 | Annonces du mercredi 10 mars 2010 | |
|  C#, commodities, front office-London Thu, 3 Jun 2010 0:00:00C#, commodities, front office-London London based International Investment Bank is looking to take on a Senior C# developer for a role to work along side the Commodities Trading desk.
The Senior C# Developer will work with quantitative modellers to develop, configure and support a new pricing, Risk & P/L system in C# using valuation models.
Skills:
-Possess strong background in Object Oriented design and development,
-C#,
-C++,
-Ability to communicate with stakeholders,
-Experience of the Front Office,
-Commodities,
-University degree (BS or above) required in Computer Science,
-Requires at minimum basic knowledge in FO risk and modeling,
-Strong skills in the following languages: C#, C++,
-Ideally should have SQL skills with skills in PL/SQL programming. Having experience in Oracle database,
-Expertise in FO risk and modeling,
-Experience of integrating valuation models into a pricing/risk system before,
-Experience performing source code control using CVS, Clear Case and related tools,
-Developing applications in Windows server environments,
-Exposure to Endur and AVS scripting is a plus but not required,
-Experience working on RAD/Agile projects,
-Experience running a small team of developers,
-Multithreading knowledge.
Only candidates with the relevant C# and banking experience will be considered for this role due to it's core requirements.
Start Date : ASAP
Duration : 6 Months +
Salary/Rate : £500+
00 44 207 019 4146
Référence : 3836 | Senior market risk manager with cross asset experience needed for leading financial institution in London, £100,000-£110,000 needed for leading financial institution in London, £100,000-£110,000Thu, 3 Jun 2010 0:00:00Senior market risk manager with cross asset experience needed for leading financial institution in London, £100,000-£110,000 needed for leading financial institution in London, £100,000-£110,000 Purpose:
Due to instability in many financial services companies in the market, a leading financial institution are looking for a very strong risk professional to advise and review current stress testing/regulatory risk and best practice risk assessments for banks, hedge funds and trading firms within the Elite Risk Division.
Personality:
The sort of personality we are looking for is somebody who is looking to get an industry wide and top down view on current economic capital and stress testing risk capabilities instead of one individual firm. This position would suit any risk professional who are suited to presenting to senior business heads, CRO's etc. on proposed risk strategy, weaknesses, areas for improvement etc. The environment is very dynamic and the nature of the work changes constantly – thus the risk specialist needs to adapt to different firms, different risk managers and different problems. This is an opportunity to develop the ‘new culture' of risk and therefore needs dynamic and creative risk professionals to drive forward the UK financial community.
The role:
-To work in an intellectually stimulating environment, within a high-profile and highly-regarded team, that makes a significant contribution to the delivery of the firm's objectives.
-The opportunity to apply your technical abilities and good judgment to specific technical issues that frequently arises, and more generally to improve the way that firms organise and manage their market risk management and product control arrangements.
-An excellent opportunity to develop and hone highly-valued skills and broad-based experience in risk management and product control, or to use this role as a stepping-stone to a career in financial regulation.
-A good work-life balance that is not always available within the risk management industry.
Ideal Profile:
-Proven quantitative skills. In terms of specific areas of knowledge, you will need to demonstrate knowledge of linear algebra and probability and statistics.
-Proven practical and technical experience. You will have practical and technical industry experience gained in a financial services organisation or professional services firm from working in a trading, structuring, risk management, model validation or product control capacity.
-Strong verbal and written communication skills. You must be able to communicate, both verbally and in writing, technical issues succinctly and confidently to colleagues within the firm and to senior management in regulated firms.
-Confidence. You will have the confidence to deal with the senior management of regulated firms and lead meetings with leading firms.
-An in-depth understanding of bond maths and derivative valuation principles and methods.
-Coding skills, for example in MatLab or VBA.
-Experience of trading, risk or P&L system implementation.
-Take part in conferences on ‘industry best risk practices'
-Advise regulated firms on how to implement new products across all asset classes
-Hold workshops and training for senior risk professionals and senior business heads on changes to industry risk management
-Occasional travel within the UK or abroad for a few days at a time may be required.
All resumes by mail.
Référence : 3834 | Equity structurer, London, Base £90,000 + High BonusThu, 3 Jun 2010 0:00:00Equity structurer, London, Base £90,000 + High Bonus A unique opportunity has come up to join one of the most highly regarded Equity structuring desks in London.
My client, a top-tier institution, is eager to add to its team before the end of the year and is actively looking for Associate-level equity structurers to join the team.
The role will involve:
-Structuring and pricing innovative solutions for equity derivative products across Western Europe(Germany/Austria/ Switzerland),
-Product development and working alongside the sales team to market equity derivatives,
-Frequently meeting clients in order to structure the most client-driven and saleable derivative products.
The types of candidate my client would consider for this role would have the following skills:
-Analyst/Associate level at a top house,
-It is essential to be experienced in equity derivative products; my client would prefer pure equity structurers and is eager to hire candidates who are both technical and highly entrepreneurial,
-It is highly desirable to have experience with institutional and corporate clients across the European market,
-Essential to be fluent in German.
For more information please contact the Structuring team by mail or call us on 00 44 207 019 4139. Please send your CV in word document and not PDF file.
www.selbyjennings.com
Référence : 3830 | Investment Bank seeks C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform–New York-$160,000+ significant bonus/benefits packageThu, 3 Jun 2010 0:00:00Investment Bank seeks C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform–New York-$160,000+ significant bonus/benefits package This tier 1 global investment bank with a significant global reach and reputation is seeking to hire an exceptional and experienced C++/java developer with a passion for problem solving and innovation to join their new Greenfield derivatives electronic trading platform.
You will take instant recognition as one of the senior technologists in the team and report directly to the head of global electronic trading.
Business exposure is absolutely huge and you will be expected to quickly become an expert in derivatives.
Required skills for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform NYC:
-Exposure to both C++ and java, but with excellent proficiency in one of these,
-Experience working on high frequency/low latency systems,
-Broad technology skills and ability to learn new skills quickly,
-Experience working in a fast paced financial team,
-Strong Derivatives Knowledge would be ideal.
Responsibilities for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform NYC:
-Work independently and as part of the team to architect and design a new cutting edge derivatives trading platform,
-Work with and advise the business users (Traders and Quants) on the use, customization, extension and deployment of the platform,
-The ability to identify and fix problems quickly,
-Ability to act as a conduit between the developers in the team and the senior management driving forward the project.
The Person:
-You will need to be motivated, passionate and hard working,
-Able to work in a pressurized environment,
-Want to further your career and move up the ranks in the firm.
This position provides a great opportunity to join a high frequency trading team that is receiving huge backing from the business.
As one of the senior technologists in the team at such an early stage, career opportunity is absolutely huge.
There will be plenty of opportunity to lead and mentor and you will be remunerated very generously for your contribution.
To apply for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform please contact by mail or call 00 44 207 019 4137.
Référence : 3837 | C++ Developer–(C++, Python, C#/.NET, Analytics)-London-Circa £85,000 + Significant Bonus PackageThu, 3 Jun 2010 0:00:00C++ Developer–(C++, Python, C#/.NET, Analytics)-London-Circa £85,000 + Significant Bonus Package Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional C++ developer to consolidate, rationalise and enhance existing analytics libraries within their world renowned quantitative research and development team.
You will need to have strong C++ knowledge but also be able to liaise with IT developers and traders using non-C++ technologies.
Required skills for C++ Developer–(C++, Python, C#/.NET, Analytics) role:
-Strong technical background with an emphasis on C++
-Python
-Excel/C#/ .NET
-Broad technology skills and the ability to learn new skills very quickly
Responsibilities for C++ Developer–(C++, Python, C#/.NET, Analytics) role:
-Analytics software delivery, delivery of automated quality assurance software
-Development/build process improvement
-Provide much of the technical design and reference implementation
-Bring together disparate and partially unified libraries in a controlled, coordinated and technically consistent way
The person: C++ Developer–(C++, Python, C#/.NET, Analytics)
-Be able to liaise with other developers and traders in a high pressure environment
-Instant implementation of your work, with immediate and visible results and instant feedback.
-Flexible and apply themselves to resolving any technical challenges that inhibit success.
-Enjoy the challenge of quickly learning and applying technical skills
-An excellent understanding of successful development practices for large geographically distributed teams.
Key Words: C++, Python, C#, .NET, Analytics, Excel.
Primarily, exceptional C++ with some Python scripting ability and a self confident ambitious personality are most important to the client.
This position provides a great opportunity for those of a strong desire wanting to work in a collaborative, fast paced, high pressure environment.
To apply for the C++ Developer–(C++, Python, C#/.NET, Analytics) role please contact:
by mail or call 00 44 207 019 4137
Référence : 3838 | Front Office Quant Analyst-(VP, Exotic Rates)-London-Circa £90,000 + significant bonus packageThu, 3 Jun 2010 0:00:00Front Office Quant Analyst-(VP, Exotic Rates)-London-Circa £90,000 + significant bonus package Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional Front Office Quant Analyst, with a passion for problem solving and instant recognition to join their rapidly developing Exotics Rates team.
This position is located on the world's leading global trading floor, physically sitting directly next to an MD in FICC global trading (reporting directly to him).
You will need to be an excellent problem solver, able to come up with practical solutions in C++ in a rapid environment among the world's most prestigious trading teams.
Required skills for the Front Office Quant Analyst-(VP, Exotic Rates) role:
-Strong C++ development skills,
-Broad technology skills, and the ability to learn new skills very quickly,
-PhD in a Mathematical discipline from a top school/university.
Responsibilities for the Front Office Quant Analyst-(VP, Exotic Rates) role:
-Have experience in working on the stochastic volatility LIBOR Market Model (LMM),
-Have experience in developing a generic replication model, which is used to price and hedge constant maturity swap (CMS) products,
-Develop a three factors short rate/FX hybrid model, for the pricing and hedging of cross currency products,
-The models are implemented in C++ with Excel interfaces, combining object-oriented programming, generic programming/metaprogramming, and using STL, Boostand so on so experience in these is a must.
The Person:
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-You will begin working with the current position holder, to learn directly from previous incumbent for short period.
-Ability to act as a conduit between the business and senior members on the desk.
-Instant implementation of your work, with immediate and visible results and instant feedback.
To apply for the Front Office Quant Analyst-(VP, Exotic Rates) role please press the apply button or call 00 44 207 019 4137.
Référence : 3835 | Cross Asset Derivative Structurer-Moscow-£120,000-£140,000 plus bonusThu, 3 Jun 2010 0:00:00Cross Asset Derivative Structurer-Moscow-£120,000-£140,000 plus bonus My client a top U S investment bank is looking to fill a Director position in Cross Asset structuring.
The role will be focusing on Russian emerging market corporate clients.
Responsibilities:
-Developing bespoke cross asset products including FX, IR and Equity derivatives,
-Developing relations with Russian based corporate clients,
-Running a team of 4-6 people who will be developing/marketing products and pitching to clients,
-Developing the banks interests in the area,
Skills Required:
-Must be a cross asset structurer,
-Must be able to speak Russian,
-Must be of the correct seniority to take on a Director position.
To apply please send a word version of your resume by mail or call 00 44 207 019 4139 to discuss.
www.selbyjennings.com
Référence : 3829 | Risk Quant Manager for leading Energy house, London, £ up to 60,000Thu, 3 Jun 2010 0:00:00Risk Quant Manager for leading Energy house, London, £ up to 60,000 A Tier 1 energy house are looking to build up their risk analytics platform as this energy trading house have more trading and more deals going within their oil desks and thus more risk to manage.
This role will offer the candidate the chance to take charge of a significant part of their business and will be heavily involved in the development and implementation of the risk strategy with the risk analytics.
The position will require strong communication of quantitative terms to senior management.
The ideal profile is a candidate with significant Var modeling and risk analytics development with some exposure to commodities [physical oil]
All applications by mail in word.doc format.
www.selbyjennings.com
Référence : 3833 | Structured Finance, London, Base £100,000+ BonusThu, 3 Jun 2010 0:00:00Structured Finance, London, Base £100,000+ Bonus My client a top investment bank is looking to take on an associate level to join the Financial Institutions Structured Finance team.
Responsibilities include:
-Responsible for sourcing the transaction, day to day client management throughout the execution phase,
-Structuring of CDOs and CLOs/ corporate loans/ mortgage consumer ABS/ balance sheet CLOs/ cash and synthetic securitisation,
-My client will be pushing transactions and executing cash balance sheet deals to FIG clients and public synthetic transactions/ portfolio trades/ liability management,
-Working closely with European based clients- 70% FIG and 30% corporates.
Skills required:
-Ideally a number of years experience in investment banking in a securitisation/structured credit team- Associate/Vice President level,
-Outstanding analytical skills and a good knowledge of corporate finance,
-Understanding of structured credit models and pricing cash flow modelling,
-Must have experience in structured finance/securitisation or CDO and CLO loan structuring experience,
-My client is ideally looking for a generalist securitisation/ credit structurer with a broad understanding of asset classes.
To apply please send a word version of your resume by mail or call 00 44 207 019 4139 to discuss.
www.selbyjennings.com
Référence : 3831 | Front Office Credit Desk Quant, London-Salary £70,000-£90,000Thu, 3 Jun 2010 0:00:00Front Office Credit Desk Quant, London-Salary £70,000-£90,000 A top US investment bank is seeking an experienced Credit Derivatives Quant with Mortgage Experience to join its Credit quant in London.
You will be working within the structured credit Quant group and working with the traders to develop efficient tools for the desk, trading strategy analytics, and risk and valuation tools.
You will be developing the analytics library and working with other quants to build complex derivative pricing models and implement in C++.
You will be covering a range of Exotic credit derivatives as well as CDS, default baskets, credit options, tranches, CDO and flow products such as CLO/CBO, ABS, MBS, CMBS.
The position is a great opportunity to join an exceptional team of highly regarded quants working in one of the most lucrative investment banks in the globe.
Qualifications:
-Background modelling credit derivatives, CDS, default baskets, credit options, tranches, CDO and flow products such as CLO/CBO, ABS, MBS, CMBS
-Excellent academic background with a PhD in a highly quantitative discipline, Mathematics, Physics, Financial Engineering etc.
-High level of Mathematical finance, stochastic calculus, PDE's, Gaussian Copula, specific knowledge of Emerging Market activities, credit dynamics, or mortgages are a plus
-Strong hands on technology skills are a core requirement (C++ programming and statistical packages such as SAS or Matlab; Excel VBA).
-Strong Communication Skills
To apply or for more information, please contact by mail.
www.selbyjennings.com, 00 44 207 019 4137
Référence : 3832 | Debt Capital Markets-Frankfurt, Germany-£70,000-£100,000Thu, 3 Jun 2010 0:00:00Debt Capital Markets-Frankfurt, Germany-£70,000-£100,000 My client a number one investment bank is looking to rapidly increase its coverage of debt capital markets in central Europe.
They are looking for an enthusiastic candidate to take on a senior role in Germany working closely with there corporate client base.
They are offering a competitive pay package and an opportunity to advance within the company.
Responsibility:
-Origination and execution for all debt related products,
-Involved in marketing and origination of corporate bonds, hybrids, rating advisory mandates, derivative and liability management solutions,
-client presentations, pricing updates, ad hoc client requests, primary and secondary market reporting,
-Establishing new relationships and diversifying the product range covered: DCM.
Skills required:
-Should be able to produce viable transaction list,
-Must have experience of European markets,
-Understanding of European languages are advantages.
To apply please send a word version of your resume by mail or call 00 44 207 019 4139 to discuss.
Référence : 3828 | Editeur logiciel Finance : Analyste QUANTMon, 3 May 2010 0:00:00Editeur logiciel Finance : Analyste QUANT INVIVOO, dans le cadre de son activité, développe un pôle trading systématique.
INVIVOO est particulièrement reconnue pour ses compétences et son expérience sur les plateformes de trading et commerce électronique :
-Automates de trading temps réels : market-making, arbitrage statistique couverture automatique, back-testing ...
-Plateforme de commerce électronique : outils de négociations de type RFQ, passerelles de passage d'ordres, chambre de matching ...
-Outils de restitution de l'information temps réel : calcul de P&L et risque temps réel, agrégation et exploitation d'information financière ...
Mission
Au sein de ce pôle d'ingénierie financière composé d'un trader et de deux ingénieurs IT, vous participerez à la mise en place de la plateforme de trading algorithmique.
Vous assisterez le trader dans l'implémentation de stratégies de trading, participerez à l'évaluation et la validation de modèles financiers en mettant en oeuvre vos connaissances en mathématiques financières puis vous serez chargé de les implémenter au sein de l'architecture existante.
-Analyse séries temporelles
-Data Mining
-Modélisation économétrique
-Gestion de la performance: allocation d'actifs & stratégies quantitatives
Profil
De formation Bac+5 Grande Ecole d'ingénieurs complétée par un 3e cycle en Mathématiques Financières, vous justifiez d'une expérience de 2 ans minimum sur les modèles financiers et sur la conception et développement de librairies de pricing.
L'esprit d'équipe, autonomie et la faculté d'adaptation aux situations nouvelles sont des qualités indispensables pour réussir.
Lieu : PARIS
Stage de fin d'études/pré embauche : 6 mois minimum
Rémunération : à définir
Référence : 3826 | Ingénieur Système Unix (H/F)Mon, 3 May 2010 0:00:00Ingénieur Système Unix (H/F) Au service des « Majors » de la Finance de Marché, donnez un sens différent à votre métier.
D2SI, est une société de Conseil en Nouvelles Technologies, spécialisée sur les Marchés Financiers.
Nos collaborateurs apportent leur expertise technique et fonctionnelle en matière de maîtrise d'ouvrage, de maîtrise d'oeuvre applicative ou encore de management des infrastructures.
Notre spécificité : Notre engagement dans des projets de développement durable. Chaque année, 2% du résultat, du capital et du temps des salariés, sont investis dans un projet à dimension sociale et/ou environnementale.
Dans le cadre de notre développement, nous recrutons un ingénieur Système Unix (H/F), motivé par notre modèle d'entreprise responsable, basé sur l'excellence, la réactivité et l'éthique.
Mission
Au sein de l'équipe Unix d'une banque d'investissement, vous aurez en charge :
- la supervision et support depuis le premier niveau à l'expertise
- la maintenance, l'administration et la configuration
- l'assistance technique aux différentes maîtrises d'oeuvres
- les études et préconisations de matériels et d'architectures
Le poste comporte également une dimension projet forte (50% du temps) pour intervenir sur la gestion de changements et la coordination, les évolutions, les préconisations, le tuning, la documentation ...)
Le périmètre d'intervention de la mission nécessite une bonne connaissance de Solaris 8 et 10 et de Linux RedHat 4 et 5 ainsi que du produit Symantec Volume Manager (anciennement Veritas).
Profil
Diplômé de l'enseignement supérieur (Ecoles d'ingénieurs...) vous souhaitez muscler vos compétences techniques dans un environnement exigeant et humain.
Vous maîtrisez Solaris et Unix, vous possédez une expertise en administration systèmes.
Vous maîtrisez l'anglais.
Rejoignez-nous pour partager nos valeurs d'éthique et de respect mutuel !
Poste basé à Suresnes.
Envoyez-nous votre candidature à :
D2SI
LE GALL Yoann
4, rue Diderot
92150 Suresnes
ou par mail.
Référence : 3827 | Analyste quantitatif-trading systématiqueSat, 3 Apr 2010 0:00:00Analyste quantitatif-trading systématique INVIVOO, société spécialisée en finance en forte croissance, développe un pôle d'Ingénierie Financière utilisant une plateforme de trading systématique.
INVIVOO est particulièrement reconnue pour ses compétences et son expérience sur les plateformes de trading et commerce électronique :
-Automates de trading temps réels : market-making, arbitrage statistique couverture automatique, back-testing...
-Plateforme de commerce électronique : outils de négociations de type RFQ, passerelles de passage d'ordres, chambre de matching...
-Outils de restitution de l'information temps réel : calcul de P&L et risque temps réel, agrégation et exploitation d'information financière...
Mission
Au sein de ce pôle d'ingénierie financière composé d'un trader et de deux ingénieurs IT, vous participerez à la mise en place de la plateforme de trading algorithmique.
Vous assisterez le trader dans l'implémentation de stratégies de trading, participerez à l'évaluation et la validation de modèles financiers en mettant en oeuvre vos connaissances en mathématiques financières puis vous serez chargé de les implémenter au sein de l'architecture existante.
-Analyse séries temporelles,
-Data Mining,
-Modélisation économétrique,
-Gestion de la performance: allocation d'actifs & stratégies quantitatives.
Profil
De formation Bac+5 Grande Ecole d'ingénieurs complétée par un 3e cycle en Mathématiques Financières, vous justifiez d'une expérience de 2 ans minimum sur les modèles financiers et sur la conception et développement de librairies de pricing. L'esprit d'équipe, l'autonomie et la faculté d'adaptation aux situations nouvelles sont des qualités indispensables pour réussir sur ce poste.
Référence : 3825 | Chef de produit Editeur logiciel FinanceSat, 3 Apr 2010 0:00:00Chef de produit Editeur logiciel Finance INVIVOO recrute pour sa filiale NEOMANTIS spécialisée sur l'édition de logiciel. NEOMANTIS réalise des solutions logicielles basées sur son framework XComponent, outil de Complex Event Processing de création de composants personnalisés.
XComponent, issu de plus de 10 années de R&D, offre une productivité de composants étonnante tout en répondant aux exigences techniques et fonctionnelles des plateformes de trading : performance, scalabilité, fault-tolérence, modélisation fonctionnelle ...
INVIVOO est particulièrement reconnue pour ses compétences et son expérience sur les plateformes de trading et commerce électronique :
-Automates de trading temps réels : market-making, basket trading, arbitrage statistique et haute-fréquence, couverture automatique, back-testing ...
-Plateforme de commerce électronique : outils de négociations de type RFQ, passerelles de passage d'ordres, chambre de matching ...
-Outils de restitution de l'information temps réel : calcul de P&L et risque temps réel, agrégation et exploitation d'information financière ...
Mission
Avec un produit en fin de cycle de développement et une équipe d'ingénieurs déjà en place, vous intégrez l'équipe pour :
-définir le positionnement commercial du produit XComponent et les objectifs commerciaux.
-orienter la politique de développement et les choix technologiques.
-être garant de la qualité, des coûts et des délais.
-être moteur dans l'évolution de nos méthodes/process.
-assurer le support avant-vente
-gérer la relation client.
Profil
De formation Ingénieur, vous avez plusieurs années d'expérience sur une fonction de chef de produit et vous avez déjà géré le lancement de la commercialisation d'un produit du même type (logiciel) dans un environnement similaire (banque/finance).
La connaissance de notre cible (grands comptes de la banque/finance) est essentielle pour ce poste, de même qu'un parcours en développement logiciel préalable, ceci afin de valoriser au mieux les spécificités de notre produit et l'image de société spécialisée en IT et Finance associée à notre société.
Référence : 3824 | Développeur Front-JavaSat, 3 Apr 2010 0:00:00Développeur Front-Java Mosaic Finance est une entreprise d'investissement indépendante spécialisée dans le trading électronique d'options.
Mission
Au sein de l'équipe IT Front Office dédiée à la salle des marchés Dérivés, vous interviendrez dans la mise en place des outils utilisés par les Market Makers/Traders (outils de gestion de position, de connectivité clients, automates de trading, pricing...).
Pour cela, vous serez amené(e) à :
-Analyser et comprendre les besoins des utilisateurs,
-Concevoir et développer ces outils en Java,
-Assurer la réalisation des tests,la maintenance évolutive et le support de ces applications.
Profil :
-Bac+5 (Ecole d'Ingénieur avec idéalement une spécialisation en Finance de Marchés),
-Minimum 1 an dans une fonction similaire,
-Savoir-Faire : large culture technique et en particulier sur Java, Swing, multithreading, SQL la connaissance des réseaux est un plus.
-Savoir-Etre: bon relationnel, rigueur, curiosité, créativité et forte implication personnelle + Anglais.
La R&D constituant l'essentiel de nos investissements, nous vous offrons une réelle opportunité d'épanouissement professionnel à proximité immédiate du Front Office.
Rém: fixe+variable
Référence : 3821 |
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