[Cse-jobs] FW: job postings

[Moehle, Jayme]

Begin forwarded message:

 

From: David OBoyle [mailto:david at ijcpartners.com] 
Sent: Thursday, February 02, 2012 2:20 PM
To: moehlej at wustl.edu
Subject: job postings

 

Below are some job postings available for upcoming grads and recent alumni(if you have any way of reaching out to them of course). Kindly inform the students that the desired response is to email me at david at ijcpartners.com <mailto:david at ijcpartners.com>  with a resume and/or further inquiry

1 Quantitative Strategies Developer
Model financial instruments and perform statistical studies using statistical arbitrage techniques, as well as diagnose and fix modeling problems using quantitative and computational skills. Develop and adjust quantitative reporting tools, systems integration, investment analytics and other tools for company use. Research new datasets and look for forecasting models or quantitative/systematic strategies to add to company's trading system using quantitative techniques such as multivariate regression, principal component analysis, optimization, dynamic programming, Monte Carlo simulation, and stochastic calculus. Perform performance attribution analysis and risk management for portfolios.  Research, process, and clean vendor data, such as Factset, Compustat, Bloomberg, IBES, etc.  Maintain and improve existing quantitative raw data trading models and software and develop tools using programming experience (i.e. C++). Perform calculation tool development, framework design, mathematical modeling, strategy back testing, quantitative analysis, trading platform design, etc. and provide support to various functions of our company in these areas as required.

Requirements:  Master's degree in Mathematics, Comp. Sci, Physics or Statistics and two (2) years of experience in the job offered or two (2) years of quantitative analysis experience

Location: New York, NY

2 Middle Office Operations Analyst 

Our client, a NYC Hedge Fund, is seeking a talented and detail-oriented middle office operations analyst to join their growing asset management business.  In this role, you will perform vital middle office functions and manage projects and initiatives that will help the company build and develop this important business activity. Responsibilities will include ensuring that trading systems are utilizing reconciled information and that operational procedures are set, as well as overseeing provider reconciliations, trade settlements and end-of-day processing.  In addition to supporting trading desks, you will be responsible for pricing portfolio positions and coordinating various processes and guidelines with the Accounting, Legal, and Compliance teams. 

Systematic Quant Researcher: 

Global Macro Systematic fund in NYC is looking for a quant researcher (ideally from another large CTA) to join team that develops new strategies.  

 

3 Data Analyst (Model Validation):

 

Data analyst (Model Validation) implements and maintains various quality tests and production procedures on our trading models. These trading models are building blocks of our trading strategies.

 

Key responsibilities:

·         Work with Trading/Research departments in designing and formulating the model validation rules and production procedures

·         Implement the rules and procedures in an object-oriented framework, via Perl, Python or C++

·         Provide level 2 support of issues regarding model tests and production

·         Collect and analyze statistics on trading models and devise approach to improve the test/production procedures

·         Produce reports on models regarding their status in the validation or production process

·         Design and implement user interface (web based) to interact with Trading/Research departments on model submission and validation

 

Requirement on perspective candidates

·         Interested in applying technology to real situation, comfortable working in fast paced working environment, detail oriented and capable performing task under time pressure

·         Effective problem solving both independently or as member of a team

·         Good communication skills: must be fluent in English, spoken and written

·         Background in Computer Science, Engineering, Math, Physics, with minimum Bachelor?s degree, Masters or above is preferred. Proof of good academic record (such as GPA or other relevant test scores)

·         Experienced with working under Linux environment, familiar with Vi or Emacs for editing files under the command line

·         Experienced with programming in C/C++, familiar with common algorithms and data structures (binary tree, sorting, etc), Object Oriented programming and design patterns. Familiar with compilers, debuggers under Linux (gcc, g++, gdb). 

·         Experienced with scripting languages, such as Perl, Python, and shell scripting

·         Knowledge of basic statistics/probability, familiar with concepts such as correlation, standard deviation and how to calculate

·         Interfacing with database (such as MySQL)

·         Web site development (Apache, CSS, HTML, ModPerl/Mason)

 

 

4 Job Specification for Junior Research Associate 

 

An independent asset management firm, is looking for a Junior Research Associate to join our portfolio management team. The role involves the following: 

 

Work with Senior Research Analysts in the quantitative and qualitative analysis of a broad variety of investments, including individual equities, bonds, options, and hedge funds 

 

Screen and participate in the due diligence of new investments based on larger macro themes as well as individual opportunities 

 

Research, analyze, and report on performance of existing and potential hedge fund and other third party managers 

 

Attend due diligence meetings and participate in manager conference calls, taking detailed notes in order to prepare prompt write-ups of manager meetings 

 

Work with Senior Research Analysts to obtain and monitor performance data from third party managers (e.g., hedge funds) on a regular basis 

 

Screen investment opportunities by examining investor materials, summarizing relevant information and producing preliminary evaluations for review 

 

Manage the collection of documentation for new and existing investments, e.g. prospectuses, subscription documents, risk reports, research reports, company filings 

 

Assist in the operational and valuation due diligence of potential and current hedge fund managers 

 

Undertake various quantitative studies on prospective and existing investments 

 

Prepare Monthly Manager Update Reports 

 

Requirements and Qualifications: 

 

Bachelor's degree with an exceptional academic record required 

 

Strong quantitative and analytical skills 

 

Excellent note-taking, written and verbal communication skills 

 

Proficient in Microsoft Office, particularly Excel 

 

Knowledge of financial markets and investment strategies a plus 

 

Bright, detail-oriented, organized and highly motivated 

 

Excellent attention to detail 

 

5 HEDGE FUND STRATEGY RESEARCHER

 

6 Credit Volatility Research Associate

 

7 Prop trading developer DESCRIPTION:

This position involves playing a key role in the day to day operations of our high frequency proprietary trading systems.  This individual will be responsible for obtaining, processing, and maintaining market data from various vendors.  The data is a critical component in our trading systems and are used by traders, quantitative analysts, and software developers both for trading purposes and for research.  This position requires the ability to multi-task effectively and to work independently in a high-pressure, time-critical environment.

 

 

QUALIFICATIONS:

*	MS or PhD in Computer Science, Math, Physics, Statistics, or similar field 
*	Keen interest and aptitude for both mathematics and finance. 
*	High level of expertise in a variety of scripting languages (e.g. Perl, Python, Bash). 
*	Experience with Java and C++ programming. 
*	Familiarity with SQL/relational database is preferred. 
*	Previous experience in working with and managing massive data sets. 
*	Extremely well organized and detail oriented. 

 

Benefits:

· Highly competitive above market compensation tied to individual and business

performance

· At least four weeks of vacation, ten days of bank holidays and six days of sick

leave per annum

· Team oriented environment that enables everyone to gain exposure to new markets and ideas.  This includes team-wide meetings and regular social events so that everyone has an opportunity to meet people working on a variety of projects. 

 

Also various other positions for people who would want to get more into the pure programming side. C++/java guys looking for development. 

8 Technical Support/ junior systems admin

-maintain trader workstation 

-will teach linux, unix, perl, shell scripting to the right guy if he shows tech saavy 

-rotating shifts a must 

 

 

Regards,

David 

 

David O'Boyle

Research Associate 

IJC Partners LLC

Phone 646-710-3457

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