• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Quant Job offers posted recently on Bloomberg

Joined
5/17/06
Messages
25
Points
13
A couple of job offers from Bloomberg:

Location: U.S. - New York City Salary: over 100,000 USD
Description:
Top tier Investment Bank seeks a Quantitative Analyst to support an equity
derivative team. Candidate will be supporting OTC and listed derivative tr
ansactions. Analysis of real time risk & PNL analytics for equity derivati
ves, credit derivatives and convertible bonds will be used to price and ris
k manage a trading desk. Candidate must possess a PhD or MS in a quantitat
ive field with an exceptional GPA. On a daily basis, this individual will
be supporting real time risk engine, assisting Traders and Controllers with
analysis, and enhance risk and PNL infrastructure. Good communication ski
lls essential.


Location: U.S. - Northeastern State Salary: 60,001 - 80,000 USD
Description:
Investment Management firm seeks a Quantitative Analyst with strong compute
r skills to join their Fixed Income Research team. Develop Fixed Income Ana
lytics, build models, run reports and conduct ad-hoc analyses. Projects wi
ll focus on portfolio structuring, optimization, attribution & performance
analyses, risk mgmt as well as investment/trading strategies. Applicants m
ust have 1-3 years of relevant experience and a degree from a good school [
MS/MA preferred]. Understanding of Fixed income markets [particularly MBS]
, bond math and the structure of interest rates are essential. Strong compu
ter skills (SAS, C/C++, JAVA), plus knowledge of econometrics, statistics o
r optimization are a must. Salary $65 - 95k + bonus.


Location: U.S. - New York City Salary: over 100,000 USD
Description:
Major Broker Dealer located in Midtown is looking for a desk quant to suppo
rt their Emerging Markets Credit Derivatives trading desk. This position w
ill be responsible for developing models and performing analysis to support
Emerging Markets traders. Candidates must have a quantitative MS or PHD,
advanced knowledge of credit derivatives (EM a plus, but not required), mod
eling experience of fixed income derivatives and options, and competent Vis
ual C++ or C++ programming ability. Good communication skills are necessar
y as this position is part of a busy trading desk.



Location: U.S. - New York City Salary: 80,001 - 100,000 USD
Description:
45estigious NYC based Investment Bank seeks a Junior Quantitative Programme
r to join their Commodity Derivative Trading group. Responsibilities includ
e the development of Risk Analytics, Pricing Models and support of Propriet
ary Trading desk software. Candidates should have strong C++/UNIX programm
ing skills with a quantitative background and some full-time work experienc
e, preferably in the financial industry. This high visibility position inv
olves extensive interaction with Traders, Salespeople and Risk Management a
nd as such requires Superior Communication Skills


Location: U.S. - New York City Salary: over 100,000
Description:
Opportunities available with major NYC based first tier financial instituti
ons for `Quants' to work in Fixed Income Research and/or Risk Management.
These positions involve analysis & modeling and require strong computer ski
lls. Applicants should have top school MS degree in Financial Engineering,
Statistics, Operations Research, or the like. One plus years industry expe
rience in Fixed Income, Risk Management or financial modeling using C/C++,
SAS etc., required. Knowledge of bond math is a must. Compensation $75-10
0k Base + Bonus.



Location: U.S. - New York City Salary: over 100,000 USD
Description:
Major NYC Investment Bank is looking for a Quantitative Analyst with experi
ence in designing and programming a global front office Value-At-Risk model
to join a Multi-Asset Quantitative Research group. This model is a key com
ponent of Global Fixed Income's strategy in developing its Hedge Fund busin
ess as well as controlling its risk exposure to Hedge Funds. The candidate
will have a PhD or a Masters, in addition to at least 2-3 years of VaR mode
ling, pricing & risk management experience with Credit Derivatives or Emerg
ing Markets. The candidate must have strong quantitative skills, strong pr
ogramming skills, particularly C/C++, and excellent communication skills.


Location: U.S. - West Coast States Salary: 80,001 - 100,000 USD
Description:
Global equity research analytics firm based in San Francisco is seeking a Q
uantitative Analyst - Research & Sales Support. Reporting to the Director
of Quantitative Equity Research, the role will focus heavily on interfacing
with clients, which are premier investment managers worldwide, and explain
ing details connected with the firm's intricate investment tools and models
. The Analyst will also perform statistical analysis on large, time-series
data sets and enhance backtesting methods. Applicants should have a quantit
ative BS/MS and a minimum of 2 years experience as a Quantitative Analyst.
Strong preference will be given to candidates with solid technical skills,
especially with database tools and statistical s/w. Salary: $80-110k


Location: U.S. - New York City Salary: over 100,000 USD
Description:
Top tier Investment Bank seeks a Quantitative Analyst to support an equity
derivative team. Candidate will be supporting OTC and listed derivative tr
ansactions. Analysis of real time risk & PNL analytics for equity derivati
ves, credit derivatives and convertible bonds will be used to price and ris
k manage a trading desk. Candidate must possess a PhD or MS in a quantitat
ive field with an exceptional GPA. On a daily basis, this individual will
be supporting real time risk engine, assisting Traders and Controllers with
analysis, and enhance risk and PNL infrastructure. Good communication ski
lls essential.



Location: London Salary: No Salary Specified GBP
Description:
Our client, one of the worlds leading hedge funds, and the biggest payers i
n global finance, seeks junior, mid-level and experienced quantitative deve
lopers and researchers for the equity options group. All candidates should
have at least a Masters but preferably a PhD from a world leading education
al establishment in Maths, Physics, Engineering, Statistics, Finance or Com
puter Science and should have impeccable academics at A Level and at underg
raduate level. A strong background or understanding of Equity Options and e
xperience in a top tier bank or hedge fund is essential as is programming e
xperience in C++ on the Unix platform.
 
Thanks Maciek.
Here is one of several screenshots from Bloomberg terminal that Maciek sent me. Hopefully, it will give you an idea of the kind of jobs out there.

job10ac8.gif
 
Back
Top