GQR | USA Quant Vacancies – December 2012
GQR | Global Quant Recruitment - Boston, MA

This job posting is no longer available on QuantFinanceJobs.com. Find similar jobs: Gqr USA Quant December jobs

GQR is the Global Quantitative Finance search specialist. We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities globally.

A list of December’s most urgent hires:
C++ Trading Software Engineer
This leading buy side institution has earned its reputation as a major playing in speed sensitive automated trading systems and quantitative technology. As part of an expansion hire they want to add an exceptionally talented C++ front office software engineer to work alongside their traders and quants to increase trade performance.
The fund need the very best programmers whether from the financial industry or from high performance technology firms. Responsibilities include the ability to work in a front office electronic trading face environment where you can create speed sensitive, clean and scalable code. In working closely with quant traders, you will re-design and implementing scripting tools – perl or python.
Location: New York, USA

Requirements:
  • Excellent real-time multi-thread object orientated programming using C++.
  • Proven abilities within scripting (python or perl) and MySQL on linux platforms.
  • Experience with speed sensitive code and able to handle large data sets.
  • A strong desire for to solve challenges and push the boundaries of trading technology.
  • Any exposure to the likes of Awk or Sed would be advantageous.
In return they are offering:
  • The chance to join a high performing hedge fund and work on dynamic front office trading.
  • Very hands on role with the opportunity to take ownership of tasks within the front office.
  • Work with a world renowned team and talented colleagues.
  • Excellent compensation structure both in terms of base and bonus rewards.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Senior Developer- Financial Software Development

A confidential top tier hedge fund in Los Angeles is seeking an experienced developer to create tools and applications with its investment team. This role is ideal for someone who has a solid understanding of financial software and the investment industry and is looking for an opportunity to play a key role in alpha generation and portfolio construction and optimization in a small but aggressive fund.
Responsibilities include working in a team environment with developers and traders to develop applications in C#, .Net, and SQL. You will be working extensively with databases and must be able to handle large amounts of financial datasets, as well as with database applications. Back testing investing tools as well as some data mining are also key aspects of this role. A problem solver will be successful in this role- you must be able to take a business user problem and generate several solutions.
Location: Los Angeles, USA

Requirements:
  • Minimum of 9 years experience in development, ideally mostly within financial services
  • Experience with relational databases, SQL, and database applications
  • MUST have strong C#, .NET, and SQL experience
  • Experience with WPF/Silverlight
  • Some core Java a plus
  • MS Computer Science or related field required, CFA candidates greatly preferred
  • Highly desired: Knowledge of Factset API, or Thomson Reuters Feeds or 3rd party data vendors
In return they are offering:
  • The chance to play a key role in alpha generation
  • Take on leadership role in incorporating new technologies, new hires, and business growth.
  • Very hands on role with the opportunity to make an important & valuable contribution.
  • Be a part of a close
  • Excellent compensation structure both in terms of base and bonus rewards.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.

Risk Analyst – Credit Risk, Portfolio Risk – Front Office – Equities, ABS, CLOs, CDOs, Structured Credit – Leading Buyside Firm – New York

We are working with a leading buyside firm who is looking for a strong risk analyst. They are largely an equities shop but is looking for someone with experience in structured products. This person will be facing off with traders, reporting to the risk committee and in the front office every day. The risk management team is responsible for understanding and limiting downside exposure and managing counterparty risks. The risk analyst will not be developing models but will need a solid understanding in order to interact with the model development team.

Responsibilities:
  • Producing and reviewing market, liquidity, and counterparty risk as well as PnL and capital usage reports
  • Monitoring portfolio risk measurement tools are keeping pace with trading books
  • Managing equity and counterparty credit trade portfolios to optimize capital
  • Interacting with portfolio managers, traders, quant researches and analysts on a daily basis
  • Following markets and daily trading activities
  • Representing firm in due diligence presentations and leading weekly risk analysis meetings
Qualifications

  • 5- 7 years of experience
  • Minimum MS in quantitative discipline (i.e. statistics, econometrics, etc)
  • Knowledge of equity, equity derivatives, fundamental credit, structured credit, arbitrage trading strategies
  • Solid understanding of valuation and risk methodologies to measure: ABS, CLOs, credit, equity derivatives, etc.
  • Knowledge and experience in portfolio risk management techniques (scenario analysis, Monte Carlo, historic simulation, Expected Loss, etc)
  • Understanding of regulations (Dodd Frank, Basel II/III)
  • Computer skills: Excel/ VBA, statistical software (R, SAS), Matlab
VP Equity Portfolio Trader – New York – Top European Investment Bank
My client is a tier one European Investment Bank who is looking to expand its equity portfolio trading team in New York. The role is for a VP level PT trader to who covers institutional and hedge fund clients. You will cover Pan-American accounts trading equities within the portfolio trading space. You will be part of the team looking to gain market share, increasing flows and building out the franchise.
You will liaise regularly with clients and also be responsible for offering clients execution consultancy service advising them o execution strategies and performing TCA to minimize market impact. You will have string client relationships and you will be required to leverage your contact network so to develop the business. Essential you have a minimum of 3 years equity portfolio trading experience.

Qualifications:
  • 3 - 5 years experience portfolio trading within equities
  • Excellent client facing skills and knowledge of US equity markets.
  • Relevant experience maximizing flows and advising clients in execution
  • Strong academic background and excellent communications skills.

QuantFinanceJobs.com - 19 months ago - save job - block