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 Quantitative Analyst - Equity Derivatives and Volatility modeling.
World prestigious Hedge Fund located in NYC is looking for Quant Analyst with experiences in Equity Derivatives and volatility modeling. As a part of the quant team right candidate will cover a range of derivatives, including structured investment products (correlation trades/transactions) and exotic structured products. This is a great opportunity connected to a fast-growing & dynamic trading environment. Individuals willing to run for this position must have strong background in continuous-time finance, mathematical modeling, and programming. Applicants are required to be good team players with strong communication skills. The main responsibilities include: design suitable numerical scheme, which involves designing calibration procedures as well as choosing a scheme for solving the SDE. Research and implement the standard model (s) used to price various derivatives. Implement the models in the state-of-the-art in C# or C++ environment.
Requirements:
Excellent financial modeling and exceptional academic background in scientific field. Quantitative Ph.D. degree in a quantitative field (e.g., mathematics, physics, engineering, finance)Several years of directly relevant experience.(for example, at a bank or risk vendor)Strong numerical programming skills in C# or C++ Deep knowledge of financial modeling (equity derivatives, stochastic volatility).Minimum of 5 yrs experience in a front office Quant Analyst role.
This position offers a stimulating and highly rewarding work environment and compensation potential and an excellent growth opportunity with a highly successful and expanding business.
Please submit your resume in Word format to: dinka@martingaleinternational.com
 Risk Specialist – Hedge Fund
The prestigious Hedge Fund in New City is looking for a well established risk professional to perform comprehensive risk due diligence on hedge fund managers – covering mainly equity strategies (Long/Short, Equity Market Neutral and Short bias). The right candidate is expected to work collaboratively with investment and operational due diligence teams at fund. The main responsibilities will include developing views on underlying managers regarding risk management issues. Quantitative background with PhD/MS and 4+ years of Hedge Fund experiences is needed. Strong knowledge of capital markets especially in equity and deep understanding of risk issues in equity strategies including -- portfolio construction, exposure management, risk control and hedging is must. The right applicant must possess risk management skills, options trading/risk management knowledge and solid understanding of equity valuation and stock selection models. As well as the above, this position will suit candidates who are able to detailed reviews of risk reporting to improve usefulness and build confidence in the reports, and have excellent communication skills. Right candidates please submit your resume to dinka@martingaleinternational.com.
 Quant Researcher/Factor Model
My client is a leading financial company with strong and successful quantitative research team. Quantitative Research Group at the company is looking for an experienced quantitative researcher specialized in areas of building world class optimization capability in context of portfolio optimization, asset allocation, trade execution, index replication, hedging tools, and risk models.
The right applicant will work on a team of researchers, developing and maintaining mathematical and statistical models to act as an expert in this newly formed risk data analysis area. Ideal candidate must be thoroughly versed in portfolio analysis/risk measurement, total risk/risk metrics and optimization techniques (Bayesian and Monte Carlo). Ability to manipulate large datasets and perform statistical analysis is essential. Experience with SAS, R, S+ or MATLAB is needed. Experiences with derivatives pricing methodology is a big plus.
Applicant must have 3+ years of experience at financial industry and advanced degree in Statistics, Economics, Mathematics, Finance, or computer science. Strong asset allocation and asset optimization skills desired.
Would you be so kind to submit your resume in WORD format to: dinka@nartingaleinternational.com
 Commodity Derivatives Quantitative Analyst. – London, New York
This is an opportunity with top Investment Bank that is looking for a senior quantitative analyst for their Quantitative Modeling Group in New York offices.
Job Description:
The Multi-Asset Quantitative Research group at Investment Bank, a division of Fixed Income Quantitative Analysis is looking for a Quantitative Analyst for its London and NYC offices.
The successful candidate will join a local team of 3 analysts (9 analysts globally) and be responsible for developing, maintaining and enhancing the firm’s Global Commodities Desk’s pricing and risk management models. A particular focus will be the support of our fast growing global Commodity and Hybrid exotic trading platform. Experience in supporting a derivatives trading desk is essential. Areas of expertise should be Commodities and Fixed Income and/or Equity Derivatives. Some exposure to Credit Derivatives would be valuable. Day to day job will include pricing and risk management of complex exotic products, helping with assessing and hedging the risk of new transactions, and looking at portfolio optimization ideas. The candidate should master term structure modeling and stochastic calculus, numerical methods such as Monte Carlo and PDEs, and statistical techniques. Integration to existing analytical libraries and trading systems will also be a major job requirement.
Qualifications: The successful candidate will have a PhD or a Masters degree, in addition to at least 1-2 years of relevant work experience. We are looking for an individual with strong quantitative skills, expertise in various markets, strong programming skills, particularly C/C++, and excellent communication skills.
Please email resume in WORD FORMAT to dinka@martingaleinternational.com
Quantitative Research – Company Valuation and Rating
My client is a prestigious financial firm with offices in New York City, well known for the etiquette of progressive and highly profiled background in Company Valuation and Company Ratings. The position requires an experienced quantitative researcher with equity and fixed income instruments, and derivatives pricing methodology as well. The applicant will join a Quantitative Valuation and Ratings team, responsible for developments of credit ratings for issuers, individual debt issues and municipal bonds. The team is also responsible for creating intrinsic valuation of publically traded companies. The applicant will be participating in building quantitative models to assess the credit quality and intrinsic value of publically traded companies.
Core responsibilities involve working closely with clients and dealers in Capital Markets and R&D team, developing models for pricing of Municipal Bonds. Furthermore, conducting research in the area of credit, developing, calibrating and testing models for credit ratings of issuers, individual issues, and municipal securities; equity valuation research including econometric forecasting cost of capital estimations, industry analysis and valuation of companies.The ideal candidate must have working knowledge of credit modeling, finance theory, fundamental analysis and factor modeling. The major requirements are: knowledge of statistics and econometrics, SAS, R, S+ and / or Matlab; strong advantage for the knowledge of equity and FI instruments and derivatives pricing methodology are needed.
Qualifications required: PhD in Finance, Economics or Econometrics only will be considered. Two – Five years of industry experience with a top financial institution. Qualified applicants please submit your resume in word format to: dinka@martingaleinternational.com
 Quant/Portfolio Optimization and Risk Methodologies
My client is a leading financial company with strong and successful quantitative research team.
Quantitative Research Group at the company is looking for an experienced quantitative researcher specialized in areas of building world class optimization capability in context of portfolio optimization, asset allocation, trade execution, index replication, hedging tools, and risk models. The researcher will work creating and implementing of statistical models for different financial products. The right applicant will work on a team of researchers, developing and maintaining mathematical and statistical models to act as an expert in this newly formed risk data analysis area. Ideal candidate must be thoroughly versed in portfolio analysis/risk measurement, total risk/risk metrics and optimization techniques (Bayesian and Monte Carlo). The right applicant must be an expert in the optimization field, and have a deep knowledge of all the existing optimization techniques available in literature such as: LP, QP, CP, SOCP, Robust optimization, etc. and experiences with commercial packages Cplex, or Axioma.
The main responsibilities include work closely with the Financial Engineering group to conduct formal quantitative analyses from research question to presentation of outcomes, and benchmark your risk to hundreds of indexes. Applicant must have 3+ years of experience at financial industry and advanced degree in Statistics, Economics, Mathematics, Finance, or computer science. Strong asset allocation and asset optimization skills desired. Experience with Excel/VBA, C or MATLAB, is a strong plus. Familiarity with basic financial models and techniques, such as financial economics, equity and fixed income instruments, and derivatives pricing methodology, is a plus. Excellent communication and interpersonal skills are must.
Would you be so kind to submit your resume in WORD format to: dinka@nartingaleinternational.com
Quant/ MBS Modeler
A major Investment Bank in NYC is looking for quantitative analyst with experience in pricing and hedging of Mortgage-Backed Securities and modeling of pre-payment and default risk on MBS. These position will involve empirical research and modeling in support of investment, trading, and risk management. Qualified candidates should have superior skills in Statistics or Econometrics and have proven ability to program and develop sophisticated financial models using C++. Candidate should have strong mathematical, problem solving, quantitative and numerical skills too.
Applicant must have at least 3 years of direct experience with Equities, Fixed Income, Commodities, as well as their Derivatives and should also have a Ph.D in Mathematics, Statistics, Finance, Economics, Physics, Computer Science or another quantitative discipline. Please email resume in WORD FORMAT to dinka@martingaleinternational.com.
Quant Researcher/ MBS, Risk Modeling
My client is a prestigious financial firm with offices in New York City, well known for the etiquette of progressive and highly profiled background in area of risk model development, portfolio management, and portfolio optimization. Their research group is looking for quantitative analyst with experiences in fixed income pricing and risk modeling, especially for mortgage securities, asset pricing, and factor modeling. These position will involve empirical research and modeling in support of investment, trading, and risk management. Qualified candidate should have superior skills in Statistics or Econometrics and proven ability to program and develop sophisticated financial models using SAS, R, S+ or MATLAB. The right applicant must be able to handle a large datasets and perform statistical analysis. Advanced knowledge of statistics and econometrics is a must.
Applicant must have at least 3 years of direct experience with Equities, Fixed Income, Commodities, as well as their Derivatives and should also have a Ph.D in Mathematics, Statistics, Finance, Economics, Physics, Computer Science or another quantitative discipline. Please email resume in WORD FORMAT to dinka@martingaleinternational.com.
Interest Rates Exotics/ Hybrid Desk Quantitative Analyst
This is an opportunity with top Investment Bank in NYC that is looking for a quantitative analyst for their exotic rates desk. The group is looking to grow their desk and have an immediate opening for an experienced quantitative analyst. The role is very closely aligned with the trading desk and will involve advising on pricing and risk management issues. The successful candidate will be responsible for developing, maintaining and enhancing the firm’s Global Hybrid Desk’s models and trading tools that are used for pricing. Day to day job will include pricing and risk management of complex exotic products, looking at the risk of the portfolio of deals in the trading book, and looking at portfolio optimization ideas for Hybrid products. Also right candidate will work on the creation and development of Interest Rate Models such as Bermudans, Swaptions and CMS Spread Options in addition to the pricing of vanilla and exotic products. Very strong knowledge of interest rate derivatives, including hybrids and exotics is essential. Strong math background and problem solving skills are needed.
The successful candidate will have a PhD/MS in Mathematics, Physics, Statistics, Finance, Engineering or similar quantitative field. At least 2-3 years of relevant work experience, with strong quantitative skills, expertise in various markets, strong programming skills, particularly C/C++, and excellent communication skills are must. Please submit your resume in WORD format to: dinka@martingaleinternational.com
Senior Equity Quantitative Analyst
Quantitative Research Group at the top financial firm in NYC is looking for a Senior Quantitative Analyst with strong background in statistics, financial econometrics, economics or financial engineering. The Quantitative Research Group is dedicated to quantitative equity research and modeling and designing strategies for implementation of models in a portfolio optimization framework.
The successful candidate will join an established group of quantitative researchers and will be responsible for conducting quantitative research and portfolio management.
Essential skills and work responsibilities are:
- Improve expected return and risk models, optimizers and other analytics
- Collaborate with portfolio management team and polish the portfolio construction process
- Develop and maintain strong relationships with cutting edge researchers in both the academic and professional communities to understand recent developments
- Good programming skills in SAS, R, S+, SQL are a plus
- Strong analytics skills for different quantitative approaches
- Applicants are required to be good team players with strong communication skills
The ideal candidate should have PhD in Finance, Statistics, Financial Econometrics, Economics or another relevant discipline. More than 3 years experience as a Quantitative Analyst using or building statistical models and tools in finance is required. The ideal candidate must have strong problem solving skills, and willingness to manage a research project through all its phases: theoretical formulation, database construction, estimation, presentation of results, and integration into existing strategies.
This position offers a stimulating and highly rewarding work environment and compensation potential and an excellent growth opportunity with a highly successful and expanding business. Please submit your resume in word format to: dinka@martingaleinternational.com
Credit Derivatives Analyst
Prestigious financial firm with offices in New York City is looking for credit analyst who will provide quantitative research, direction and support to credit research group. The right applicant will be an important part of the credit research team and will be expected to build original models as well as to maintain and enhance existing models and take initiative in building new models, assist with security level valuation along an issuer’s capital structure, and value default risk. The candidate must posse’s experiences in econometric techniques including regression methodologies and co-integration. Experience with SAS, S+, MATLAB or similar statistical software, as well as SQL Server, Oracle, or similar database are required.
Right applicant should have a PhD in Mathematics, Statistics, Econometrics, Physics, Finance or a similar quantitative field. Candidate should have a several years of demonstrated success in the capital markets arena and strong knowledge of derivatives pricing and theory, with deep understanding of probability theory, stochastic processes, and default frequency models. Experiences with credit market instruments including asset pricing and derivatives structuring is a plus. Outstanding communication presentation and strong problem solving skills are required. Please submit resume in WORD format to dinka@martingaleinternational.com.
Desk Quant/Modeler, New York, London
Experienced model development position for Quantitative Research Group. A Front Office Quantitative analyst with experience in designing and developing financial models and instruments for a NYC and London based Investment Bank. This is an experienced level model development and is typically aligned with a derivatives business and trading desk. The role affords the new team member to contribute to the model development and model support effort for their quant research group.
Essential skills, experience, and qualifications Excellence in probability theory, stochastic processes, partial differential equations, and strong numerical analysis Very strong analytical and problem solving abilities Very strong C/C++ coding with emphasis on numerical methods Good communication skills. PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering The right candidate should have 3+ years of experience working with front office, Equity Derivatives, Interest rate Derivatives, Commodities and/or Fixed Income Derivatives.The right candidate must have PhD in Mathematics, Statistics, Physics, and Engineering or in a similar quantitative field, and needs to demonstrate excellent communication ability paired with strong quantitative and problem solving skills. Outstanding C/C++ programming skills are a must.
Please submit your resume in WORD format to: dinka@martingaleinternational.com
This position offers a stimulating and highly rewarding work environment and compensation potential and an excellent growth opportunity with a highly successful and expanding business.
Senior Quantitative Analyst / Strategist
My client is a well-known leader in Global Investment Management, seeking an experienced quantitative analyst for a senior role in blended portfolio design and management. Relevant experience with fixed income and equity products, programming and financial modeling are required. The position is based in NYC.
Essential skills and work responsibilities are:
· Improve expected return and risk models, optimizers and other analytics
· Streamlining of portfolio construction applications and processes in close cooperation with portfolio management teams
· Share information, leverage expertise across business units/quantitative analyst roles
· Answer quantitative questions from principals and clients on topics such as simulations, strategy studies, index/benchmark studies, risk profiles and performance indicators
· Collaborate with professional and academic researchers to keep a top of recent innovations, and maintain highly effective working relationships
· Enumerate, analyze strengths and weaknesses of approaches in different quantitative models
The ideal applicant will have a documented history of successfully building and maintaining models using statistics and their knowledge of financial markets. A strong post-graduate academic record of achievement and senior programming skills are required. The ability to perform independent research while working collaboratively in a group with members around the world, and effective communication to technical and non-technical audiences is stressed
This position offers a stimulating and highly rewarding work environment and compensation potential and an excellent growth opportunity with a highly successful and expanding business. Please submit your resume in word format to: dinka@martingaleinternational.com.
Quantitative Analyst/ Automated Market Making
Automated market making group at the top financial institution is looking for an experienced Quantitative Analysts/researcher to join their quantitative research group. As a quantitative analyst you will have an opportunity to participate in advance research and join with a team of experience quantitative analysts running an ultra high frequency business. Responsibilities will involve developing technologies and models for automatic options market making and pricing. The firm is one of the prestigious options market maker with cutting edge technology.
The right applicant must have PhD in Statistics, Mathematics, Econometrics or similar quantitative background. The primary duty will be researching historical market information with the goal of developing algorithmic market making strategies. The successful candidate will be familiar with Time Series Econometric Research and Modeling, and have the capacity to test theories and incorporate them into strategy. In addition, candidate should be familiar with cointegration and information share analysis to help build, develop, evaluate, and test strategies that will be incorporated into option market making algorithms. The work will be devoted primarily to evaluating existing strategies and developing new strategies. Neural network or genetic algorithm programming development experience are preferred, but not required. Excellent communication skills, the ability to work within a group, and the ability to meet deadlines are also essential skills.
The ideal candidate must possess 3+ years of experiences in equity derivatives quantitative research and implementation of automated market making strategies with strong quantitative programming skills, especially in C++. Please submit your resume in word format to dinka@martingaleinternational.com.
Municipal Credit risk analyst
My client is a prestigious financial firm with offices in New York City, well known for the etiquette of progressive and highly profiled background in Fixed Income Research. The Credit research team provides fundamental analysis as well as strategic and quantitative analysis, and is looking for an experienced quantitative researcher with equity and fixed income instruments, and derivatives pricing methodology as well. The applicant who will join a team should take responsibilities for developments of credit ratings for issuers, individual debt issues and municipal bonds. The dedicated research team covers intrinsic valuation of publically traded companies and applicant will participate in building quantitative models to assess the credit quality and intrinsic value of publically traded companies.
Core responsibilities involve working closely with clients and dealers in Capital Markets and Research teams in developing models for pricing of Municipal Bonds. Specifically, the candidate’s responsibilities include conducting research in the area of credit, developing, calibrating and testing models for credit ratings of issuers, individual issues, and municipal securities; equity valuation research including econometric forecasting cost of capital estimations, industry analysis and valuation of companies; explaining limitations and shortcomings of the models, relating the risks, risk measurement methods, and results to clients, upper management, and co-workers. The ideal candidate must have working knowledge of credit modeling, finance theory, fundamental analysis and factor modeling. The major requirements are: knowledge of statistics and econometrics, SAS, R, S+ and / or Matlab; knowledge of equity and FI instruments and derivatives pricing methodology are needed. The position is within the business side of the company, and thus requires excellent verbal and written communication skills; relating metrics and analytic results on the credit ratings of bond issuers to higher management and clients.
Qualifications required: PhD in Finance, Economics or Econometrics only will be considered; minimum of three years of industry experience with a top financial institution. Position requires strong understanding of models on credit ratings from development through calibration and testing, specifically for municipal bond issuers. Qualified applicants please submit your resume in word format to: dinka@martingaleinternational.com
Equity Quantitative Researcher
Prominent New York based money management firm is seeking a Senior Quantitative Researcher to join their Quantitative research group, translating original research into new products/investment strategies and creating customized solutions for clients.
The senior researcher will work closely with the marketing teams for the firm’s institutional, private client and retail distribution channels, which will use the group’s research output to support public relations/advocacy campaigns. The research work includes the following topics: Asset allocation strategies for varying home markets, determining the appropriate strategic currency allocation, fixed weight benchmarks: benefits and consequences, and constructing low volatility strategies through alpha transfer techniques.
The ideal candidate must have strong problem solving skills, understanding of probability theory and statistics, and be skilled in many different areas such as mathematics, finance, programming and outstanding communication and presentation skills. Applicant must have 5+ years experience in financial industry, and must be able to function both independently and as part of a team. The right applicant will have a PhD in Mathematics, Statistics, Finance or similar quantitative background with strong programming skills, especially Excel or statistical software such as SAS or S+. Please submit your resume in WORD format to: dinka@martingaleinternational.com
Quant Developer - Java
The top tier European Investment bank in London seeks a quantitative analyst with strong Java developing experiences in derivative application technologies. Candidates would join a small and focused team of developers and quants and will work on designing, developing and deploying equity derivative trade. The right candidates will be innovative, self-motivated, a quick study, and willing to develop new skills while constantly improving existing abilities.
Position requirements include a MS/Ph.D. in mathematics, physics, and engineering or a related field and strong Java programming experience, including OO design. Finance experience is not necessary though a strong plus, but proven excellence in math and strong programming skills are essential. This position requires a highly self-motivated and detail-oriented candidate able to work closely with and communicate effectively with senior quants and developers. Other desirable skills include experience with SQL, Perl, and knowledge of options/derivatives and options pricing models.
Please submit resume in WORD format to dinka@martingaleinternational.com.
Exceptional C++ or Java programming skills
 The World class Hedge Fund with offices in NY and London is looking for a self motivated, sharp and business focused C++ or Java developer who wants immediate exposure to the front office in a faced paced buzzing environment. The right applicant must show his passion for development and desire to succeed in such a competitive environment. This is an exceptional opportunity for scientific mind with strong programming background displayed throughout education and work experience.
The ideal candidate must possess an extremely strong educational background with exceptional
C++ or Java programming skills, on UNIX, Linux or Solaris. Very strong communication and interpersonal skills are must.
Position requires a Ph.D. in mathematics, physics, and engineering or a related field and strong analytical and problem solving capabilities. Finance experience is not necessary though a strong plus. Contact and applying to: dinka@martingaleinternational.com
Java Quantitative developer - Algorithmic/High Frequency Trading
Portfolio Analytics team of a leading algorithmic/high frequency trading company, with offices in NYC and London is seeking experienced and detail oriented software engineers with the passion for solving complex and interesting problems for their London offices.
The main development language is Core Java and involves low-latency and high-throughput ability including low-level techniques. The role will involve directly working with senior quants to add value in implementing trading strategies with an interest in systematic/high frequency trading. Right Candidate must demonstrate extraordinary knowledge and experience in designing high-performance, reliable and scalable database applications, and hands on experience in development using Core Java.
Applicant must have 3+ years in-depth financial industry experience and must possess a BS/MS or PhD degree in Computer Science or related technical discipline, with strong foundation in competencies in data structures, algorithms, software design and extensive programming experience in Java. Strong OO skills preferred. Excellent communication skills and problem solving skills are must. Please submit resume in WORD format to dinka@martingaleinternational.com.
Software Engineer -Trading Strategies, Location: London
Portfolio Analytics team of the top Hedge Fund is seeking experienced and detail oriented quantitative software engineers/Trading strategies for supporting derivatives trading and pricing for their financial systems group at the company. Applicant will be immediately responsible for designing, implementing, enhancing, documenting, maintaining and re-factoring large complex software applications and will be involved in the entire software development life-cycle. Right Candidate must demonstrate extraordinary knowledge and experience in designing high-performance, reliable and scalable database applications and implementation of pricing models and methodologies. This individual will be part of the Software Development group, and will work closely with the quantitative trading desk.
Applicant should have 3+ years’ industry experiences and should hold a PhD/MS degree in Mathematics, Physics, Computer Science or another technical discipline. Deep understanding of object-oriented design and C/C++ programming skills on UNIX and Windows are required. Right applicant has to be able to demonstrate mathematical competence with strong problem solving skills and options pricing theory. Desired skills relevant to the position but not necessary to have significant knowledge of in advance include Java, Boost, C#. Knowledge of the Securities/Derivatives industry and direct financial programming experience a significant plus. Excellent communication skills and ability to work independently and interact with traders are must. Please submit resume in WORD format to dinka@martingaleinternational.com
 Exceptional C++ or Java programmer
The World class Hedge Fund with offices in NY and London is looking for a self motivated, sharp and business focused C++ or Java developer who wants immediate exposure to the front office in a faced paced buzzing environment. The right applicant must show his passion for development and desire to succeed in such a competitive environment. This is an exceptional opportunity for scientific mind with strong programming background displayed throughout education and work experience.
The ideal candidate must possess an extremely strong educational background with exceptional
C++ or Java programming skills, on UNIX, Linux or Solaris. Very strong communication and interpersonal skills are must.
Position requires a Ph.D. in mathematics, physics, and engineering or a related field and strong analytical and problem solving capabilities. Finance experience is not necessary though a strong plus. Contact and applying to: dinka@martingaleinternational.com.
Quantitative Analyst/Counterparty Credit Risk
Prestigious Investment Bank in New York City is looking for credit risk quantitative analyst who will provide quantitative research and quantitative modeling for their global Markets Quantitative Analytics group. The successful candidate will be responsible for developing models and tools to support global CVA (Credit Value Adjustment) trading and hedging strategies.
The successful candidate will gain in-depth knowledge of the pricing and risk management of Interest Rate, FX, Commodity, and Credit Derivatives, using advanced statistical and mathematical techniques and sophisticated computer simulation. The right candidate will gain broad exposure to all areas of the firm, including Sales and Trading, Risk Management, Financial Control, Regulatory Issues, Legal, Operations, and Technology.
Also right applicant should have a PhD/MS in Mathematics, Statistics, Econometrics, Physics, Finance or a similar quantitative field. Candidate should have a several years of demonstrated success in the capital markets arena and strong knowledge of Fixed Income derivatives pricing and theory, with deep understanding of probability theory, stochastic processes, and be willing to join a growing team, leading to management responsibility and the chance to grow an area of business within the firm. Experiences with credit market instruments including asset pricing and derivatives structuring is a plus. A strong programming skill, mainly in C/C++ is must. Outstanding communication presentation and strong problem solving skills are required. Please submit your resume in WORD format to: dinka@martingaleinternational.com
Senior Quantitative Analyst-Research
Major Investment Bank in London is looking for an experienced quantitative analyst modeler with extensive knowledge in one of the following areas: Equity Derivatives, Fixed Income Derivatives, and Commodity or Interest Rate Derivative products. This is a position for the applicant with strong background in mathematical modeling, probability theory, stochastic processes, PDE’s, SDE’s, and strong numerical analysis; an individual with very strong analytical and problem solving abilities. This is a quantitative research position which includes various standard models for pricing derivatives.
The successful candidate will have the following qualification:
Strong academic background in quantitative finance is required. PhD is strongly preferred. A minimum of five years of direct experience in modeling, quantitative research and derivatives pricing is must. Strong communication skills: ability to express ideas clearly both orally and in writing. The right applicant must have a strong numerical programming skills in C++ or C#, and be highly motivated and detailed oriented is desirable.Please submit your resume in WORD format to:: dinka@martingaleinternational.com
Quantitative Software Engineer
Portfolio Analytics team of the top Hedge Fund is seeking experienced and detail oriented quantitative software engineers for supporting derivatives trading and pricing for their financial systems group at the company. Applicant will be immediately responsible for designing, implementing, enhancing, documenting, maintaining and re-factoring large complex software applications and will be involved in the entire software development life-cycle. Right Candidate must demonstrate extraordinary knowledge and experience in designing high-performance, reliable and scalable database applications and implementation of pricing models and methodologies. This individual will be part of the Software Development group, and will work closely with the quantitative trading desk.
Applicant should have 3+ years’ industry experiences and should hold a PhD/MS degree in Mathematics, Physics, Computer Science or another technical discipline. Deep understanding of object-oriented design and C/C++ programming skills on UNIX and Windows are required. Right applicant has to be able to demonstrate mathematical competence with strong problem solving skills and options pricing theory. Desired skills relevant to the position but not necessary to have significant knowledge of in advance include Boost, C#, .NET, SQL, Excel, Visual Basic. Knowledge of the Securities/Derivatives industry and direct financial programming experience a significant plus. Excellent communication skills and ability to work independently and interact with traders are must.Please submit resume in WORD format to dinka@martingaleinternational.com
Desk Quant/Modeler
Experienced model development position for Quantitative Research Group. A Front Office Quantitative analyst with experience in designing and developing financial models and instruments for a NYC and London based Investment Bank. This is an experienced level model development and is typically aligned with a derivatives business and trading desk. The role affords the new team member to contribute to the model development and model support effort for their quant research group.
Essential skills, experience, and qualifications Excellence in probability theory, stochastic processes, partial differential equations, and strong numerical analysis Very strong analytical and problem solving abilities Very strong C/C++ coding with emphasis on numerical methods Good communication skills. PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering The right candidate should have 3+ years of experience working with front office, Equity Derivatives, Interest rate Derivatives, Commodities and/or Fixed Income Derivatives.The right candidate must have PhD in Mathematics, Statistics, Physics, and Engineering or in a similar quantitative field, and needs to demonstrate excellent communication ability paired with strong quantitative and problem solving skills. Outstanding C/C++ programming skills are a must.
Please submit your resume in WORD format to: dinka@martingaleinternational.com
This position offers a stimulating and highly rewarding work environment and compensation potential and an excellent growth opportunity with a highly successful and expanding business
The prestigious multi-strategy, Hedge Fund in LA is looking for a Java developer for its Algorithmic trading team. The fund trades multiple asset classes and has historically delivered highly consistent results.
Fund team is looking for 'leading' Java developers with a 'passion' for server side java technologies. In addition to this they are looking for people with at least an exposure to algorithmic trading systems development be it working on the underlying algorithms which dictate an individual strategy or the mechanics of these high performance systems.
This is an excellent opportunity to get into a world leading development team where there is consistently excellent funding for new technology initiatives and an appetite for building highly competitive solutions within an environment where interaction between the business and IT is seen as key.
Applicant must have 2+ years in-depth experience with Java development, and strong math skills and must possess a PhD/MS degree in Computer Science or another quantitative discipline. Excellent communication skills are required and experience with Python is a plus. Working knowledge of financial derivatives is a plus, but not required. Excellent communication skills are required and excellent problem solving skills. Working knowledge of financial derivatives is a plus, but not required.
Please submit resume in WORD format to dinka@martingaleinternational.com
The well established quantitative trading company in NYC is looking for quantitative analyst and trader who will take part in the full life cycle of quantitative trading with High Frequency trading strategies experiences.
This is an excellent opportunity for successful profitable traders with High Frequency experiences and quantitative modelers to join its high frequency trading team. The ideal candidate will have a PhD degree in a quantitative discipline; very strong C/C++ programming experience or academic coursework with proven programming skills. Ideal candidates will be highly self-motivated and detail-oriented, possess strong mathematical, analytical and problem-solving skills, and must be able to communicate ideas effectively. The ideal candidate should posses three or more years of high frequency experience; strong numerical programming skills; strong knowledge of computational numerical algorithms, proven track record of high Sharp Ratio, emphasized on research, back-testing, optimization and execution. Please submit your resume in WORD format to dinka@martingaleinternational.com
The prestigious Hedge Fund in NYC is looking for senior quantitative strategists to join their research and development derivatives-based long-term investment group. The right applicant will be responsible for researching and developing quantitative strategies either in the fixed income and equities area. As a part of the team you will identify and quantify potential business risks associated with the new products and recommend financial engineering approaches and construct probabilistic models of returns, risks and costs. Excellent mathematical, quantitative modeling skills, numerical methods and statistical analysis with strong Java programming skills are required. Candidate will be responsible for researching and developing quantitative strategies in either the fixed income or equities area. Role involves statistical analysis of historical data, risk modeling, tracking real-time PnL, analyzing market data, and implementing models.
Thus candidates must have strong technical skills in Java and strong quant skills. A PhD in Mathematics, Physics, Computer Science or a similar quantitative field is required. Outstanding communication, presentation and strong problem solving skills are must. Please submit resume in WORD format to dinka@martingaleinternational.com
Quant/Risk Analyst
A major Hedge Fund in NYC has an immediate opening for a Quantitative Risk Analyst to support research and trading. This is a hands-on position working on a very active trading desk. Responsibilities will entail research and development of risk management models involving market risk, credit risk, operational risk and economic capital areas. The work will include support of trading on risk advisory, pricing and hedging issues.
Qualified candidates must possess a PhD/MS in one of the hard Sciences such as Mathematics, Physics, Statistics, Financial Engineering or equivalent quantitative discipline. Candidate must have 3+ years of industry experience in quantitative finance. Applicant must be self-motivated and have effective communication and presentation skills. Good understanding of a variety of HF strategies (depth on fixed income and credit strategies a plus) and quantitative risk management methods. Candidate must have excellent interpersonal and communications skills and must be a team player. Please submit your resume in word format at: dinka@martingaleinternational.com
Exotic Interest Rate Derivatives/ Junior Quant
The New York City a prestigious international bank is seeking a junior quantitative analyst/desk for the exotics trading desk in the IRD group. This is a highly quantitative modeling role, assisting on day to day pricing and hedging issues, as well as looking at longer term modeling. The position will require working hand in hand with the traders on the pricing models and tools as well as working on the hedging for the exotics trading desk.
Core Responsibilities: Develop models and products for pricing and risk managing interest rate exotics and flow option derivatives. Develop pricing and calibration tools. Interact with trading desk for product and risk management supports.
Qualifications Experienced in interest rate option modeling BGM, tree, Monte Carlo simulation, smile, exotics.Strong interest rate derivatives product knowledge, callable, knock-out, path-dependent. Knowledge of financial econometrics, statistics modeling. Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis Excellent C/C++ coding with emphasis on numerical methods Good communication skills. PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
Ideal candidate would have 2+ years industry experience in IR and/or equity modeling and have real potential to interact daily with traders and potentially clients. Please submit resume in word format to: dinka@martingaleinternational.com
JOB DESCRIPTION:
Top tier NYC based financial institution is looking for experienced quantitative analyst to join their Quant Development Group. This is a role for a Quant Developer with competitive advantage in Evaluated Pricing. Work will include all aspects of quantitative research and software development to support sophisticate derivatives trading strategies and contribute hands-on to all phases of software engineering in a multi-platform large scale real-time development environment.
JOB QUALIFICATIONS:
Applicant must have 5+ years of experience at financial industry and must possess a doctoral degree in Mathematics, Physics, Finance, Computer science or another quantitative discipline. Applicant must demonstrate working knowledge of Financial Derivatives, very strong C/C++ programming skills, and excellent problem solving skills. Research experience in numerical methods and stochastic modeling is a plus. In general, it is expected that a quantitative analyst is an achiever, who has strong inter-personal skills, is always ready to mentor or get help as needed, and makes sure that projects get done on time and with minimal risk. Understanding of Evaluated Pricing is a plus.
Please submit resume as a WORD attachment to: dinka@martingaleinternational.com
The well established quantitative trading company in NYC is looking for quantitative analyst and trader who will take part in the full life cycle of quantitative trading with High Frequency trading strategies experiences.
This is an excellent opportunity for successful profitable traders with High Frequency experiences and quantitative modelers to join its high frequency trading team. The ideal candidate will have a PhD degree in a quantitative discipline; very strong C/C++ programming experience or academic coursework with proven programming skills. Ideal candidates will be highly self-motivated and detail-oriented, possess strong mathematical, analytical and problem-solving skills, and must be able to communicate ideas effectively. The ideal candidate should posses three or more years of high frequency experience; strong numerical programming skills; strong knowledge of computational numerical algorithms, proven track record of high Sharp Ratio, emphasized on research, back-testing, optimization and execution. Please submit your resume in WORD format to dinka@martingaleinternational.com
Exotic Interest Rates Derivatives/Senior Quant, NY/London
This is a position with New York City office of a prestigious international bank for a senior quantitative analyst working at exotics trading desk. The position is a highly quantitative modeling role, assisting on day to day pricing and hedging issues. Ideal candidate would have 3+ years industry experience in IR and/or equity modeling and have real potential to interact daily with traders. The right applicant will be involved in modeling, pricing and hedging interest rate & and products, such as differential swaps, and average rate options. The main responsibilities of the position will include: barrier options, caps, hybrids, and development implementation of interest rate market models interacting with the trading desks.Essential attributes include: a PhD in Mathematics, Physics, Statistics, Computer Science or similar quantitative degree; Experienced in interest rate option modeling – HJM, tree, Monte Carlo simulation, smile.Strong interest rate derivatives product knowledge, callable, knock-out, path-dependent.Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis, Cross-asset experience, C/C++ coding with emphasis on numerical methods. Good communication skills.
Right applicant will submit resume in word format to: dinka@martingaleinternational.com
Exceptional Software Engineer, Location: New York, LA
Portfolio Analytics team of the major Investment Bank is seeking experienced and detail oriented C++ software engineers to research, design, develop, and test Portfolio analytics software applications and components. Applicant will be immediately responsible for designing, implementing, enhancing, documenting, maintaining and re-factoring large complex software applications and will be involved in the entire software development life-cycle.
REQUIREMENTS:
Applicant must have 3+ years of experience in financial industry and must possess a BS/MS degree in Computer Science or another technical discipline. Applicant must demonstrate very strong C++/OOAD programming skills and excellent problem solving and debugging skills. Working knowledge of financial derivatives is a plus, but not required.
Please submit resume in WORD format to dinka@martingaleinternational.com
 Quantitative Analyst/Fixed Income , NY
The major Investment Bank in NYC is looking for quantitative analyst with experiences in one area of fixed income and/or derivatives, preferably credit market instruments. Right applicant is expected to be involved with all aspects of quantitative methodologies in pricing fixed income and derivatives. Qualified candidate should have superior skills in Statistics or Econometrics and proven ability to program and develop sophisticated financial models using SAS, MATLAB or similar statistical package. Candidate should have strong mathematical, optimization, problem solving, quantitative and numerical skills to. Able to work with databases such as Sybase or Oracle is a plus. Right applicant must have strong knowledge of probability theory, stochastic processes and default frequency. The candidate will be expected to build original as well as maintain and enhance existing econometric models. Outstanding communication skills are a must.
Applicant must have at least 3 years direct experience in Fixed Income and/or Derivatives and should posses a PhD/MS in Mathematics, Statistics, Finance, Economics, Physics, Computer Science or another quantitative discipline. Please email resume in WORD FORMAT to dinka@martingaleinternational.com.
Major financial firm in NYC is looking for high frequency quant researchers for their quantitative research group. Responsibilities include variety of mathematical disciplines, mathematics, analytics, data analysis, model implementation and optimization studies. Quantitative Research group takes a large role in designing and implementation of the trading system algorithms and, therefore, an increased participation in the trading process.
The successful candidate will be familiar with Time Series Econometric Research and Modeling, and have the capacity to test theories and incorporate them into strategy. The primary duty will involve researching of market structure/executions and market microstructure modeling and developing automatic pricing and trading strategies. The candidate must have substantial professional experience in high frequency trading strategies of equities and equity options.
The ideal candidate will have a PhD degree in a quantitative discipline and very strong C/C++ programming experience or academic coursework with proven programming skills. Ideal candidates will be highly self-motivated and detail-oriented, possess strong mathematical, analytical and problem-solving skills, and must be able to communicate ideas effectively. Desired skills include experience with Linux, Windows, SQL, Oracle, Visual Basic and Excel, previous trading experience, knowledge of options pricing models, and familiarity with Bloomberg. Applicant must have excellent communication skills and the ability to work within a group. Please submit your resume in WORD format to: dinka@martingaleinternational.com
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