quantlib-jobs Mailing List for QuantLib

Hi - we are an asset manager in the US looking for a part time quantlib
consultant, with background in using quantlib to model options on rates,
equities, fx, and cross-asset hybrids.

The first project is relating to interest rate swaptions.

Please let us know if you may be interested.  Feel free to send your CV if
interested to:
quantlib DOT consulting AT gmail DOT com

Regards

Hello,

The Corporation for Interest Rate Management (CIRM) is looking to retain a QuantLib consultant for a few hours of time to work through some high level modeling and implementation questions. Please let us know if you may be interested.

Best regards,
Christina

Christina Ochs
The Corporation for Interest Rate Management
Main + 1 312 332 2363 | Mobile +1 312 927 4986
1 East Wacker Drive, Suite 2320, Chicago, IL 60601
chr...@ci... | www.cirm.com

Is anybody interested in one-time task, for quantlib programming? Will 
need 1 day for experienced programmer.

If so, let me know.

Dear all, 
we are currently recruiting a quant developer to work on our pricing engine, which will also include working on quantlib with Java. 
The job is based in Bergamo (Italy). 
More details here http://www.softsolutions.it/en/careers/graduated-quant-analyst/ 
Regards 


Roberto 
************************************************** 
Roberto Cocchi 
Chief Executive Officer 
mailto:rob...@so... 





Via S. Francesco d'Assisi, 3b, 24121 Bergamo (BG) Italia 
Tel: +39 035-22714-21 
Fax: +39 035 1990 6390 
http://www.softsolutions.it 




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Please don't print this e-mail unless you really need to. 

Dear all,
we are currently recruiting a junior quant to work on our pricing 
library, which will also include working on quantlib.
The job is based in Paris.
Please find attached the offer (in french).
This offer is valid until end of September 2014.
Regards

We're looking for an experienced quant/programmer to help build out a bond
analytics infrastructure using QuantLib. 

 

The right candidate understands the capabilities of the library and the
effort it takes to get the library integrated and operational.

 

We are currently in prototyping mode and could use your expertise.

 

-Ro

 

 

 



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Hi all

the Milan-based investment bank of a primary Italian bank is looking for a
quant with strong C++/Excel development skills to join its prestigious
Financial Engineering team.

The mission is to bootstrap rate curves in about a dozen currencies using
QuantLibXL and the underlying C++ QuantLib analytics. Refactoring of the
framework is in the mission scope.
You will be required to also help with Murex integration of the same
curves; familiarity with LCH curve configurations is a plus.

The position offer senior guidance, stimulating environment, and
competitive salary.

Send your CV for immediate consideration to ferdinando DOT ametrano AT
gmail DOT com.

Regards

London-based opportunity.  Major world-class hedge fund.   FX and equities options.

Need only world class software engineer/quant with C/QuantLib and other model libs.

Must be able to deliver... data mining, calibration and value-based trading strategy expertise a big plus.

Don't apply if you aren't world-class and expert.

Send responses to rla...@gm...<mailto:rla...@gm...>


The information transmitted is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited. If you received this in error, please contact the sender and delete the material from any computer. This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of BlueCrest Capital Management (UK) LLP, its subsidiaries and affiliates. BlueCrest Capital Management (UK) LLP is authorised and regulated by the Financial Services Authority. Registered Office: 40 Grosvenor Place, London, SW1X 7AW, United Kingdom. Tel: +44 (0)20 3180 3000 Fax: +44 (0)20 3180 3001 www.bluecrestcapital.com

Greetings,

a full-time position of Quantitative Developer is available within Global
Financial Products AG in Switzerland. Details and contacts are available at: 
http://gfproducts.ch/tl_files/content/Presse/Quantitative_Developer_EN.pdf
http://gfproducts.ch/tl_files/content/Presse/Quantitative_Developer_EN.pdf 
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Sent from the quantlib-jobs mailing list archive at Nabble.com.

Lead financial technologist/architect (China opportunity)

A Chinese firm located in Beijing wishes to build a prototype
front/middle office financial system application for mainland Chinese
corporate (possibly bank) treasury clients. The firm requires a basic
prototype system in hand before it attempts to market and raise
further capital for the endeavor. The firm will hire three
people/consultants to build this prototype, on contract for one year.
We are currently searching for a “Lead Software Developer/Architect”
who will be responsible for (a) designing a treasury management system
(b) hiring two Chinese software developers (with at least one of those
responsible for front end development) to help develop the system, and
(c) to be the lead advocate for the system as the core product for a
startup Chinese company. Should the project go well, there will be
opportunities to continue development full time and help build the
business in China.

Possible functional requirements for the system: portfolio management,
cash/FX management, capital management, ALM, compliance, derivatives
pricing, risk management, reporting.

Requirements
- BS, MS or PhD in computer science, engineering, physics, math
- At least 5 years working experience in a structured software
development environment at a corporate treasury or financial services
institution (preferably bank or broker/dealer but could be buy-side)
- Broad corporate treasury or financial institution domain knowledge
(e.g. treasury office workflows, portfolio manager workflows, trade
life cycle, etc.) but also ability to code in object oriented language
(back-end coding of logic/analytics  more important than front end
coding/design).
- (a) Software developers at dedicated financial software application
firms or (b) financial domain specialists (e.g. quantitative risk
management) who have coded in a structured software development
environment may also be considered, if there is broad understanding
of treasury front office and middle office operations
- excellent object-oriented language programming skills (e.g. Java, C++)
- have managed a small team of developers (but we may also consider
those at the cusp/transition of software development career and about
to move into this role)
- entrepreneurial. Flexibility in understanding the needs of Chinese
corporate clients, which may be much different than western firms, and
able to transform workflow requirements into useful tools

Useful qualifications:
- QuantLib coding experience/contributor
- SQL, database schema design
- experience using scripting languages such as perl/shell
- Mandarin Chinese (speaking, listening, reading)

Location: TBD but possibly US, Hong Kong, or Beijing

Salary: 90,000-100,000 USD (one year consulting contract)

Interested candidates please email resumes to:
(1) zho...@gm... and (2) cx...@ya...
subject line: financial technology

We regret only shortlisted candidates will be contacted.

Waterfront International is a Toronto-based financial consulting firm,
specializing in developing computer based statistical trading
strategies.  Waterfront's selective hiring process considers only highly
talented individuals with a history of exceptional professional and
academic achievement, and solid real-world experience.  

 

 

Primary Responsibilities:

*         Developing, testing and implementing quantitative trading
models.

*         Models will be based on quantitative data analysis rather than
qualitative analysis.

*         Research strategies in equities and other markets.

*         Perform historical backtesting to determine optimal strategy
parameters.

*         Generate new indicator ideas. 

 

 

Requirements of the Candidate include:

*         PhD or Masters in physics, statistics, mathematics or
operations research.

*         Strong working knowledge of statistics.

*         Must possess expert level C/C++ programming skills.

*         Must be a strong self-starter and able to work well
independently.

 

 

Compensation will include immigration and relocation assistance.

 

 

If you are interested, please email me your resume: rec...@wi...

 

Thanks,

 

Gagan Dhanjal

Waterfront International Ltd

 

Quantitative Analyst

 

Waterfront International is a Toronto-based financial consulting firm,
specializing in developing computer based statistical trading
strategies.  Waterfront's selective hiring process considers only highly
talented individuals with a history of exceptional professional and
academic achievement, and solid real-world experience.  

 

Primary Responsibilities:

* Developing, testing and implementing quantitative trading models.

* Models will be based on quantitative data analysis rather than
qualitative analysis.

* Research strategies in equities and other markets.

* Perform historical backtesting to determine optimal strategy
parameters.

* Generate new indicator ideas. 

 

 

Requirements of the Candidate include:

* PhD or Masters in physics, statistics, mathematics or operations
research.

* Strong working knowledge of statistics.

* Must possess expert level C/C++ programming skills.

* Must be a strong self-starter and able to work well independently.

 

 

Compensation will include immigration and relocation assistance.

 

 

Thanks,

 

Gagan Dhanjal

Waterfront International Ltd

 

 

**
QuantLib Community.

 Synapse Financial Engineering is a small software development company
building fixed-income risk management systems.  We will be adding a Monte
Carlo stochastic process to calculate option adjusted spreads for
single-family mortgage assets.

 We are looking for an individual or group to develop the code for us for a
fee, but upon completion, we will make the code available to the QuantLib
community to  add the resulting functionality to a future QuantLib release.

 Please let me know if you are interested in working with us.  I can be
reached at:
mik...@sy...

 Thanks,
Mike

Financial Engineer - NYC

 

About the Position:

 

Reval (http://www.reval.com/) is looking for a strong quantitative C++
developer, to join the Financial Engineering team, which currently has 7
members.

 

Responsibilities:

 

Responsibilities include development and maintenance of the analytics
library, which covers pricing, risk management and hedge accounting of
derivatives in interest rate, currency, commodity, credit and equity.

 

Required Skills/Experience:

 

Key requirements for the position are

1)      Have 5-10 years hands-on working experience in C++ analytics
development.

2)      Must be a strong coder who can quickly solve problems and
implement business requirements.

3)      Prior experience in parallel computing a plus.

4)      Solid knowledge of financial products and basic pricing and risk
methodologies.

5)      Must have a degree in a quantitative discipline.

 

About Reval:

 

Reval is the leading provider of financial and derivative risk
management SaaS solutions that empowers corporate treasuries and
financial institutions to actively manage and monitor their derivative
portfolios across multiple asset classes. Reval's Software-as-a-Service
addresses the need for derivatives to comply with international
regulations, such as FAS 133, FAS 157, Sarbanes-Oxley, IAS 39 and IFRS
7. The world's leading corporations, financial institutions, and
accounting firms rely on Reval to provide independent valuations of
derivative transactions and to assist with the hedge accounting of
foreign exchange, interest rates, energy, credit, commodities, and other
asset classes.

 

For more information about the position, or to send a resume, please
contact Marjie Gray at marjie.gray@...

Greetings,
	a Quantitative Developer position is available at StatPro Italia srl in
Milan.  Details and contact address are available at
http://www.statpro.com/corporate/careers/job_openings/quantitative_developer.aspx

Luigi Ballabio





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Hi,

 

I'm looking for a C++ expert with quantlib skills for a position in
Brussels.

 

This is a position in a market room within a big financial institution.

 

Long term project.

 

 

Jennifer Nizet

Account Manager

 

Harvey Nash Engineering & IT Consulting 

 

Rue Ermesinde, 67

L-1469 Luxembourg

 

Westpoint Park

't Hofveld 6c

1702 Groot-Bijgaarden

 

Mob: +325 (0) 621 725.625

Mob: +32 (0) 478 70.77.01

 

Tel: +352 26.30.65-1

 

http://www.harveynash.com

 

Be the first to know. Subscribe for jobs by Email on Harveynash.be

http://www.harveynash.com/be/vacatures/job_subscribe.asp
<http://www.harveynash.com/be/vacatures/job_subscribe.asp> 

 

 


Disclaimer 
This message is private and confidential. If you have received this message in error, please notify us and remove it from your system. Any views or opinions presented here may be those of the originator and are not necessarily those of the Harvey Nash Group. 
Further disclaimer information can be found at: http://www.harveynash.com/disclaimer

Betonmarkets.com, the leading fixed-odds financial betting website, is
recruiting for a Head of Quantitative Analysis to join its senior
management team. This position offers a rare and unique opportunity for
a talented and experienced financial derivatives professional in terms
of technical challenge, impact of the job, location of the position,
and career opportunity.

----------------------------------

The role: Head of Quantitative Analysis

As the leader of our Quant department, you will be immersed in the
complexity of managing and pricing a complex derivatives portfolio
arising from a large volume of individual derivatives transactions. The
unique challenges of real-time and automated dealing in binary options
will test you and your team's ability to model the structure of the
markets from intra-day micro-structure up to monthly and yearly time
horizons. You and your team will develop code to study and model the
market structure, test new pricing models and algorithms, optimize
existing code and routines, interface to financial data feeds and
systems, and collaborate with our IT and Marketing departments in the
development of new bet/derivatives products and markets. 

You will become a key member of the Company's management team and will
participate in the execution of the Company's long-term strategy. The
company's ambition is to become a serious player in the OTC derivatives
market, expanding its product offering beyond the confines of
fixed-odds bets, and being competitive in its derivatives prices with
the OTC derivatives industry. Accordingly, the role's three main goals
are: (1) Improving the company's bet and derivatives prices, so as to
make its platform attractive to a broader range of market participants.
This may require the development of new pricing models as well as
changes to it's underlying Quant infrastructure, such as data feeds,
filtering algorithms, sources of implied volatilities, hedging and risk
management algorithms, and other components of the company's Quant
framework and processes. (2) Expanding the range of derivative products
offered by the company to include exotic options, structured products,
and other derivatives. (3) Maintaining and enhancing the profitability
of the company's derivatives book via accurate pricing as well as
active risk management.

The Company: RMG Technology (M) Sdn Bhd

RMG Technology (M) Sdn Bhd is the MSC-status Malaysian subsidiary of
the Regent Markets Group. The Regent Markets Group of companies
operates the award-winning Betonmarkets.com fixed-odds financial
betting website. Regent Markets Group was founded in 1999 as an
affiliate of Regent Pacific Group Ltd., a company listed on the Hong
Kong Stock Exchange. The Company's subsidiaries obtained licenses in
Malta in 2000 and the Isle of Man in 2003. In 2004, the Company set up
a shared services center in Cyberjaya, Malaysia. Regent Markets
recruits internationally to locate top talent via a diligent
recruitment process, and employs 42 persons worldwide in 5 countries,
representing 12 nationalities.

Regent Markets Group encourages a collegial and casual work environment
within which the corporate hierarchy is kept to a minimum. There is no
dress code, and employees benefit from flexible working hours and the
ability to work from home when they feel it appropriate to the task.
The company encourages employee empowerment, collaboration, and
teamwork, which is made all the more interesting and rewarding by the
wide variety of cultures and nationalities represented in our
organization, and the wide range of "A player" talent in domains as
varied as IT, marketing, law, finance, and quant.

The Website: BetOnMarkets.com

BetOnMarkets is the leading fixed-odds financial betting service.
BetOnMarkets allows anyone to place bets on over 100 currencies,
indexes, commodities and stocks, from as little as $1 to as much as
$25,000 per bet, and BetOnMarkets has bets for many different types of
market conditions and investment objectives. BetOnMarkets has 11 years
of operating experience, serves over 200,000 registered customers from
over 100 countries, and is fully licensed and regulated in Malta and
the Isle of Man. The BetOnMarkets.com website has won several awards in
the United Kingdom.

Requirements:

- An advanced degree (preferably PhD) in Physics, Engineering or
  Mathematics, coupled with 5-15 years experience in the financial
  industry, with some experience in management.
- Extensive experience in the financial markets, notably the pricing of
  exotic options, volatility forecasting, high-frequency trading and
  market inefficiencies analysis, as well as hands-on trading
  experience in derivatives.
- Expert knowledge of domains such as probability theory, stochastic
  calculus, numerical methods, Monte-Carlo simulation, differential
  equations, econometrics, statistical modeling, time series analysis,
  high-frequency data.
- Strong knowledge of object-oriented programming languages such as
  C++, Perl, Java and the ability to write robust and quality code.
  Experience with Agile software development methodologies (e.g. Scrum)
  would be a plus.
- Experience with Quant programming libraries/frameworks such as
  Quantlib or NumeriX would be a plus.
- Experience with financial information sources such as Bloomberg,
  Reuters, and quant pricing platforms such as SuperDerivatives and
  FENICS.

Location

This position is located at the Company's offices in Cyberjaya,
Malaysia.  For information about living and working in Malaysia please
visit www.tourism.gov.my www.expatkl.com www.virtualmalaysia.com
http://www.lonelyplanet.com/malaysia and for Cyberjaya-specific
information please visit www.cyberjaya-msc.com
http://cyberproperties.wordpress.com  Malaysia offers expatriates a
high quality of life and low cost of living, in an English-speaking and
multicultural environment. The company will be responsible for
obtaining the required work permit and dependent passes for
spouse/children if required.

Recruitment Process

For further information about this unique opportunity, please email
your CV to Jean-Yves Sireau, email jy...@re...

-- 
Jean-Yves Sireau, CEO
Regent Markets Group Ltd.
Genseq Ltd.

<html><body><span style="font-family:Verdana; color:#000000; font-size:10pt;"><div><span style="font-family: Verdana; color: rgb(0, 0, 0); font-size: 10pt;">I am looking for someone for a small consulting project to implement Quantlib code to do vanilla IRS swap valuation. The project has two
 parts. The first part is to value USD fwd swaps and only uses a single 
currency to bootstrap the curve. The second part is to include basis 
swaps in the curve building for some European and Asian currencies. I 
already have most of the first part done in C++, but am running into 
some problems on a couple of bad dates, etc. The code is written now to 
hit a database, but I can provide all the test data needed in csv 
format. I have the raw data and a set of forward swap rates for comparison. The ideal person for this will be familiar with Quantlib *and* familiar with swap valuation.<br></span></div><div><span style="font-family: Verdana; color: rgb(0, 0, 0); font-size: 10pt;"><br></span></div><div><span style="font-family: Verdana; color: rgb(0, 0, 0); font-size: 10pt;">Cheers,</span></div><div><span style="font-family: Verdana; color: rgb(0, 0, 0); font-size: 10pt;"><br></span></div><div><span style="font-family: Verdana; color: rgb(0, 0, 0); font-size: 10pt;">Jeff Burnett<br></span></div></span></body></html>

Waterfront International is a Toronto-based financial consulting firm,
specializing in developing computer based statistical trading
strategies.  Waterfront's selective hiring process considers only highly
talented individuals with a history of exceptional professional and
academic achievement, and solid real-world experience.  


Primary Responsibilities:
*	Developing, testing and implementing quantitative trading
models.
*	Models will be based on quantitative data analysis rather than
qualitative analysis.
*	Research strategies in equities and other markets.
*	Perform historical backtesting to determine optimal strategy
parameters.
*	Generate new indicator ideas. 


Requirements of the Candidate include:
*	PhD or Masters in physics, statistics, mathematics or operations
research.
*	Strong working knowledge of statistics.
*	Must possess expert level C/C++ programming skills.
*	Must be a strong self-starter and able to work well
independently.


Compensation will include immigration and relocation assistance.


Waterfront International
Please submit your resume to: rec...@wi...



Gagan Dhanjal
Waterfront International Ltd

Waterfront International is a Toronto-based financial consulting firm,
specializing in developing computer based statistical trading
strategies.  Waterfront's selective hiring process considers only highly
talented individuals with a history of exceptional professional and
academic achievement, and solid real-world experience.  


Primary Responsibilities:
*	Developing, testing and implementing quantitative trading
models.
*	Models will be based on quantitative data analysis rather than
qualitative analysis.
*	Research strategies in equities and other markets.
*	Perform historical backtesting to determine optimal strategy
parameters.
*	Generate new indicator ideas. 


Requirements of the Candidate include:
*	PhD or Masters in physics, statistics, mathematics or operations
research.
*	Strong working knowledge of statistics.
*	Must possess expert level C/C++ programming skills.
*	Must be a strong self-starter and able to work well
independently.


Compensation will include immigration and relocation assistance.


Waterfront International
Email:  rec...@wi...
95 Wellington Street West, Suite 1900
Toronto, Ontario
Canada
M5J 2N7


Gagan Dhanjal
Waterfront International Ltd

Waterfront International is a Toronto-based financial consulting firm,
specializing in developing computer based statistical trading
strategies.  Waterfront's selective hiring process considers only highly
talented individuals with a history of exceptional professional and
academic achievement, and solid real-world experience.  


Primary Responsibilities:
*	Developing, testing and implementing quantitative trading
models.
*	Models will be based on quantitative data analysis rather than
qualitative analysis.
*	Research strategies in equities and other markets.
*	Perform historical backtesting to determine optimal strategy
parameters.
*	Generate new indicator ideas. 


Requirements of the Candidate include:
*	PhD or Masters in physics, statistics, mathematics or operations
research.
*	Strong working knowledge of statistics.
*	Must possess expert level C/C++ programming skills.
*	Must be a strong self-starter and able to work well
independently.


Compensation will include immigration and relocation assistance.


Waterfront International
Email:  rec...@wi...


Gagan Dhanjal
Waterfront International Ltd

StatPro (www.statpro.com) is looking for a candidate to join its
quant team in Milan.

The candidate will develop pricing functions for complex
derivatives in the Equity, FX, Fixed-Income, Credit-Derivative
markets, and focus on portfolio optimization.

Reporting to the Head of Quantitative Analysis, Marco Marchioro,
the candidate will also work in close contact with Luigi Ballabio,
a QuantLib administrator.

StatPro Italia (formerly RiskMap) has been supporting QuantLib
since the very beginning in 2000 and is committed to the
QuantLib project (http://quantlib.org).

For more details about this career opportunity, or to apply to
this position visit the StatPro web site:
<http://www.statpro.com/corporate/careers/job_openings/quantitative_analyst.aspx 
 >


-- 
Marco Marchioro, Ph. D.
Head of Quantitative Finance, StatPro Italia




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Bohan,

Here are a few that I know of...
  http://www.quantfinancejobs.com/
  http://www.quant-job.com/
  http://www.wilmott.com
  http://www.globalriskjobs.com/
  http://www.efinancialcareers.com/
  http://www.garp.com/
  http://www.indeed.com/
Not sure where in the world you plan to search but most of these site list jobs in The States, on The Continent and in APAC. Hope you find these useful. Please let me know if someone has other suggestions.

Regards,
Scott L. Robik
  ----- Original Message ----- 
  From: Bohan Liu 
  To: qua...@li... 
  Sent: Friday, August 21, 2009 9:59 PM
  Subject: [QuantLib-jobs] Jobs&Internships


  Dear all,

  I am a graduate student in Financial Engineering and Programming. Now I am thinking of applying for a job in financial programming field.

  Does anyone know a good website where I can search entry-level jobs in this field?
  By the way, I have found some website like quantjob.com. However, most of the posted jobs on this webstie require working experience.

  Best,

  Bohan


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  _______________________________________________
  QuantLib-jobs mailing list
  Qua...@li...
  https://lists.sourceforge.net/lists/listinfo/quantlib-jobs

Dear all,

I am a graduate student in Financial Engineering and Programming. Now I am
thinking of applying for a job in financial programming field.

Does anyone know a good website where I can search entry-level jobs in this
field?
By the way, I have found some website like quantjob.com. However, most of
the posted jobs on this webstie require working experience.

Best,

Bohan

Hi All: 

One of my friend suggested that I should send this announcement to this
forum.  

Quantspot is the next generation quantitative finance job search engine,
indexed all quant jobs from internet and daily update

http://www.quantspot.com

Cheers, 

Angela



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Sent from the quantlib-jobs mailing list archive at Nabble.com.