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小小礼物，感谢论坛和这里的兄弟姐妹：
http://www.quantfinancejobs.com/default.asp?dbid=&guid=
Enjoy the Quant Job Market Worldwide:)
Check US section, you will be shocked:) Some example, you will know the value of Quants:)
http://www.quantfinancejobs.com/jobs/quant-us.asp
1.
Senior Quantitative Analyst, Transaction Cost Analysis / High Frequency Strategies, New York / CT
New York, United States of America
Senior Quantitative Analyst, Transaction Cost Analysis / High Frequency Strategies, New York / CT, Hedge Fund $500K-$750K++The Systematic Strategies Group (SSG) at a leading Hedge Fund would like to appoint a Senior Quantitative Analyst to join its group.
The group is responsible for researching and trading systematic strategies across the cash equity and equity options markets in the USA, Europe and to some extent in Asia.
You will play an active role in the alpha generation process for the desk. Specifically, your focus will be on researching, developing and deploying quantitative trading models linked to your expertise in transaction cost analysis and high frequency trading.
As a Senior Quantitative Analyst on the desk, it is anticipated that you will also play a role in setting the overall direction of the research and innovation direction for the desk.
Requirements
• Technical PhD and outstanding research background.
• Most likely been 2-5 years experience in researching or developing transactions cost models / high frequency based trading models.
• Intellectually robust
• Team player
2.
Quantitative Researcher - Proprietary Commodity Trading Strategies – CT Hedge Fund, $600k
Connecticut, United States of America
Multi-asset, multi-billion dollar Hedge Fund is looking for a Commodities focused Quantitative Research Analyst to join their team of professionals to focus on their proprietary strategies related to asset allocation. Working alongside other Quantitative Researchers, Portfolio Managers, Risk Managers and Traders, you will be responsible primarily for developing new commodity trading strategies as well as improving current proprietary commodity trading strategies. You will also be responsible for performing statistical and economic research on financial data relating to commodity strategies as well as adding features to proprietary research systems to implement new research ideas.My client is interested in high calibre candidates with a strong academic track record demonstrated by advanced degrees and strong GPA’s in a quantitative field (such as Economics, Computer Science, Mathematics or Physics), from highly reputable Universities. You must have a minimum of 2 years experience within the commodities space as a Quantitative Developer or Quantitative Researcher. In addition to strong market knowledge of commodities, you will have proven experience of one or more of developing commodity trading strategies alone or as part of a quantitative research/trading team, implementing commodity trading models and strategies or designing and developing commodity trading systems. You will have strong object oriented programming skills in any of C++, Java or C# and ideally knowledge of Python or other programming languages.
Your personal characteristics will include a true passion for research and quantitative finance, strong communication skills and the ability to work independently or as part of a highly collaborative team. You will have strong communication skills, strong analytical ability and excellent problem solving skills. You will relish the opportunity to discuss and explain concepts in finance and mathematics in both verbal and written form.
3.
Experienced High Frequency Quant Researcher(Equities, Futures, FX) - $550k+ , NYC
New York, United States of America
Description: New York based multi-strategy Hedge Fund seeks a Senior Researcher to build quantitative and systematic trading systems. You will collaborate with the team to enhance existing strategies while also working on a next generation of cutting edge trading models. Your responsibilities within their elite systematic trading group will include daily attribution for quantitative trading models, back testing of trading strategies, risk analysis for the quantitative trading models, managing dollar allocation and analysing financial statements. Excellent career growth and income potential is available for the successful candidate.
Candidates for this position will have a consistent superior academic background demonstrated by a PhD from a top tier University with numerous Mathematical and Science awards to their name. In addition, you will demonstrate strong expertise in Linux and/or Windows operating systems, programming in C/C++ and statistical computing using S-Plus, SAS or R.
Ideally you will have strong experience researching and developing strategies across multiple asset classes. My client is happy to see exceptional candidates from outside of the finance industry as long as you demonstrate a strong interest in quantitative finance including Monte Carlo Simulations, Bayesian Analysis and Stochastic Methods. My client is also very interested in seeing candidates with significant experience of Machine Learning, Statistics and Optimization.
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