Wall Street Quants

THE EXETER CONSULTING & SEARCH GROUP

noreply@blogger.com (Barry) — Wed, 27 Aug 2008 10:53:00 -0400

We have partnered with the best Wall Street recruiting firm we could find.
THE EXETER CONSULTING & SEARCH GROUP at www.TeamExeter.com

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Vice President, Quant Analytics

noreply@blogger.com (Barry) — Fri, 7 Mar 2008 15:42:00 -0500

The Global Markets & Investment Banking group (GMI) provides investment banking, equity, debt, and capital markets services to corporations, governments, and institutional investors around the world. By applying market intelligence and integrating global resources, GMI creates innovative client solutions and complete relationships with a singular focus: preeminent client performance.

Brief Description

Our group is successful proprietary trading operation inside the company. We have the great benefit of our global scale without losing the mobility and edge of a small hedge fund. Overall GSRG group is large, the high frequency trading group is fairly small.

Job Responsibilities

We are looking for a technology professional to work on high frequency trading platform. The candidate will be involved directly in designing and building high frequency trading strategies.

Qualifications

The group is seeking candidates with the following qualifications:

* Computer Science or Engineering background preferred.
* In depth knowledge and experience with C++, Java, Object-oriented Designs, Distributed Systems, and Communication protocols.
* Experience building trading systems a plus.
* High energy and motivation.

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Risk Analyst, Global Trading Strategies, Global Investment Bank (NY, NY)

noreply@blogger.com (Unknown) — Sun, 2 Mar 2008 18:09:00 -0500

Global Trading Strategies (GTS) is one of the proprietary trading areas trading the full range of public and private investments globally. The role will give the candidate exposure to pricing, hedging, trade analysis, and risk management in a variety of areas.

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Responsibilities:

# The successful candidate will be able to analyze the risk of trades, markets, pricing of securities etc.
# The candidate will learn about a whole range of products and strategies.
# The position offers the opportunity to learn about capital markets by working with the GTS team, and the range of activities and securities.
# Responsibility for reporting and data analysis.
# Responsible for the daily, weekly and monthly reports and data check.

Requirements:

# Strong Excel and VBA skills.
# Programming or software skills (MATLAB) is a plus.
# Basic probability and statistical knowledge required.
# Quantitative background/education. Undergrad in engineering, computer science, math, physics, or equivalent.
1-2 years experience in a risk, programming environment is a plus.
# Strong attention to detail and ability to multitask.
# Strong organization skills. Ability to communicate with other divisions within company including but not limited to operations and technology.
# Working with Risk IT to develop calculation and reporting tools.

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Quantitative Specialist Global Investment Bank (NY, NY)

noreply@blogger.com (Unknown) — Sun, 2 Mar 2008 18:02:00 -0500

Support structured products and convertible bond desk.
Develop and implement equity derivatives models and research new models.
Support risk management system for volatility trading.
Support all equities volatility businesses including structured products, flow and convertible bonds desk with modeling, pricing and hedging.
Develop new volatility fitting algorithms and support day to day operation of all equity volatility business.

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Requirements:

3-5 years experience as a front desk quant pricing, modeling and supporting risk management for exotic equity volatility desk (structured products, flow, convertible bonds, etc.)
PhD or equivalent degree from top tier school in hard sciences, math or financial math.
C/C++ and VBA coding with emphasis on numerical method implementation.
Excellent knowledge of stochastic calculus, equity derivative models and hands on experience implementing models.
Solid analytical and problem solving skills.
Ability to work in a time sensitive environment.
Ability to multi-task with strong attention to detail.
Ability to work effectively in a team environment.
Proactive personality with ability to learn quickly.
Excellent written and verbal communication skills.

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WallStreetQuants@gmail.com
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Rates/FX Structurer, Global Investment Bank (NY, NY)

noreply@blogger.com (Unknown) — Sun, 2 Mar 2008 13:53:00 -0500

Senior Structurer to join it’s liquid markets team supporting the Foreign Exchange and Rates businesses. This person will be instrumental in structuring complex transactions across a wide range of products, both asset and liability based, as well as advising originators and traders on specific deals. As a senior member of the team, the Senior Structurer will be responsible for training and developing juniors, as well as representing the ream to Senior Management.

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Responsibilities:

# Work very closely with sales teams in translating specific needs or views into tailor-made solutions.
# Advise stakeholders/traders about risk and P&L issues surrounding transactions.
# Create and maintain complex financial models to forecast P&L implications.
# Train and develop junior staff as needed.
# Collaborate with Risk, Compliance and Business Heads to maintain best practices, maintaining a global enterprise risk management model .
# Drive the business by generating and promoting structured FX and Rates trade ideas aimed at a wider audience of potential customers.
# Create Alpha related strategies to market original products across a wider range of clients and potential clients.

Requirements:

# Quantitative Bachelor’s degree in Mathematics, Engineering, or related discipline; advanced degree, CFA, MFE are desired.
# 8+ years of experience effectively structuring products demonstrated by P&L success.
# Demonstrated record of taking and managing risk successfully.
# Significant experience within an institutional desk.
Excellent knowledge of financial products across FX and Rates.
# Highly motivated with the ability to deal effectively with people in a variety of relationships and situations and work in a team environment, as well as a desire to develop and train others.
# Series 7, 63 required at hire or shortly thereafter.
# Superior written and verbal communication skills.
# Strong IT skills, including expertise with trading systems, Bloomberg; Mathematica or Matlab and Visual Basic for Excel are important. Programming skills would be a definite advantage.
# Ability to multi-task with strong attention to detail.

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SVP, Alternative Investment Solutions (NY, NY)

noreply@blogger.com (Unknown) — Sun, 2 Mar 2008 12:55:00 -0500

Private Equity division is seeking a senior vice president to join its Alternative Investment Solutions group. This candidate will manage and oversee all quantitative research and analysis within the Alternative Investment Solutions Group and will play a critical role in portfolio management for multi-alternative asset class investments. The candidate should have a strong quantitative background and experience in financial markets or asset allocation and alternative investing.

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Description: The Alternative Investment Solutions group is a newly formed team that develops multi-alternative asset class investment strategies for institutional and HNW investors. The group is responsible for managing significant institutional strategic partnerships focused on alternative investments, managing a family of commingled funds, and developing white papers related to alternative asset classes.

Responsibilities:

Manage, develop, and refine asset allocation analytics and models integral to the group’s portfolio management function, including:

Risk/factor analysis models and processes - run factor analysis models on monthly basis and determine implications to tactical asset allocation of investment vehicles

Deterministic and stochastic cash flow models - manage and continue to improve

Monte Carlo simulations – conduct scenario analysis of alternative asset class target performance

Econometric models – develop econometric models to forecast forward returns, volatilities, correlation for alternative investment strategies.

Supervise one to two investment professionals in model and analytic development

Work with Head of Alternative Investment Solutions to build out strategic partnership deliverables

Work with institutional strategic partners on quantitative approaches to asset allocation and regression-based factor analysis

Conduct meetings with prospective strategic partnership clients on topics ranging from asset allocation to individual alternative investment strategies

Conduct research and co-author studies on alternative investment strategy

Requirements:

PhD in applied mathematics or similar concentration

Solid understanding of alternative asset classes, including private equity, real estate, and hedge fund strategies

Experience in:

Scientific programming, particularly with Matlab

Modeling investments and forecasting investment returns

Multi-variance regression analysis

Asset-liability modeling

Programming skills in C++ and Visual Basic

Strong oral and written communications and ability to effectively communicate complex concepts and strategies to investors

Team player and ability to follow direction and accept constructive feedback

Multi-tasking skills and ability to execute projects in a short time frame

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Quantitative Analysist Level II

noreply@blogger.com (Unknown) — Sun, 2 Mar 2008 12:34:00 -0500

Global Investment Bank: The position is responsible for developing empirically derived, quantitative evaluations of proposed business strategies in the areas of credit originations, portfolio management, marketing targeting and tactics and cost/benefit performance analysis.

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Essential Duties and Responsibilities:
• Design, maintain and enhance existing and future private credit reports in support of the overall corporate goals. The Analyst will develop credit risk reports and presentations for both internal and external information needs, prepare reports for end users including the identification and explanation of trends using multiple databases and source systems, and assist in defining data requirements and the development of data integrity measures.
• The position will provide analytic recourse to support Credit, Marketing and Finance in the development and evaluation of various strategies, targeting and operational process. Responsible for providing accurate, relevant and timely value-added risk management information and marketing campaign performance analysis to senior management. This position works closely with personnel from within the department and with other departments to validate data and summarize findings in support of the senior management goals.
• The types of reports will include, but are not be limited to, Profiling analysis, Credit Bureau Retro studies, Swap-in/Swap-out analysis, Population Stability tests, regression simulations and forecasting, characteristic attribute reports, override reports, reporting on pull-though rates and various ad hoc reports.

Qualifications:
• 1-2 years financial reporting/analysis experience.
• Understanding of credit risk and /or data based marketing analysis and the student loan industry.
• Proficiency with Microsoft (Excel, Access, Word, PowerPoint, Visio) as well as reporting tools (Cognos, Crystal Reports, Report Builder).
• Experience with analytic tools such as SAS, SPSS, Knowledge Studio, etc.
• Bachelor degree in Economics, Econometrics, Statistics, Operations Research or similar business field or comparable work experience required.

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