VP– Credit Risk Modeling Quant - Buffalo, NY
Leading Retail Bank – VP - Credit Risk Management – Credit Risk – Model Validation - Credit/Compliance/Regulatory – CCAR – Dodd-Frank – Stress Testing – RWA – Probability of Default – Loss Given Default – Earnings at Default
Senior Low-Latency/High-Frequency Quantitative C++ Developer – London
Exceptional Systematic quant driven proprietary trading house seeks talented C++ electronic trading algo developer. Experience as a real-time developer/algorithm developer using C++ is essential. Duties will range from low-latency trading platform design to hardcore coding in C++.
Associate Software Engineer for Leading Systematic Hedge Fund – London, Europe.
Leading Systematic Hedge Fund is seeking exceptional Graduates with 0-2 years of experience to join its world-class real-time Engineering Department. Working with Quantitative Research, Trading, Development and High-Performance Computing you will be given full exposure to a fully automated and proprietary algorithmic trading platform.
Data Scientist for Hedge Fund in Singapore
This is a highly unique opportunity for a Data Scientist to apply machine learning, big data analysis and predictive modelling across the vast amount of financial data the trading teams create in order to gain a competitive advantage.
Database Architect for US Asset Manager – NYC
We are partnered with a leading asset manager who trade both discretionary and quantitatively. They are currently seeking a Database Architect with 2 to 5 years’ experience