iPhone 5 s是先开机还是先插卡？# Apple - 家有苹果
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Please send resume to f*****************[email protected]
Quantitative Developer (C++/Credit Trading)
The Trading Division is supported by a dedicated team of software developers
and quantitative analysts who are part of the broader Information
Technology Group (ITG). The ITG team works closely with the business to
rapidly design, develop, and deploy front-to-back solutions that encompass
all aspects of the business, including:
Pre-trade analysis, price capture
Trade capture and marking
Pricing and risk models and analytics
Position, P&L, and Risk analysis and reporting
Trade lifecycle and bi-directional downstream connectivity
Reference and pricing database infrastructure
Adding support for new products into the existing fixed-income platform,
from requirements analysis through user acceptance testing and production
rollout.
Migrating position, risk, and P&L reporting infrastructure to next-
generation live reporting platform.
Required technical skills include:
C++ programming in a UNIX/Linux environment
Relational databases, SQL, Sybase
Highly desired technical skills include:
Script programming: shell, PERL, Python
SOA, message-based architectures, JMS
Java programming, web development
Candidates should have experience in one or more of the following areas:
Trade capture and processing of credit cash and/or derivative products
C++ pricing and risk analytics of corporate and/or securitized bonds and CDS
Desk tool development: marking, pricing, relative value analysis
Desk reporting: P&L and explains, perturbative risk
PhD Quantitative Analyst ? Derivatives ? C++
This team are responsible for derivatives model validation across all asset
classes at one of the top investment banks globally. The complexity of the
modelling is such that experience in this role would put the right candidate
at the top of the quantitative finance market while this is also a
fantastic chance to learn and be mentored by experienced quantitative
analysts while also adding value and delivering.
The opportunity will involve working with one or more senior quantitative
analysts to build a cross asset pricing library that will enable the group
to deliver optimum capacity. There will be chances to work on different
asset classes and learn about some of the most advanced models in the
banking industry whether in interest rates, FX, credit, equities,
commodities or hybrids.
From this role, progression to a senior quantitative analyst in model
validation or front office quantitative analysis is almost a given.
The key requirement is quantitative ability. C++ programming is a must. This
is going to be evident through academic success, likely 1st class
undergraduate degree and PhD or equivalent in either physics, mathematics,
engineering or other heavily quantitative discipline.
Quantitative Developer Strong C++
A Quantitative Developer is currently being hired at a bank in New York City
.
You will be working in a front office quant developer role on an expanding
team directly supporting equity derivatives trading desk. You will be
responsible for implementing pricing models using C++ as well as
communicating with traders. Additionally, you will have to opportunity to
develop your quantitative skills by build pricing models for use on the
trading desk. The ideal candidate will have exceptional windows based C++
skills and a graduate degree in computer science from a top university.
Requirements:
-Exceptional windows based C++ programming skills
-1-3 years hands on development experience in a work environment
-Masters or PhD in Computer Science or Computer Engineering
-Experience in Equity Derivatives is a plus
Quant Developer/Researcher for Equity Market
A major New York bank is hiring for a new Quant Developer/Researcher for
their Equity market making group. This is a ground floor opportunity to join
a team of six members and before they go live with their strategies. You
will leveraging your mathematical and technical skills by analyzing data and
coming up with signals to improve the electronic trading activity.
Requirements:
-They are hiring for a Quant Researcher/Developer with 2-7 years
experience in the electronic trading space with any asset class besides
options/derivatives.
-High frequency trading, algorithmic trading, electronic trading, market
making, statistical arbitrage, or black box, signal analysis, proprietary
trading, or on the agency side could be helpful
-The candidate should experience coming up with patterns, analyzing data,
and coming up with signals. Also, short-term alpha research is relevant.
-They need a mixture of quantitative knowledge and technical knowledge.
Someone who is researched focussed works well
-C++ skills are essential. Perl skills are helpful.
-Strong skills trumps experience
-Any degree in a relevant background is fine (such as Statistics,
Mathematics, Chemical Engineering, Physics, Astronomy, Computer Science (as
long as have a statistical background)
C++
Please send resume to f*****************[email protected]
Quantitative Developer (C++/Credit Trading)
The Trading Division is supported by a dedicated team of software developers
and quantitative analysts who are part of the broader Information
Technology Group (ITG). The ITG team works closely with the business to
rapidly design, develop, and deploy front-to-back solutions that encompass
all aspects of the business, including:
Pre-trade analysis, price capture
Trade capture and marking
Pricing and risk models and analytics
Position, P&L, and Risk analysis and reporting
Trade lifecycle and bi-directional downstream connectivity
Reference and pricing database infrastructure
Adding support for new products into the existing fixed-income platform,
from requirements analysis through user acceptance testing and production
rollout.
Migrating position, risk, and P&L reporting infrastructure to next-
generation live reporting platform.
Required technical skills include:
C++ programming in a UNIX/Linux environment
Relational databases, SQL, Sybase
Highly desired technical skills include:
Script programming: shell, PERL, Python
SOA, message-based architectures, JMS
Java programming, web development
Candidates should have experience in one or more of the following areas:
Trade capture and processing of credit cash and/or derivative products
C++ pricing and risk analytics of corporate and/or securitized bonds and CDS
Desk tool development: marking, pricing, relative value analysis
Desk reporting: P&L and explains, perturbative risk
PhD Quantitative Analyst ? Derivatives ? C++
This team are responsible for derivatives model validation across all asset
classes at one of the top investment banks globally. The complexity of the
modelling is such that experience in this role would put the right candidate
at the top of the quantitative finance market while this is also a
fantastic chance to learn and be mentored by experienced quantitative
analysts while also adding value and delivering.
The opportunity will involve working with one or more senior quantitative
analysts to build a cross asset pricing library that will enable the group
to deliver optimum capacity. There will be chances to work on different
asset classes and learn about some of the most advanced models in the
banking industry whether in interest rates, FX, credit, equities,
commodities or hybrids.
From this role, progression to a senior quantitative analyst in model
validation or front office quantitative analysis is almost a given.
The key requirement is quantitative ability. C++ programming is a must. This
is going to be evident through academic success, likely 1st class
undergraduate degree and PhD or equivalent in either physics, mathematics,
engineering or other heavily quantitative discipline.
Quantitative Developer Strong C++
A Quantitative Developer is currently being hired at a bank in New York City
.
You will be working in a front office quant developer role on an expanding
team directly supporting equity derivatives trading desk. You will be
responsible for implementing pricing models using C++ as well as
communicating with traders. Additionally, you will have to opportunity to
develop your quantitative skills by build pricing models for use on the
trading desk. The ideal candidate will have exceptional windows based C++
skills and a graduate degree in computer science from a top university.
Requirements:
-Exceptional windows based C++ programming skills
-1-3 years hands on development experience in a work environment
-Masters or PhD in Computer Science or Computer Engineering
-Experience in Equity Derivatives is a plus
Quant Developer/Researcher for Equity Market
A major New York bank is hiring for a new Quant Developer/Researcher for
their Equity market making group. This is a ground floor opportunity to join
a team of six members and before they go live with their strategies. You
will leveraging your mathematical and technical skills by analyzing data and
coming up with signals to improve the electronic trading activity.
Requirements:
-They are hiring for a Quant Researcher/Developer with 2-7 years
experience in the electronic trading space with any asset class besides
options/derivatives.
-High frequency trading, algorithmic trading, electronic trading, market
making, statistical arbitrage, or black box, signal analysis, proprietary
trading, or on the agency side could be helpful
-The candidate should experience coming up with patterns, analyzing data,
and coming up with signals. Also, short-term alpha research is relevant.
-They need a mixture of quantitative knowledge and technical knowledge.
Someone who is researched focussed works well
-C++ skills are essential. Perl skills are helpful.
-Strong skills trumps experience
-Any degree in a relevant background is fine (such as Statistics,
Mathematics, Chemical Engineering, Physics, Astronomy, Computer Science (as
long as have a statistical background)
C++
