Quant Job :Senior Python Financial Engineer- Data Scientist- Investment Forecast Models

Search results for keywords [ equity derivatives] found 311 match(es)

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May 2
PhD. Computer Science Research Developer – New York City USD 150K – 200K Basic + Bonus [QuantCode Jobs Listings]
... Technology vendors and develops end-to-end solutions to assist portfolio managers on their day-to-day portfolio construction and risk management needs. You will also be involved in implementation of derivatives valuation analytics. This is a fast paced and challenging role. Requirements • Ideal candidate would be strong in C++ Programming in UNIX / LINUX environment. • Strong experience designing front end/...
Updated : (2013-05-02 15:24:47)
May 2
Junior equity derivatives trader [QuantCode Jobs Listings]
Hedge fund seeking trader with experience in modeling and pricing equity derivatives. Role will require computer simulation in Matlab and extensive risk management. Trading will involve primarily vanilla options, with some limited exotic trading. Hire will report directly to principal. Candidates with limited experience will be considered if candidates have strong acad...
Updated : (2013-05-02 12:03:27)
Apr 30
Global Asset Manager Hiring Investment Research Quant Analyst- £Negotiable [QuantCode Jobs Listings]
...d interacting with the investment teams on a regular basis Your role will involve developing, maintaining and ensuring the integrity of the quantitative tools and research supplied to and used by the Equity Quant teams, specifically including quantitative screens and portfolio construction tools. You will also provide research and It support to the Quant Research team when required. You will be required...
Updated : (2013-04-30 09:52:09)
Apr 26
Quant Developer - Proprietary Trading Firm – Chicago -USD$ 180 to $225 + Bonus. [QuantCode Jobs Listings]
...t: My client is a technology-driven proprietary trading firm based in Chicago’s financial district. The firm has grown to be a leading liquidity provider and market-maker for the U.S. exchange-listed equity options markets. The unique culture deploys a highly integrated model, where traders, quantitative analysts, equity analysts and technologists work closely together to capitalize on pricing opportuni...
Updated : (2013-04-26 19:54:46)
Apr 26
Low Latency C++ Developer – Equity Market – Manhattan, NY [QuantCode Jobs Listings]
Low Latency C++ Developer – Equity Market – Manhattan, NY USD 200K Basic + Bonus Our client is looking for senior C++ Developer to develop and maintain the low latency automated trading applications for equity markets. About Client is a one of a leading financial firm in NY. They focused on high frequency automated execution. This market leading financial firm has a strong technology focus and has succ...
Updated : (2013-04-26 16:03:17)
Apr 24
Quantitative Developer Fixed Income/Commodities Derivatives (C++, C#)Global Investment Bank, NY [QuantCode Jobs Listings]
Quantitative Developer Fixed Income/Commodities Derivatives (C++, C#)Global Investment Bank, New York, $150,000 - $180,000 plus bonus/company benefits About : Our client is a Leading Global Investment Bank, with a very successful and profitable Fixed Income and Commodities business headed out of New York. The team trades a broad range of listed products across treasuries, agencies, interest rate derivatives...
Updated : (2013-04-24 18:48:03)
Apr 19
Equity Derivatives - Quantitative Modeler (C++) (PhD) - New York [QuantCode Jobs Listings]
Major NYC firm is looking for a Valuation Analyst (PhD) to work on the pricing of Exotic Equity Derivatives structures. The role is responsible for improving and developing analytical capabilities for independent valuation of Exotic Equity trades (both Exchange Traded and OTC) whose value cannot be validated by means of external pricing services. The candidate will hav...
Updated : (2013-04-19 15:22:23)
Apr 19
Rates Derivatives Quant/Data Modeler (C++) (PhD) - Pricing Models - NY [QuantCode Jobs Listings]
New York based Financial Firm is looking for an Interest Rate Derivatives (PhD) Modeler to join their Derivatives Quant Team. This group is responsible for building, reviewing, testing, and approving all models used for pricing and hedging plain vanilla and complex interest rate derivatives transactions. Candidates must have an advanced (Ph.D) quantitative degree and 3-5 years of experience designing algori...
Updated : (2013-04-19 15:21:19)
Apr 19
Counterparty Risk Exposure Software (CVA, PFE, VaR, Scenario Analysis) Pre-Sales Specialist [QuantCode Jobs Listings]
A NY based Risk Software firm is looking for a Pre-Sales Risk Analyst to support sales teams in the US. The firm provides Counterparty Credit Risk and Exposure Management applications for major derivatives dealers, major investment managers, hedge funds, nsurance companies and pension funds. This is a new role for a Subject Matter Expert in Counterparty Risk, VaR, and Economic Scenario Analysis methods and ...
Updated : (2013-04-19 15:18:07)
Apr 19
Senior Python Financial Engineer- Data Scientist- Investment Forecast Models - Boston [QuantCode Jobs Listings]
Keywords: Python, Developer, Programmer, NumPy, SciPy, Pandas, Forecast Models, Software Development, Investment Management, Stock Factor Models A leading global equity investment manager in Boston is looking for Software Engineers-Data Scientists with experience using Python, R, SQL to develop statistical equity and fixed income investment signal and forecasting models. The Candidate should have an ad...
Updated : (2013-04-19 15:16:44)

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