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A top tier US investment bank with a reputation for their success in derivative trading have an opp


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

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]

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 <> & Lava <>

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



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