 | Annonces du jeudi 11 mars 2010 | |
|  Développeur C++ Temps Réel Wed, 3 Nov 2010 0:00:00Développeur C++ Temps Réel Mosaic Finance est une société d'investissement indépendante, solidement capitalisée et spécialisée dans le trading électronique d'options.
Au sein de notre équipe IT, nous recherchons un Développeur C++ HF spécialiste de la connexion aux marchés électroniques et aux flux temps réel des fournisseurs de données.
Mission
Développant nos propres solutions d'accès aux marchés, votre mission consistera à :
-Analyser et comprendre les besoins des utilisateurs,
-Concevoir et développer nos systèmes d'accès aux marchés électroniques: diffusion des flux temps réel et passage d'ordres,
-Réaliser les tests et la maintenance évolutive de ces applications au meilleur niveau de performance et de sécurité,
-Assurer leur support.
Profil
-Bac+5 (Ecole d'Ingénieur et/ou Informatique),
-Minimum 2 ans dans un poste similaire,
-Solides compétences en conception et développement objet C++, Java, SQL, programmation multithread, programmation réseaux et systèmes (multicast, sockets, TCP/IP),
-Bon relationnel, rigueur, curiosité, réactivité, disponibilité + Bon niveau d'anglais.
Vous souhaitez travailler à proximité immédiate des équipes front office et vous investir dans une structure à taille humaine en plein développement ? Rejoignez-nous !
Poste basé à Paris 8ème
Rémunération: fixe+variable
Référence : 3856 | Développeur Front JavaWed, 3 Nov 2010 0:00:00Développeur Front Java Mosaic Finance est une société d'investissement indépendante, solidement capitalisée et spécialisée dans le trading électronique d'options.
Au sein de l'équipe IT dédiée à la salle des marchés Dérivés, vous interviendrez dans le cadre de la mise en place des outils utilisés par les Market Makers/Traders (outils de gestion de position, de connectivité clients, automates de trading, program trading, pricing...).
Mission
Pour cela, vous serez amené(e) à : - Analyser et comprendre les besoins des utilisateurs ;
-Concevoir et développer des outils en langage objet (Java essentiellement),
-Réaliser les tests et la maintenance évolutive de ces applications,
-Assurer le support applicatif.
Profil
-Bac+5 (Ecole d'Ingénieur et/ou Informatique),
-Minimum 1 an dans les activités de marché sur une fonction similaire,
-Large culture technique et en particulier sur JAVA, SWING, multi threading, SQL;la connaissance des réseaux est un plus.
-Fort intérêt pour les métiers de la Finance,
-Bon relationnel, rigueur, curiosité, créativité et disponibilité + Anglais courant.
Vous souhaitez travailler à proximité immédiate des équipes front office et vous investir dans une structure à taille humaine en plein développement ? Rejoignez-nous !
Poste basé à Paris 8ème
Rémunération: fixe+variable
Référence : 3857 | Stage Sophis : Hong Kong Financial Software Integration in a Asset Management CompanyFri, 3 Sep 2010 0:00:00Stage Sophis : Hong Kong Financial Software Integration in a Asset Management Company Nous avons besoin des cerveaux les plus talentueux et créatifs pour rejoindre nos équipes de R&D et de Consultants. C'est véritablement le moment idéal et passionnant pour nous rejoindre et saisir l'opportunité de faire évoluer votre carrière à un niveau international.
Acteur majeur du marché des logiciels pour les produits structurés (dérivés actions, dérivés de crédit, de matières premières, de taux...), nous poursuivons notre développement rapide dans les grandes capitales financières mondiales dont New York, Londres, Paris, Francfort, Dubaï, Singapour, Hong Kong et Tokyo.
Nos solutions couvrent aujourd'hui l'intégralité des classes d'actifs et répondent aux besoins des banques d'investissement et des asset managers. Plus d'une centaine d'institutions financières dont AXA IM, Bank of China International, Barclays Capital, BNP Paribas AM, HSBC, IXIS, Royal Bank of Canada et de nombreux hedge funds, nous font confiance et travaillent avec les solutions Sophis.
L'objectif de notre politique de stage est de se conclure par votre embauche.
Leading company on the software financial market with regards to portfolio and risk management, we are increasing our presence worldwide and strengthening our office in Hong Kong.
We provide cross-asset solutions and related services to Investment Banks, Brokerage Houses, Asset Management Companies and Hedge Funds.
More than a hundred financial institutions worldwide including Abbey National, AXA IM, Bank of China International, Barclays Capital, BNP Paribas AM, HSBC, Royal Bank of Canada as well as many hedge funds companies rely on us and work with our solutions.
You will be responsible for analyzing and coordinating support activities in connection with all the technical services for the company's proprietary financial software.
You will consult with client's management and systems engineers to follow up on technology uses and needs on company's large scale, high level projects. You will follow up implementation activities in areas of connectivity and grid-computing servers, systems integration and databases and you will report to R&D team potential problems, developing and providing solutions to client.
You possess a Bachelor's Degree or foreign degree equivalent in Computer Science or Engineering and some experience in the job offered or Master of Business Administration, with concentration in Finance, or foreign degree equivalent, with some experience.
You want to be involved in strategic and complex projects, we want to hear from you!
Skills required:
-Good knowledge of Windows Server (2003 and 2008) OS and .Net technology,
-Knowledge of Unix OS,
-Experience in Oracle DBMS 10g/11g,
-Comfortable XML/FpML/XSL languages,
-SOA principles and concepts,
-Distributed architectures.
The internship will ideally last 6 months.
Référence : 3854 | Ingénieur MOA Business Analyst Fri, 3 Sep 2010 0:00:00Ingénieur MOA Business Analyst Au service des «Majors» de la Finance de Marché, donnez un sens différent à votre métier.
D2SI, est une société de Conseil en Nouvelles Technologies, spécialisée sur les Marchés Financiers.
Nos collaborateurs apportent leur expertise technique et fonctionnelle en matière de maîtrise d'ouvrage, de maîtrise d'oeuvre applicative ou encore de management des infrastructures.
Notre spécificité : Notre engagement dans des projets de développement durable. Chaque année, 2% du résultat, du capital et du temps des salariés, sont investis dans un projet à dimension sociale et/ou environnementale.
Pour porter notre développement, nous recrutons un ingénieur MOA Business Analyst, motivé par notre modèle original d'entreprise responsable, basé sur l'excellence, la réactivité et l'éthique.
Mission
Au sein d'une banque d'investissement, vous intégrez une équipe IT en charge du support au trading sur actions, taux et change. L'activité concernée est le trading Algorithmique grâce a laquelle les ordres des clients peuvent être exécutes en automatique sur les différents marches internationaux.
Vous contribuez à la mise en place des tests fonctionnels précédant la mise en production du projet :
-Cycle de vie complet de la mise en place des cycles de tests pré production. Liaison avec des clients, liaison avec le développement,
-La gestion des livraisons des Clients : priorisation, gestion, en liaison avec le trading,
-Suivi des UAT avec le business pour les nouvelles livraisons des logiciels,
-L'analyse des problèmes de production et au support,
-La consolidation des différents systèmes,
-Mise en place des procédures de tests adapter a la mise en production du projet,
-La Rédaction des tests scripts et intégration dans des outils informatiques dédies,
-Rédaction des spécifications fonctionnelles et techniques en interaction avec le développement et le chef de projet.
Profil
Diplômé de l'enseignement supérieur (Ecoles d'ingénieurs...) vous souhaitez muscler votre double compétence fonctionnelle et technique dans un environnement exigeant et humain.
Vous maîtrisez le marché actions, Bloomberg, Reuters et Oracle.
Vous possédez des notions en comptabilité financière.
L'anglais est indispensable (contexte international, utilisation au quotidien).
De plus, vous avez un excellent relationnel et une forte capacité d'analyse.
Rejoignez-nous pour partager nos valeurs d'éthique et de respect mutuel !
Postes basés à Suresnes (92).
Envoyez-nous votre candidature à :
D2SI–LE GALL Yoann
4, rue Diderot- 92150 Suresnes – ou par mail.
Référence : 3842 | Ingénieur MOA Accès Marchés Fri, 3 Sep 2010 0:00:00Ingénieur MOA Accès Marchés Au service des «Majors» de la Finance de Marché, donnez un sens différent à votre métier.
D2SI, est une société de Conseil en Nouvelles Technologies, spécialisée sur les Marchés Financiers.
Nos collaborateurs apportent leur expertise technique et fonctionnelle en matière de maîtrise d'ouvrage, de maîtrise d'oeuvre applicative ou encore de management des infrastructures.
Notre spécificité : Notre engagement dans des projets de développement durable. Chaque année, 2% du résultat, du capital et du temps des salariés, sont investis dans un projet à dimension sociale et/ou environnementale.
Pour porter notre développement, nous recrutons un ingénieur MOA Accès Marchés, motivé par notre modèle original d'entreprise responsable, basé sur l'excellence, la réactivité et l'éthique.
Mission
Au sein d'une banque d'investissement, vous intégrez une équipe dont le rôle est de développer et maintenir des solutions d'accès de trading aux bourses. Cette équipe prend en charge une application qui assure le traitement Back-Office des opérations d'Achat/Vente de titres initiées par les salles de marché (marchés actions et dérivés, obligataires).
Les trois phases à mener sont les suivantes :
1/ La gestion de projets :
-Analyse et compréhension de l'existant : fonctionnel, référentiel produits, marchés, utilisateurs, volume de trading,
-Analyse des impacts du changement,
-Etablissement et suivi d'un planning global,
-Communication vers les différentes intervenants du projets : informatique, Front/Middle/Back Office,
-Suivi de la mise en production et post-mortem.
2/ Gestion des livraisons d'applications :
-Définition du contenu et de la date de la livraison en concertation avec le développement (correction de bugs, évolutions techniques ou fonctionnelles),
-Planification des homologations techniques et fonctionnelles et de la mise en production,
-Animation du comité de contrôle des scénarii de tests et du mode opératoire de mise en production.
-Suivi de la mise en production.
3/ Gestion de la relation IT avec les bourses :
-Réception et analyse des communications IT émanant des bourses,
-Communication des impacts aux équipes de développement et de supports,
-Assurer un contact régulier avec les «Chargés de clientèles» responsables du compte SG au sein des bourses.
Profil
Diplômé de l'enseignement supérieur (Ecoles d'ingénieurs...), vous souhaitez muscler votre double compétence fonctionnelle et technique dans un environnement exigeant et humain.
Vous avez une première expérience en finance de marché en MOA.
Vous avez une connaissance des marchés de Forex, Bonds et Matières Premières.
Vous possédez des notions en Perl, Php et SQL
L'anglais est indispensable (contexte international, utilisation au quotidien).
De plus, vous avez un excellent relationnel et une forte capacité d'analyse.
Rejoignez-nous pour partager nos valeurs d'éthique et de respect mutuel !
Postes basés à Suresnes (92).
Envoyez-nous votre candidature à :
D2SI–LE GALL Yoann
4, rue Diderot- 92150 Suresnes – ou par mail.
Référence : 3841 | Senior VP IR/FX Desk Quant-Singapore-$190,000 + excellent packageFri, 3 Sep 2010 0:00:00Senior VP IR/FX Desk Quant-Singapore-$190,000 + excellent package Our client a Global Investment Bank is seeking an outstanding quant for a front office role on their rapidly growing Fixed Income trading desk.
The group are highly regarded and well known for their exceptional training schemes and career progression which offer candidates the responsibility of running their own team of talented junior quants. The bank is looking to further expand its Fixed Income platform in Singapore/Hong Kong and you will work in a team of 6 and be responsible for the development of complex analytics and pricing models for the desk as well as the development of analytics software.
Skills:
-Experience developing pricing models and software within Fixed Income in some capacity such as analytics, risk management or strategy development.
-Must have solid understanding of statistical analysis, probability, and linear algebra.
-Experience working with real-time systems and market data (Reuters, Bloomberg).
-Will be working in a varied team of pure Quants to Programmers developing analytics libraries, ensuring smooth operations and accurate analysis.
-Work with models to ensure correct pricing of Exotic products.
-Solid experience with C++, Matlab or Splus, C#, VBA/Excel, and databases (SQL)
-PhD in Mathematics/Physics/Financial Engineering from a top university.
To apply or for more information please contact by mail.
www.selbyjennings.com, 00 44 207 019 4137
Référence : 3850 | Senior C#/C++ developer-Front Office-Electronic Trading-London-Contract/TemporaryFri, 3 Sep 2010 0:00:00Senior C#/C++ developer-Front Office-Electronic Trading-London-Contract/Temporary International Investment Bank seeks a Senior C#/C++ developer with a strong past track record of delivering Front Office derivatives trading applications at a major investment bank. The Senior C#/C++ developers experience would ideally cover one or more of: FX derivatives, pricing, risk, or electronic trading systems.
The requirement is to construct a system which will accurately and quickly measure the risk of an options book and automatically execute hedge trades to dynamically maintain the risk position. This role covers the section of the overall system which will receive live risk data, implement the trading algorithms, and executes the hedge trades.
Quantitative derivatives business knowledge:
-Options Pricing/Risk, ideally in FX,
-Strong object oriented design and development skills coupled with practical problem solving skills,
-Strong C# and C++/Win development,
-Good communication and interpersonal skills,
-Good theoretical understanding of distributed systems-networking, concurrency, fault tolerance, real time systems, messaging, databases,
-Good knowledge of best practice development Agile, test-driven development.
Experience:
-Front office development is essential. Track record of delivering derivatives pricing/risk systems-design and build. The best candidates will be able to point to numerous major deliveries over a number of years,
-Experience working on electronic/algo trading platforms is be highly beneficial,
-Successful establishment and management of full life cycle understanding of software project delivery for Front Office trading applications,
-Team leading small focussed development teams, with an emphasis on mentoring juniors and graduates in best practice software engineering. Managing multi-centre/offshore development resources,
-Capable of RAD work (e.g. Excel) and designing and developing multi-tier systems (e.g. risk engine work); moving comfortably between these extremes.
This is an urgent requirement and will require someone with strong front office banking experience as well as strong development skills in C#/C++.
Start Date : ASAP
Duration : 6 Months +
Salary/Rate : £600+
Agency : Selby Jennings
00 44 207 019 4146
Référence : 3853 | Market risk professionals from commodity and financial background needed for top European energy house in Dusseldorf, Germany, 45,000–50,000 EurosFri, 3 Sep 2010 0:00:00Market risk professionals from commodity and financial background needed for top European energy house in Dusseldorf, Germany, 45,000–50,000 Euros The energy house is active in the generation and transmission as well as the sale and trading of electricity and gas. This integrated business model gives them a good position from which to take advantage of the rising demand for energy.
Their comprehensive power plant portfolio and investment programme for the modernization and construction of new generation capacity are the basis for growing earnings in the future. Their leading position in European energy trading helps them make optimal use of their power plants on the market.
Their gas and oil production business is displaying above-average growth. In light of ever-higher global demand, they will steadily increase the share of gas they produce in-house.
The role:
You will produce and comment on the global daily and monthly risk reports, including the calculation and maintenance of global position and risk measures. You will actively develop the firm's risk reporting into the daily risk report, with the inclusion of new desks/parts of the business. The risk analyst will look to improve the current global risk reporting with focus on FX and interest rate exposure reporting, performing stress tests on our overall portfolio, and reporting on results all belong to your field of tasks which also includes commentary, allocation and maintenance of global limits within the firm. You will work with the businesses new global reporting database, provide financial reporting submissions to Finance, and maintain the reporting of critical system configurations of the Open Link Endur trading application (user roles, access security, portfolio administration. You will also take on all other tasks which need an approach beyond the local offices as well as project work for small and larger projects.
Ideal Profile:
-Degree level candidate with an economic, financial, or mathematical background.
-Previous exposure and knowledge ideally gained within the risk controlling/financial reporting environment of an energy trading company/utility or an investment bank.
-An understanding of/exposure to a commodity trading business, energy markets and/or market risk methodologies would be an advantage.
-Knowledge of IAS 39 and accounting principles.
-You are methodical, numerate, and analytical, with the ability to pay close attention to detail and to organise workload whilst under pressure.
-You show an adaptable approach to work, seeking to make continuous improvements to existing processes, and have strong Excel and database skills.
-Knowledge of VBA, SQL and/or Endur as well as Business Objects would be an advantage.
-Confident and have excellent communication and interpersonal skills.
All resumes by mail.
Référence : 3848 | Quant Analyst/Trader-(VP, Interest Rate Exotics)-London-Circa £90,000 + significant bonus packageFri, 3 Sep 2010 0:00:00Quant Analyst/Trader-(VP, Interest Rate Exotics)-London-Circa £90,000 + significant bonus package Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional Quant Analyst/Trader, with a passion for problem solving and instant recognition to join their rapidly developing Exotic Rates Team. This position is located on the world's leading global trading floor, physically sitting directly next to an MD in FICC global trading (reporting directly to him). You will need to be an excellent problem solver, able to come up with practical solutions in C++ in a rapid environment among the world's most prestigious trading teams.
Required skills:
-Strong C++ development skills.
-Broad technology skills, and the ability to learn new skills very quickly.
-PhD in a Mathematical discipline from a top school/university.
-Provide high level support for IR Exotic Trading Desk and be looking to enter the trading team.
Responsibilities:
-Implementing IR stochastic volatility models in C++
-Implementing pricers for IR Volatility/Variance products
-Implementing different tools for managing exotic IR portfolios
The Person:
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-You will begin working with the current position holder, to learn directly from previous incumbent for short period.
-Ability to act as a conduit between the business and senior members on the desk.
-Instant implementation of your work, with immediate and visible results and instant feedback.
To apply please press the apply button or call 00 44 207 019 4137.
Référence : 3852 | Senior VP IR/FX Desk Quant-Hong Kong-$190,000 + excellent packageFri, 3 Sep 2010 0:00:00Senior VP IR/FX Desk Quant-Hong Kong-$190,000 + excellent package Our client a Global Investment Bank is seeking an outstanding quant for a front office role on their rapidly growing Fixed Income trading desk.
The group are highly regarded and well known for their exceptional training schemes and career progression which offer candidates the responsibility of running their own team of talented junior quants. The bank is looking to further expand its Fixed Income platform in Singapore/Hong Kong and you will work in a team of 6 and be responsible for the development of complex analytics and pricing models for the desk as well as the development of analytics software.
Skills:
-Experience developing pricing models and software within Fixed Income in some capacity such as analytics, risk management or strategy development.
-Must have solid understanding of statistical analysis, probability, and linear algebra.
-Experience working with real-time systems and market data (Reuters, Bloomberg).
-Will be working in a varied team of pure Quants to Programmers developing analytics libraries, ensuring smooth operations and accurate analysis.
-Work with models to ensure correct pricing of Exotic products.
-Solid experience with C++, Matlab or Splus, C#, VBA/Excel, and databases (SQL)
-PhD in Mathematics/Physics/Financial Engineering from a top university.
To apply or for more information please contact by mail.
www.selbyjennings.com, 00 44 207 019 4137
Référence : 3851 | Senior Commodity Risk Quantitative Analyst–London-Circa £90,000 + significant bonus packageFri, 3 Sep 2010 0:00:00Senior Commodity Risk Quantitative Analyst–London-Circa £90,000 + significant bonus package This forward-thinking energy house has a pioneering spirit to lead the energy markets, making them the most followed Energy House in the world. They are now looking to take on a talented Senior Commodities Risk manager who has the ability to lead and inspire their own team, someone who will help drive the company forward in the commodity markets, continuously breaking new boundaries. The Company conducts its business to return maximum value to shareholders while utilizing a wealth of knowledge and resources from its employees and acting responsibly in all communities in which it operates. Not only will this candidate be given exceptional responsibility, the candidate will be reporting to the MD's directly, giving that individual massive company-wide visibility making career progression easier and simpler.
Responsibilities for the Senior Commodity Risk Quantitative Analyst role:
-Assist in the reporting of risk trades and structured deal valuation undertaken by the Commercial Trading group based in Europe.
-Contribute significant value to the gas, power and emissions trading business as part of an aggressive growth plan.
-Play an integral role in building and supporting mathematical models for derivative and asset valuation.
-Working with the risk, trading, and commercial development groups, the individual will use his/her skills to structure and review complex trading positions in the gas & power markets.
-Model and value storage, transportation and power assets.
-Provide timely intrinsic and extrinsic asset evaluation.
-Support the options trading desk.
-Provide shift and term traders with appropriate information to trade and optimise storage and transportation positions.
-Assist building of structured solutions for the Commercial Development group.
-Help develop real option valuation skills within the Gas, Power & Emissions trading group.
-Ensure a consistent pricing/valuation approach with COP risk management.
-Ensure activity and recommendations are aligned with COP internal policy and procedure.
Required skills for the Senior Commodity Risk Quantitative Analyst role:
-Proven expertise in building complex portfolio analysis models.
-PhD in a numerate and/or quantitative discipline preferably to include advanced financial modelling. Numerical postgraduate qualification would be an advantage.
-Commercially focussed with demonstrated interest in mathematical modelling.
-Experience working in a trading group.
-Experience in developing options pricing models relating to gas and electricity markets.
-Advanced modelling skills to include some of the following: Monte Carlo Methods, Linear Programming, Stochastic Optimisation, and Econometrics.
The Person:
-Team player.
-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Référence : 3849 | e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy), Paris-Circa £90,000 + significant bonus packageFri, 3 Sep 2010 0:00:00e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy), Paris-Circa £90,000 + significant bonus package Tier 1 investment bank known for their innovative approach and flat management structure are looking for a Senior Business Analyst to formulate an effective IT strategy in response to short and long term business objectives within their rapidly developing FX team.
The successful Senior Business Analyst will be responsible for developing a trading platform across ITEC/FIC, including scoping, design and construction of the project and will report directly to the head of the Sales desks, Head of e-Commerce and Head of Trading in the pursuit of increased SG volumes on FX market.
Required Skills for the e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy):
-Background and experience in delivery of an electronic trading system in the FX.
-Architectural design (from front end to back end).
-Strong skills in object orientated analysis and methodologies.
-Broad technology skills and the ability to learn new skills very quickly.
Responsibilities for the successful e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy):
-Delivery of project, either directly or via the team/external project managers, to budget.
-Of high level pro-active client relationships. Maintenance of strong working relationships with e-commerce vendor systems.
-Provision of support to the business during ‘Increasing Flow', ‘Optimising Trading', ‘Platform Industrialisation' phases.
The person:
-Exceptional communication skills.
-Able to deliver projects within budget.
-Ability to work within a high pressure working environment.
Key words: (FX, Electronic Trading System, C++, Java, C#, Strategy) LDN.
Primarily, exceptional communication skills and the ability to work within budgets are most important to the client, as is having a background working in a similar environment working within FX. Time will be split between London/Paris with implementations in New York and Hong Kong.
This position provides a great opportunity to build a team and requires a strong desire to work in a collaborative, fast paced, high pressure environment.
To apply please contact: by mail or contact 00 44 207 019 4137.
Référence : 3847 | e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy), London-Circa £90,000 + significant bonus packageFri, 3 Sep 2010 0:00:00e-Commerce Senior Business Analyst-(FX, Electronic Trading System, C++, Java, C#, Strategy), London-Circa £90,000 + significant bonus package Tier 1 investment bank known for their innovative approach and flat management structure are looking for a Senior Business Analyst to formulate an effective IT strategy in response to short and long term business objectives within their rapidly developing FX team.
The successful Senior Business Analyst will be responsible for developing a trading platform across ITEC/FIC, including scoping, design and construction of the project and will report directly to the head of the Sales desks, Head of e-Commerce and Head of Trading in the pursuit of increased SG volumes on FX market.
Required Skills:
-Background and experience in delivery of an electronic trading system in the FX.
-Architectural design (from front end to back end).
-Strong skills in object orientated analysis and methodologies.
-Broad technology skills and the ability to learn new skills very quickly.
Responsibilities:
-Delivery of project, either directly or via the team/external project managers, to budget.
-Of high level pro-active client relationships. Maintenance of strong working relationships with e-commerce vendor systems.
-Provision of support to the business during ‘Increasing Flow', ‘Optimising Trading', ‘Platform Industrialisation' phases.
The person:
-Exceptional communication skills.
-Able to deliver projects within budget.
-Ability to work within a high pressure working environment.
Key words: (FX, Electronic Trading System, C++, Java, C#, Strategy) LDN.
Primarily, exceptional communication skills and the ability to work within budgets are most important to the client, as is having a background working in a similar environment working within FX. Time will be split between London/Paris with implementations in New York and Hong Kong.
This position provides a great opportunity to build a team and requires a strong desire to work in a collaborative, fast paced, high pressure environment.
To apply please contact: by mail or contact 00 44 207 019 4137
Référence : 3846 | Senior Vice President Front Office Credit Quant Analyst–London-Circa £120,000 + significant bonus packageFri, 3 Sep 2010 0:00:00Senior Vice President Front Office Credit Quant Analyst–London-Circa £120,000 + significant bonus package This forward-thinking US Investment Bank is looking for exceptional Credit Quant Analysts to join their ranks at one of their largest head-offices in London. They are looking for a highly talented Quantitative Analyst to join their award winning global Front Office Quant Analyst group, who are looking to expand at a rapid rate, considering they have been doing extraordinarily well in 2009 and are envisioning an even fruitful 2010. I
f you are not motivated and driven to be the best, this role is not for you. They are looking to hire someone to manage one of their large team of talented quants, who has the ability to encourage and inspire.
The successful candidate will be overseeing many of the advanced projects. The candidate will also be put on a training scheme to advance their career to Director Level.
Responsibilities for the Front Office Credit Quant Analyst role:
-Developing tools (in C++ and VBA) to calculate fair value adjustments to address model deficiencies or otherwise align valuations with market practice.
-Assessing and examining parameter uncertainty within illiquid/complex derivative or structured transactions.
-Devising, examining and implementing calibration approaches for complex derivative models.
-Examining the impact of pricing deal portfolios using alternative market data sources.
-Extensive use of C++ and VBA to develop tools used by Product Control to address some of the above points.
-Supporting the highly talented Credit Derivative traders, who are some of the most highly respected traders in the world. This trading floor is one of the biggest seen and are expected to expand further.
Required skills for the Front Office Credit Quant Analyst role:
This is an excellent opportunity to work closely with experienced Quantitative Analysts working on mathematical based projects for a leading investment bank.
This role requires a combination of mathematical and programming skills, the successful candidate should:
-Hold a PhD in Finance, Economics, Statistics, Operational Research or another quantitative field from a top school.
-Have extensive experience in a quantitative analyst role, and experience working with prepayment models, interest rates, credit, credit cards, mortgages.
-Have good C++ and VBA coding skills demonstrated via experience in implementing financial pricing models,
-Have a flexible, enthusiastic work ethic and enjoy developing quantitative solutions to market based model problems.
-Need to know SAS and S-Plus.
-MUST have advanced & applied econometric modeling skills.
-MUST have advanced time series modeling skills.
The Person:
-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Référence : 3845 | Vice president, Front Office Exotic Credit Derivatives Desk Quant, London-Salary £80,000-£100,000 BaseFri, 3 Sep 2010 0:00:00Vice president, Front Office Exotic Credit Derivatives Desk Quant, London-Salary £80,000-£100,000 Base Top Tier US investment bank is currently looking to add an experienced credit derivative quant to the front office quant group in London.
This team delivers new and innovative pricing models to the trading desk and implements these into the common analytics library.
The group is highly mathematical with an exceptional knowledge of finance and business decisions.
Each individual must have real business acumen and understand the implications of the models they create on the pnl.
These positions will both report to the head of the trading desk on a daily basis and the global head of credit analytics on a weekly basis that is located in New York.
The successful individuals will be responsible for CDO analytics including bespoke tranche products, CDO^2, and structured credit including ABS, RMBS and CMBS.
The candidates are likely to have the following background:
-Currently be at senior associate or vice president level working in either an exotic credit front office quant team or a model validation role.
-Significant experience in highly advanced mathematics including stochastic calculus, PDE modeling, Numerical methods including Bi/Trinomial Trees.
-Experience from a top investment bank or analytics house.
-Exceptional education to PhD/DEA level in a highly quantitative course for example mathematics, physics or engineering.
-Top level programming skills including C++ or Java.
These are very good opportunities for a top quant to join a top team, in a group performing well above market expectations.
To apply please contact by mail, 00 44 207 019 4137, www.selbyjennings.com
Référence : 3844 | Senior Vice President, Equity Derivatives Quantitative Analytics, London-Salary £80,000-£95,000Fri, 3 Sep 2010 0:00:00Senior Vice President, Equity Derivatives Quantitative Analytics, London-Salary £80,000-£95,000 Top tier EU investment bank is looking to rejuvenate its Exotic Equity desk after a recent restructure of the business.
They are looking for an experienced front office quantitative modeler to work closely with the traders on the design and implementation of advanced and highly Exotic, Equity derivative models.
This team has recently restructured and is now closely associated with the Commodities desk, therefore you will also be asked to work on a number of Commodity Hybrids on projects with other quants. The team consists of 10 quants globally with the majority at HQ in London. You will report directly into the head of Equity based Analytics and a senior trader, and gain excellent exposure to the business.
The desk covers a wide range of Asians, Quantos, Cliquets, Reverse Convertibles, American, Barriers and Lookbacks but is constantly expanding its product range.
This is an excellent opportunity to join a team that is on a climb since the recent crisis and has managed to turn around very quickly due to quick thinking and good results.
Qualifications:
-Significant experience working on the modeling of exotic equity derivatives, preferably within a Front office team.
-Exceptional academic background to PhD, DEA level in a highly quantitative subject, e.g. Mathematics, Physics, Financial Engineering, El Karoui, etc.
-Advanced Mathematical modeling techniques- Stochastic Calculus, PDE's, Black Scholes, Stochastic Volatility, etc.
-Strong programming skills in C++/C, Java, MATLAB.
-Experienced in large scale Monte Carlo simulations.
-Excellent communication skills (Spanish would be a bonus).
To apply or for more information, please contact by mail.
www.selbyjennings.com 00 44 207 019 4137
Référence : 3843 |
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