Archive for the ‘Jobs’ Category

Global financial firm is looking to add a Senior quant analyst with experience in a variety of fixed income products. Previous desk quant experience desired; experience leading a group or team is a strong plus.

This person will be part of the team responsible for implementation and maintenance of risk and pricing models for the fixed income asset class. Candidates should have Strong knowledge and hands-on experience with quantitative methods such as VaR, interest rate models, multi-factors term structure model implementation and its application. Qualifications include a PhD in a Quantitative Field along with 5-10 years of financial experience with strong fixed income knowledge. Prefer candidates to have previous Desk Quant experience. Previous leadership experience a strong plus. Candidates should have knowledge of a broad range of Fixed Income products (Swaps, Treasuries, Bonds, Derivatives, etc),. Experience with equities is desired. This is not a development role, but strong C++ skills are necessary for occasional use. Outstanding opportunity with a very strong team. Looking for a highly motivated self starter.

IMMEDIATE NEED!

For more info or immediate consideration, please refer to QFC1197 and submit resume in Word format to: Jason@comprehensiverecruiting.com

We are looking for a highly educated, experienced candidate for a leading Systematic Fund based in London. The role has the following accountabilities:

•Promote the product portfolio
•Performance analysis, and performance reporting.
•Bridging the product knowledge gaps between the internal research team and the client-facing sales force.
•Provide product support to current and existing clients and Investors
•Translate client needs and requests for the product management team.
•Control the flow of product information, trading and risk models disclosure, and marketing collateral.

This role requires a strong academic background (2i minimum), followed by either a Masters or profeesional certificate in Finance (CFA level 1 or 2), and 5 years experience in a similar role.

Following the Chancellor’s announcement this year, the FSA’s activities will be divided into two new authorities: the Prudential Regulatory Authority and the new, powerful Financial Conduct Authority.

Our Prudential Business Unit has a wide-ranging remit, and through a number of teams we take responsibility for a range of areas to support the development of the PRA’s target operating model. We now seek an experienced manager to lead the newly formed Analytic Infrastructure team and oversee all projects relating to the ART Programme.

This particular role is part of the Risk Architecture Division which sits within the RSD, and is currently developing and implementing tools and capabilities to support the Risk Specialists and Supervision divisions under the new PRA supervisory approach. You will be responsible for managing the team through the design and delivery of on-going maintenance and enhancement of the ART Platform.

Specific duties will include providing technical oversight and assurance of the ART systems, ensuring data integrity through rigorous monitoring and control, and implementing all QMT developed methodologies. You will also take on the role of technical expert and be required to take the lead on software selection, application and update.

This highly complex role requires someone with a deep understanding of a wide range of technologies (Java, Apache, Oracle, SQL and XML), including software and systems within web based development, configuration management, risk analytics and software engineering. You will also need strong team leadership and project management skills, as well as some experience within the Financial Services Sector.

To apply please [click here]
http://www.i-grasp.com/fsa01/?newms=jjid=38209aid=15911

Closing date for applications is Sunday 24th June 2012.

Tower Research Capital LLC, a high-frequency proprietary trading firm founded in 1998, seeks a Trade Desk Analyst to provide support for our trading and risk systems. The firm successfully trades a number of different strategies in a variety of markets. We have an extremely high-performance network that processes a vast amount of financial information in real time. The team here is composed of a talented group of quantitative financial analysts and programmers.

This position is available at Spire Europe Limited, an FSA-authorised firm affiliated with Tower Research Capital LLC, and in New York City.

Responsibilities

As a member of the Trading Systems Support team, you will support the widely-deployed OMS and market data delivery systems involving every major electronic exchange and asset class. Your responsibilities will include:

• Working closely with traders to understand their needs
• Monitoring trading strategies
• Identifying and resolving trading issues
• Monitoring and reporting on the status and health of our systems
• Gathering data for new and existing markets
• Initiating exception and emergency reconciliation procedures with brokers and exchanges
• Serving as the primary contact for brokers and exchanges on all real-time issues

Qualifications

• Bachelor’s degree or equivalent
• Working knowledge of equities, futures, options, or FX
• An understanding of exchange-specific rules and procedures
• The ability to manage multiple tasks in a fast-paced environment
• Strong problem-solving abilities
• Very strong attention to detail
• Excellent communication skills and fluency in English
• Experience using a Bloomberg terminal (a plus)

Benefits

Tower’s main office and garden roofdeck are located in TriBeCa, a neighborhood in downtown Manhattan. While we work hard, Tower’s cubicle-free workplace, jeans-clad workforce, and well-stocked kitchens reflect the premium the firm places on quality of life. Benefits include:

• Competitive salary
• Signing and performance-based bonuses
• 401(k) with company matching
• Five weeks of paid vacation per year plus nine paid holidays
• Free breakfast, lunch, and snacks on a daily basis
• Free gym membership
• Free tickets to New York events, including the US Open and TriBeCa Film Festival

To Apply

Please apply online at Tower’s Careers page: http://www.tower-research.com/Careers.html.

Tower and Ambrose Employer Group LLC are committed to ensuring equal employment opportunities for all employees, including qualified employment applicants. The companies strive to maintain an environment free of discrimination based on race, color, religion, gender, national origin, ancestry, age, disability, genetic information, military or veteran status, marital status, sexual orientation, gender identity, citizenship, or any other protected category or characteristic as defined by federal, state, or local laws. This equal employment opportunity policy applies to all employment practices, including but not limited to recruiting, hiring, advertising, promotion, transfer, reductions in force, social and recreational programs, training, employee development, compensation and fringe benefits, discipline, and termination.

A hands-on market leader in Gas & Power is looking for a Senior Quantitative Analyst to join their front office team during its recent expansion. This really is a unique opportunity to join a fantastic team and a truly innovative player in the Energy market with recently reported annual revenues exceeding 30Billion USD.
They are looking for an experienced Energy Quant to specifically support the Power & Gas and Fuels trading units at their office in London.

The successful candidate will have the opportunity to develop derivative pricing models from scratch and implement both this and existing methodologies directly with the traders and the fundamental analysts.

The ideal candidate MUST have experience working with traders in front office trading environment as well as 4 years or more experience working as a Quantitative Analyst in an energy trading house.

* Top academic background: PhD in a highly quantitative field, e.g. Mathematics, Physics, Engineering, Economics, etc., or experience equivalent with this.

* Experience with Monte Carlo (pricing, risk), stochastic calculus, volatility and probability in finance and Econometric modeling.

* Proficient in Matlab, C# and VBA. Additional languages will be a benefit.

If you are interested in this position and believe that you have these skills call me now on 02078031700 to discuss the role further. Or email me at ybranco-rhodes@arrowsgroup.com

My Client is the energy trading arm of one of the worlds largest power and gas companies. They are looking to bring onboard a skilled hybrid Structuring Quantitative Analyst whilst facilitating with the optimisation of the Group’s broad and diverse power and gas portfolio.
This is a unique opportunity for someone with the right Quantitative skills and extensive Front Office experience to get stuck into a role providing extensive exposure to the business.

The role of is based in Germany and reporting to the Head of Pricing & Structured Products.
The successful candidate will be responsible for:
-Analysing market statistics
-Developing mathematical models
-Valuation and pricing
-Working on portfolio optimisation
-Evaluating PnL of assets and their optimization

The ideal candidate MUST have experience working closely with traders in a front office trading environment as well as experience working on structuring and portfolio optimization.

* Top academic background: PhD in a highly quantitative field, e.g. Mathematics, Physics, Engineering, Economics, etc., or experience equivalent with this.

* Experience with Monte Carlo (pricing, risk), stochastic calculus, volatility and probability in finance and Econometric modeling.

* Proficient in VBA. Additional languages will be a benefit.

If you are interested in this position and believe that you have these skills call me now on 02078031700 to discuss the role further. Or email me at ybranco-rhodes@arrowsgroup.com

My Client is a leading supplier of electricity, heating, gas and energy services in Germany. They engage in the full supply chain of energy from generation right through to the sale and distribution.
They are looking for an excellent candidate tio join the trading and asset management arm of the larger group.

As a new addition to this successful team you will join the Front Office Gas trading operation in Manheim, Germany and assist with the pricing and valuation of their assets.

This will include gas portfolio optimization, gas storage valuation and evaluation in gas purchase contracts. Implementation of fast stochastic optimization and hedging tools for gas storage and cogeneration power plants. Implementation of a German gas storage portfolio model to value the Clients strategy including renewables. And the development of trading strategies for front office traders and running ad-hoc market analyses for Front Office.

To be successful in your application you must have:

* 3-5 years experience working in the Energy/Commodities Market in the Quantitative space

* Top academic background: PhD in a highly quantitative field, e.g. Mathematics, Physics, Engineering, Economics, etc., or experience equivalent with this.

* Experience with Monte Carlo (pricing, risk), stochastic calculus, volatility and probability in finance and Econometric modeling.

* Proficient in MATLAB & VBA (additional languages will be a plus)

If you are interested in this position and believe that you have these skills call me now on 02078031700 to discuss the role further. Or email me at ybranco-rhodes@arrowsgroup.com

This is a great opportunity to join a fantastic analytical team as part of a Major Global Investment Bank. As part of an expansion to the team based in New York the successful Quantitative Analyst will assist with VaR methodologies and identifying risk factors in products for the whole group. The successful candidate will gain valuable experience working directly with the Market risk managers and covering all asset classes.
My Client is looking for a Quantitative Analyst with experience working in a Market Risk function with particular emphasis on an exposure to equity products.

ACTIVITIES IN THE ROLE
• Scenario exposure modelling for trading systems for revaluation of the options portfolios
• VaR & stressed VaR based on expected shortfall historical simulation, recalculation and delta approximations
• Analyse changes in market data (rate curves, vol surfaces, correlations etc. as well as pricing model parameters)
• Time series analysis, statistical risk measures, CRD III models (Stressed VaR, Incremental Risk Charge, Comprehensive Risk Charge), CVA, CVA Risk

SKILLS & EXPERIENCE:
• Time series analysis, stress testing, stressed VaR, Statistical risk measures and Regulatory requirements (Basel II & Basel III)
• Statistical methods
• Historical stress tests
• VaR models
• Experience programming with C++
• Good team worker
• Time series analysis, statistical methods, and Regulatory requirements (Basel II & Basel III)
• At least 3 years+ experience in a financial institution

If you are interested in this position then APPLY NOW!

Quant Developer/Architect – Interest Rates Flow, C++, Director

My client, a tier 1 investment bank, require a senior quant architect to work on a flow interest rates analytics library.

Your main task will be working on a risk framework, pulling risk off securities interfaces and building risk calculation frameworks in C++. As a senior architect you will be required to provide architectural input and direction to the rest of the team; liaise with quants and traders to define their requirements and mentor junior members of the team.

You should have: in depth knowledge of interest rate or FX products with a good appreciation of the mathematics behind them; expert knowledge of C++; a strong academic background; experience of liaising with quants and traders and previous experience of architecting a system.

Please e-mail all applications to: jonathan.saville [at] nicollcurtin.com