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Associate Director - Quantitative Analytics
Matlab
Location: New York, NY

Financial firm seeks an Associate Director of Quantitative Analytics.  The Associate Director’s overall responsibilities include: participating in project execution, assisting with quantitative modeling infrastructure and tool building, gathering research, interacting with clients, opining on clients’ proposed models, presenting to the ratings committee and participating in brand enhancement activities. 

Major Accountabilities:

·         Spur quantitative innovation and excellence and help the Quantitative Center of Excellence (QCoE) propagate quantitative excellence across Credit Market Services (CMS) and establish a leadership position for firm and CMS.

·         Use industry best practices to participate in project execution that includes: scope, time, cost, quality, resource, communication, risk, procurement, and change management.

·         Act in partnership with Quantitative Research group to set modeling methodologies deployed in products, and build model and tools for the business’s needs.  In addition, this role will perform research to gain a clear understanding of the markets the Associate supports.

·         Interface with the academic community to become a subject matter expert and contribute to conference presentations, publications, and other presentations.

·         Illustrate key trends that are relevant to the business; shape those trends, lead discussions around the available options, and create a consensus on the best action path.

·         Assist with the building of quantitative modeling infrastructure and the tools used for QCoE business units

·         Participate in brand enhancement activities.

·         Flag inconsistencies in research and work through it over time while ensuring that people are properly integrated into the prevailing thought process. 

·         Create new functionalities and build on existing ones with the objective of identifying building blocks that could be used as a foundation for implementing solutions.

Qualifications:

·         A Master’s degree in Statistics, Mathematics, or a math oriented finance program is required; a PhD in one of those disciplines is strongly preferred.

·         Must have a background in probability theory and statistics, knowledge of time series analysis, experience with building and using models and with simulating market and credit variables.

·         Must have 2-3 years of quantitative experience in the financial services industry. Ideally, this quantitative experience should include dealing with quantitative products, quantitative analytics, CDO markets and banking. 

·         Must have strong programming skills, ideally in MatLab (code sample will be requested).

·         Strong oral and written communication skills are required (a writing sample will be requested). Must be comfortable presenting technical concepts and products to non-technical people.

·         Must have excellent interpersonal skills and be effective dealing with all levels of firm and the client’s management.

·         Must be comfortable working in a global, multi-cultural environment, and must possess strong teamwork skills.

·         Demonstrated ability to manage and prioritize competing requests from disparate areas of the business. Must possess good operational skills and be able to comprehend the business’ strategic and product requirements.

·         Experience in scientific computing to guide the development of practical business solutions and implementation.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Vice President - Strategic Services
Location: Boston, MA

Financial firm seeks a Vice President.  Firm provides investment management services to corporations, government entities, financial institutions, endowments, foundations, and high-net-worth clientele.  This position reports to the Senior Vice President of Strategic Services. Teams like Strategic Services are not common in the industry --- only a handful of firms offer the variety of asset classes and investment strategies that firm does, rendering them uniquely qualified to do analysis and offer commentary on a “horizontal” view of asset classes.  As a member of Strategic Services, will have external contact with CIO’s (and their deputies) of some of the largest and most sophisticated institutions.  In addition, the relationship management team will use you and the research firm produces for new business development, cross-selling, relationship management, conference engagements, etc.     

The following are among the primary responsibilities of the Vice President:

·         Publish investment-related articles and studies.

·         Present studies and investment-related topics at conferences.

·         Assist the Senior Vice President of Strategic Services, RMs, Investment Directors, AEs and investment professionals with various studies and projects.

·         Conduct asset allocation and/or asset-liability modeling studies.

·         Conduct correlation and manager structure studies.

·         Contribute to development of organizational and product stories, features and benefits.

·         Review and explain studies and reports to RMs, Investment Directors, AEs, investment professionals, and senior management with the client/prospect.

·         When appropriate, accompany RMs, Investment Directors, AEs, and investment professionals to client meetings to review studies and reports.

·         Develop new products appropriate for the institutional investor.

Qualifications:

·         A passion for the investment industry.  Some of you may even be “frustrated research analysts” or former portfolio managers/research analysts

·         A willingness to generate research ideas and to advocate for or defend them

·         Initiative and ability to work independently.

·         10+ years experience in investment management or financial services

·         Undergraduate degree in finance, engineering, math or applied sciences would be preferable

·         Graduate degree and/or CFA designation required

·         Strong quantitative & statistical analysis experience

·         Experience and comfort presenting investment research to clients and prospects.

·         Experience in the Defined Benefit "DB"  or Endowment/Foundation sector is preferable

·         Experience conducting asset modeling studies is preferable

·         Strong technical skills, including exposure to analytical tools like Micropal, BARRA, and Ibbotson EnCorr

·         Solid interpersonal and writing skills

·         Ability to communicate technical and/or complex topics to clients and co-workers with a wide range of "comfort levels" with such topics

·         Former institutional consulting experience will be looked upon favorably

·         Former roles in Asset Allocation will be looked upon favorably

·         Former roles in teams like Strategic Services will be looked upon favorably

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Director - Fixed Income Quantitative Research/Risk Management
Knowledge of VaR, Term Structure Models and Programming Capability 
Location: Charlotte, NC

Financial firm is seeking an experienced risk management professional to lead the fixed income quantitative research and risk management group.  This position reports to Group Head for Quantitative Research and Risk Management and oversees the performance attribution, risk attribution, risk analytics, and quantitative credit risk management processes.   Successful candidate will be responsible for providing risk management across fixed income portfolios and has responsibility for designing and implementing risk management tools.  

Qualifications:

·         Minimum of 5-7 years experience in risk management or portfolio management in an investment management organization.

·         Knowledge with of fixed income asset classes and fixed income derivatives. 

·         Solid understanding of performance and risk attribution for fixed income securities.

·         Familiarity with fixed income systems including Lehman Point, Yield Book, and Derivative Solutions.

·         Knowledge of VaR, term structure models and programming capability.

·         Experience managing team of senior fixed income quantitative analysts.

·         Masters or PHD in Finance, Computational Finance or other quantitative disciplines.

·         CFA strongly preferred

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Securities Desk Sales Trader - Private Client Wealth Management
Fixed Income, Currency and Commodities, Series 7, 63 
Location: New York, NY

An Associate/VP on the PWM Securities Desk is a product and market specialist providing market coverage, investment ideas, and trade execution in the fixed income, currency and commodity markets. The analyst will work closely with Global Private Wealth Management salespeople, FICC traders, capital markets, and research professionals to deliver the full complement of FICC capabilities to Private Wealth Management clientele.

Responsibilities:

·         Develop and recommend investment ideas based upon client’s investment objectives, overall portfolios, relevant market exposures and relative value considerations

·         Work in conjunction with trading, capital markets, research, economics, and market strategy professionals within FICC to respond to client needs

·         In addition to cash product knowledge, provide derivatives expertise to develop strategic solutions for clients across fixed income, currency and commodity markets

·         Trade Execution

·         Analyze client portfolios

·         Work closely with the Securities Desk in Asia and the US to improve communication and generate ideas reaching the PWM franchise globally.

·         Serve as a resource to the PWM sales force and clientele

·         Educate PWM salespeople and clients on FICC products and opportunities

Qualifications:

·         2-8 years experience as Analyst, Associate, or VP Level.

·         Ability to excel in a fast-paced, transaction-oriented environment

·         Demonstrates keen interest in the financial markets and has good commercial instincts

·         Strong quantitative skills; comfortable working with complex, structured financial products

·         Creative and strategic thinker

·         Strong combination of analytical, organizational and interpersonal skills

·         Ability to interact with and build relationships with people of varied backgrounds, personalities and levels of seniority

·         Record of demonstrated academic and extracurricular achievement

·         Series 7, 63

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quantitative Strategies - Fixed Income - Credit Trader
Yield Curve, Credit and/or Fixed Income 
Location: New York, NY

Quantitative hedge fund group ($65B AUM) at a large New York Investment Bank is looking for an experienced trader to focus on fixed income & credit markets. The group implements strategies across many markets and products (currencies, equities, fixed income, commodities, volatility, credit, exotic derivatives). This role would involve comprehensive ownership of the trading process for FI/C strategies: execution, transaction cost analysis, booking, risk evaluation & maintenance of international swap & options books, systems enhancement projects, etc. Qualifications: 2+ yrs trading yield curve, credit, and/or fixed income derivatives; robust financial, quantitative, computer (Excel), and communication skills. Multi-market background a plus.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quant Strategies European Markets Trader - Futures, Commodities
Excel, VP 
Location: New York, NY

The Quantitative Strategies Group of a leading Investment Bank is looking for an additional European markets trader for the New York trading desk. Quantitative Strategies manages approximately $65 billion in global assets across a variety of mandates including institutional portfolios, offshore mutual funds, and multi-strategy hedge funds. The trading desk is responsible for executing all trades for the group including equity, fixed income, currency, commodity and alternative asset classes with a focus on trading derivatives. Responsibilities include order preparation, trade execution, transaction cost analysis, and operational involvement. The ideal candidate will have experience trading futures, FX, commodities, and interest rate swaps. Desired qualifications also include strong systems experience, Excel skills (Visual Basic a plus), detail-orientation, ability to multi-task, and an academic background in finance/economics. Aprox hours 2am-noon.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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VP - Equity Risk and Performance Analysis
Location: New York, NY

One of the largest asset managers in the world offers a wide range of products and services, including a large family of fixed income, equity and multi-asset class funds as well as alternative investment products – hedge funds, private equity and fund-of-funds for individual and institutional investors.

Firm is looking to fill a Vice President level position, based in New York, in the Equity Analysis group. Group is responsible for the application of a wide range of risk and performance analysis tools to provide insight into the investment and portfolio construction process for portfolio managers, senior management and clients.

The candidate will:

·         Perform custom analyses relating to risk and performance across full range of equity products on behalf of risk management, portfolio managers, and senior management.

·         Work closely with Research and IT in developing and expanding the current set of analyses.

·         Balance strong, innovative problem solving skills with the practical ability to implement workable solutions to problems in a fast-paced environment.

·         Deliver state of the art analytics in a timely and efficient manor for maximum impact on the organization.

The candidate should have:

·         Masters degree in finance or related quantitative field.

·         5+ years work experience in the financial services industry or related (such as analytical software vendor).

·         Sound knowledge of the analytic methodologies used for performance and risk analyses such as Brinson, factor analysis, PCA

·         Experience with vendor systems – FactSet, Northfield, APT, Wilshire, Barra

·         Programming experience in VBA, FactSet, SQL, MatLab, SAS are a plus

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Senior AVP - Alternative Investments Risk Analyst
VBA/Excel, SQL, Access
Location: New York, NY

One of the largest asset managers in the world offers a wide range of products and services, including a large family of domestic and international bond, equity and multi-asset class funds for individual and institutional investors. Funds of private equity and hedge funds are offered through Alternative Investment Partners unit. Manages approximately $431 Billion in AUM.

Firm is seeking to fill a Senior Associate/Vice President level position, based in New York, in the Alternative Investments Risk Group, part of the Global Risk and Analysis group.   The group provides the investment risk assessment in the due diligence process for new hedge funds, the measurement and monitoring of performance and investment risk for alternative funds and the hedging of the seed capital.

The candidate should have:

·         Masters level degree, concentration in Finance or in a quantitative discipline;

·         3+ years work experience in the financial industry;

·         IT experience is a plus;

·         Alternative Investment Strategies and Risk management methodologies;

·         Strong programming skills such as VBA, SQL, MS Access, SAS, Bloomberg DDE and MS Office automation are considered a plus.

The candidate will:

·         Automate processes geared towards capturing evolving risk profiles. As such the analyst is expected to master in a short time existing risk analytics (e.g. APT risk module and optimizer module, RiskMetrics, etc). Ability to develop interfaces to existing applications;

·         Produce Risk analysis and perform risk monitoring for existing Alternative Investments funds;

·         Assist in the evaluation of risk assessment for new hedge funds and leveraged investment strategies.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quantitative Solutions - Associate Director - Credit Derivatives.
C++, VB, Matlab, SAS 
Location: New York, NY

Financial Services firm seeks a Quantitative Solutions Associate director for structured finance transaction analysis, primarily as applied to synthetic CDO products, with the development (and potentially publication of) CDO modelling tools.

·         Seeking a highly motivated candidate with a background in a quantitative discipline, such as mathematics, physics, economics or statistics. Ability to program in C++, visual basic or prototype models in Matlab, SAS is important. It will be an advantage if the candidate has worked on modelling projects within a financial institution.

·         Read and interpret transaction termsheets

·         Propose modelling processes that capture the risk in a transaction

·         Write and present committee papers detailing the modelling methodology

Quantitative Analysis:

·         Audit banker models and provide assumptions to enable prompt transaction feedback on new trade ideas.

·         Develop prototype models in a framework consistent with VECTOR, the firm’s Monte Carlo based credit modeling tool.

·         Work with developers to incorporate new features and processes into the production version of VECTOR.

Criteria and Research:

·         Participate in the development of criteria and methodology to address the risks associated with innovative CDO products and transaction features.

·         Contribute to the production of leading edge research.

·         Business Development (focused at Associate Director level candidates)

·         Develop relationships with counterpart quantitative analysts at investment banks, both in research and structuring, to ensure that the firm is aware of all market developments, and that firm is the rating agency of first choice for innovative trades.

·         Represent the company as a leading provider of quantitative solutions for the credit derivatives marketplace through conference and seminar participation (this is mainly at AD level).

·         Participate in the delivery and promotion of modeling tools.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quantitative Trading Strategist
C++, Matlab, GAUSS, Mathematical Modeling Techniques 
Location: New York, NY

Top Investment firm seeks an experienced Quantitative Trading Strategist with solid experience in Equities, High Frequency Trading, and Statistical Arbitrage. Outstanding opportunity to join a preeminent group of highly experienced and talented traders, developing quantitative and systematic market neutral statistical arbitrage models for Equities. The group has a range of strategies from high-frequency intra-day to longer-term daily and weekly strategies.

Qualifications:

Minimum of 3 years of statistical arbitrage trading experience and capable of generating significant P&L.

A PhD in a highly numerate discipline - physics, mathematics, engineering , or quantitative subject from a top institution is highly desirable. In terms of technical skills, you will have strong implementation skills preferably in C++ but potentially in other languages (Matlab, GAUSS etc.) and mathematical modeling techniques.

Qualified individual must have several years experience in applying the discipline in the development of large scale highly robust systematic trading strategies.  It is essential that you have developed software for data analysis, strategy back-testing and trade implementations. Our Client seeks an individual who can produce quickly and has solid high frequency trading and statistical arbitrage experience. Must have existing strategies that are profitable. Company provides the diversification, infrastructure and support to implement these sophisticated strategies.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quantitative Analyst
SAS or equivalent computational programming language (e.g. Matlab, S-Plus). Alternatively, C#/(IMSL or NAG). Familiarity with database development and programming (SQL). 
Location: New York, NY

Financial firm seeks a Quantitative Analyst with 1-3 years of industry experience in quantitative finance (analyst/portfolio manager, proprietary trader or developer).  

Responsibilities:

·         Enhance quantitative techniques for evaluating a variety of hedge fund managers (e.g. Convert Arb, Merger Arb, Fixed Income Arb, Long/Short Equity, Credit Products (including CDOs)) with varying degrees of transparency in fund of funds program. Carry out analysis using these techniques.

·         Apply advanced statistical methods to build strategy forecasting models and enhance optimization/asset allocation models used in portfolio construction. Carry out analysis using these models.

·         Assist in maintaining Quant/Risk infrastructure.

·         Enhance systems and algorithms for analysis of firm wide investment risk management.

·         Actively participate in Quant/Risk Group in-house seminars. 

Qualification Requirements:

Skills:

Equity, fixed income and derivatives modeling (term structure models, option pricing). Expertise with quantitative risk management methods (optimization, econometric forecasting models, Bayesian methods). Strong interpersonal, oral, and written communications skills. Team player.             

Computer Skills:

Fluency in SAS or equivalent computational programming language (e.g. Matlab, S-Plus). Alternatively, C#/(IMSL or NAG). Familiarity with database development and programming (SQL).

Education:

Graduate degree in a quantitative discipline such as finance, statistics/econometrics, operations research, applied math. Some PhD coursework preferred.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Senior Analyst (Hedge Fund of Funds)
Economics, Finance, CFA 
Location: Fair Haven, NJ

Financial Service Firm is seeking an experienced Senior Analyst to join their Investment team.  In this key role, you will analyze hedge funds for potential inclusion in our investment program.  You will perform initial manager reviews for screening purposes, conduct detail due diligence and evaluations of hedge funds, and prioritize / score funds for consideration by the senior portfolio managers.  You will also be responsible for conducting ongoing reviews of hedge funds in which we are already invested.

To qualify for this position you must have 2-3 years proprietary trading/portfolio management experience with a hedge fund or major broker/dealer.  Conversely, you may have at least 5 years experience in a similar role at a competing Fund of Hedge Fund. 

Candidates will have strong analytic, communication, mathematic, finance and economic skills.  You must also be able to function well in a team environment but be a self-starter.   Undergraduate degree in Finance, Economics or equivalent required.  MBA, CFA, strongly preferred.

We offer excellent career opportunities, a competitive compensation plan and excellent benefits coverage, including healthcare, company-matched 401(k), tuition reimbursement and more! 

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Financial Engineer - Financial Modeling
C++, Unix, Risk Applications
Location: New York, NY

Financial Engineer will work on ongoing risk analysis/reporting for a wide variety of portfolios. This individual focuses on validating existing and developing new models to assess portfolio risk and its main drivers. Will help research clients’ questions  with regards to particular asset, asset type or model used. Individual will also contribute to developing new portfolio analytics  applications. Financial Engineers typically have several years of investment systems experience, strong technical, analytical, and  business knowledge. An aptitude & interest in programming and modeling is critical.

The Financial Engineer will be responsible for:

·         Validating and extending pricing models for all asset types and their use for risk analysis

·         Supporting current portfolio risk applications by researching clients question regarding particular asset, asset type or model in use

·         Extending coverage to new asset types

·         Working closely with software development team to develop new portfolio analytics applications

·         Communicate complex financial concepts to developers and programmers

·         Special projects as assigned in an ever-changing, highly demanding, business environment

Qualifications:

·         Qualified candidates must possess a Master’s Degree in Financial Engineering or a PhD in a mathematically intensive field such as finance, physics or applied math with a solid knowledge of financial modeling. 

·         Selected individual will have three or more years of investment systems experience.

·         Must feel comfortable in UNIX environment and be proficient in programming in at least one language (preferably C++).

·         An understanding of theoretical finance, with the ability to articulate/implement concepts into practice is essential to success in this role.

·         Knowledge of commonly used risk application (for ex. ALGO) is a plus. 

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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CMO/ABS Modeler - Structured Products
CMO/ABS Modeler
Location: New York, NY

Firm is a recognized leader and industry standard in the Structured Products market. The largest and most complex sector of  the Fixed Income market, Structured Products include, MBS, Agency and Whole Loan CMOs, and many variations of  ABSs. The CMO modeling team is seeking a talented modeler with proven knowledge of Whole Loan and/or ABS  structures. Modelers create and maintain models for the universe of structured securitizations which provide cashflows for analytics. Qualified candidates will become involved in all phases of the product, including processing collateral  feeds, reconciling our models with historical data and interacting with underwriters, issuers, trustees and product developers.

Requirements:

• Proven abilities in reverse engineering Whole Loan and ABS deals.
• Understanding of collateral amortization terms and programs.
• Attention to detail.
• Ability to work independently as well as within a group.
• Effective communication and organizational skills.
• BS/BA in finance/economics/accounting or related field.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quantitative Financial Developer - Derivatives
C/C++
Location: New York, NY

Financial firm’s Quantitative Finance Development group is seeking quantitative developers. Team up with firm’s world renown researchers to research and implement option valuation models. Join a group that treats all market sectors, including  credit, fixed income, mortgage, equity, foreign exchange and commodities. Work in an exciting fast paced environment  where hard work and creativity are appreciated and rewarded.

Requirements:
Familiarity with derivatives models is required. The candidate must have strong C/C++ skills and must be knowledgeable in  the numerical methods used for options valuation. A PhD in mathematics, physics, engineering, finance or computer science,  or other strong quantitative and mathematical experience is required.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Analyst/Modeler - Structured Products
CDO, RMS, Excel, UNIX
Location: New York, NY

The Structured Products Modeling team is seeking experienced analysts to reverse engineer structured securities,  primarily Collateralized Debt Obligations (CDOs) and International RMBS. Modelers create and maintain models for a  large universe of structured securitizations which provide cashflows for firm analytics. Other responsibilities  include processing of collateral feeds, reconciling our models with historical data and interacting with underwriters,  issues, trustees and product developers. Qualifications include: Proven abilities in the reverse engineering of CDO and  International RMBS securitizations and familiarity with collateral amortization terms, programs, performance test and triggers.

Requirements:

·   Attention to detail, ability to work independently as well as within a group.

·   Effective communication skills.

·   Familiarity with Unix commands, MS Excel, experience with a programming language is a plus.

·   4-year college degree required. 

·   Finance degree and/or previous mortgage-backed experience hare helpful, but not a requirement.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quantitative Analyst - Equity Research
SAS, SPAA, S+, SQL 
Location: New York, NY

Financial firm seeks a Quantitative Analyst.  This position will work closely with the existing quantitative research staff in helping to manage equity strategies.  Responsibilities include assisting in the selection, evaluation and ongoing monitoring of stocks for inclusion in equity strategies, with a focus on quantitative research.  Firm is seeking someone who can master quantitative techniques quickly, demonstrates initiative, can work independently, and has strong communication skills. 

Specific responsibilities may include:

·         Assist in managing equity investment strategies, ensuring any and all changes are made on a timely basis, with proper documentation.

·         Assist equity portfolio strategist in developing equity investment strategies, including back testing and documentation.

·         Under supervision of senior staff, undertake research that can be used to develop new strategies or that will advance firm’s position in the financial markets.

·         Remain current with developments in the financial markets by attending training classes, as appropriate.

·         Screen databases.

·         Prepare analysis on stocks in preparation for internal and external meetings.

·         Support the development of marketing materials and provide customer service to clients.

·         Contribute to special/ ad hoc analytical projects, as assigned.

Qualifications:

·         College degree required; MBA and/or CFA preferred.

·         Previous quantitative analytic experience.

·         Thorough understanding of accounting and financial analysis and valuation, ability to build financial models in excel and other applications.

·         Good knowledge of applied statistics and portfolio theory and ability of work with large datasets; ability to summarize large amounts of both quantitative and qualitative information.

·         Willingness to learn new analytical applications for fundamental analysis and portfolio construction and management.  Capable to learn trading scripts and to modify them as appropriate.

·         Some experience with statistical packages such as SAS, SPAA or S+, and database languages such as SQL.  Motivation to become proficient in their application.

·         Must be a team player and posses the ability to drive key decisions in a dynamic, fast-paced environment.

·         Successful candidate must have excellent interpersonal, presentation, oral and written communication skills.

·         Ability to handle multiple responsibilities concurrently and work independently to perform a variety of tasks with accuracy and attention to detail.

·         Ability to identify and implement technology solutions to improve work processes.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Investment Quantitative Analyst - Strategic Services
Statistical Methods and Programming 
Location: Boston, MA

Financial firm seeks an Investment Quantitative Analyst who will report to the Senior Vice President of Strategic Services.  The quantitative analyst position will be primarily inward-facing, at least initially.  Will support the research efforts of the head of the group, and will be the “point person” for most, if not all of the analytical work for projects.  Successful candidate will have direct contact with Portfolio managers, Investment Directors, and other specialists in their respective asset classes. Internal contacts will be crucial as you will tap them for your research, or perhaps even co-author papers and studies.  

The following are among the primary responsibilities of the Analyst role:

·         Support the research initiatives of the team
Quantitative and analytical “point person” on the full host of projects we work on:  original white papers, research, presentations, and custom client requests.

·         Conduct asset allocation and/or asset-liability modeling studies.

·         The Quantitative Analyst will conduct research and develop:

o        quantitative models for evaluating asset classes, and active managers  

o        analysis of individual investor behavior and performance

o        large scale portfolio diagnostics

o        optimization techniques for portfolio construction and cash-flow management

o        factor-based performance attribution for funds and portfolios of funds

o        interesting new optimization or quantitative techniques found in the academic literature 

·         Review and explain studies and reports to Relationship managers, Investment directors, account executives, senior management with the clients prospects.

Qualifications:

·         The successful candidate will have earned an advanced degree in engineering, applied mathematics, statistics, science, operations research, econometrics, or computer science.  A Finance MBA with significant experience using quantitative methods would also be considered.  CFA or significant progress towards CFA is a strong plus.

·         The ideal candidate will have strong skills in statistical methods and programming.  Experience working with investment data is a strong plus.

·         While excellent written and communications skills are important,  listening to the dimensions of the problem will be more critical to success.

·         The ability to work independently and without detailed direction

·         A self-starter, someone who is looking for research projects that they want to pursue (Note:  we won’t be able to do all of them, but a continuous pipeline of ideas is what we’re trying to create)

·         The candidate must be able to work effectively in a team environment.  A can-do attitude and optimistic spirit is very important. 

·         A passion for the investment industry.  Some of you may even be “frustrated research analysts” or former portfolio managers/research analysts

·         Initiative and ability to work independently.

·         3+ years experience in investment management or financial services, or related quantitative experience

·         Experience conducting asset modeling studies is preferable

·         Strong technical skills, including exposure to analytical tools like Micropal, BARRA, and Ibbotson EnCorr, and statistical packages

·         Former institutional consulting experience will be looked upon favorably

·         Former roles in Asset Allocation will be looked upon favorably

·         Former roles in teams like Strategic Services will be looked upon favorably

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quantitative Researcher - Equities High Frequency Trading
UNIX, C++, Perl, Shell Scripting 
Location: New York, NY

Equities, Equity Derivatives
High Frequency Trading, Program Trading, Strategies

·         Unix C++ (scripting C/Perl, Korn, Python) programming skill used to implement models and strategies.

·         PhD Mathematics, Chemistry, Biology, Micro Economics

·         Good mathematical orientation/numerical aptitude

·         Will analyze existing trading strategies

·         Will further research existing data and model for new strategies

·         Excellent communication skills, speak with traders and business people.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

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Quantitative Research Analyst - Strategist 
C/C++, Matlab, Equity, Foreign Currency, Commodities
Location: New York, NY

Client is a leading Investment firm responsible for structuring and marketing alternative investments to customers. With assets under management approaching $100 billion, the company is a leader in alternative investments - an increasingly important investment class for institutional and high net worth clients around the world. Their fast growing multi-strategy hedge fund seeks top notch Quantitative Research Analysts.

As part of its ongoing strategy to attract and retain the best talent, the firm is seeking candidates for the position of Quantitative Analyst to support its market-neutral equity portfolio.  The analyst will develop new quantitative trading ideas, strategies and models for Equity, Foreign Currency and Commodities. The successful candidate will be able to extract information from large sets of data points and should have extensive programming experience.

Requirements:

·   Advanced quantitative degree. Minimum Masters degree needed  in Mathematics, Physics, Computer Science, Finance.

·   Minimum of  2 years quantitative research experience. Financial time series modeling experience desired..

·   Programming skills in C/C++, Matlab, etc.

·   Strong communication skills

·   Flexible team player

Must be authorized to work in the U.S.  Sorry, no sponsorship available at this time.

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Quantitative Analyst, Fixed Income
Location: New York

A large asset manager with over $27 billion in taxable, tax-exempt and global fixed income assets seeks a quantitative analyst.  The position requires a PhD in Econometrics or other technical field from a top-tier school and 2-4 years relevant experience. 

The research team consists of 4 analysts (3 with PhDs) reporting to the director of quantitative research.  Analysts work with portfolio managers and sector traders to develop relative value and risk models for use in evaluating fixed income investment ideas.  Analysts are expected to keep abreast of the latest academic and industry modeling developments that would be useful in selecting investment strategies. 

The position will focus primarily on structured product research (MBS and ABS) but may also include domestic and global yield curve forecasting, credit spread modeling and enhancing our portfolio optimization process.  Experience with the mortgage-backed securities market is a particular plus.  C++/VB/Gauss/SAS skills also a plus.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

To submit resume and apply via our
Online Response Form Click Here NOW!

Algorithmic Quantitative Analyst
Location: New York

Financial Services firm seeks an Algorithmic Quantitative Analyst.  The company designs its algorithms to minimize market impact and maintain relative anonymity in a way that gives clients the ability to customize the tools to meet their own trading profile. Clients control the strategy of the stock execution (such as price-limits/aggressiveness/price dependent speed of execution) while the computer controls the details (deciding exactly when/where/at what price to send each small component stock order). The company’s traders use the same core algorithms to execute stock for their proprietary statistical arbitrage strategies.

Position Responsibilities:

·         Thought Leader, drive thinking in area.  

·         From a Buy side Hedge fund desk preferred. Sell side okay too

·         Will not be trading  but guiding algorithmic work.

·         Drive intelligent development of algorithmic trading.

·         Deal with outside and inside market events.

·         Meet with developers and make sure strategies are in line with trader needs.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

To submit resume and apply via our
Online Response Form Click Here NOW!

Senior Quantitative Software Developer
Location: New York

Financial Services Firm seeks a senior quantitative software developer to work on developing and enhancing models for option valuation in fixed income, equity, foreign exchange, and other markets.  Must have at least 5 years of experience in developing and designing derivative valuation software. Must be a strong C/C++/Unix software engineer familiar with numerical methods and their application to option valuation.. A PhD in math, finance, physics or computer science is preferred.

Must be authorized to work in the U.S.  Sorry, no sponsorship available at this time. 

Minimum of 3 years of statistical arbitrage trading experience and capable of generating significant P&L.

A PhD in a highly numerate discipline - physics, mathematics, engineering , or quantitative subject from a top institution is highly desirable. In terms of technical skills, you will have strong implementation skills preferably in C++ but potentially in other languages (Matlab, GAUSS etc.) and mathematical modeling techniques.

Qualified individual must have several years experience in applying the discipline in the development of large scale highly robust systematic trading strategies.  It is essential that you have developed software for data analysis, strategy back-testing and trade implementations. Our Client seeks an individual who can produce quickly and has solid high frequency trading and statistical arbitrage experience. Must have existing strategies that are profitable. Company provides the diversification, infrastructure and support to implement these sophisticated strategies.

Requirements:

• Experience in equity research and/or equity trading; any experience in trading analytics, automated order execution, short-term alpha modeling, trading optimization tools is a plus.

• PhD (preferable) or Master degree in a quantitative field (computer science, math, statistics, physics, etc.).

• Strong computer skills - particular languages are not important, but there must be one or two languages in which the candidate is proficient.

• Strong communication skills.

• Exceptional analytical skills, great attention to detail.

• Work authorization in the US, no H1Bs.

Client Service - Risk and Performance Analyst
Factset, Factset PA2, Factset SPAR, Style Advisor, Stylus, Northfield, Wilshire, APT, Lipper LANA, and Morningstar Datalab/Direct, Yieldbook, RiskMetrics
Location: New York, NY

Client Service function within GRA Global Risk and Analysis group (GRA) providing timely and informative analysis as requested by portfolio managers, senior management or marketing utilizing the tools available to GRA, both vendor systems and internally developed analyses.

Skills and Responsibilities:

Provide day-to-day support of portfolio analysis.  Typical assignments might include performance measurement and attribution, risk analysis, peer group and style analysis.  Initially the focus will be in equity related products but the position may expand to include fixed income and alternatives.  The position will require extensive interaction with investment teams and other consumers of GRA analyses.  Strong communication skills and the ability to manage multiple requests in a fast passed environment will be critical.  The candidate should be experienced with some of the following asset management performance and risk systems – Factset, Factset PA2, Factset SPAR, Style Advisor, Stylus, Northfield, Wilshire, APT, Lipper LANA, and Morningstar Datalab/Direct.  Also a plus are Yieldbook and RiskMetrics.  The candidate should have 1-5 years of relevant experience and a Bachelors Degree in Accounting, Finance, Economics or quantitative field (mathematics, physics, engineering, etc.).  MBA or Masters in a quantitative field a plus.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

To submit resume and apply via our
Online Response Form Click Here NOW!

Quantitative Analyst - VP - Portfolio Management
VBA/Excel, Visual Basic, C++
Location: White Plains, NY

Financial firm seeks a Quantitative Analyst to provide quantitative analysis of insurance transactions across a wide range of asset classes.  Internal clients will include New Business, IPM (surveillance) and Accounting (FIN 46).  Successful candidate will be responsible for developing modeling tools for use by candidate and others, including clients. Will also be responsible for auditing and occasionally even documenting models that were produced by others. Candidate must be able to communicate results and methods in a non-technical way, if necessary.

Candidate must have strong analytical and technical skills. Must have strong communication (verbal and written) and client management skills including the ability to handle multiple projects at the same time in an impartial and tactful manner. Must have experience with scenario analysis and be capable of performing Monte Carlo analysis. Must have the ability to program in VBA and preferably in languages such as VB and/or C++ too. Should be capable of auditing models for correct functions and documenting models in a variety of languages such as Excel, VBA and VB. Must have at least 5 years of business experience. Knowledge of calculus, statistics, finance and economics is required. Should have extensive experience performing cash flow modeling of structured finance transactions. Previous work-related experience with CDOs is preferred.

Candidate should possess at least one quantitative degree (e.g. finance, engineering or math preferred) along with a graduate degree (preferably an MBA with a quantitative focus, Master's of Financial Engineering or MSc in Quantitative Finance); an MBA is acceptable. Certification as a CFA, FSA or FRM or progress towards any is desirable.

Must be authorized to work in the U.S. Sorry, no sponsorship available at this time.

To submit resume and apply via our
Online Response Form Click Here NOW!

Quantitative Developer - Credit Risk, CDS
C++ or  Java, OOP, Design Patterns
Location: New York, NY

Financial firm seeks a Quantitative Developer for its Quantitative Programming Group in the IT division, which designs, implements and maintains computer programs to calculate counterparty credit risk for the firm's trading books, as well as margin, credit cost of capital, operational risk and other application areas. These programs may be based on quite technical algorithms, and so require developers with development, financial and mathematical skills. The group is seeking quantitative developers to create new applications, as well as to maintain and enhance existing applications.

The qualified applicant will have both development skills and mathematical skills:  

• Excellent C++ or Java skills, as well as an understanding of design patterns and concepts of object oriented programming.

• At least 2 years of college-level calculus.

• Finance skills should include:

• Interest rates, discounting

• Forward interest rates, pricing

• Pricing Currency Swap

• Yield curves, credit spread curves

• Black Scholes Equations

• Brownian motion, log normal Brownian motion, simulation

• Risk-neutral pricing of forwards, swaps, CDS

• Knowledge of option pricing, implied volatility, put/call parity, payoff functions

• Basic statistics, very basic time series analysis of financial data.

• Experience with equities and/or commodities a plus.

• Good communication skills.

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