投资?数量分析? 金工? 似乎现在市场对此的分工越来越模糊,朝一专多能发展了,你中有我,我中有你,都有用武之地,皆大欢喜,一起努力吧:)

1  
C++ Algorithmic Trading - Greenfield Trading System - London
.....working with a leading algorithmic trading company based in London who are looking to hire extremely talented C++ unix/Solaris developers to work directly with the quants and traders. You will need to have extensive C++ experience within a Investment Bank or another Trading company, ideally electronic trading or exchange connectivity. Candidates should have excellent analytical skills and very good maths. You should have a 2.1 or above degree in computer science or similar from a top university. You should have a strong interest in finance and a desire to learn new things. Successful candidates will work on either: direct coding of trading algorithms and development of tools to allow rapid release and deployment of trading strategies devised by Quant Researchers; development and enhancement of electronic trading infrastructure which will require previous knowledge of DMA/Exchange Connectivity/Electronic Market APIs/Latent critical design and systems programming. Candidates should have excellent communication skills and the ability to work in a team and on their own.

2
Equity Delta 1 - Program Trading Manager
My client is looking for a hands-on Equity Delta One Strategist/Manager (Program Trading).

My client is a tier one investment bank and is looking for player manager in the program trading space. You will be responsible for liaising with clients (pre and post trade) and ultimately contributing to the design of a cutting edge program trading suite of tools that aim to reduce trading costs. You will be liaising with the program trading product desk, clients and developers to deliver a TCA suite that will enable clients to trade better and to the prod team to deliver a more competitive execution suite.

Requirements
-hands on player-manager: you must know al the quant work
-pricing and executing blind risk baskets, ETF positions, facilitation positions
-market microstructure
-London based
-pedigree statistics background
-client facing skills

Rewards
-you will work with some of the biggest clients out there
-you will be paid above market rate
-you will have exposure to the whole business
-you will work with some of the best people in this space with an institution aiming to be number one in this space.


Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role.

Salary/Rate:	£200K Basic + Very Competitive bonus
Job Type:	Full Time
Term:	Permanent
Start:

3
FX Quant Trader – Algorithmic Trading – New York

My client, a premier investment bank requires a talented individual with several years of experience working within a high frequency global macro trading environment.

This  role involves quantitative design and management of high sharpe ratio / low latency directional global macro strategies for the for the  high-frequency Foreign Exchange (FX) proprietary trading desk. The global FX business is part of one of the largest and most profitable investment banks in the world. The High-Frequency FX proprietary desk is constituted of a core team of traders and developer who design high-frequency strategies (alpha generation, anonymous market making engines and highly predictive execution models). This exciting role involves: -          Data mining and elaboration of filters in collaboration with research team -          Designing High Frequency FX proprietary strategies with multi-asset classes as inputs -          Testing execution hypothesis -          Coding core engines logic and supervising global implementation and production deployment -          Designing risk management tools to supervise trading activity -          Contributing to strategic effort of evaluating / choosing leading edge software / hardware solutions   The candidate must have the following skills and qualities: -        Highly motivated to work in the algorithmic High Frequency space -        Quantitative degree (MS in Maths, Stats, Econometrics, Physics) -        Strong software development skills (at least in one of C++, C#, Java and one of Matlab, Q or R, eViews?) -        Solid statistical and signal processing background -        Experience in E-trading space Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.

4 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 understandingof 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.

5. Quantitative Researcher/portfolio optimization and risk

Quantitative Research Group at the top financial firm is looking for an experienced quantitative researcher. The researcher will work to build and implement 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).

Responsibilities will include work closely with the Financial Engineering Analytic 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. Excellent communication and interpersonal skills are must.


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by the way, all above starting salary will be GBP200K :)