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A CANNOT-MISS ANNUAL EVENT - SQA FUZZY DAY THURSDAY MAY 31 on ADAPTIVE LEARNING IN FINANCIAL MARKETS FEATURING Andrew Lo, Blake LeBaron, and many more - CLICK HERE
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Next Monthly QWAFAFEW-NYC Tuesday May 22 2012 - Evan Schulman on the Downside of Corporate Bonds & CM Carty on Liability/Asset InvestingCertificate in Quantitative Finance - Next free info session in NYC is Wednesday May 16 at 7 City Office Suite, 55 Broad Street, 3rd Floor - Click Here
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| On This Page | Recent Presentation Files and Links of Interest | Get On The Mailing List to receive meetings announcements |
- Other QWAFAFEW Chapter Events Julia M. Carty - In Loving Memory 1976 - 2011 |
Feb 28 2012 - NYC - Presentation - Indrani De and Andre Bertolotti LINKS OF INTEREST
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Quaffers = colloquial nickname for QWAFAFEW Members (spelling using “Qu” in lieu of “QW” purposely inconsistent with organization name).
QWAFAFEW (pronounce “quaff-a-few”) = Quantitative Work Alliance for Applied Finance Education and Wisdom. QWAFAFEW is a not-for-profit club. It provides a collegial forum for sharing of analytical investment research. It also serves as a conduit for networking.
This site provides a user-run complement to official web site (qwafafew.org). It is run by New York chapter, but all other chapters are welcome to submit info about your past, present, and future meetings, as well as presentations' files (ppt or pdf). Also please make sure that your contact info on this page is correct.
About New York QWAFAFEW Chapter
We have meetings every month: presentations, discussions, networking.
| Contacts for New York Chapter |
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| Organizational Purpose | For quantitatively oriented investment professionals. To gather together informally, discuss quantitative issues, and relax over drinks with their colleagues. | ||||||||||
| Atmosphere | Casual and informal | ||||||||||
| Officers | Officers are elected by the general membership. The chapter president may guide the selection process for nomination of officers. Relevant offices may include, but are not limited to: president, vice-president, treasurer, and secretary. | ||||||||||
| Financial Issues | QWAFAFEW is a not-for-profit club. Annual Dues are collected from members in addition to admission fees in order to cover meeting costs. Membership is on an individual, not a corporate basis. Presenters, members, and nonmember attendees are presumed to represent themselves, not their organization. Receipts are provided once per month. Members of other chapters (currently including Boston, Chicago, DC, Hartford, London, Princeton, San Francisco,Toronto, and Vancouver) pay membership rates to attend New York meetings. | ||||||||||
| Meeting Frequency | Generally, 12 times per year, and at least once per month. | ||||||||||
| Membership: Becoming a member | Membership is on a calendar year basis. Join at the door and attend that meeting at no charge. If you wish to join by mail. please send check payable to QWAFAFEW to Herb Blank c/o Rapid Ratings, 86 Chambers Street, Suite 701, NY, NY 10007. Application: for those who wish to submit a Membership application for New York (not required) please click here To aubmit a member application for the Princeton Chapter (also optional), please click here Princeton Chapter Membership Application |
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| Linkedin group | Members of linkedin.com are welcome to join QWAFAFEW networking group "QWAFAFEW Quantitative Investment Society" on Linked-In.
The URL is http://www.linkedin.com/e/gis/59644/530E700BF98A |
Next Meeting of New York Chapter
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Tuesday May 22, 2012 QWAFAFEW-NYC Evan Schulman, Tykhe Inc. and Editor, Journal of Portfolio Management, "Are Corporate Bonds Appropriate Investment Vehicles for the 21st Century?"C. Michael Carty, Principal, New Millennium Associates, "Liability/Asset Matching for Retirement Investors"All are welcome - PLEASE Pass this along! Date: Tuesday May 22nd; Time: 5:30 PM – 8:30 PM Venue: Patrick Conway's Pub & Restaurant (downstairs), 40 E 43rd St (between Madison & Vanderbilt), NY, NY – ½-block from Grand Central Station.www.patrickconways.com. Patrick Conway's is an ideal spot for delicious business lunches, dinners, Happy Hour, and late night suppers. RSVP to nyc@qwafafew.org . In text body, please provide the name, phone number, email, and membership/affiliation status for each attendee. $35 for full-time students, CQF Designates and SQA Members $40 for members of CQA, FWA, IAFE, PRMIA (free members), GARP, SPA, FIRMA, LQG, IAFE, or any CFAs, CMTs, students, those between positions, and/or members of any Quant and/or ETF-affiliated Linked-In group; Pay 2012 dues of $100 at the door (CHECK to QWAFAFEW or CASH only), attend this meeting for free. Student membership now available for $50 for 2012 (first meeting free). Transitional membership now available for $75 for 2012 (first meeting free). To learn more about QWAFAFEW Quantitative Investment Networking Society and to sign up for our mailing list, sign up at www.quaffers.org to receive these email announcements directly. AGENDA 5:30- 6:15 Registration, Networking, and Refreshments 6:20 - 7:20 "Is Corporate Debt an Appropriate Instrument for the 21st Century" -Evan Schulman Corporate debt burdens the issuer with fixed costs and saddles the investor with an illiquid investment because transaction costs dominate the small changes in value that occur over time. Debt also exposes the investor to the ravages of unexpected inflation. We argue that Sales Certificates mitigate these problems, discuss which firms may have a competitive advantage in offering Certificates, give examples of a couple of potential applications, including one for the US Treasury, and report on a miserable sales record for this product. 7:20 - 7:35 Refreshment and Networking Break 7:35 - 8:35 "Liability/Asset Investing" - C. Michael Carty If your portfolio strategy is failing to meet your financial goals, maybe its time to rethink your strategy and/or reset your goals! Liability/Asset management offers a way to identify realistic life goals and the means to achieve them. It is suitable for any investor irrespective of their goals, age, wealth, or future market movements. The mechanics of the approach will be discussed along with quantifiable evidence of its superiority to strategies that simply increase a portfolio’s risk in the hope higher returns will achieve those goals. Evan Schulman is the founder of Tykhe, LLC, whose business is to develop, patent, promote and license the issuance of Sales Certificates. (http://www,tykhe.biz) Prior to Tykhe, he was co-founder of Upstream Technologies LLC, which provided asset and order management software to generate efficient portfolios for investors, either directly or through financial planners and brokers. Upstream was acquired by CheckFree in 2007. Evanalso co-founded Lattice Trading, an electronic trading platform for institutions acquired by State Street Bank in 1996. He has published on a variety of investment and trading topics. His career is documented in the books "Super Traders" (Alan Rubenfeld, Irwin Books, 1992) and "How I Became a Quant" (Richard R. Lindsey/Barry Schachter, John Wiley & Sons, Inc, 2007). C. Michael Carty, Founding Principal and Chief Investment Officer of New Millennium Advisors, LLC.
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NYC meetings are usually held on Tuesdays on 43rd Street in Manhattan near Grand Central Station at Patrick Conway's Pub & Restaurant (downstairs), 40 E 43rd St (between Madison & Vanderbilt), NY, NY 10017 – ½-block from Grand Central Station). To receive email notifications - please go back to the top of the page and fill in your name and e-mail address in the rightmost column. You will be e-mailed to confirm your subscription to our free newsletter. Time: 5:30 PM – 8:15 PM. Admission - all are welcome. Please RSVP. To RSVP: Email nyc@qwafafew.org and put date of event you wish to attend in Subject Line. In text body, please provide the names, phone numbers, organizations (if any), emails, and membership status for each attendee. Membership: You need not be a member to attend but there are benefits. Membership is on a calendar-year basis. NYC dues for 2011 are only $100 (Students $50, Jobless $75). Join by cash or check payable to QWAFAFEW at the door and attend that meeting for free. If you wish to join by mail, please send check (ONLY) made to QWAFAFEW to Herb Blank, Rapid Ratings International, 86 Chambers Street, Suite 701, NY, NY 10007 Application: for those who wish to submit a Membership application (not required) please click here Pay 2011 dues at the door (CHECK to QWAFAFEW or CASH only) and attend this meeting for free.
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Hedge Fund Replication: Methods, Challenges and Benefits for Investors - Michael MarkovIN COOPERATION WITH NYSSA MEMBERSHIP COMMITTEE Time: 5:30 PM – 8:30 PM Pay 2012 dues of $100 at the door (CHECK to QWAFAFEW or CASH only), attend this meeting for free. Student membership now available for $50 for 2012 (first meeting free). Transitional membership now available for $75 for 2012 (first meeting free). To learn more about QWAFAFEW Quantitative Investment Networking Society and to sign up for our mailing list, sign up at www.quaffers.org to receive these email announcements directly. AGENDA 6:20 - 7:30 "Hedge Fund Replication" - Michael Markov, CEO & co-Founder, Markov Processes International (MPI) 7:30 - 8:15 Refreshments, Networking, and Adjournment Bio - Michael Markov is co-founder and the CEO of Markov Processes International, LLC (MPI) – an industry leader in financial quantitative tools and technologies with more than 300 client organizations worldwide. In 1992 he led the development of the industry first returns-based style analysis application based on William Sharpe’s groundbreaking methodology. Most recently, Mr. Markov spearheaded the development of Dynamic Style Analysis (DSA), an advanced returns-based analysis methodology designed to analyze and replicate highly dynamic and leveraged investments such as hedge funds.Being an industry expert in financial forensics, Mr. Markov is a frequent speaker at hedge fund forums around the globe on due diligence and performance attribution. He is frequently quoted in the financial press including The Wall Street Journal, The New York Times, Financial Times, The Economist, CNNMoney and others. Mr. Markov is a Mathematician by training and has published papers on investment style and performance analysis, data and signal processing and hedge fund analysis. .
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FOR THIS MEETING ONLY, Email qwafafew.nyc@gmail.com. We will only be able to accept the first 75 verified RSVPs. But, we will maintain a waiting list if we are fully subscribed. So, if you will be unable to attend. If it's last-minute, please call Herb at 917-992-7852. On your RSVP, please provide your name, THE CHAPTER of which you are a dues-paid member, Organization, and a contact phone number. One e-mail per attendee please. ONLY cash or check (to QWAFAFEW) can be accepted. NO PLASTIC - paper receipts available. Questions? Call Herb, 917-992-7852.
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Meeting Schedule for QWAFAFEW-NYC in 2012- First two meetings now scheduled - more to be announced shortly
Location is usually the same (see map above). Day is Tuesday (Except when otherwise specified)
| Date | Agenda |
| Tuesday January 24, 2012 |
FIRST MEETING of 2012 |
| Tuesday February 28, 2012 |
ESG Night |
Tuesday March 27, 2012 | ETF Allocation & Index Research |
Monday April 16, 2012 | Bonus Meeting - My Life as an Empiricist: A Conversation with Sam Eisenstadt |
Tuesday April 24, 2012 | Managing Tail Risks and Thematic Market Neutral Investing - Matthew Moran, VP-CBOE; Kishore Karunakaran - Quant Shares |
Tuesday May 8, 2012 | Hedge Fund Replication Research - A Joint Meeting with the NYSSA |
Tuesday May 22, 2012 | Changing Nature of Financial Markets |
MONDAY June 25, 2012 - NOTE DATE CHANGE | CQF-Sponsored Meeting on Quantitative Research - Philip Bennett, Deutsche Asset Management & More |
Tuesday July 24 2012 | Mary Ann Bartels & More |
Tuesday August 28 2012 | Daniel Satckhov, RixTrema and Barry Schachter, Woodbine Asset Management |
THURSDAY September 27, 2012 - NOTE DATE CHANGE | Dr. Richard Michaud, New Frontier Advisors |
Tuesday October 23 2012 | To Be Announced | Tuesday November 13 2012 | To Be Announced |
Tuesday December 04, 2012 | To Be Announced |
Click here to get on a mailing list of one or several of the QWAFAFEW chapters (other than NY,CT, NJ)
Note - for New York, Hartford CT, and Princeton NJ - sign on the top of this page.
To become a member and get discounts - contact corresponding chapter.
| Chapter | Info |
| New York | - email: NYC@qwafafew.org - meetings: Patrick Conway's Pub & Restaurant (downstairs), 40 E 43rd St (between Madison & Vanderbilt), NY, NY 10017 -steering_committee_nyc.doc -NYC Chapter Membership Application |
| Chicago | - email: chicago@qwafafew.org - RSVP: https://www.acteva.com/go/ChicagoQWAFAFEW - meetings occur at Chicago-area financial services institutions and universities. - steering_committee_chicago.doc |
| Boston | - email: Hugh@qwafafew.org |
| Hartford, CT | - email: hartford@qwafafew.org |
| Princeton, NJ | - email: princeton@qwafafew.org - meetings: Nassau Club, 6 Mercer Street, Princeton, NJ -Princeton Chapter Membership Application |
| Denver | - email: denver@qwafafew.org - meetings: Marco’s Coal Fired Pizza, 2129 Larimer St., Denver - steering_committee_denver.doc |
| San Francisco | - email: sanfrancisco@qwafafew.org - meetings: L'Olivier French Restaurant, 465 Davis Ct, San Francisco, about 4 1/2 blocks north of Market Street from the Embarcadero BART station. - steering_committee_sf.doc |
| Vancouver | - Efforts now active to locate a new home for website as googlegroups.com will soon be unsupported. Ideas? Please contact Jeff Wiebe |
| other | There are efforts to open/revitalize groups in Washington DC, LA Metro, Dallas, Toronto. If interested in these or other locatrions- please contact Herb Blank via email: hblank@qwafafew.org |
To receive email notifications for chapters in New York, New Jersey, and Connecticut - fill out the form on the top of this page.
For all other locations use this form: click here to get on the mailing list (note - do NOT use it for NY, NJ, CT).
Other QWAFAFEW Groups and Events
Other QWAFAFEW Groups and Events:
| Date | Where | Agenda |
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March 20, 2012 Tuesday |
Boston. MA
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Next Boston QWAFAFEW Meeting: Tuesday, 20 March 2012 Abstract - We propose a simple analytical construct for incorporating liquidity into portfolio choice. We treat liquidity as a shadow asset which is attached to assets that are easily tradable and absent from those that are not. The expected return and risk of the shadow liquidity asset depend on the manner in which investors exploit liquidity, but these values are no more difficult to estimate than the expected return and risk of explicit assets. We show how to correct for the effect of performance fees and fair value pricing on the observed risk of illiquid assets.
We also show how to correct for the impact of performance fees on the collective expected return of multiple illiquid assets. These corrections, together with inclusion of the shadow liquidity asset in a portfolio, enable us to estimate the liquidity premium required of an illiquid asset. Alternatively, we can employ this construct to determine the optimal allocation to an illiquid asset, or the return required of the shadow liquidity asset.
We illustrate our approach with a straightforward numerical example. We then identify the empirical liquidity premiums of several hedge fund indexes, and we use this information to evaluate the impact of illiquidity on a representative institutional portfolio. Our analysis suggests that the historical liquidity premiums of many illiquid funds may be insufficient to justify significant allocations to them, given even conservative assumptions of the extent to which investors benefit from liquidity, and especially if investors employ multiple funds.
Guest fee for attendance is $30. Members attend at no charge. Send e-mail to hugh@qwafafew.org for inquiries |
Wednesday May 2, 2012 | Triumph Brewing Company 138 Nassau St. #A Princeton, NJ 08542
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WEDNESDAY MAY 2nd - QWAFAFEW- Princeton makes its triumphant return at a new location - The Triumph Brewery in Princeton NJ. Joseph Mezrich, Head of Global Quantitative Strategies for Nomura Securities USA will discuss "Global Investment Strategies: A Quantitative Perspective" to headline the CQF-sponsored program. Venue: Triumph Brewing Company, 138 Nassau Street, #A, Princeton NJ 08542; (609) 924-7855; www.triumphbrewing.com/princeton Admission details (CASH or personal checks only - NO plastic): RSVP to qwafafew.princeton@gmail.com Food and soft drinks included. Cash Bar. $10 FOR CQF Certificate-holders and those registered for the exam; $20 for paid-up QWAFAFEW members from any chapter and sustaining PRMIA members. $30 for students, full-time academics; members of the SQA, free PRMIA members, CQA members, CAIAs, CFAs, CMTs, NYSSA memberIAFE members, GARP members, and those without full-time paid positions. $40 for others. Princeton Membership paid for in 2011 is now good for 2012 since we've had a 9-month hiatus in meetings. Become a Princeton member at the door for $50 and attend this meeting for free. Time and Date: Wednesday May 2, 5:30 PM - 7:30 PM. Program begins at 6:10 PM. Joseph Mezrich PhD has been Managing Director, Head of Quantitative Research, at Nomura Securities International since January 2006. He was previously Managing Director, Head of US Quantitative & Derivatives Research at UBS, in that role since 2002. At UBS he was ranked #1 by Institutional Investor for global quant. From 1998 to 2002 he was Head of Quantitative Strategies/Quantitative Strategist at Morgan Stanley. He was a member of Morgan’s Macro Strategy team. From 1987 to 1998 he was deputy head of the Equity Portfolio Analytics group at Salomon Brothers. Joe received the Ph.D. in Mathematical Psychology and MA in Statistics from the University of Michigan, and received the EE and the SM degrees in Electrical Engineering from the Massachusetts Institute of Technology.
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Denver Wed March 14 2012
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Marco's Coal Fired Pizza 2129 Larimer Street, Denver, CO
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Denver QWAFAFEW - Wednesday March 14 2012: Dr. Hollifield, CMU, Bond Pricing, Monetary Policy and Interest Rate Dynamics Start time: Wed, March 14, 2012 - 5:30 PM
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Tuesday June 5, 2012 |
Cuty Steam Brewery Cafe, 942 Main Street, Richardson Room, Hartford, CT |
Reverse Stress Testing - Daniel Satchkov, President, RiXTREMA A pre-publication exposition of new research on Tail Risk management All are welcome to attend. Time: 5:00 PM – 7:00 PM NEW Venue: Hot Tomato's - One Union Station, NE corner of Union Street and Asylum Street, Hartford, CT 06103 www.hottomatos.net RSVP to hartford@qwafafew.org or qwafafew.hartford@gmail.com Admission Fees accepted at door (cash or check to QWAFAFEW, no plastic):
Special deals: Pay 12-month dues of $40 at the door (CHECK to QWAFAFEW or CASH only), attend this meeting for free. AGENDA 5:00 - 5:40 Registration, Networking, and Refreshments Daniel Satchkov, CFA, President and Director of Research Thanks to RiXTREMA (www.rixtrema.com) for partially underwriting the cost of this event. RiXtrema is a risk modeling and consulting company that focuses on extreme financial market events. The company is founded with a purpose of providing finance professionals with a cutting edge risk model that goes beyond the Modern Portfolio Theory. RiXtrema combines innovative risk estimation approaches with model customization to deliver unique models for risk management needs. We also wish to thank the Hartford CFA Society (www.hartfordcfa.org) for their continued support of QWAFAFEW-Hartford. The Hartford CFA Society is hosting career development workshops on May 23 and June 6. Please visit the site for details. Thursday June 14 2012 marks THE prestige event in the Central Connecticut Financial Community - the 60th Anniversary Gala at the Society Room of Hartford. Please click on http://www.cfasociety.org/hartford/Lists/Events%20Calendar/DispForm.aspx?ID=75&Source=http%3A%2F%2Fwww%2Ecfasociety%2Eorg%2Fhartford%2FPages%2FHome%2Easpx for details. |
Beyond QWAFAFEW: Other Events of Interest
| Date | Where | Agenda | ||
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May 15 - 17 2012 PRMIA Global Risk Conference 1 |
Marriott Marquis 1535 Broadway, NY 10036 @ 45th Street |
This is the link to the Global Risk Conference: http://www.prmia.org/globalriskconference/ All QWAFAFEW members and newsletter subscribers will receive a 5% if they use the code below. The prices of the conference is at its lowest before Feb. 29. If they use the code and register by this date, this would give you the best savings.
LUMINARY SPEAKERS include David X. Li of CICC; Allan Malz of the New York Fed; Ben Golub of BlackRock; Henry Azzam of Deutsche Bank - and many more - If you are in Quantitative Risk, you cannot afford to miss this event!
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Wednesday March 7th - CQF Seminar NYC & Thursday March 8th Webinar for all in US region | Concierge Conference Center - 780 3rd Avenue @48th St., NYC, NY
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CQF Information Seminar - the Global Standard in Financial Engineering - Find out more about the quantitative finance industry, your career options within it and the CQF by attending one of our information sessions, where you can meet active quants, members of the CQF team and course alumni. Each session lasts approximately 1 hour. All info sessions take place in a central location in a specific city, and include drinks, refreshments and networking after the presentation. Can't make it to Midtown on March 7th? Here's a second chance: Find out more about the quantitative finance industry, your career options within it and the CQF by logging into one of our online information sessions where you can find out about the program and ask questions directly to members of the CQF team. Each session lasts approximately 1 hour. |
Sentry Center, 810 7th Avenue @W. 53rd Street, New York, NY |
SQA FUZZY DAY: Learning and Adaptation in Financial Markets During the past decade financial markets witnessed significant dislocations in traditional pricing relationships. An emerging field of evolutionary finance attempts to reconcile observed market anomalies by applying Darwin's principle of natural selection to study trading behavior and asset price dynamics. This new perspective, with Adaptive Markets Hypothesis (AMH) at its core, views markets as a competitive and adaptive mechanism as investors learn from and adapt to the changing environment. Under AMH, this market selection mechanism transfers wealth to investors who are well adapted to the environment from investors who are less adapted.
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Hartford CFA Society March 22 5:30 - 7:30 PM |
The Colony Club, Springfield, MA |
Commodities: The Case for a Strategic Asset Allocation - presented by the Hartford CFA SocietySpeaker: Keith Black Keith Black has over twenty years of financial market experience, serving approximately half of that time as an academic and half as a trader and consultant to institutional investors. He currently serves as Associate Director of Curriculum for the CAIA Association. During his most recent role at Ennis Knupp + Associates, Keith advised foundations, endowments and pension funds on their asset allocation and manager selection strategies in hedge funds, commodities and managed futures. Prior experience includes commodities derivatives trading at First Chicago Capital Markets, stock options research and CBOE market-making for Hull Trading Company, and building quantitative stock selection models for mutual funds and hedge funds for Chicago Investment Analytics. Dr. Black previously served as an assistant professor and senior lecturer at the Illinois Institute of Technology's Stuart school, where he taught courses in both traditional and alternative investments. He contributes regularly to The CFA Digest, and has published in The Journal of Global Financial Markets, The Journal of Trading, The Journal of Financial Compliance and Regulation, The Journal of Investing, The Journal of Environmental Investing, and Derivatives Use Trading and Regulation. He is the author of the book "Managing a Hedge Fund." Dr. Black was named to Institutional Investor magazine's list of "Rising Stars of Hedge Funds" in 2010. Dr. Black earned a BA from Whittier College, an MBA from Carnegie Mellon University, and a PhD from the Illinois Institute of Technology. He has earned the Chartered Financial Analyst (CFA) designation and was a member of the inaugural class of the Chartered Alternative Investment Analyst (CAIA) candidates. Members: $5 / Non-Members: $30. For more details visit www.hartfordcfa.org or click this link: |
Thursday March 22 - NYSSA Seminar - A Special Event | NYSSA Conference Center 1540 Broadway, Suite 1010, NY, NY 10036 |
Defined Benefit Pension Panel
New regulations, confusing capital markets, and deteriorating plan financial positions pose new challenges for pension investment managers. Questions arise such as What are realistic investment expectations? Where are better risk-adjusted investment opportunities? Are standard analytical tools like Mean-Variance or VAR still viable? Should there be a re-think of the various dimensions of pension risk to plan participants and corporate shareholders? To tackle these issues you have to develop short-term tactics and long-term strategies. Attend this program to hear solutions from leading defined benefit plan investment practitioners. Register now by clicking on: http://www.nyssa.org/programs/mastercalendar/tabid/121/vw/3/itemid/336/d/20120322/Defined-Benefit-Pension-Panel.aspx |
Past Meetings and Presentations (ppt & pdf files)
Past Agenda Index: for those who wish to view past meeting agendas for most chapters, please click here
Job Postings (Quant-Related only) (ppt & pdf files)
GLOBAL ANALYST
THomsonReuters is seeking an experienced and successful sales professional in quantitative markets to represent proprietary research and enterprise wide solutions. The successful candidate will have a demonstrated track record of success with global banks, multi-national asset managers and hedge funds.
We are seeking a hunter who will call directly into the market, present our end to end quantitative solutions, work well with multiple teams and ultimately close business.
This role is located in NYC.
To review further or apply please follow this link: https://toc.taleo.net/careersection/2/jobdetail.ftl?lang=en&job=SAL00007405
Quantitative Research Specialists – NY Metro - Updated 1/13/2012
Established Hedge Fund is seeking quantitative researchers with a passion for research to develop new and improve current proprietary quantitative trading strategies. Responsibilities include:
Requirements:
Compensation $300-500K commensurate with experience. Must be eligible to work in the U.S.
Email MS Word attached resume in confidence to: resumeBB@hrg.net
Reference BB54-QWAFAFEW, Quant Research Specialist on subject line.
Market Making Developer - NYC
HRG is seeking a high speed Market-Making Developer with exceptional technical skill-sets, especially C++. Responsibilities include the design and implementation of automated market making algorithms across various markets and asset classes. Liaise with internal and external entities in ensuring strategic flow of new applications and tools. Work on high development of internal trading engines. While previous experience within Options or Equities Market-Making would be a plus , exceptional coders from top non-finance institutions will also be considered.
Compensation $250,000 Must be eligible to work in the U.S.
Email MS Word attached resume in confidence to: resumeDF@hrg.net
Reference DF162-QWAFAFEW, Market Making Developer on subject line.
