The ideal candidate will have at least 5-7 years or more experience within the financial industry.  Candidates should have strong quantitative and modeling skills with experience in volatility surface, volatility smiles, job diffusion and term structure.

Candidates must have an advanced degree in a quantitative field, PhD is a plus.  Prefer candidates who have experience working in a prop trading environment, either with an Investment Bank or Hedge Fund.  This position could lead to management responsibilities in the future including leading a group of analysts.  Relocation will be provided if required.  There is an immediate need to fill this role.

For immediate consideration or more information please reference Job#JCK625 and submit resume in Word format to:  ian@comprehensiverecruiting.com.

The ideal candidate will have at least 3-5 years or more experience within and investment bank or hedge fund with a focus involving Equity Risk Analysis. Prefer Masters degree in Finance or quantitative discipline; Previous experience within the Risk Management function of an Investment Bank, Hedge Fund or other investments organization with exposure to equity markets; Candidate must demonstrate skill in VaR methods and understand their pros and cons for risk management and measurement; In depth knowledge of equity products, including equity derivatives and knowledge of other asset classes is a plus; Working knowledge of factor analysis techniques such as PCA, Eigen Value methods etc.; Knowledge of BARRA or equivalent model is a plus, some knowledge of fixed income and credit products desirable; Some light programming (Light VBA, SQL, SAS, Mathematica) skills required.

Relocation will be provided if needed.

For immediate consideration please submit your resume in Word Format to:  ian@comprehensiverecruiting.com

Boston based hedge fund is looking for highly intelligent quantitative analysts. The person in this role will implement new investment valuation models and maintain previously built models as a member of the quantitative analysis group. Candidates will have tremendous growth potential, as they will be joining a small and growing team with a superb track record and great potential for continued future successes.

Responsibilities include creating software that encompasses a full range of functionality, such as: Download data from live data feeds into models used to price and hedge options in real time; Combine historic data with live data feeds; Manage data feeds that may contain errors or may become corrupted; Write GUIs for pricing models that enable a trader to change parameter values and display resulting changes in valuation; Maintain large databases and integrate data from multiple sources; Run Monte Carlo studies and out of sample simulations; Use statistical programs to compute optimal portfolios.

The ideal candidate should have 2-5 years or more of experience with software development and quantitative analysis, preferably in the financial industry. In addition, this person should be extremely proficient in one or more major language, such as C++ or Java; Familiarity with Windows and VB.NET; Expertise with database design and functionality, such as SQL and/or familiarity with SQL Server and/or Access; Expertise in data analysis, statistics/econometrics, and/or quantitative finance; Experience with statistics computing packages, such as SAS, S++, SPSS, Gauss; Familiarity with statistical techniques, including Robust Estimation, exploratory data analysis, non parametric estimation.

Candidates should have a track record of producing extremely clean and well-commented code and documentation, and helping to develop and implement models in a collaborative group. Experience with manipulating large datasets; Familiarity with Monte Carlo and related numerical methods is a plus. For more information or immediate consideration, please reference Job# JCK412-Chicago;  and submit resume in Word format to: ian@comprehensiverecruiting.com

The person in this role will implement new investment valuation models and maintain previously built models as a member of the quantitative analysis group. Candidates will have tremendous growth potential, as they will be joining a small and growing team with a superb track record and great potential for continued future successes.
 
Responsibilities include creating software that encompasses a full range of functionality, such as: Download data from live data feeds into models used to price and hedge options in real time; Combine historic data with live data feeds; Manage data feeds that may contain errors or may become corrupted; Write GUIs for pricing models that enable a trader to change parameter values and display resulting changes in valuation; Maintain large databases and integrate data from multiple sources; Run Monte Carlo studies and out of sample simulations; Use statistical programs to compute optimal portfolios.   The ideal candidate will have a degree from a top University and should have experience with software development and quantitative analysis. In addition, this person should be extremely proficient in one or more major language, such as C++ or Java; Familiarity with Windows and VB.NET; Expertise with database design and functionality, such as SQL and/or familiarity with SQL Server and/or Access; Expertise in data analysis, statistics/econometrics, and/or quantitative finance; Experience with statistics computing packages, such as SAS, S++, SPSS, Gauss; Familiarity with statistical techniques, including Robust Estimation, exploratory data analysis, non parametric estimation.

Candidates should have a track record of producing extremely clean and well-commented code and documentation, and helping to develop and implement models in a collaborative group. Experience with manipulating large datasets; Familiarity with Monte Carlo and related numerical methods is a plus.  

Asset Manager in Chicago is seeking an experienced Developer to join the firm.  Ideal candidate will have a mimimum of 3 years of experience working in the financial markets as a developer/Financial Manager.  Successful candidate will be working closely with the equity trading desk and will be responsible for maintenance of the trading system from a technical standpoint.  Responsibilities include:  troubleshooting potential software problems, debugging system, and correction of system errors.  On an everyday basis you will interact with other team members focusing on strategy testing and the development of new cutting edge algorithmic trading programs.  This position requires expertise and previous experience with electronic automated trading platforms.  Pluses include strong communication skills and an advanced degree in Math, Computer Science, Physics, or Engineering.  Outstanding work environment with very competitive compensation.  For consideration please submit resume in MS Word format to ian@comprehensiverecruiting.com.