Quantitative Specialist Global Investment Bank (NY, NY)

Support structured products and convertible bond desk.
Develop and implement equity derivatives models and research new models.
Support risk management system for volatility trading.
Support all equities volatility businesses including structured products, flow and convertible bonds desk with modeling, pricing and hedging.
Develop new volatility fitting algorithms and support day to day operation of all equity volatility business.

Email us at:
WallStreetQuants@gmail.com
with your contact information and we will call you about this opportunity

Requirements:

3-5 years experience as a front desk quant pricing, modeling and supporting risk management for exotic equity volatility desk (structured products, flow, convertible bonds, etc.)
PhD or equivalent degree from top tier school in hard sciences, math or financial math.
C/C++ and VBA coding with emphasis on numerical method implementation.
Excellent knowledge of stochastic calculus, equity derivative models and hands on experience implementing models.
Solid analytical and problem solving skills.
Ability to work in a time sensitive environment.
Ability to multi-task with strong attention to detail.
Ability to work effectively in a team environment.
Proactive personality with ability to learn quickly.
Excellent written and verbal communication skills.

Email us at:
WallStreetQuants@gmail.com
with your contact information and we will call you about this opportunity

Rates/FX Structurer, Global Investment Bank (NY, NY)

Senior Structurer to join it’s liquid markets team supporting the Foreign Exchange and Rates businesses. This person will be instrumental in structuring complex transactions across a wide range of products, both asset and liability based, as well as advising originators and traders on specific deals. As a senior member of the team, the Senior Structurer will be responsible for training and developing juniors, as well as representing the ream to Senior Management.

Email us at:
WallStreetQuants@gmail.com
with your contact information and we will call you about this opportunity

Responsibilities:

# Work very closely with sales teams in translating specific needs or views into tailor-made solutions.
# Advise stakeholders/traders about risk and P&L issues surrounding transactions.
# Create and maintain complex financial models to forecast P&L implications.
# Train and develop junior staff as needed.
# Collaborate with Risk, Compliance and Business Heads to maintain best practices, maintaining a global enterprise risk management model .
# Drive the business by generating and promoting structured FX and Rates trade ideas aimed at a wider audience of potential customers.
# Create Alpha related strategies to market original products across a wider range of clients and potential clients.

Requirements:

# Quantitative Bachelor’s degree in Mathematics, Engineering, or related discipline; advanced degree, CFA, MFE are desired.
# 8+ years of experience effectively structuring products demonstrated by P&L success.
# Demonstrated record of taking and managing risk successfully.
# Significant experience within an institutional desk.
Excellent knowledge of financial products across FX and Rates.
# Highly motivated with the ability to deal effectively with people in a variety of relationships and situations and work in a team environment, as well as a desire to develop and train others.
# Series 7, 63 required at hire or shortly thereafter.
# Superior written and verbal communication skills.
# Strong IT skills, including expertise with trading systems, Bloomberg; Mathematica or Matlab and Visual Basic for Excel are important. Programming skills would be a definite advantage.
# Ability to multi-task with strong attention to detail.

Email us at:
WallStreetQuants@gmail.com
with your contact information and we will call you about this opportunity

SVP, Alternative Investment Solutions (NY, NY)

Private Equity division is seeking a senior vice president to join its Alternative Investment Solutions group. This candidate will manage and oversee all quantitative research and analysis within the Alternative Investment Solutions Group and will play a critical role in portfolio management for multi-alternative asset class investments. The candidate should have a strong quantitative background and experience in financial markets or asset allocation and alternative investing.

Email us at:
WallStreetQuants@gmail.com
with your contact information and we will call you about this opportunity

Description: The Alternative Investment Solutions group is a newly formed team that develops multi-alternative asset class investment strategies for institutional and HNW investors. The group is responsible for managing significant institutional strategic partnerships focused on alternative investments, managing a family of commingled funds, and developing white papers related to alternative asset classes.

Responsibilities:

Manage, develop, and refine asset allocation analytics and models integral to the group’s portfolio management function, including: Risk/factor analysis models and processes - run factor analysis models on monthly basis and determine implications to tactical asset allocation of investment vehicles Deterministic and stochastic cash flow models - manage and continue to improve Monte Carlo simulations – conduct scenario analysis of alternative asset class target performance Econometric models – develop econometric models to forecast forward returns, volatilities, correlation for alternative investment strategies. Supervise one to two investment professionals in model and analytic development Work with Head of Alternative Investment Solutions to build out strategic partnership deliverables Work with institutional strategic partners on quantitative approaches to asset allocation and regression-based factor analysis Conduct meetings with prospective strategic partnership clients on topics ranging from asset allocation to individual alternative investment strategies Conduct research and co-author studies on alternative investment strategy Requirements: PhD in applied mathematics or similar concentration Solid understanding of alternative asset classes, including private equity, real estate, and hedge fund strategies Experience in: Scientific programming, particularly with Matlab Modeling investments and forecasting investment returns Multi-variance regression analysis Asset-liability modeling Programming skills in C++ and Visual Basic Strong oral and written communications and ability to effectively communicate complex concepts and strategies to investors Team player and ability to follow direction and accept constructive feedback Multi-tasking skills and ability to execute projects in a short time frame Email us at: WallStreetQuants@gmail.com with your contact information and we will call you about this opportunity