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Posted: January 25, 2012
Name of Position: Quantitative Analyst - Trading Desk
Field: Investment Management - derivatives
Location: Orlando, Florida
Salary: Competitive
Contact Information: Rob Roy - Chief Investment Officer
rroy@cbam.com
Description of Position:
The Quantitative Analyst (Trading Desk) position entails programming and infrastructure development, trade system automation and reporting, development of financial models, and investment strategy research and analysis. The ideal candidate thrives in a fast-paced, team-oriented, entrepreneurial environment. This is an exciting opportunity to be part of a growing asset management team specializing in option strategies across an array of asset classes. CBAM manages both separate client accounts as well as two unregistered, Cayman-domiciled hedge funds with a global focus. The position will reside on the trading desk and will report into the Chief Investment Officer.
Key Responsibilities Lead the development and implementation of new automated investment reporting databases Ensure all portfolio management trading and reporting systems are working correctly and efficiently integrating data Manage daily reporting from systems, as required Manage system vendor relationships Develop financial models to support the portfolio manager’s new strategy research and analysis Design and develop systems that combine market data acquisition with financial models to generate clear and graphical summary analysis Qualifications Minimum Bachelor’s degree Minimum 2 years trading desk support experience with analyst/developer background Trading system experience (i.e. Bloomberg AIM, R2 Financial, FinCad, Numerix, Advent APX, Derivix, Wolverine, CS Locus, PerTrac) Development, automation and implementation experience with database and graphical reporting packages Strong quantitative research skills Ability to work independently as well as within a team
Excellent interpersonal, communication (verbal/written) and organizational skills Strong background in financial math and Excel Experience with Bloomberg data, SQL and SSRS a plus
Requirements:
Degree: MS or PhD
Preferred Field of Degree: Financial Math
Experience: 2+ years
Posted: January 24, 2012
Name of Position: Quantitative Engineer
Field: Quantitative Engineer
Location: Chicago, IL
Salary: N/A
Contact Information: Send resume to: M&N Trading, LLC, 952 W. Lake St., Chicago, IL 60607
Description of Position:
Quantitative Engineer: Specify/dsgn quantitative alpha models, screens & investments; Quantitative analysis to view probability/statistical properties of trading operations; Analyze variety of interest rate/fixed income products such as U.S. Treasury Notes & Bonds & Eurodollar Futures traded in CBOT & CME; Forecast fin'l product price movement; Interpret data affecting investments incl price, yield & stability futures trends; & prep plans of action based on quantitative analysis. Min. reqmt: MS in Fin. + 2 yrs work exp in job offd or as Engineer. Send resume to: M&N Trading, LLC, 952 W. Lake St., Chicago, IL 60607.
Requirements:
Degree: Master's Degree
Preferred Field of Degree: Finance
Experience: 2 years
THE INVESTOR'S ADVOCATE:
PROTECTING INVESTORS,
MAINTAINING MARKET INTEGRITY,
AND FACILITATING CAPITAL FORMATION
This Quantitative Research Analyst (Financial Engineer), SK-1501-14 position is located in the NEW YORK REGIONAL OFFICE, NEW YORK, NY.
The SEC's mission is to protect investors, maintain fair, orderly, and efficient markets, and facilitate capital formation. The agency seeks high-caliber professionals who share the same values of integrity, fairness, accountability, resourcefulness, teamwork, and commitment to excellence.
The SEC seeks 3 Quantitative Research Analysts (Financial Engineers) who will:
• Serve as a quantitative research analyst working with SEC staff in building sophisticated models, determining proper empirical methodology, organizing data collection, writing unique programs, preparing written reports, and summarizing the studies in formal and informal presentations.
• Provide senior level technical expertise for the design and conduct of comprehensive, complicated financial data studies, surveys, reviews, and research projects where the boundaries are extremely broad and difficult to determine in advance.
• Conduct research in areas such as the analysis of new financial instruments and strategies, options, and derivates which involves the application of financial engineering methodologies and employing financial theory and applied mathematics, as well as computation and the practice of programming.
• Support the review and verification of trading strategies for a variety of instruments and markets such as high frequency trading, algorithmic trading, statistical arbitrage, correlation trading, and volatility trading. Perform research and development for statistical analysis of real time market making systems including predictive forecasting algorithms and high throughput, low latency, and multi threading systems or other smart execution systems.
• Work with large volumes of financial data from different instruments and sources for back-testing and validation of models, algorithms, and strategies.
• Develop and presents authoritative reports based on the evaluation and interpretation of studies in the assigned area of financial engineering.
BASIS REQUIREMENTS: Candidate must possess at least an undergraduate degree in: engineering, mathematics, statistics, computer science, actuarial science, or related technical field.
CANDIDATE MUST POSSSES
• REQUIRED EXPERIENCE:
You must be a US citizen and have at least one year of experience equivalent to at least the GS/SK-13 grade level in the public sector or equivalent experience in the private sector applying the theories, principles, and processes of quantitative research; interpreting complex financial and securities industry data; using models and other types of data analysis and statistical software applications, to manipulate and use large data sets and ensure the accuracy of information produced.
Preferred: Graduate degree in: financial engineering, computational or mathematical finance, computer science, statistics or related field.
PREFERRED EXPERIENCE: • Expert-level knowledge and current documented successful accomplishment in the field of quantitative research and the specialized area of financial engineering as it relates to the securities industry
• Broad and current knowledge of statistical analysis methods, stochastic calculus, signal processing, machine learning, artificial intelligence, neural networks, anomaly detection, and outlier analysis.
• Specialized knowledge of financial engineering to develop, maintain and/or validate models used for forecasting, valuation, instrument and strategy selection, portfolio construction, and risk management covering a wide range of financial instruments, including equities, fixed income, currencies, futures, commodities, and/or derivatives.
• Proficiency in computer processes, methods, and languages such as Java, C/C++, Matlab, R, SQL, VBA, Perl, or similar languages and the state-of-the-art database techniques.
• Experience in utilizing sophisticated models and products for managing risks in portfolio construction, trade decision, and execution and hedging, including multi-factor models such as BARRA; risk management metrics and methods such as VaR and stress testing models, hedging techniques, credit risk, counterparty risk, market risk, valuation and pricing, and model sensitivity and risk statistics.
• Experience in working with large volumes of financial data for different instruments and sources to include back-testing models, algorithms, and strategies for validation.
• Advanced communication skills to convey complex and technical information both orally and in writing. Expert level skill in presenting technical findings in meetings and formal presentations.
• Strong interpersonal skills to interact effectively with industry representatives as well as with SEC senior officials, supervisors, co-workers, and the public.
READY TO APPLY? HERE ARE YOUR NEXT STEPS: 1. Make sure you address your required and preferred experience in your resume.
2. If you are claiming Veteran’s Preference, you MUST attach your DD-214. For Disabled Veterans: DD-214, SF-15 and VA letter dated 1991 or later. For more information please visit: http://www.fedshirevets.gov/job/vetpref/index.aspx .
3. Need help or more information? Contact Donna Quarles at 202-551-7452 or quarlesd@sec.gov.
4. Click on the following link to begin the application process for this position: http://www.sec.gov/jobs/ohr/landingpage.html Use vacancy number 590463 to apply.
Requirements:
Degree: BS
Preferred Field of Degree: Math, Statistics, Computer Science, Engineering
Experience: 1-5 years
Posted: December 16, 2011
Name of Position: Assistant Professor of Finance
Field: Finance/Mathematical Finance
Location: Boston
Salary: commensurate
Contact Information: Faculty Recruitment
Office of the Dean
Boston University
School of Management
595 Commonwealth Avenue
Boston, MA 02215
Description of Position:
The Graduate School of Management at Boston University invites applications for one tenure track position at assistant-professor level in the area of Mathematical Finance. This faculty appointment will be expected to support the Graduate Program in Mathematical Finance. Prospective candidates must demonstrate the ability to produce original and innovative scholarly work of the highest possible quality and impact. Preference will be given to applicants working in the areas of Asset Pricing, Financial Engineering, Risk Management and Computational Finance. Strong analytical and quantitative skills will be expected and PhD degree in Finance/Economics/Mathematics, or other closely related areas is required.
Requirements:
Degree: Ph.D.
Preferred Field of Degree: Finance/Economics/Mathematics
Experience: Strong analytica and quantitative skills
Posted: December 02, 2011
Name of Position: VP Quantitative Analysis/Modeler
Field: Financial Modeling/Investment Banking
Location: New York City
Salary: Market +
Contact Information:
If qualified and interested apply to www.alliancebernstein.com/careers, search by Job ID 4274
Description of Position:
AllianceBernstein is a leading global investment management firm that offers high-quality research and diversified investment services to institutional clients, individuals and private clients in major markets around the world.
We are looking for a Senior Quantitative Analyst/MODELER to contribute to the research, development and implementation of quantitative-based methodologies for fixed income instruments and derivatives. Reporting to the Head of the Quantitative Research group, this individual will participate and contribute to fixed income portfolios, multi-sector portfolios and cross-asset mandates
The ideal candidate will have an advanced degree (Ph.D. preferred) in Math, Engineering , Physics or similar, strong programming skills and a solid knowledge of financial markets including fixed income and credit. Econometrics and ties to both professional and academic worlds is essential.
If qualified and interested apply to www.alliancebernstein.com/careers, search by Job ID 4274
Requirements:
Degree: Advanced/Ph, D. preferred
Preferred Field of Degree: Physics, Mathematics/Statistics, Engineering, Quantitative F
Experience: 2-5 years preferred but less is acceptable
Posted: November 30, 2011
Name of Position: Open-rank Faculty Position
Field: Operations Research: Systems Engr, Financial Engr
Department of Industrial Engineering and Operations Research
Open-rank Faculty Position in Industrial Engineering and Operations Research
Columbia Engineering's Department of Industrial Engineering and Operations Research at Columbia University in New York City invites applications for tenured or tenure-track faculty positions. One or more appointments at the assistant professor, associate professor and full professor, will be considered.
Applications are specifically sought in any of the areas that fall under the umbrella of Operations Research, with particular emphasis on, but not limited to: Systems Engineering, Financial Engineering, Applied Probability, Management Science and Optimization.
The successful candidate should be able to develop an externally funded research program, be a thought leader in the profession, contribute to the undergraduate and graduate educational mission of the Department and provide active service to professional societies The successful candidate is encouraged to establish multidisciplinary research and educational collaborations with academic departments and units across Columbia University. The Department is especially interested in qualified candidates who can contribute, through their research, teaching, and/or service, to the diversity and excellence of the academic community.
Candidates must have a Ph.D. or its professional equivalent by the starting date of the appointment. Applicants for this position at the Assistant Professor and Associate Professors without tenure must have the potential to do pioneering research and to teach effectively. Applicants for this position at the tenured level (Associate or Full Professor) must have a demonstrated record of outstanding research accomplishments, excellent teaching credentials and established leadership in the field.
Candidates should apply online at:
academicjobs.columbia.edu/applicants/Central?quickFind=55571 and should submit electronically the following: curriculum-vitae including a publication list, a description of research accomplishments, a statement of research/teaching interests and plans, contact information for three people who can provide letters of recommendation, and up to three pre/reprints of scholarly work. The position will close no sooner than December 30, 2011, and will remain open until filled.
Applicants can consult www.ieor.columbia.edu for more information about the department.
Columbia is an affirmative action/equal opportunity employer with a strong commitment to the quality of faculty life.
Requirements:
Degree: Ph.D. or its professional equivalent
Preferred Field of Degree: Operations Research
Experience: Open
