Quantitative research and development group (QRD) at a leading global buyside firm would like to appoint a junior to mid-level quantitative programmer for its NY based team.

QRD Group

The QRD group is a large and collegiate global group within this large multi strategy firm. It is responsible for the quantitative research and development of the entire suite of trading research, tools, analytics and trading systems that support the firms Portfolio Management teams worldwide.

QRD is headed by one of the founders of the firm and is viewed as "mission-critical" by management and portfolio management teams.

Unlike many R&D teams, the vast majority of the groups work is proactive as opposed to reactive. The group ethos is to "initiate" and deliver ground breaking research and tools drive the investment process.

Role and Prospects

As a junior member of the team you can expect to work on a wide variety of interesting and challenging quantitative programming projects. As your interests and experience develop, it is anticipated that you will grow into a domain expert and become the point person in the firm for certain portfolio's, asset classes and trading strategies.

Initially, you will work on a variety of quantitative programming projects that are high impact and fast paced.

Existing high priority projects include:

Quantitative research & programming of a Greenfield firm-wide tactical asset allocation model and tool kit.

Quantitative research & implementation of a innovative and new execution platform for the west coast trading room.

Quantitative research & programming of a dedicated derivatives pricing library for the LATAM portfolios.

Essentially, the diversity of projects, skills and experience you will gain are endless.

Qualities

This is prominent group with relatively high quantitative and programming standards in comparison to other groups. The Head of the group, who is also one of the founding partners, spend's a lot of his time personally building and grooming the skills and experience of junior members so that they can grow into the domain experts of next year and beyond.

You will have string quantitative acumen (Some but not all group members have an MS /PhD in a quantitative discipline). More important, then the qualification is real quantitative ability or potential.

Strong quantitative programming experience in a professional environment in C++.

At least 2 years experience as professional programmer. Financial markets experience is desirable but not required. Many existing group members joined having had prior careers in a wide range of industries (Telecoms, ISP, Search engines and Engineering).

To apply:

Contact

If you find this group and role of interest, kindly contact Tom Singh or his assistant in his London office on +44 (0)20 3178 5678 and or submit your profile to him on t.singh@maven-search.com .

MAVEN SEARCH

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TEL: +44 (0)20 3178 5678