A top tier Investment Bank with a well established market presence and an excellent reputation is looking for a quantitative trader to develop, implement and monitor strategies for their High Frequency Equity Derivatives trading desk.
View full post on All Trading Jobs: eFinancialCareers.com
This position is open as of 10/4/2010.
Quantitative Developer to work on High Frequency Trade Product – Boutique Firm – true Quant wanted
Quantitative Trader – Automated Trading – Quantitative Analysis and strategy development
Are you are a Quant Developer with experience in high-risk strategy development for High Frequency trades? Please read on!
Privately held Chicago-based equities trading firm is looking to hire a lead developer/quant trader with 3+ years experience to head development and implementation of automated trading systems focused on options, futures and equities. This is a senior quant role where you will also assist in the further development and debugging of our trading system platform and strategies traded. The role is important enough, that you will report directly to managing directors.
What you need for this position:
• Masters or PhD-level degree in quantitative disciplines such as mathematics or computer science
• A fully systematic strategies in the areas of high and medium frequency options, futures and equities
• A solid understanding and working knowledge of leading programming languages (C++, Python, Java, Perl, QuickFix) and foremost operating systems.
• Minimum 3 years experience in an automated trading environment and a sharp ratio of at least 2.5.
• Ability to effectively lead an integrated team, as well as the ability to independently manage entire projects, from design to testing to implementation.
• You must be more than a Math Genius! We need a Quant that has communication skills.
What you’ll be doing:
• Develop best risk management governance practices,
• Includes defining, building, & implementing appropriate models & methodologies
• Develop risk models using time-to-expiration Value-at-Risk methodologies
• Validate key valuation models developed by all lines of business
• Monitor trader’s compliance with respect to risk policies and limits
• Achieve target performance rating for quantitative analysis function
• Develop estimation procedure of model parameters
What’s in it for you:
• Lucrative pay and bonuses
• Great organization and team
• Report directly to managing partners
So, if you are a Quant Developer with experience in high-risk strategy development for High Frequency trades, please apply today!
Required Skills
Quantitative Developer, Quant Trader, Automated Trading, options, futures, equities, C++, Perl, Java, Python
If you are a good fit for the Quant to move to Chicago? Experienced Quantitative Developer position, and have a background that includes:
Quantitative Developer, Quant Trader, Automated Trading, options, futures, equities, C++, Perl, Java, Python and you are interested in working the following job types:
Finance, Accounting, Banking
Within the following industries:
Banking – Financial Services, Accounting – Finance, Mortgage
Our privacy policy: Your resume and information will be kept completely confidential.
Looking forward to receiving your resume through our website and going over the job in more detail with you!
Requirements Quantitative Developer, Quant Trader, Automated Trading, options, futures, equities, C++, Perl, Java, Python
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Major International prestigious bank has an opening for a Quantitative Assistant Trader with 1-3yrs experience in a quantitative financial function with understanding of the relevant valuation and risk models for the Fixed income/Derivatives Products.
Overall Purpose of the Job:
Generate Revenue by trading and pricing fixed income and derivative products for trading and customer flow business. Analyze market, identify market trends and propose opportunities to management. Analyze trader positions and P/L estimates and resolve differences with Market Risk Management. Provide expertise in Quantitative Analysis and develop pricing and risk management tools. Coordinate with IT Staff and Participate in the implementation of system enhancements.
Essential Functions:
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Requirements
• 1-3 years of relevant experience in a quantitative financial function.
• Understanding of the relevant valuation and risk models for the Fixed income/Derivatives Products.
• Quantitative and programming abilities (VBA, Matlab, SQL, Java, etc.)
• Excellent communication skills.
Bachelor’s/Master’s degree in quantitative/technical discipline, such as Computational/Quantitative Finance, Computer Science, Statistics, Engineering or Mathematics.
Contact: Denise 212-840-8666
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