Nabble - quantlib-jobs

Trading Research Analyst Job

2008-07-10T16:49:00Z

Trading Research Analyst

San Francisco, CA

Barclays Global Investors (BGI) is America's largest money manager, providing structured investment strategies such as indexing, risk-controlled active products, and exchange traded funds to investors worldwide. For 35 years, BGI has been at the forefront of developing innovative investment ideas, applying science and technology to the investment process. Headquartered in San Francisco and winning first place in the SF Business Times' ''Best Places to Work in the Bay Area 2008" Awards (Large Companies category), the Barclays PLC subsidiary employs over 3,700 people globally and manages approximately $2 trillion in assets.

Overview

As one of the largest asset managers, BGI is a top-three holder in every security resulting in the need to be extremely careful around how it enters and exits investments so as not to move the market or erode its alpha signals. BGI’s answer to this problem is its unique Global Trading Research team and its implementation of electronic trading strategies.

We use a highly customized version of a third party vendor product called FlexTrader to implement trading signals and strategies for the equity and currency trading teams. This is a high profile group where we are in a position to directly impact the performance of our funds by providing tools for traders to make intelligent decisions on trade timing and strategy. Working market hours and sitting on the trading floor, Trading Research members are very close to the excitement of the markets.

We are seeking a new member to join the real time analytics team to not only help us support and enhance our electronic trading application, but also to continue to develop innovative tools for our traders. We are looking to expand across additional asset classes as well as expanding the depth of our analytics, to implement automatic trading algorithms using real time statistics on trading signals. The job requires a strong technical background as well as a basic understanding of the equity markets.

Key Responsibilities

· Initially the focus will be on the support and maintenance of our electronic trading platform. This involves supporting our equity and currency trading applications here in the US and Canada, as well as working with our global partners in the UK and Japan to learn about the specific nuances of their markets. This involves a lot of direct interaction with the traders and brokers, to be the front line support for any production issues as well as dealing with ad-hoc requests.

· After becoming more familiar with the environment, the time will be split up between support and development. The development may involve our expansion to different asset classes, such as futures and commodities or more extensive development of the existing equity and currency applications, such as expansion to emerging and developing markets.

· Build tools to minimize support issues. By proactively identifying potential issues, help us minimize the amount of time required to support the existing systems. Be able to think of creative solutions to automate as many issues as possible. The success of this task will help the entire team devote most of our time to development.

· Work with the short horizon trading team to develop automated trading algorithms. Be directly involved in the implementation and analysis of the algorithms and work with the electronic trading team to continue to improve the performance of existing algorithms.

· Work with the trading analytics team to help build tools for monitoring post trade and intraday trade performance.

Qualifications

· BS in Computer Science, Information Systems, Mathematics or a related field.

· Excellent analytical and problem solving skills coupled with a strong attention to detail.

· Good communication skills and the ability to work effectively and adapt quickly in a rapidly changing, team-based environment.

· A minimum of two years C++/C/Java business application programming in a Unix environment or NT.

· Good Knowledge of the Perl, UNIX scripting, and Sybase

· Experience in the development of financial trading applications, especially FlexTrader, a plus

· Experience working in a front office team supporting a production environment a plus

To apply, please upload a Word or PDF resume here:

https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=4555

Regards,

Jaime

Please connect with me via LinkedIn: http://www.linkedin.com/in/jaimebott

Jaime Bott

Recruiting Specialist

Human Resources

Barclays Global Investors

(: (415) 908-7612 (office)

6: (415) 618-1411 (fax)

45 Fremont Street, San Francisco, CA 94105, USA

This message and any attachments are confidential, proprietary, and may be privileged. If this message was misdirected, Barclays Global Investors (BGI) does not waive any confidentiality or privilege. If you are not the intended recipient, please notify us immediately and destroy the message without disclosing its contents to anyone. Any distribution, use or copying of this e-mail or the information it contains by other than an intended recipient is unauthorized. The views and opinions expressed in this e-mail message are the author's own and may not reflect the views and opinions of BGI, unless the author is authorized by BGI to express such views or opinions on its behalf. All email sent to or from this address is subject to electronic storage and review by BGI. Although BGI operates anti-virus programs, it does not accept responsibility for any damage whatsoever caused by viruses being passed.

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Quantitative Product Manager

2008-06-30T14:07:03Z

Quantitative Product Manager

San Francisco, CA

Overview

The U.S. Equity Research team is looking for a Quantitative Product Manger in the San Francisco office to support our Active Equity Research and Product Teams. The ideal candidate will have strong development and programming skills as well as experience supporting empirical financial research and a proven capability to manage large databases. Familiarity with common financial databases (e.g., Compustat, Barra, IBES) is desirable.

Responsibilities

· Work with the U.S. equity research team to setup data feeds, data models, and derived data.

· Design validation and transformation rules and mapping.

· Manage exceptions and errors and the future needs for data and analytics in support of investment strategies.

· Assist researchers in the acquisition and processing of financial data.

· Interact with product developers, vendor relations, IT, and operations to provide reliable financial information to support investment strategies.

· Work directly with market data vendors to set-up and implement new data feeds or data models.

Qualifications

· Requires background in programming languages, such as: SQL, Perl, SAS, Matlab, Java.

· Knowledge of Oracle, Sybase, SQL Server, or MySQL databases is highly desirable.

· Three to five years of experience managing and designing production databases and supporting empirical financial research.

· M.S. or B.S. in Computer Science, Finance, Accounting, Economics, Mathematics, Operations Research or other analytical discipline.

· Excellent analytic and problem solving skills.

· Demonstrated ability to deliver solutions.

· Strong initiative and a thirst for knowledge.

To apply, please click here:

https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=4487

Regards,

Jaime

Please connect with me via LinkedIn: http://www.linkedin.com/in/jaimebott

Jaime Bott

Recruiting Specialist

Human Resources

Barclays Global Investors

(: (415) 908-7612 (office)

6: (415) 618-1411 (fax)

45 Fremont Street, San Francisco, CA 94105, USA

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Head of Proprietary Analytics, San Francisco

2008-06-30T14:06:22Z

Head of Proprietary Analytics

San Francisco, CA

Overview

The Proprietary Analytics Group is responsible for proprietary tools (including optimization) used for portfolio construction, backtesting, attribution, and other applications. We believe that Proprietary Analytics represents one of BGI’s key competitive advantages.

Responsibilities

· Manage this high-performing team.

· Provide thought leadership on approaches to portfolio management, including specifically the development of new proprietary tools.

· Challenge the status quo, and foster an environment of innovation. Raise the level of analytic sophistication at BGI.

· Influence behaviors, perceptions, and decision-making across the organization, even in areas in which they do not have direct authority.

· Develop prototypes, convert into production-quality software, and support those implementations.

· Work closely with researchers and portfolio managers throughout the firm.

Qualifications

· Experience managing an investment or finance team focused on model building and quantitative asset management.

· An advanced degree in finance, operations research, econometrics. An advanced degree in a quantitative discipline such as science or engineering can substitute for this, however this will only be the case if the person has extensive practical experience, which has led them to acquire the appropriate training on the job.

· Effective communication skills, both written and verbal. The successful candidate must have the confidence and credibility to persuasively interact with colleagues, management, and multiple (internal) clients.

· Direct experience designing and delivering production quality implementations of large-scale mathematical software.

To apply, upload a Word or PDF resume to the following URL:

https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=4293

Regards,

Jaime

Please connect with me via LinkedIn: http://www.linkedin.com/in/jaimebott

Jaime Bott

Recruiting Specialist

Human Resources

Barclays Global Investors

(: (415) 908-7612 (office)

6: (415) 618-1411 (fax)

45 Fremont Street, San Francisco, CA 94105, USA

Developer Level IV: C++ Integration / Development

2008-04-21T13:42:29Z

Job Location: Washington DC, Herndon, VA

Salary: 100k+

C++ Developer VI: 8+yrs development experience; must have strong knowledge of C++, including unit testing framework (e.g., cppUnit, NUnit, or jUnit) in Windows environments. Database experience (SQL Server 2005 ideal) an important but not hard requirement.

You will help create of C++ wrapper code to integrate internal financial analytics libraries with a 3rd party financial analytics system (PolyPaths).

Key tasks will include:
* Integration of code and data, using PolyPaths and Proprietary Analytics APIs.
* Creation of comprehensive unit tests

Lesser tasks will include:
* Database integration (SQL Server 2005) to acquire source data and store results and other output
* Porting or reproducing Linux test harness to run in Windows environment

Skills needed:
* Strong C++
* Unit testing, preferrably using cppUnit, NUnit, or jUnit framework
* Database experience is a strong plus
* Experience with financial analytics libraries is a plus
* Experience with financial securities, especially mortgage-backed instruments is a plus

This will be a medium- to long-duration project, depending on the candidate's performance.

Developer VI performs high complexity (e.g. system level applications) analysis, design, development and unit testing of software applications from user requirements and design documents. The candidate also resolves defects encountered during various testing cycles.

Paul Tran, President

Elucid Solutions, Inc.

4300 Montgomery Avenue, Suite 302

Bethesda, Maryland 20814

Phone: (301) 652.8208

Cell: (202) 486.0441

www.elucidsolutions.com

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researchers and portfolio manager jobs

2008-03-03T16:57:59Z

Researchers & Portfolios Managers

San Francisco/London/Tokyo/Sydney

Barclays Global Investors (BGI) is America's largest money manager, providing structured investment strategies such as indexing, risk-controlled active products, and exchange traded funds to investors worldwide. For 35 years, BGI has been at the forefront of developing innovative investment ideas, applying science and technology to the investment process. Headquartered in San Francisco and named one of the SF Business Times' ''Best Places to Work in the Bay Area 2007, '' the Barclays PLC subsidiary employs over 3,500 people globally and manages $2 trillion in assets.

The following groups are hiring Researchers and Portfolio Managers:

· Fixed Income

· Active Equity

· Global Market Strategies Group

· Global Index Markets Group

· Emerging Markets

· Strategic Solutions Group

· International Active Equity

The investment teams are a mix of researchers and portfolio managers sharing their passion for empirical finance. Their numbers include former academics and PhDs in finance, economics, and other quantitative disciplines. This provides a vibrant environment for productive research and a collegiate atmosphere suitable for cross fertilization of ideas between individuals and across groups within the firm. The role requires staying in touch with state of the art developments in financial research by attending various academic and practitioner conferences.

Responsibilities

· Combine fundamental analysis skills and investment insight with disciplined quantitative modeling skills to support the continuing development of the strategies.

· Contribute investment ideas – drivers of asset returns, optimal portfolio construction, efficient acquisition of market exposure.

· Daily fund management responsibilities, including: portfolio re-balancing, submitting trade lists, performance attribution, regular performance commentaries, and daily monitoring of portfolio positions.

· Regular evaluation of portfolio construction design including backtesting as well as transaction cost and risk model evaluation.

· Regular evaluation of signal and model performance as well as portfolio management decision performance.

Qualifications

·         Ph.D. in Finance, Economics, Accounting, or a quantitative discipline strongly preferred.

· Strong quantitative finance background, including familiarity with modeling techniques, portfolio construction methodology as well as forecasting and statistical analysis methodology.

· Experience and demonstrated skill in fundamental analysis and financial statement analysis.

· Basic programming skills (i.e. Java or C++) as well as familiarity with statistical analysis software (i.e. SAS, Matlab, Splus) in order to handle the analysis of large data sets.

Please upload a Word or PDF resume to the following URL:

https://barclays.recruitmax.com/main/careerportal/candidate_update.cfm?szOrderID=3100

Regards,

Jaime

Please connect with me via LinkedIn: http://www.linkedin.com/in/jaimepack

Jaime Pack

Recruiting Specialist

Human Resources

Barclays Global Investors

(: (415) 908-7612 (office)

6: (415) 618-1411 (fax)

45 Fremont Street, San Francisco, CA 94105, USA

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