| Job title | Delta 1 Quant |
| Compensation | Market rate | ||
| Posted | 28th Mar 2013 | Apply by | 28th May 2013 |
| Term type | Permanent | Location | London |
| Start date | 28th Mar 2013 |
| Job description |
Delta 1 Quant
My client is a leading American Investment Bank with a position for AVP-VP level Front Office Quant to join the Delta 1 Trading Desk in London
The role will involve developing derivative pricing and models: including, developing a framework for combining multiple diffusions with shared of factors, researching the impact of Local-Stochastic Vol for Quanto payoffs. Structuring hedging strategies based on payoff. Building various automated strategies based on Momentum, Vol Control, Vol Futures, Dividend, Credit indices, Convertible Bonds etc.
The role requires:
• Strong understanding of Structured Products and features including Dispersion, Barrier Options. • Strong programming skills • Good communication skills
We are looking for a candidate with a PhD from a leading university and 2-5 years experience. Please apply directly to James.kennedy@njfsearch.com
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| Contact | James Kennedy | james.kennedy@njfsearch.com | |
| Phone | +44 (0)20 7604 4444 | Fax | +44 (0)20 7625 6666 |
| Job title | Quantitative Portfolio Manager Statistical Arbitrage |
| Compensation | 170000 + 10 -15% of PnL | ||
| Posted | 21st Feb 2013 | Apply by | 21st Sep 2013 |
| Term type | Permanent | Location | New York |
| Start date | 21st Feb 2013 |
| Job description |
My client is a private institutional investment manager, is seeking candidates with outstanding academic credentials to join the team of Quantitative Portfolio Managers (QPM). QPMs develop systematic strategies which harness statistically-based predictive signals associated with various market inefficiencies. QPMs are responsible for managing their own quantitative investment portfolio, each with a separately identifiable track record. Success in this role is determined by the profitability and consistency of the quantitative investment portfolio. Successful applicants will receive training commensurate with their experience and development.
Job Qualifications
* Possess a Ph.D. or M.S. degree from a top tier institution in a quantitative field, such as Mathematics, Operations Research, Economics, Electrical Engineering, Computer Science, or Physics * Have intermediate to strong programming skills (acquired academically or through hands-on experience); preference for C++ and Python * Show an exceptional track record in systematic investment management OR raw talent, supplemented by interest in quantitative investing as demonstrated by coursework and/or internships * Have an understanding of optimization theory and algorithms is a plus * Have superior critical thinking and analytical skills, combined with creativity, innate curiosity, and attention to detail * Possess a relentless drive to succeed, supplemented by a strong work ethic
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Apply to: |
| Contact | James Kennedy | james.kennedy@njfsearch.com | |
| Phone | +44 (0)20 7257 6213 | Fax | +44 (0)20 7625 6666 |
| Job title | Quantitative Portfolio Manager Statistical Arbitrage |
| Compensation | 170000 + 10 -15% of PnL | ||
| Posted | 21st Feb 2013 | Apply by | 21st Dec 2014 |
| Term type | Permanent | Location | Connecticut |
| Start date | 21st Feb 2013 |
| Job description |
My client is a private institutional investment manager, is seeking candidates with outstanding academic credentials to join the team of Quantitative Portfolio Managers (QPM). QPMs develop systematic strategies which harness statistically-based predictive signals associated with various market inefficiencies. QPMs are responsible for managing their own quantitative investment portfolio, each with a separately identifiable track record. Success in this role is determined by the profitability and consistency of the quantitative investment portfolio. Successful applicants will receive training commensurate with their experience and development.
Job Qualifications
* Possess a Ph.D. or M.S. degree from a top tier institution in a quantitative field, such as Mathematics, Operations Research, Economics, Electrical Engineering, Computer Science, or Physics * Have intermediate to strong programming skills (acquired academically or through hands-on experience); preference for C++ and Python * Show an exceptional track record in systematic investment management OR raw talent, supplemented by interest in quantitative investing as demonstrated by coursework and/or internships * Have an understanding of optimization theory and algorithms is a plus * Have superior critical thinking and analytical skills, combined with creativity, innate curiosity, and attention to detail * Possess a relentless drive to succeed, supplemented by a strong work ethic
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Apply to: |
| Contact | James Kennedy | james.kennedy@njfsearch.com | |
| Phone | +44 (0)20 7257 6213 | Fax | +44 (0)20 7625 6666 |
| Job title | Trading Assistant - Convertable Arbitrage |
| Compensation | £55000-£65000 | ||
| Posted | 21st Feb 2013 | Apply by | 21st Jul 2013 |
| Term type | Permanent | Location | London |
| Start date | ASAP |
| Job description |
We are looking for a Trading Assistant for European Credit Business. Candidates will be considered for the London office, reporting to the European Convertibles Portfolio Manager, who is based in London.
Duties and Responsibilities: * Support European Credit trading operations through booking trades and coordinating trade reconciliation with Back Office Administrator & broker/dealers * Confirm and verify the accuracy of trade related data * Assist in the execution of trades, as needed * Assist in managing risk and perform detailed PnL reconciliation. * Monitor and respond to incoming market information, economic announcements, and general trading activity to maintain correct pricing of derivatives and manage risk in portfolio. * Utilize analytical problem solving skills to troubleshoot trading systems and improve operation and platform
Background / Qualifications: * Minimum one year experience in a trading / structuring environment * Minimum of a Bachelors degree (or foreign equivalent) in finance, economics, applied mathematics, physics, engineering, or computer science, or related quantitative field. * Knowledge of derivatives (or options), and bond pricing (duration and/or convexity) * Rigorous attention to detail * Excellent English, grammar, written and oral communication skills
Summary
The successful candidate will be a self-starter who has demonstrated the ability to function independently in a fast-paced, dynamic, and demanding environment. This person will be intellectually curious, intuitive, trustworthy and have the highest ethical standards. This person will add value by working on a number of simultaneous projects with minimal supervision and exemplary follow-through.
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Apply to |
| Contact | James Kennedy | james.kennedy@njfsearch.com | |
| Job title | Interest Rate Desk Quant |
| Compensation | £85000-£95000 | ||
| Posted | 21st Feb 2013 | Apply by | 21st Jun 2013 |
| Term type | Permanent | ||
| Start date | 21st Feb 2013 | Duration | perm |
| Job description |
Interest Rate Products is looking for a Strat to join the trading desk to work with our interest rate swaps and European Government pricing models. This position will also work closely with the Swaps and European Government traders analyzing pricing algorithms and risks of the desk. Strats occupy the intersection of finance, markets, math, computer science and programming and we are therefore looking for a quantitative, commercial, problem-solving-oriented, "get-things-done" candidate for the trading desk.
Experience required:
Excellent quantitative skills (typically evidenced by a graduate degree (Masters/PhD) in math, physics, computer science, engineering, etc.) Knowledge of Stochastic Calculus / Probabilities / Financial Mathematics essential Strong communication skills Strong programming ability, C++ Judgment -- ability to work on the trading desk under significant time pressure & make trade-critical decisions Commercial awareness
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Please make your application to James Kennedy, (Senior Consultant) james.kennedy@njfsearch.com
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| Contact | James Kennedy | james.kennedy@njfsearch.com | |
| Phone | +44 (0)20 7257 6213 | Fax | +44 (0)20 7625 6666 |
