Quant Analyst (Model validation/Model documentation)

Colossal Systems

Job Summary

Years of Experience: 6-12 years max

SCOPE OF WORK:
Crisil consultant will work with the Margin and Capital Analysis team in the development of Libor replacement model. During the course of the project the consultant may be required to support BAU activities for the group as well.

The priorities for the consultant will be defined by Margin and Capital Analysis team. The engagement will be started by senior Manager/specialist who will co-ordinate with Margin and Capital Analysis team

PROJECT DELIVERABLES AND MILESTONES

Identify internal data sources of SOFR and other risk-free rates
Setup automatic download process of the data
Build proxy model to back fill the data back to 2007
Document the proxy model with sufficient justifications and assumption testing
Implement the proxy model to actually back fill the data
Perform impact analysis, backtesting and prepare the model validation document
Work with model validation team to finish the model validation processes.
Work with IT team to put it in production

Quant Trader / Researcher

IMC Financial Markets

WHO WE ARE AND WHAT WE DO
IMC is a leading global market maker, using algorithmic trading and advanced technology to buy and sell securities on multiple trading venues worldwide. We provide liquidity to the financial markets, driving efficiencies for buyers and sellers.

Founded in 1989, we are an ambitious, innovative company and identified early on the importance technology would play in the fast-paced evolution of trading. This entrepreneurial spirit still drives us today and can be found in all of our offices around the world.

OUR TEAM
We now operate globally from offices in Europe, the US and Asia Pacific. Our employees work closely together in multidisciplinary teams, making our success possible.

Technology – At IMC, technology is not a department, it is at the heart of everything we do. Our technologists push the limits of possibility, and then look beyond. In our fast-paced environment, short feedback loops mean projects worked on in the morning can enter production the next day.

Trading – Although our traders come from many backgrounds they all have one thing in common: they are at their best solving complex problems. Their insight into global events, market shifts and pricing ensure we are trading in the right place, at the right time.

Business Support – Around the world, IMC’s business support teams are essential for sustaining our success. In our dynamic environment, we have many exciting challenges and multidisciplinary opportunities to shape our operations and make a real impact.

OUR CULTURE
Our employees are our greatest asset so we give them lots of responsibility and the support they need to make a difference. Our flat structure fosters a culture of openness and collaboration, encouraging the sharing of ideas and knowledge. It makes no difference if you have been with us for three days or three years, the best idea wins.

While we work hard, we also have a lot of fun; whether solving complex challenges or in team building, leisure and sporting activities. IMC also enables its employees to contribute towards a better society through our foundation.

Systematic Trading – Quant Trader / Researcher

IMC is looking for a quantitative trader to develop systematic data-driven position-trading strategies. Candidates will join the young and growing systematic risk trading team that seeks to combine IMC’s extensive options expertise with market data to generate profitable position taking strategies across global markets.

As part of the team, quantitative traders will contribute not only to signal generation and trade execution but also work across teams spanning offices in Chicago and Amsterdam. Traders would work closely with fundamental research analysts to understand the socio-economic landscape concerning the markets they trade, as well as with quants and developers towards the design and implementation of a robust research and trading framework.

Key Responsibilities

Understand the current suite of models and strategies, and work on improving upon these with the help of new market data, and by taking feedback from the team
Research, test, and trade new strategies to generate revenue. Debug and analyze trades, especially for new strategies, to understand better and refine
Lead and self-drive projects to enhance systematic trading execution and infrastructure
Co-ordinate on projects across teams of traders, research analysts, developers and quants to deliver on new projects
Learn IMC systems [we will train], and systematic trading infrastructure. Build new functionality

Skill and Experience Requirements

At least 1 year of experience as a quantitative trader or researcher with specific experience in the equity options
Relevant tertiary qualifications (graduate or post graduate), with strong academic results, preference in mathematics, physics, statistics, financial engineering or computer science
Good at coding [Python preferred but not required] and willing to help improve the systematic effort with enhanced research / tooling / infrastructure
Experience working on a market-making system with communication and co-ordination required across teams is preferred
Knowledge of broker market / chats trading and jargon is preferred

Trading Quant Associate

Carlson Capital, L.P.

Carlson Capital is currently seeking a Trading Quant Associate to join a talented group of research and trading professionals. This role is located in our New York City and/or Dallas, TX office. This individual should be a highly-motivated self-starter who is able to provide thought and problem-solving leadership across multiple products (multi-strategy and single-strategy funds) and asset classes (e.g., risk arbitrage/event driven, equity market neutral, equity long/short, credit long/short, global macro).

Responsibilities:

Build out pre-trade analytics in our propriety system to estimate costs of any one particular trade or a grouping of trades
Extensive range of pre and post trade analysis projects
Execution research that can lead to new trading initiatives as well as an improvement of current practices and performance
Address execution research questions using quantitative tools and methods
Leverage machine learning and other technologies for ideal trade execution
Keep up to date on market, emerging technologies and regulatory developments

Qualifications:

4+ years in a similar role with pre trade analytics research, reporting and modeling
Experience with algorithmic trading volume forecasting (order books, equity impact cost models etc.).
Experience in evaluating execution performance
Ability to manage urgent projects
Strong technical, communication, quantitative and programming skills.
Ability and experience implementing and creating new strategies using detailed plans, research and models

Quant Researcher – Investment Strategy

Kepler Fi

Kepler is a radical innovation lab pioneering in the world of investment management. This is an exciting CONTRACT opportunity for an Investment Strategy Quant Researcher to develop unprecedented strategies based on a unique set of internal alphas. Kepler’s collective intelligence is currently creating the roadmap for future success with Machine Learning in the financial technology industry. The prime Investment Strategy Quantitative Researcher candidate will have an immediate impact on our projects and help to further propel Kepler to becoming the most innovative team in the investment management industry.

Role Description

CONTRACT opportunity with potential to extend based on impact, efficiency and performance; flex-hours
Construct innovative ideas, methods, and/or models and efficiently implement in code
Challenge quantitative research by applying sophisticated and complex statistical techniques to financial markets and some of the most complex data sets in the world
Accompany a team of globally sourced, top-tier talent; peer-to-peer learning
Apply a process driven focus on researching, developing and implementing internal Alpha Capture strategies
Report directly to experienced Portfolio Manager
Access to full Kepler team and management

General Requirements:

Masters in a Quantitative subject (Mathematics, Statistics, Econometrics, Engineering, Computer Science or equivalent) * Bachelor’s degree from top-tier programs will also be considered
2-7 years experience within a large bank or investment firm with assets in excess of $2 billion
Strong Quantitative/Statistical skills and independent research experience
Advanced programming experience scripting in Python (this is a tech-heavy quant role)
Ability to challenge conventional thinking and possess a mindset of continuous improvement

Preferred Requirements:

Buy-side (equities) experience, ideally in StatArb or Alpha Capture oriented environment
Strong software engineering background will also be considered, in lieu of above
Understanding of equities portfolio construction, risk/return attribution, transaction cost analysis, and portfolio research
Ability to view and react to live portfolios
Experience working with Machine Learning models

About Kepler:
Kepler is focused on radical innovation for the world of investment management. We build and invest in cutting-edge technology with the potential to disrupt institutional asset management. As an autonomous division of GIC, one of the world’s largest sovereign wealth funds, Kepler is nimble, and innovative in spirit, but possesses the backing to tackle monumental projects and have an enormous impact across industries. We strive to foster an intellectually challenging environment, where merit and contribution, not seniority, drive the discussion.

Quant Trader

Old Mission

In the competitive world of electronic trading, we use quantitative techniques and advanced technology to identify profitable trading opportunities around the globe. Old Mission has related trading entities that operate out of the United States (Chicago, New York, and London). Our organization is made up of individuals seeking to be part of a team that is constantly striving for improvement and never content with the status quo. Management is committed to the development of our team members and making sure they feel challenged and engaged in the company’s growth.

The culture at Old Mission is hard-working but relaxed. We all enjoy what we are doing so it doesn’t really seem like work. Most Old Mission employees have math or engineering backgrounds. We all enjoy building things, tinkering, making things better and in general working on hard problems. We are always looking for like-minded individuals to join our team.

What you’ll do –

Old Mission Capital, is a quantitative proprietary trading firm and is currently recruiting a Quant Junior traders to join our Chicago or NYC office. Our traders work in teams to seek out and profitably trade mispriced securities. The trader job responsibilities will include disciplined decision making, risk management, derivative pricing, and researching new opportunities.

What you’ll need –

An undergraduate or an advanced degree in a quantitative field such as computer science, engineering, or one of the hard sciences.

Proficiency with at least one of the following languages: Python, C++, Java, VBA, R, Matlab, or Ruby.

The ability to work and solve problems as part of a team, often in a high-pressure environment.

4+ years of relevant trading experience.

Proven trustworthiness and performance under the highest ethical standards.

A strong desire for knowledge and to understand how things work.

Superior written and verbal communication skills.