Posted: July 27, 2010

Name of Position: Quantitative Strategist

Field: Quantitative Asset Allocation

Location: Boston, MA

Salary: 300,000-500,000

Contact Information: Send resumes to jp@westwood-partners.com with "Quantitative Strategist" in the subject line. No resumes will be released without the expressed approval of the candidate.

Description of Position:

Our client, a privately held global investment management firm managing assets in excess of $100 billion, is seeking a quantitative strategist to work within its asset allocation team.

The candidate will be part of a team of highly talented professionals in a group that is constantly seeking new and innovative ways to deliver alpha for its clients across asset classes. It is a highly dynamic role within a very flat and collaborative organizational structure.

Required Skills/Attributes:

The ideal candidate for this role will have:
• 3 to 7 years of experience in a quantitative investment role
• Strong knowledge of financial markets with a highly level of interest in researching new and cutting edge ways to invest.
• Highly quantitative with the ability to think independently. Will have demonstrated the ability to use quantitative data, analytics and methods to add value in a thoughtful and creative manner.
• Broad knowledge base and willingness to work on a variety of topics and projects across different markets.
• Familiarity with various programming and scripting languages.

Education:
• Post graduate-level degree, or equivalent, from top school in Statistics, Computer Science, Mathematics or other quantitative field. PhD is not required
 

Posted: July 07, 2010

Name of Position: Fixed Income or Eurodollar Desk Quant

Field: Quantitative Strategist

Location: Chicago, IL

Salary: Salary + Bonus

Contact Information: Katherine Lannom katherine.lannom@xrtrading.com

Description of Position:

Our firm's vision has been the efficient integration of technology with trading. We achieve this vision by keeping the software developer and the trader tightly linked, resulting in proactive responses to evolving market conditions. Our goal is to continue to identify new market opportunities as well as stay on the cutting edge with innovative, robust, and elegant trading software.

Responsibilities will include working directly on the trading desk to develop pricing and trading models for fixed income and short term interest rate products. The candidate will help build systems to monitor real-time trading risk and strategy performance. A successful individual in this role will help build systems and trading strategies which complement our market making approach with value trades identified through quantitative modeling of statistical arbitrage as well as actual or near actual arbitrage.

Qualifications

• At least some graduate work involving statistics, econometrics, and time series analysis
• Programming experience with C++ and C#/Java
• Excellent communication skills and a work ethic that thrives both independently and within a team
• Yield curve and fixed-income modeling experience
• Strong quantitative development skills
• High volume market making or strategy development experience
• Experience with interest rate swaps

Posted: June 23, 2010

Name of Position: Risk Manager

Field: Risk Managemetn

Location: New York

Salary: based on exp

Contact Information: Gregory Young gregory.young@ombermuda.com

Description of Position:

 Position reports to the CRO and assists the CRO in overseeing credit, market, product and operational risks. Responsible for maintaining a strong risk analytics.
 To work with the CRO to set and recommend risk appetites and limits.
 To assist the CRO in implementation of appropriate risk management frameworks (including risk policies, metrics, controls, etc.) in new or developing markets or for new deal structures
 To identify and analyze the potential and actual risks threatening the achievement of OMB’s stated objectives.
 To grow Risk analytical capability and support Risk in fulfilling its mandate.
 To embed risk management analytics and metrics throughout the business ensuring consistency with economic capital and Solvency II
 

 PhD, MFE, or other graduate degree in finance, mathematics or statistics/actuarial sciences
 Minimum (10+ years) insurance/financial services experience with relevant risk management and insurance underwriting experience
 

 Strong numeric and analytical skills
 Good research skills
 Good problem solving ability
 IT competence / computer literacy
 Ability to challenge, negotiate and persuade colleagues at OMB, Group and subsidiary levels
 Written and oral communication skills
 Proven leadership and ability to drive change
 Ability to influence across reporting lines
 Ability to work outside standard business hours in order to accommodate international time zones and work requirements
 Ability to explain complex issues clearly and to be able to present technical information
 Good market awareness
 Ability to cope with time pressure and responsibility
 Confidence to be able to relate to a wide range of people often at senior levels.
 Ability to work closely with actuaries at Group and subsidiary levels
 Ability to act as ambassador
 Involvement in industry forums and sharing / taking industry best practice
 Working with policy and process arm of Group Risk to help support further refinement of Group Risk policies and framework
 Sense of humour and good team player
 

Posted: June 17, 2010

Name of Position: Trading Systems Developer

Field: Quantitative Trading

Location: New York

Salary: TBD

Contact Information: matthew@ciphercap.com

Description of Position:

Proprietary trading firm that applies statistical methods and computing power to trading in multiple asset classes around the world is looking to add to its development team.

As a trading systems developer you will focus on developing new analysis, monitoring, and simulation tools, reproduce and debug production issues, and maintain and extend the trading platform. You will also have the opportunity to work with our quantitative research team to implement and integrate new trading strategies.

Qualifications

•Experience working with a Linux development environment
•SQL and scripting language experience (e.g. Perl, Python, etc.)
•Outstanding development and problem solving skills
•Prior experience working in financial markets or a trading environment a significant plus
 

Posted: May 26, 2010

Name of Position: Developer

Field: Fixed Income Trading

Location: New York, NY

Salary: up to 90k

Contact Information: Joe Cilibrasi The Forum Group 212-687-4050 ext 383 jcilibrasi@forumgrp.com

Description of Position:

 C Developer position for a large foreign bank located in midtown Manhattan.  This is working in the premier area of the bank (fixed income and commercial securities).   Will work with front and middle office fixed income traders.  The person needs to have strong C experience and math skills. A strong grasp of object-oriented concepts and practices is also required. Some quantitative  background (comfortable with college-level math and statistics) is necessary.   Experience with relational databases, and any fixed income experience, is a plus.  There will be heavy user interacation so excellent communication skills required.   

Greencard holders or US Citizens only.