non complex manner. Previous Team Leading experience is needed. This is a good opportunity to join a truly profitable hedge fund with an excellent reputation and impressive history.

Please call George Calderbank on +44 (0) 207 604 4444 or email your CV to [email protected]

Location: London

Salary: Negotiable.

Statistical Quantitative Researchers/Developers, C++

A major global player in the hedge fund industry is seeking experienced statistical arbitrage Quantitative Analyst /Developers to join a fast expanding group who have an impressive trading record.

We are looking for exceptional candidates who have acquired at least two years experience within a Stat Arb group. This is a hybrid role and you will be expected to be able to create workable strategies and implement them as well as program bullet-proof C++ code. It is also of paramount importance that you have a detailed understanding and are still very much hands-on in C++ programming.

Academically, it is expected that successful candidates will have PhDs in statistical subjects and excellent C++. This is a fabulous opportunity for highly ambitious candidates who relish new challenges and who like to work for a global player with very deep pockets and resources.

You will not find a better group in the world. Please call George Calderbank on 0207 604 4444 for more information or send your resume to [email protected]

Location: London or New York

Salary: Very high but confidential – call me to find out

Hedge Fund Marketer – Fund of Funds – Fixed Income – £competitive

Have you had a track-record of success in helping raise funds within the fund-of-funds arena for key clients? Are you looking at spear-heading your career by working within a smaller framework where your individual contribution will have a greater impact within the business? Then you may be keen in talking to my client who focus within the Fixed Income markets seeking to bring on an experienced marketer to grow the fund size of the business. I’m looking for an individual wanting to work for a small fund (£100m+) with the aim of becoming an integral player in both portfolio and client growth in the fund for 2005 and beyond. Candidates will demonstrate an aptitude to tackle issues within both structured and unstructured frameworks with the aim of growing the business. Successful candidates will benefit from becoming an key player in the organisation benefiting both in the growth of the returns on portfolio as well as joining a team of individuals with successful track records both on the buy-side and sell-side. Sound like you?

Send your CVs to Sameer Shah at Progessive Banking & Finance ([email protected] <mailto:[email protected]> ) to be considered for this or similar roles on both the buy and sell-side . Please quote Hedgeweek with your application.

Quantitative Manager

Top European Fund looking to hire Quantitative Manager. Role will have overall responsibility for the Quantitative and Research Team. You will have 5+ years within a hedge fund, and/or fund management and/or investment banking environment; a high level of expertise in derivatives and quantitative investment techniques across a range of asset categories; proven quantitative bond expertise; experience in risk analysis, CDOs and CDSs; a deep level of IT literacy; and possess a good first degree qualification (2i or 1st) and ideally possess an additional higher academic qualification. Attractive package.

Contact [email protected]. Phone: +44 (0)777 9110890. Closing date 31.02.05

Head of Risk

Top European Hedge Fund is looking to hire a Head of Risk. Role will have overall responsibility for ensuring that a comprehensive process for identifying, assessing and monitoring key risks is in place and continually improved upon. You will have 5+ years risk management experience within a hedge fund, and/or fund management and/or investment banking environment; hands-on experience applying risk management procedures and methods; deep knowledge relating to derivatives; and possess a good first degree qualification (2i or 1st) and ideally possess an additional higher academic qualification. Attractive package.

Contact: [email protected]. Phone: +44 (0)777 9110890. Closing date 28.02.05

Senior Hedge Fund of Fund Analyst

A major New York City-based Hedge Fund of Fund firm demonstrating tremendous growth is seeking an individual to act as a Senior Hedge Fund of Fund Analyst.

Duties and Responsibilities:  Identify and meet with hedge long/short fund managers; Analyze new fund managers in context with Fund of Fund’s overall goals and strategies; Execute qualitative and quantitative analysis of hedge fund managers; Concentrate evaluative efforts on long/short and global macro managers.  Background Requirements:  Extensive knowledge of long/short managers; 4-6 years experience evaluating hedge fund managers; Understanding of due diligence process; Familiarity with long/short, Macro, relative value strategies; Knowledge of smaller managers a plus; BA/BS in Finance, Math, or Engineering; CFA and MBA a plus.  Compensation: $125,000 – $150,000 base salary, plus $50,000 to $70,000 bonus and excellent benefits.  If you feel you are qualified for this position, please send your resume in Word format to [email protected] and reference the job title, Senior Hedge Fund of Fund Analyst.  Also, please feel free to forward this to an industry contact.

Contact: The Westminster Group
Email: [email protected]
Tel: (803) 581-3100

Hedge Fund RFP Writer

Our client is an international private and institutional asset management firm that specializes in Alternative Investments.  Due to their continued growth and success, they are in need of an experienced RFP Writer to join their team in New York City.

Duties and Responsibilities:  Write, edit and respond to RFP’s for hedge fund and fund of fund products; Create and maintain client presentations and reports; Research, organize and maintain the most current product information for use in proposals, consultant databases and other marketing materials; Ensure that all information in proposals and marketing materials are consistent with each other and with the organizations objectives and style standards; Update and maintain consultant and service provider databases; Complete all projects accurately and in a timely manner.  Background Requirements:  2 – 3 years of hedge fund, fund of fund or alternative investment experience in the marketing communications field; Excellent written communication skills; Ability to adhere to deadlines and manage multiple projects; Detail oriented and resourceful in gathering key information and interfacing with other departments; Strong PC skills with high efficiency in Word, Excel and PowerPoint; Ability to create and maintain marketing presentations for firm and products accurately and in a timely manner; BA/BS degree.  Compensation: $50,000 to $60,000 plus bonus and full benefits package.  If you feel you are qualified for this position, please send your resume in Word format to [email protected] and reference the job title, Hedge Fund RFP Writer.  Also, please feel free to forward this to an industry contact.

Contact: The Westminster Group
Email: [email protected]
Tel: (803) 581-3100

Tokyo/Vice President of Sales & Marketing

A Fund of Hedge Fund firm wants to hire a Vice President of Sales and Marketing for their Tokyo office to cover their Asian market.  This is an excellent opportunity for the right candidate currently living in Japan.  The company wants to find a person with a current Japanese work permit who wants an opportunity for unlimited income.

Duties and Responsibilities:  Sustain relationships with existing international clients; Make presentations to prospective clients and follow-up; Negotiate agreements with prospective clients; Identification of firms and individuals for potential distribution relationships.  Background Requirements:  MUST HAVE 8 years experience in client development, servicing and business development in the asset management industry; MUST CURRENTLY BE LIVING in Japan and have a Japanese work permit; Proven track record of sales success in alternative investments; Willingness to travel throughout ASIAN Market; Excellent presentation skills; BA/BS required, Advanced degree a big plus; Bilingual (Japanese and English).  Compensation: $150,000 plus unlimited bonus and excellent benefits.  If you feel you are qualified for this position, please send your resume in Word format to [email protected] and reference the job title, Tokyo/Vice President of Sales and Marketing.  Also, please feel free to forward this to an industry contact.

Contact: The Westminster Group
Email: [email protected]
Tel: (803) 581-3100

Client Services – Japan based

One of the largest Fund of Fund and Hedge fund companies in the world wants to hire a Client Services representative for their Tokyo office to cover the Asian market.  This is an excellent opportunity for the right candidate currently living in Japan.  The company wants to find a person with a current Japanese work permit who wants an opportunity for unlimited income.  ADDITIONAL NOTE:  If a Japanese national is currently in the US and is interested in this position, the company would expect at least a 2-year commitment to living in Tokyo.

Duties and Responsibilities:  Assist marketing team with presentation and special projects as needed; Assist client’s questions and follow up with these clients; Assist in financial modeling; Assist with RFP’s; Analyze investment opportunities using Pertrac; Correspond daily with Japanese investors.  Background Requirements:  MUST HAVE 2 to 4 years asset management industry experience; Understanding of financial modeling, Pertrac, Excel and Word; Willingness to provide good customer service; MUST HAVE a valid Japanese work permit or the ability to work in Japan; Bilingual (Japanese and English).  ****Hedge Fund experience is a big plus***.  Compensation: $60,000 to $70,000 plus bonus and excellent benefits.  If you feel you are qualified for this position, please send your resume in Word format to [email protected] and reference the job title, Client Services – Japan based.  Also, please feel free to forward this to an industry contact.

Contact: The Westminster Group
Email: [email protected]
Tel: (803) 581-3100

Senior Hedge Fund Auditor

Our client is seeking an experienced Senior Auditor to manage risk based internal audit projects throughout the company.  The successful candidate will be responsible for risk assessments, audit plan development and audit plan execution using current internal audit methodologies. The Internal Auditor will report directly to the head of the Internal Audit Department.

Duties and Responsibilities:  Establishing and maintaining a sound understanding of client businesses; Supervising audits; Reviewing the work papers of audit staff; Staying current on best practices in the field of internal audit.  Background Requirements:  Bachelor’s degree in Accounting, Finance or Business Administration; 3+ years experience in the public accounting audit; CPA a plus; Experience with alternative investments a big plus.  Compensation: $70,000-$80,000 plus bonus and benefits.  If you feel you are qualified for this position, please send your resume in Word format to [email protected] and reference the job title, Senior Hedge Fund Auditor.  Also, please feel free to forward this to an industry contact.

Contact: The Westminster Group
Email: [email protected]
Tel: (803) 581-3100

Middle Office Clearing Specialist

One of the largest commodity companies in the world is expanding their middle office services in the US.

Duties and Responsibilities:  Provide trade clearing and trade matching services; Manage the implementation of new middle office software; Interaction with both internal and external clients as well as outside vendors.  Background Requirements:  MUST HAVE used GL Clearvision software; MUST HAVE an understanding of futures operations or data mapping; Be able to do in-depth trade research; Understanding of importance of settlement and reporting deadlines; Project management skills a plus.  Compensation: $50,000 – $75,000 plus bonus and excellent benefits.  If you feel you are qualified for this position, please send your resume in Word format to [email protected] and reference the job title, Middle Office Clearing Specialist.  Also, please feel free to forward this to an industry contact.

Contact: The Westminster Group
Email: [email protected]
Tel: (803) 581-3100