AVP-VP of Market Risk, VaR Modelling – New York, NY

5 May
New York City
$160,000.00

As a growing team that plans to double in size in the next year, we are looking for a AVP-VP level Market Risk candidate who has a background with Credit Derivatives experience. This role will not only consist of hands on VaR modelling experience but the incumbent should have a Ph.D. from a top-tier university.

Low-Latency C++ Developer – Elite NYC Hedge Fund – Greenfield Project

5 May
New York City
$200,000.00

Our client, an elite Hedge Fund with institutional backing currently requires a Low-Latency Systems Developer to design and develop a brand new trading system, OMS and market data delivery, and strategy implementation.  Candidates must be able to leverage a strong programming background while knowledge of financial systems is a plus but not necessary.    

Kdb/q Developer – Elite NYC Hedge Fund

5 May
New York City
$200,000.00

Our client, an elite Hedge Fund with institutional backing currently requires a Senior kdb+ Developer to design, develop and enhance in-house risk and quantitative research systems.  Candidates must be able to leverage a strong programming background and knowledge of financial markets.    

Credit Risk Quants Needed! – New York

5 May
New York City
$160,000.00

Investment Banks – Commercial Banks - Retail Banks   - 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 

Front-end Developer – Data Visualization (D3, JavaScript, Python) - Data Visualization, Software Engineer – San Francisco

5 May
San Francisco
$150,000.00

A renowned quantitative research firm is looking to for exceptionally talented software engineers and front-end data visualization exerts to design, and develop greenfield applications and robust user-interface’ prototypes that will influence an audience of thousands. Engineers will be able to transition into one of our cross-functional teams of hands-on data scientists, quant, or software development teams.