Quant Analyst-Volatility Arbitrage, London


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: Selby Jennings
Email :jobs@selbyjennings.com
Tel: 44 207 348 6050






Quant Analysts/Researchers -Systematic trading, London


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: Selby Jennings
Email: jobs@selbyjennings.com
Tel: 44 207 348 6050






Junior Quantitative Assistant Trader, London


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: Selby Jennings
Email: jobs@selbyjennings.com
Tel: 0207 348 6050







Statistical Arbitrage Quantitative Analysts, London


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


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: Selby Jennings
Email: jobs@selbyjennings.com
Tel:  44 207 348 6050







Graduates for Junior Quantitative Researchers, London


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: Selby Jennings
Email -  jobs@selbyjennings.com
Tel: 44 207 348 6050







Systematic Quantitative Traders/Researchers, London


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: Selby Jennings
Email: jobs@selbyjennings.com
Tel:  44 207 348 6050







Developer-C++, C#, C, Java, London


A global hedge fund is recruiting for a talented developer to join their small, highly motivated team.  They are a group of experienced, analytical, and technical financial professionals, building and operating 24x5 automated quantitative trading strategies.  You will have excellent academics with a degree in computer science (or related) from a top tier university and 0 - 3 years professional development experience. This will include at least a year of Java/C# experience with C/C++ experience and SQL exposure.Also desirable is any experience including financial programming, data modelling, reliable highly automated systems.
Contact: Selby Jennings
Email: jobs@selbyjennings.com
Tel: 44 207 348 6050







Snr EM Credit Derivatives Trader


This leading bank is seeking a senior-level credit trader to lead this innovative new team. This vacancy is part of a strategic plan to further invest in the Emerging Markets and to become the market leader. You will be expected to play a crucial part in leading this group in this direction. The bank has selected an elite and highly quantitative team and has a superior client base across the globe. You will be concentrating in Latin American Markets, in particular, Chile, Mexico and Brazil.
Applications are welcomed from traders with a broad experience of trading credit derivatives. You will have experience of 1st to default baskets, structured notes and have traded across different underlyings as well as having CDO trading experience. You will also be at a senior level and have a highly quantitative background.
If you are interested in this opportunity, please send your resume to trading.usa@huxley.com or call Stefan Willms on +44 207 469 5002 to discuss further.







Equity Derivatives Trader


One of the most successful Equity Derivatives Trading teams in NYC are looking to bring in a quantitative trader who has traded a wide product range including himalayans, altiplano, rainbow, etc. The trader needs to have a mathematical background, ideally with a mathematical background to price and hedge complex structured products.
The ideal candidate will have a quantitative nature, typically with a MSc or PhD from a maths based discipline. They should be looking to develop their career quickly and successfully on the trading floor. At least 2 years trading experience is essential from a house with a balance sheet, supported by a strong derivatives business.
Please send your resume to trading.usa@huxley.com or speak to Stefan Willms on 0044 207 469 5002 to discuss further.







Head Quant In Asia - Exotic Hybrids


A leading US investment bank with an impressive reputation in derivative trading are looking for a senior quant hire in Asia. The main office in Asia is based in Tokyo, although other offices are situated in HK and Singapore.  They are recruiting on a hybrid fixed income trading desk - Interest rates, FX and Credit derivatives. The role is to act as a head quant (modelling, pricing, implementation etc.) in the region, sitting on the trading desk, and helping with some of the book management. the role requires someone who has a substantial amount of derivative quant experience, with some recent experience on exotic products - any asset class is interesting to them. A PhD from a good university is important however experience is essential. The bank is happy to relocate talent from anywhere, although knowledge of Asia (ie. Japanese speakers/readers) are very sought after.
Please send CVs to traders@orgtel.com (FAO Adam Walker) or phone 0207 337 2323 for a confidential chat







Trader & Research Analyst (Quant) - front office, top buy side firm


Impressive base and best bonuses, London
A massive buy side firm renown for their success in cross asset trading have an opportunity within their Global Investment Group in the security lending desk. The role is to work on the desk performing analysis and helping with the trading of the books - the fund is commonly recognised for their successful quantitative strategies used, so a highly mathematical education is essential. A PhD or MSc is highly desirable, however the quality of degree and A-Level will be the important first step. The role requires experience and knowledge either in equity or options research from a top bank, or a junior trader/trader assistant - the role is probably best fit for someone who has been researching or trading in and who wants to broaden their role to include the other - the research at this fund is recognised as the key to their success and the researchers get paid more highly than many of the traders. Probably looking for 1-5 years (max). The company see personality as an important area to fit - everyone at the company are friendly, confident people, who work hard in an open plan, flat-hierarchical system. Many enjoy the company for the reasonable hours and quality of work, and you will need to be able to work and play along side co-workers.
Email your CVs to traders@orgtel.com






JUNIOR PHD (C++) QUANT GRAD SCHEME - DERIVATIVES, London


£50-£60K Base + Bonus
Our client is a Top Tier Investment Bank with a structured program for taking on Junior Quantitative Analysts (Top Universities need only apply).  You will be part of a large group of senior and other junior quants, and you will be taught to be a quantitative analyst from the ground up, learning how to price, model and analyse complex exotic products.  Criteria for the role includes a 1st class degree and a Phd from a top university, excellent mathematical skills, and programming abilities (C++ coding important).  Successful candidates will be rotated between the various derivative quant desks, gaining unique experience that no other bank will give (and get well paid!). Finance knowledge or experience will be a bonus, but straight Phd grads with outstanding MATHS and C++ coding are ideal. Those with experience from another bank are welcome and that experience will be copmpensated accordingly.
Email your Cvs to: traders@orgtel.com






Senior Exotics Trader (IR Derivatives)


Our client is leading European Investment bank and they are looking to expand their Exotics Interest Rate Derivatives business in NYC. We are seeking to speak to experienced Exotics Interest Rate Derivatives Traders.
Key responsibilities:
• Responsible for running IR Exotics and vanilla option book
• Developing, structuring, and executing IR Exotic option products
• Derivatives pricing and new derivative product business for various clients
• Developing trading ideas and hedging strategies
You will have a minimum of 3-4 years experience in Trading of Fixed Income products (with a focus on IR Exotics) and can demonstrate a solid academic track record with a degree in a quantitative orientated field.


To apply confidentially for this senior opportunity, please send your resume to trading.usa@huxley.com and quote reference RIHA2204A. Alternatively, call Richard Hansen on +44 207 469 5002 to discuss further.






Credit Derivatives Trader


One of the leading European Investment Banks is currently looking to hire a Credit Derivatives Trader for their NYC desk.


We are looking for candidates with knowledge and experience of trading Credit Derivatives products, from vanilla (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 resume to trading.usa@huxley.com or call Richard Hansen on 0044 207 469 5002 to discuss this or other positions in strict confidence.






Capital Structure Arbitrage-Traders/Analysts, London


A leading global hedge fund is currently recruiting for additions to its trading team. The successful candidates will have 1 to 4 years experience within capital structure or credit arbitrage either as a trader or an analyst. This is a highly successful hedge fund with  £2 billion under management and will offer an excellent opportunity to develop and trade new ideas on the buy side. You will ideally have strong academics from a mathematical background, but the main area of expertise needed is to have solid experience of arbitrage techniques.


Contact: Selby Jennings
Email: jobs@selbyjennings.com
Tel: 44 20 7348 6050






Chief Operating Officer


A well-established, London-based Fund of Hedge Fund has a vacancy for a COO. Applicants must be a qualified accountant and have at least five years experience gained in the financial services with a like organization. This is a London-based position.


Contact: Durham Consultants Ltd
Email: david@durhamconsultants.com
Tel: 44 20 7590 9830






Graduates for Hedge Fund
London


Our client is a rapidly growing Hedge Fund managing USD 5bn of assets and have won industry awards for their achievements. They are seeking an ambitious and talented individual to join a department which has overall responsibility for OTC derivative documentation.The right individual will have an upper second or a first class degree from a top quartile university. Any experience working in the financial industry or closely with front office, middle office and back office will be desirable. The right individual will be offered excellent career progression with the opportunity to move into the front office once you have proved yourself.


Contact: Selby Jennings
Email: jobs@selbyjennings.com
Tel: 44 20  7348 6050






Programmer - Automated Trading Systems, Exchange Connectivity Expert - North America - USD 400,000


Our client is one of the world's largest hedge funds and has a reputation for quantitative trading and technical innovation.  As part of their commitment to model-driven trading they are seeking a strong C++ UNIX programmer with experience developing automated real-time trading systems and, particular expertise in stable electronic exchange and broker technology connectivity.  You will work with considerable autonomy to develop direct links to US Exchanges for execution and quoting for equities and exchange traded equity derivatives.  It is expected that you will also increasingly contribute to trading strategy development


You have at least three years experience working on similar projects using multi-threaded C++ and FIX.  Knowledge of market data feeds and data delivery middleware is very advantageous.  Other technical specifications include TCP/IP, Tibco Rendezvous, and database skills.  You should have a very strong educational background (computer science or an applied quantitative subject) that includes a postgraduate qualification from an elite school.


Our client is seeking best-of-breed technologists and will provide an attractive relocation package for strong candidates, wherever they are based. 


If you would like to apply for this position or to discuss your career development in confidence, please contact Edward Younghusband on +44 (0)20 7469 5002 or forward your resumé to programming.usa@huxley.com.






Hedge Fund Trading Systems Developer - Exchange Connectivity Expert - North America -USD 350,000


World-leading quantitative hedge fund seeks senior technologist to play a key role in the ongoing development of its sophisticated electronic execution platforms.  You will work as part of an elite group which develops rules-based trading, smart execution systems and market links.  This team works closely with the trading staff and is expected to make a significant difference to the P+L of systematic trading businesses.  Key contributors are compensated accordingly.


You will have a minimum of two years experience of full life cycle software development in a high-frequency trading environment.  You will be very confident in the development of high capacity, high availability, low latency exchange connectivity (stock or derivative).  You will have very strong C++ UNIX programming skills with experience of:
• writing event-driven, server, trading applications receiving high-volume data flow;
• writing multithreaded applications with Solaris or Posix threads;
• UNIX interprocess communication mechanisms (sockets, shared memory, semaphores).
You will have an exceptional academic background in computer science or a quantitative discipline.


The role offers an exceptional technologist the opportunity to move through to the development of quantitative trading strategies.


If you would like to apply for this position or to discuss your career development in confidence, please contact Edward Younghusband on +44 (0)20 7469 5002 or forward your resumé to programming.usa@huxley.com






Jr. Portfolio Credit Risk Quants Wanted: Trading Strategies: C++: London/New York
Salary: USD 50,000 - USD80,000 basic + bonus


I'm looking for the type of individual who has spent academic experience to date in building a solid foundation in advanced mathematics and seeking to translate this experience into the field of financial mathematics. You will be working for one of the key players in the market working on tools aimed at increasing profitability for trading strategies around credit derivative based products (CDO's, CDS, credit-equity hybrids etc) and have an expert level aptitude to build quantitative portfolio models underpinning risk-attribution methods and similar approaches. A solid quantitative background is a given (MSc/PhD level) coupled with the technical aptitude to use such tools such as C++ to increase efficiency in model design to be used by traders within the business.


Junior applicants to MSc/PhD level with no financial mathematics exposure will be considered but you must demonstrate an aptitude in the following areas:


-A highly mathematical background is a given (MSc/PhD at Top-Tier institute, Monte Carlo, Stochastic Calculus etc) but the ability to apply your mathematical ability within a creative manner will set you apart from other applicants.


-Knowledge of basic financial mathematics (Black-Scholes)


-The ability to turn good mathematical ideas into algorithms using C++ will give you the opportunity to become an integral team player within this matrix structured team environment.


-Excellent communication skills with Traders are needed, as is an aptitude to produce concise and succinct presentations towards different business units.


CVs to Sameer (s.shah@progressive.co.uk)






Credit Derivatives Trader



A leading investment bank seeks a structured credit derivatives trader to join their credit derivatives trading team in New  York.
You will work with experienced traders, quantitative analysts and structurers to cover a full range of  non-vanilla credit derivatives including synthetic CDO's, nth-to-default baskets, synthetic callable CDSs, and worst-of credit spread options.
Ideal candidates will have a minimum of 2 years experience, trading exotic credit derivative products. You should also have a strong background in the quantitative development of pricing methodologies, risk management and hedging strategies.
To apply for this role it is essential that you have an outstanding quantitative education with a PhD or MSc from a top tier institution. Any technical knowledge with VBA or C++ is advantageous. An excellent remuneration package is offered along with fantastic career progression possibilities.
Please send your resume to trading.usa@huxley.com or get in touch with Stefan Willms on 0044 207 469 5002.






Fixed Income Derivatives Trader (Interest Rates)


Our client is one of the leading US Investment banks in New York and is currently looking to further develop its interest rate derivatives business. It will provide an opportunity for someone to create their own book while enjoying the full support of a successful team.
Requirements:
The candidate should have experience of dealing with both G7 and emerging markets and demonstrate a thorough knowledge of both vanilla and structured products. Candidates should have been involved in establishing and developing a successful derivatives business in a previous position.
If you are interested in this position, please send your resume to trading.usa@huxley.com or call Stefan Willms on 0044 207 469 5002 to discuss further.
Hedge Fund Trader
Our client is one of the leading global Hedge Funds with offices in the US, Europe and Asia. They are currently expanding their New York based operations. As a result, a number of trading opportunities exist for extremely proactive candidates with experience in trading of Credit Derivatives.


Requirements:
• University degree in finance or quantitative discipline from a leading institution
• a minimum of 3 years trading experience in a hedge fund or investment bank.
• Very strong quantitative skills with the ability to construct mathematical models for financial data analysis.
If you are interested in this position, please send your CV to trading.usa@huxley.com or call Stefan Willms on 0044 207 469 5002 to discuss further.






Full-time Accountant for Hedge Fund
London-based, reporting directly to the Finance Director


Global Advisors is a Energy and Metals discretionary Hedge Fund. It was created in 1999 by four partners who are still running the business today. The program has two funds and over USD 365m of assets under management and ten employees split between the London and New York offices.


Global's main fund has been very successful in terms of performance and asset raising and the company is developing.


We are looking for a full time accountant based in our London office, reporting directly to our Finance Director.


The person would ideally be a newly qualified accountant who is just coming out of public practice with 3 to 4 years experience in practice. The emphasis of this job is 'technical', in the broad sense of the word; the ideal candidate will have well-developed analytical powers and be capable of considerable precision and accuracy.


We are a young, hard-working, dynamic team, and we are looking for someone with strong interpersonal skills, the motivation to learn our business in depth and to integrate oneself into a small structure where a job description is never restrictive and where new challenges arise everyday.


We also need a person with the ability to think out a problem logically. Someone who is prepared to work alone much of the time, collecting and analysing information and formulating plans. Timeliness may be a factor in this job, but the need for accuracy and detail is paramount.


Salary expectations: £35,000 to £40,000 base salary according to experience, discretionary bonus.


Please send your resumes to :


Global Advisors Limited
Olivia Bernard, Finance Director
19 Berkeley Street
4th floor
London W1J 8ED
Direct Line : 44 207 629 1117


You can apply by email : recruitment@GlobalAdvisors.co.uk
Please indicate your availability and references.







Head of Quantitative Research, Fixed Income Hedge Fund, Circa £500K +, London


Key role to provide quantitative research to our most senior traders.
Development:
- Develop trading tools for the analysis of trading opportunities
- - Research and develop quantitative trading strategies
- - Optimise current trading strategies
- - Design and assist in the implementation of infrastructure for pricing and risk-management
Support:
- Ad hoc pricing and risk support for trading desk
- Perform calibrations as necessary, to ensure pricing tools accurately reflect market levels
Management:
- Gather requirements from the trading staff
- Coordinate and manage quantitative development projects
The Ideal candidate will have a minimum of 5-7 years experience
Ref: HQR-1204
Contact: Millar Associates
Email: risk@millarassociates.com
Tel: 020 7589 8000


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