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Global hedge fund vacancies posted on Hedgeweek.com

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Capital Structure Arbitrage-Traders/Analysts, London


A leading global hedge fund is currently recruiting for additions to its trading team.

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: [email protected]
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: [email protected]
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: [email protected]
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 [email protected].






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 [email protected]






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 ([email protected])






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 [email protected] 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 [email protected] 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 [email protected] 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 : [email protected]
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: [email protected]
Tel: 020 7589 8000






Senior Research Analyst – Multi-Manager Strategies, Investment Management & Research, Fund Manager – Multi-Manager Strategies, To £150K Package, London



To conduct research and build analytical tools to support manager research and fund construction to assist our investment process for Multi-Manager Strategies. Analytical tools are needed by our fund managers to assist them.
Specific Tasks:
– Research projects to support manager research and funds construction
– Suggesting ways to improve the investment performance of our products
– Present research and our investment process directly to clients and prospects
– Enhance our reputation with clients and in the industry through publications and conference presentations.
Knowledge & Experience:
The role requires a thorough knowledge of the pricing of assets and related derivatives, familiarity with the concepts of portfolio management, and advanced training in financial economics and statistics.
Essentials:
– Ability to write and present technical issue in a crystal clear manner.
– – Programming skills including advanced use of spreadsheets and statistical packages
– – Multi-factor modelling
Background:
– A minimum of 3 years, ideally 5 years + experience conducting research in investment management or a closely related field.
– – Experience gained in either academia, financial services industry, or consulting
– – Ideally a PhD in a technical area is preferred: Economics, Statistics, Finance. However, a Masters with CFA will be acceptable
Ref: SRA-1003
Contact: Millar Associates
Email: [email protected]
Tel: 44 20 7589 8000






Credit Default Swaps Trader


We are currently seeking to recruit a Credit Default Swaps Trader for one of the leading US Investment banks in New  York City.


The role:
– Trading single name default swaps in US Retail, Finance, and Insurance sector
– Trading Credit Linked Notes and Total Return Swaps, and First to Default Baskets.
– Using equity options to hedge positions in crossover and high yield credits.


The Qualifications:
– at least 2 years trading experience of Credit Derivatives
– Masters degree in a relevant subject


Please apply with your resume in complete confidence to [email protected] (quoting reference STWL1104A) or call Stefan Willms on +44 207 469 5002 to discuss further.






Top-Tier Credit Structurer/Analyst Wanted ASAP: Hedge Fund: London
Salary: £high plus bonus


I’m looking for the type of person who has spent the last 4 years of his career specialising within the credit derivatives space on the sell-side as either a credit structurer or credit strategist working on complex fixed income deal structures. This individual will be seeking the next stepping stone in his career to work for a successful hedge fund with the aim of growing their Fixed Income portfolio of the fund from asset valuation modelling to structuring and managing fixed income derivative products. Candidates will have a consistent track record of employment and success from their educational background to your 3-5 years industry experience (ideally in hybrid products both with equity and fixed income derivatives). An accounting background (possibly gained as a result of working on corporate finance transactions) coupled with a quantitative mind-set will assure you have the correct skills profile for the role but a hunger to make-money will set you apart from other applicants.


Sound like you? CVs to Sameer  ([email protected]) to be considered for this or similar roles.






Interest Rate and Hybrid Products Structurer


Our client is one of the leading European Investment banks in NYC and they are seeking to expand their Interest Rate Derivatives Trading business.


Responsibilities:
*To develop and price and price new products (e.g., macro hedge strategies, structured swaps and options (like quanto basket options, correlation products, callable swaps, etc.).


*In charge of generating and marketing trade ideas and pricing structured trades.


*Driving product development and deals by working closely with traders, quantitative analysts and marketers.


Requirements:
*between 2-4 years product experience and coming from a structuring background (however, applicants with trading or sales experience will be considered as well)


*University degree in a relevant subject (e.g. Mathematics, Physics, Economics)


Please apply with your resume to [email protected], quoting reference STWL 1104B, or call Stefan Willms on +44 207 469 5002 to discuss further.






Fund of Fund Sales/Analysis


An established Mayfair based fund of funds requires a new addition to its sales and analysis team. The fund has an excellent track record and for the sales positions is seeking an individual with 3 years+ background in selling fund of funds. The successful individual will have sold to family offices, institutions and high net worth individuals and will have covered either the UK, continental Europe or the Middle East. The analyst will have 18 months+ experience within a fund of funds role previously and will be seeking an opportunity to grow in a highly successful fund of funds business.


Contact: Selby Jennings
Email: [email protected]
Tel: 44 207 348 6050






Numerical Modellers Wanted ASAP: Stat. Arb. Equities Trading London
Salary: £50,000 – £100,000 basic + bonus


The value of creating & integrating high-frequency trading strategies for Equity products is key within the Top-Tier players in the Banking sector. I’m looking for the type of individual who is keen to build upon their experience in this arena in applying your advanced Statistical Arbitrage/numerical techniques with the aim of becoming one of the key players in the long-term development of this high-profile team. My client is seeking to tap into the best talent in the market and thus you will typically have a an excellent track record in your education to DEA/MSc/PhD within a highly statistical/mathematical subject area. You need to be familiar to an advanced level in techniques such as pattern recognition, stochastics, Bayesian techniques etc and how to apply them within an innovative manner for high-frequency trading purposes to increase profitability and portfolio value for clients. Well-rounded individuals will also have touched C++.


Your grasp of advanced statistical and mathematical finance techniques will include an intuitive element to be able to think in first principles and use tools such as C++/VBA to turn such principles into effective and integrated automated trading systems.Sound like you? CVs to Sameer ASAP in confidence to discuss this role ([email protected])






Credit Analyst, London


A highly successful hedge fund located in central London is seeking a credit analyst for its fund management group.This is an exceptional opportunity to use insights to extract value at all levels in capital structure. Any experience in corporate finance/structuring (fixed income, and thorough balance sheet/asset valuation understanding and advantage. You will also preferably have both fixed income and equity experience, with 3+ years experience with solid academics and any accountancy background preferable. This is an exceptional opportunity to use insights to extract value at all levels in capital structure.


Contact: Selby Jennings
Email: [email protected]
Tel:   44 207 348 6050






Quant Research Analyst-Hedge Fund, London


A highly successful systematic hedge fund is recruiting for a quant research analyst with 0-2 years experience of systematic trading strategies to join its group. Successful candidates will have strong academics,  MSC/ Ph.D level in a  econometrics/statistics. Also desirable would be any relevant work experience  in the field of  systematic trading as well as any experience of portfolio theory or times-series. The primary duty will be the investigation of statistical anomalies within equity markets, aiming at the development of new strategies to be implemented via systematic trading.


Contact: Selby Jennings
Email: [email protected]
Tel: 44 207 348 6050






Senior Front Office Facing Risk – Hedge fund/Counterparty Credit risk


A top tier US investment bank are looking to poach someone with impressive experience within risk – the successful candidate will be well compensated fo rthe move,a nd future progression within the bank guaranteed. The opportunity is within the front-office-facing risk department focussing on the hedge funds and fund-of-funds activity. This role is in direct contact with the book runners, and it is the first port of call for internal movers into trading (this role has come about an internal move to trading). Market risk experience is important (VaR, Stress Testing etc.), as well as a high level of quantitative ability (1st class maths/MSc education all sought after). Understanding of hedge fund structured products and the fund of hedge fund sector will be highly rewarded, as is any (credit) analytical experience within mutual funds, SPV, broker-dealers, banks/insurers etc.


Adam Walker, Orgtel Finance
Email: [email protected]
Tel: 44 207 337 2323






US BANK- JUNIOR HEDGE FUND RISK ANALYSIS
£40K-60K BASE+/- DEPENDENT ON EXPERIENCE+BONUS


A top tier US investment bank with a reputation for their success in derivative trading have an opportunity within the front-office-facing risk department to perform analysis within the growing area of hedge funds. This bank are massively successful, and they attribute much of this success to the quality of the risk managers they have at the bank – they recruit savvy, personable people who can handle working in pressured environments during trading hours. Requirements for the role include a top degree (MSc or PhD a help), 1 years experience within a quantitative or analytical role, particularly in credit or market risk. Any experience looking at the hedge fund sector & VaR knowledge and excel are all helpful. This is a junior role providing a broad range of analytical support to those internal clients that invest in the hedge fund area. There are huge opportunities to move within the bank.


Contact: Adam Walker
Orgtel Finance
Email: [email protected]
Tel: 44 207 337 2323






Securities Lending – Trader & Research Analyst (Quant) – top buy side


A massive buy side firm renowned 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 of the securities lending market – the role is probably best fit for someone who has been researching this area or trading in this area, 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. Number of years of experience has not been defined as they could take a highly experienced individual or one with only 1-2 years.


The role could look at someone in the middle-office security lending market if the education were impressive enough. 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.


Contact: Adam Walker, Orgtel Finance
Email: [email protected]
Tel: 0207 337 2323






Experienced Hybrid Structurer Wanted ASAP: Asset Management: London Salary: GBP 80,000 – GBP 100,000 basic plus bonus


Have you had a track record of success over the last 4-6 years in the field of Derivative Structuring? Have you built your career working for a key player in the buy-side or sell-side and seeking to work within a more autonomous framework for a successful asset management house? Then you may be keen in talking to my client seeking an experienced equity/credit derivatives structurer with full lifecycle of experience of the deal origination process from model development to marketing of solutions to clients. Ideally you would have started off in equity derivatives and moved into credit but be more motivated by wanting a more high-profile/autonomous role responsible for coordinating sales, trading, legal and operations to deliver products to clients. You will join a team of solid quantitative specialists educated to DEA/MSc/PhD levels and be comfortable working amongst a team of high-calibre individuals committed to further raising the profile of their team in the market. Sound like you?


CVs to Sameer ([email protected]) to be considered for this or similar opportunities.






Looking to become a Quantitative Structurer? DEA/MSc/Mathematicians: London


Salary: £50,000 – £70,000 basic + bonus


I’m looking for an individual who has spent most of his academic experience building his mathematical capability to the point where he is seeking to use this within a client-focused environment in the banking space. My client is seeking such an individual to integrate both the quantitative capability (from applied to probabilistic based mathematics) to his client-focused attitude to create the foundations as a Quantitative Structurer for this small but growing desk for a key player in the market. You will be the type of individual who has had a proven-track record of success studying at Europe’s best academic institutions within quantitative disciplines (DEA, MSc, PhD equivalent courses) but who has gone beyond merely building models but delivered such models for client needs. Either you will be working at an existing desk as a Quant/Structurer for a key player in the market but looking to move for a more fast-track career or spent a maximum of 2 years within a financial institution.


Interested? CVs to Sameer ([email protected] in confidence to be considered for this or similar opportunities.






Quant Analysts/Researchers -Systematic trading


An established global hedge fund is recruiting for a se 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: [email protected]
TEL:  0207 348 6050






Global Investment Bank is establishing a fund-linked business.  New York, USA – Permanent


The position will report into the Head of Fixed Income Derivatives and work alongside a team, covering the main product areas (EMD, FX, EQD, CD, IRD and hybrids).


The organisation is looking for an individual to spearhead the analytics development of the fund-linked derivatives and build pricing models.  The standard structure will involve options on a basket of funds and experience with multi-factor correlated assets with jumps and stochastic volatility is essential.


Applicants should have a minimum of 4 – 5 years experience within Investment Banking, Hedge Fund or Fund of Hedge Fund of which at least 2 should be dealing directly with Fund-linked derivative pricing. 


Contact: Lieze Boshoff at Imprint Search and Selection
Email [email protected]
Contact telephone number – +44 207 292 3425







Senior Quantitative Researcher – Systematic Trading – Hedge Fund – High COMP
Salary: Completely Negotiable

Location: London
Global Hedge fund is currently recruiting for a Senior Quantitative Researcher to join (and potentially head-up) their massively successful Systematic Trading Research Team.
You must have an exceptional research background in systematic strategies and have acquired impressive work experience within a buy-side firm or a prop trading desk delivering profitable strategies. This role will give very able Senior Quantitative Researchers the chance to develop their existing strategies and work alongside the very best systematic trading team on the planet. Successful candidates will have a PhD in a mathematical subject (statistics especially welcome) and good computer skills (esp. C++ or Splus or Matlab). Our client does not mind what asset class you have experience with, although Equity based trading would be ideal. The opportunity to join this group is very rare indeed and offers you the chance to learn even more and work with the best brains in the systematic trading business. This is an opportunity for an exceptional Systematic Trading Researcher to earn more than seven figures once you have established yourself in the future. Sign-on bonuses and guarantees available.  Ideally, you will have acquired more than 2-3 years experience Researching and defining Systematic Trading Strategies.
For a confidential discussion, please call George Calderbank on +44 (0) 207 604 4444 or email you resume to [email protected]






Head of Financial Engineering, Statistical Arbitrage, Systematic Trading
Salary: USD 2m plus for truly exceptional candidate
Location: New York or London
Massive Hedge Fund with deep, deep pockets – and ambitious plans to expand – are looking to hire a high-profile Head of Quantitative Financial Engineering to lead their very successful Financial Engineering group.
We are 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. It is expected that you will be very well known in the industry and are a pioneer in your field. Please call me directly to find out more information if you are uncomfortable sending your resume. After all, it is a small world.
Please call George Calderbank on 0207 604 4444 for more information or send your resume to [email protected].






Junior Quantitative Researchers – Statistics – Hedge Fund
Salary: Completely Negotiable – call me to find out
Location: London or New York
Global Hedge Fund is currently recruiting for junior quantitative researchers to join its extremely successful Research Team. The successful candidates will have exceptional academic backgrounds in statistics/ mathematics or another quantitative discipline and have good experience of using advanced computational statistics to analyse large data sets. This technique is relevant no matter what type of data you are analysing. The role offers one of the best opportunities to work with some of the finest statistical Researchers currently working in the Hedge Fund Industry. This is a very academic role and would be an ideal opportunity to for an academic to use their statistical skill and apply them to historical financial data and make an impact into the profitability of this firm. Typically, you will be joining their systematic strategies group (statistical arbitrage etc.) Call me if you want further information. The successful candidate can look forward to working at one of the most prominent and successful systematic trading houses (Hedge Fund) in the world.
Please call George Calderbank for more details on +44 (0) 207 604 4444 or email your resume to [email protected]






Quantitative Research Analyst/ Bayesian Statistics – Investment Bank, Fixed Income, PHD
Salary: Negotiable, call me about this

Location: London or Oxford
Extremely successful Fixed Income house 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. Our Client is especially interested in candidates who have truly excellent Bayesian statistics knowledge. You must be able to demonstrate clearly that you have experience of using advanced Bayesian statistics.
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 London or the USA.
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]






PHD Graduate Quantitative Analysts – US or London
Location: US or LONDON
Salary: USD 300k
We are seeking recent PHD Graduates who have exceptional quantitative skills and are interested in applying these skills at a world-leading hedge fund. We are looking for people who rate themselves highly in a number of the following areas: 1.Top performance in several of the following quantitative classes (or demonstrated strong interest in and/or ability to pick up quickly): computer science, probability/statistics, applied or pure math, economics/finance, and physics.  Your professors in a number of these classes should think particularly highly of you. 2.Ability to write complex, stable, and organized computer code, including the ability to iteratively go back and forth between such code and underlying economic and mathematical ideas. Specific language experience is not critical; but you should have worked with some subset of C, C++, Java, Perl, Python, SQL, S+ or R, SAS, Matlab, and Mathematica, and you should be able to pick up new languages quickly. 3.Ability to create and use algorithms to meticulously investigate and work through large data or error-checking problems. This includes a strong attention to detail, strong work ethic, and a drive to get the job done. If you meet these criteria, we would be very interested in seeing your CV, and talking to you about joining one of the top hedge funds in the world. and describing some of our opportunities more specifically.
For further details please call Nathan Francis on 0207 6044444 or e-mail [email protected]







FX Quantitative Strategist – Global Investment Bank, C++
Major Investment Bank is looking to expand their industry leading Foreign Exchange Group and hire an extremely talented Quantitative Strategist/Research Analyst 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]







Quantitative Strategist, Credit Derivatives Strategist, C++/Java
Salary completely negotiable, but the best of the street!


Location: London or New York
Major Investment Bank is looking to expand their Front Office Credit Derivatives Trading and Quant Team to help in the development of pricing, risk and modelling infrastructure for the Global Credit Flow business.
This is a great opportunity for a business facing technologist to move across to the business. You must have exception coding skills and have a minimum of 3 years C++/ JAVA coding experience. You must be able to demonstrate the ability to deal with large complex software development and experience of the full software lifecycle (from requirement, to design, development and production support). You will be working with Senior Traders and Quant and you will be working on important and cutting edge stuff.  You must have had good experience of real-time distributed computing and trading of securities and you will have good exposure to single name CDS, bonds, warrants, convertible experience.
It is also paramount that you have an impeccable academic background and have a good degree (most likely MSc) in Maths/ Physics/ Computer Science from a Top  University!  Candidates who have two or more years experience especially welcome to apply.
For more information, please contact George Calderbank on +44 (0) 207 604 4444 or email your resume to [email protected]







Team Leader Volatility Arbitrage, C++, UNIX


Salary: USD350-600k Package
Equity Derivative/Volatility Arbitrage Senior Team Leader sought by global Hedge Fund of considerable repute to help develop code and support Options Trading Systems/Servers for the Global Volatility Arbitrage Business. This is a key role and you will lead and help develop cutting edge Electronic Market Making Trading systems for the Volatility Arbitrage (Options) Trading business. The successful candidate will be considered a C/C++ expert and have substantial expertise with managing expert technical teams who program multithreaded applications on UNIX.  You will manage an extremely competent development team and lead all major Greenfield developments. This is a big role and you will be working directly with Senior Traders and Quants. This is an exceptional opportunity for an ambitious Senior Technologist.
It is also paramount that you have the ability to write (from scratch) event-driven server applications receiving high-volume data flow. You must have impeccable academics – Mathematics, Computer Science or Engineering. First-class knowledge (working knowledge) of Equity Derivatives is also a pre-requisite. Salary from $350-550k++ maybe more dependent on experience.
My client is also looking for Senior Developers within this space as well. Please call George Calderbank on +44 (0) 207 604 4444 or email your Resume to [email protected]. Positions available in the following locations: London, New York and Chicago.






Senior Portfolio Managers, Quantitative Research, Statistical Arbitrage


Salary: open ended, seven figures expected
Location: 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 Quantitative Research Analysts to Traders to Senior Portfolio Managers. Our client also has almost unlimited resources to accommodate almost anyone.


We are working for the Principal Owner and have been tasked with finding the very best Statistical Arbitrage Traders Europe has to offer. We are hoping to speak to experienced Traders/Researchers 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/Research 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 based Traders/Researchers. 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/Researchers. 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]






Quantitative Developer High Frequency Trading, C++, FX


Package to £200k
Location: London


Global Hedge Fund 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 high 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 Degree (from a top School) and have a deep understanding of financial products (especially Fixed Income, FX). 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.


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






Talented Mathematicians Needed For Successful Fund: PhD C++: USA
USD 90,000 – USD 130,000 basic + bonus


The ability to take your raw experience and strengths within the Mathematical space and use them to create innovative solutions for trading strategy development is a skill that is in high-demand with my portfolio of clients. If you consider yourself such an individual who has spent most of your experience in turning complex mathematical models into workable commercial solutions then you may be keen in talking to my client who are a successful hedge fund that place a high priority on applying model-driven approaches towards their trading style. Your track record of success in the quantitative space will have been nurtured from your academic background (MSc/PhD level) at a top-tier institute through to your exposure in seeing your expertise make a difference. Individuals across most mathematical disciplines will be considered but this must be backed by an outstanding academic record and commitment to working within the Trading arena.


Sound like you? CVs in confidence to Sameer ([email protected])






Derivatives Settlement Clerk, c £35,000 + Bonus + Benefits, London


A global hedge fund with $2 billion under management is currently recruiting for a derivatives settlements clerk. The candidate must have at least two years experience in Interest Rate Swaps and Credit Default Swaps. The vacancy has been created by expansion in this area and the candidate will be working as support to the three existing members of staff who Agree the Fees, Resets, Instruct all payments, check and agree the Swap documentation, confirm all trades and reconcile the cash accounts with the Prime Brokers. Excellent working environment and all candidates must be able to work in a team.


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]






Fixed Income Settlement Clerk, c £35,000 + bonus + Benefits, London


A global hedge fund with $2 billion under management is currently recruiting for a fixed income settlements clerk. The candidate must have at least 4 years experience of Fixed Income Products. The vacancy has been created by the expansion of our business in Corporate Bonds settling in both DTCC and Euroclear and so a working knowledge of this is vital. The candidate will also be working with an existing member of staff in covering US Treasuries and other government issues, settling through both Euroclear and the Federal Reserve Bank. Whilst we again rely on our Prime Brokers to effect the settlements, all trades have to be confirmed before sending to the Prime Broker, and liaising with them to resolve any settlement issues. Excellent working environment and all candidates must be able to work in a team.


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]






Corporate Actions Clerk, c £35,000 + bonus + Benefits, London


A global hedge fund with $2 billion under management is currently recruiting for a corporate actions clerk.The candidate must have at least 4 years experience of Corporate Actions, and with a Brokerage background. We would require good knowledge of all equity corporate actions, i.e. Rights issues, bonus issues, stock splits and Tender offers, with further knowledge of NRA tax for the ‘mainstream’ countries. The candidate will also be expected to have a good working knowledge of dividends, some experience of coupons would also be an advantage. Whilst we rely on our Prime Brokers to handle corporate actions for us, this does require a good liaison with them and fairly manual entries into our own in house system in terms of booking corporate actions and making any necessary adjustments for late trades or excess borrows. Excellent working environment and all candidates must be able to work in a team.


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]






Fund of Fund Sales/Analyst, London, Highly Competitive


An established Mayfair based fund of funds requires a new addition to its sales and analysis team. The fund has an excellent track record and for the sales positions is seeking an individual with 3 years+ background in selling fund of funds. The successful individual will have sold to family offices, institutions and high net worth individuals and will have covered either the UK, continental Europe or the Middle East. The analyst will have 18 months+ experience within a fund of funds role previously and will be seeking an opportunity to grow in a highly successful fund of funds business.


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]






Junior and Senior Synthetic/Cash Credit Derivative Structurers, London, Highly Competitive


A tier one US investment bank is currently recruiting for structurers for its credit derivatives team. You will have 6 months for the junior positions and 4 years experience structuring synthetic/cash CDOs for the senior position, with any experience of correlation an advantage. You will be very commercially minded with ability to work closely with the sales team to deliver to clients. This is a high profile team offering the opportunity for the successful candidate to earn very large bonuses.


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]






Junior and Senior Front Office Quantitative Analysts/Researchers, London, Highly Competitive


A tier-one US investment bank is currently recruiting for its front office quantitative research group. There are positions within the equity, fixed income (fx/interest rate), credit and commodity teams. They are recruiting for senior candidates with 3 years+ experience and for junior candidates with excellent academics to PHD level, strong C++ and atleast 3 months internship experience within one of the asset classes above. These are front office roles sitting directly with the traders/structurers and have a dual reporting line in order to provide optimal quantitative support. You will have a proven track record of building or designing a financial derivatives library for equity, interest or credit derivatives as well as solid modelling.  Candidates will be considered not only from other front office quant teams, but also from model validation, quant development, IT teams and third party software companies.


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]






Junior Quantitative Researcher, London, Highly competitive


A tier one US investment bank is currently recruiting for a quantitative equity researcher to join its equity derivative research strategy group. The successful candidate will have a strong academic background to PHD/MSC level ideally in econometrics or statistics or even quantitative finance (will also consider maths, physic, engineering). You will also have programming ideally in either S+, Gauss or Matlab, but VB and C++ also an advantage. You will have 0-2 years experience within equity derivatives research  with knowledge of times series and portfolio theory with any experience of developing trading ideas for both the internal prop desk and the sales teams, within strategies such as variance swaps and dispersion trading , also desirable.


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]






Equity /Funds/ Hedge fund Derivative Structurers, Highly Competitive, London


A top-tier bank is currently recruiting for its fund of funds and equity derivative structuring teams. There are positions for both junior and senior candidates. The group covers all equity derivatives, equity linked structures, fund of fund and fund derivative structuring. Junior candidates will have 6 mths+ experience and senior candidates 2-5 years+. This is an established team that has expansion plans for 2005 and will involve development of a variety of complex structures.


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]






Algorithmic Quant Analyst /Developer/PHD, London/ New York, Highly Competitive


A tier-one US investment bank seeks candidates to help implement quantitative proprietary trading algorithms for equity derivatives. Individual will be part of a team developing statistical models and systems to facilitate electronic equity derivatives internalization and market making. A superior academic or professional background is a prerequisite.The candidate is expected to possess hands-on programming experience on an industry-standard object-oriented development platform, such as C++, Java, or .NET. He/she should have a solid understanding of fundamentals of Computer Science and software engineering. Prior experience in building high-performance, high-availability, scalable applications is considered a big advantage. They do not require candidates to have prior experience in finance (and often prefer candidates without Wall Street experience) . They believe that a candidate with solid computer and mathematic skills can learn the financial aspects of algorithmic trading fairly quickly.  To excel in this high frequency environment, one needs to implement cutting edge grid computing, artificial intellegence, and advanced numerical optimization techniques. Their analytics are being implemented in a combination of C# and C++,  utilizing cutting edge tools such as KDB <http://www.kx.com/> & Lava <http://www.lavatrading.com/>


Adam Buck, Selby Jennings, T:  44 207 348 6050
Email: [email protected]

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