Analytic Recruiting Inc.

Analytic Recruiting Inc. Morristown, NJ 07960, USA
Jan 27, 2020
Full time
Position requires a graduate degree in a quantitative discipline, a minimum of 2 years OO coding experience C++ or C#, scripting language experience, experience in processing large data sets and exposure to equity market data. Keywords: Quantitative Developer, Data Engineer, Data Scientist, Equity Market Data, ETL If you are a suitable candidate, you can expect: A follow-up call, to further discuss the position, your interests and expertise. Your resume will be sent to our client(s) only after we obtain your approval. Please refer to Job # 22834 and send attached resume to
Analytic Recruiting Inc. Morristown, NJ 07960, USA
Jan 26, 2020
Full time
This position requires strong experience working with Python, w/ some NumPy/Pandas or similar quantitative software strongly preferred. MS/PhD in Computer Science, Engineering, Statistics, or related discipline Company is a renowned preeminent quantitative investment Keywords: Python, NumPy/Pandas, quantitative developer If you are a suitable candidate, you can expect: A follow-up call to further discuss the position, your interests and expertise. Your resume will be sent to our client(s) only after we obtain your approval. Please refer to Job # 22692 and send attached resume to
Analytic Recruiting Inc. Morristown, NJ 07960, USA
Jan 26, 2020
Full time
Position requires: Master's degree in a technical discipline. Significant experience and understanding of equities financial data and equity investment applications. Five years in a technical leadership role Strong communication and leadership skills Key words: Project Management, Equities Investment management Please refer to Job # 23031 and send attached resume (Word)to
Analytic Recruiting Inc. Boston, MA, USA
Jan 26, 2020
Full time
Responsibilities: Portfolio Construction Portfolio Optimization Factor Modeling Tactical Asset Allocation Portfolio Strategy Development & Testing Risk Attribution Portfolio Re-Balancing Requirements: Applicants should have a top school advanced degree with a strong background in finance, math, statistics, or the like. 5+ years' experience in quantitative research [portfolio optimization, tactical asset allocation, risk attribution, portfolio rebalance, multi-factor and alpha modeling] Multi-Asset Class -risk and asset allocation experience strongly preferred Must have advanced (R, SQL) skills as well as experience using tools such as Barra/Northfield, Factset, Bloomberg, Blackrock). Must have superior communication skills This position provides opportunities to do cutting-edge modeling and advance to a portfolio management role. The company offers a very attractive compensation and benefits package. Keywords : GTAA, R, Multi-Asset, Mutual Funds, Database Programming, Optimization, Portfolio Construction, Asset Allocation, SQL, Fund Performance, Multi-Factor Models, Macro-Economics, Analytics Please refer to Job 23435- and send MS Word attached resume to Jim Geiger, | For More Opportunities, please visit
Analytic Recruiting Inc. Jersey City, NJ, USA
Jan 26, 2020
Full time
Position Requirements: Phd in financial, quantitative or economic discipline A minimum of three years empirical equity research Strong programming skills with a statistical or quantitative language such as Matlab, R, or Julia Experience analyzing large datasets Key words: quantitative research, equity research Please refer to Job # 22833 and send attached resume to If you are a suitable candidate, you can expect: - a follow-up call to further discuss the position, your interests and expertise. - Your resume will be sent to our client(s) only after we obtain your approval.
Analytic Recruiting Inc. Las Vegas, NV, USA
Jan 26, 2020
Full time
This position is a part of the Risk Management department tasked with identifying revenue opportunities and risk trends by monitoring the performance of existing portfolio, growth opportunities, and general market trends. The Director, Financial Risk will manage the financial performance of products and strategies within the Risk Management department (credit line increases, authorizations, collection, fraud, retention, and the sale of revenue based products). By leveraging key risk indicators, financial metrics, and P&Ls, this position will manage banks products and strategies to goal attainment. Focus will be on diving deep into the activity of existing customers to analyze and report customer behavior, while simultaneously driving growth as the bank develops and implements new strategies. Summary of Essential Job Functions Evaluating, analyzing, and reporting the impact and performance of portfolio strategies. Oversight of the implementation of new portfolio and strategic management tools. Leading analysis in order to evaluate the risk of new and existing programs. Overseeing a team of analysts with the responsibility of developing and maintaining reporting to track portfolio and vintage performance and profitability. Driving incremental growth through the development of new strategies or the optimization of existing strategies in the digital acquisitions space. Presenting findings to upper management and making recommendations for improvements Management of cross-department projects and initiatives involving close collaboration with the IT department. Design and planning of technical solutions for new areas of acquisition and portfolio expansion. Position Requirements Master's Degree in Economics, Finance, Business, Math or related field. 5+ years analytical experience in with Credit Cards Experience in digital markets and online acquisitions. Strong communication skills and political savvy. Knowledge of financial analysis and profitability drivers. Must be proficient in financial modeling procedures Consumer Credit Card industry experience 5+ years advanced use of at least one of the following: Microsoft Access, SQL Server, Oracle, or SAS Keywords : Financial Risk, Credit Cards, Analytics Refer to Job #23543 - and send MS Word attached resume to Ilana Raz, │For more opportunities, please visit .
Analytic Recruiting Inc. New York, NY, USA
Jan 24, 2020
Full time
Responsibilities: Monitor all MBS, CLO, ABS and related derivative trades Reconcile, clear and settle all fixed income and derivative trades Work closely with major sell-side trading counterparties on all trading operations issues Monitor all the data that enters the firm's portfolio management, performance and accounting systems Requirements: Must have 5+ years of relevant fixed income trade capture, settlements and operational experience related to MBS, CLO's and other securitized fixed income products Must have CLO product knowledge Superior communication skills Must have experience working with both external clients and internal operations Must have Excel and MS application experience Must be looking to join a top tier organization that can offer career growth opportunities Client can only hire US Citizens or Permanent Residents - No Visa sponsorship Keywords: Middle and Back Office, Operations, MBS, CLO, Trade Capture, Settlements, Reconciliation, Fixed Income, Derivatives, Analytics Please refer to Job 23523 - and send MS Word attached resume to Jim Geiger, | For More Opportunities, please visit
Analytic Recruiting Inc. New York, NY, USA
Jan 23, 2020
Full time
Responsibilities: Responsible for global cash management Manage cash movements and funding requirements across all global business units In charge of all reporting for Global Treasury Management including global cash concentration Invest excess cash under strict investment guidelines Monitor FX exposure and hedge FX exposures using derivatives Develop effective quantitative models for forecasting cash flows Establish strong internal cash management, cash disbursement and foreign exchange controls Work closely with senior financial management on treasury and cash management strategies Requirements: 3+ years of proven Treasury Cash Management experience with a financial services company Proven experience analyzing foreign exchange cash flows and implementing derivative based hedges Ability to build and implement quantitative cash forecasting models Must have experience investing excess cash balances and hedging foreign exchange exposures Must have superior communication skills to explain complex cash management issues to senior management Will provide treasury cash management expertise and market knowledge to the organization Keywords : Global Cash Manager, Foreign Exchange Hedging, Forecast Models, International Company, Analytics Please refer to Job #23620 - and send MS Word attached resume to Jim Geiger, | For More Opportunities, please visit
Analytic Recruiting Inc. Pittsburgh, PA, USA
Jan 23, 2020
Full time
Responsibilities: Using extensive market data to perform fundamental analyses of power generation, congestion and transmission market dynamics Develop trading strategies for short-term markets (virtual energy (INC/DEC & UTC) and physical transactions) Work on forecasting and analysis of LMP, congestion risk management, and theoretical portfolio settlement and VaR Work on generator and load behavior, transmission analysis, cashflows, risks, valuations, and hedging programs Participation in daily trade research, preparation, analysis, decision-making, and execution Coding and maintenance of efficient and intuitive analytic tools and trading platforms Expansion and improvement of the firm's continual data acquisition infrastructure Requirements: BS in a quantitative field 2+ years of proven FTR trading experience Advanced knowledge of the power markets: generator and load behavior, congestion forecasting, transmission analysis, cashflows, risks, valuations, and hedging programs Strong programming skills: R, Python, Machine Learning, Data Science tools Keywords : Power Flow, FTR, Congestion, CRR, Hedging, INC/DEC, Electricity Markets, Analytics Please refer to Job 23430 - and send MS Word attached resume to Jim Geiger, | For More Opportunities, please visit
Analytic Recruiting Inc. Los Angeles, CA, USA
Jan 23, 2020
Full time
Responsibilities: Work with business and technology heads to develop a technology roadmap to enhance and improve accounting, operations, asset management and the firms reporting functions Working with multiple external data providers, ensure data quality and accuracy of accounting and valuation calculations Gather and analyze business requirements Author business requirements documentation Must translate business requirements to technical requirements Work with the firms business teams to automate and streamline production of accounting and treasury reports using the firm's data sources (SQL, Excel, PowerPoint, and Tableau.) Respond to adhoc reporting requests from treasury, accounting, operations using SSRS, Tableau, Confluence, and SQL Requirements: Candidate must have at least 2+years of business process analysis experience in treasury operations, accounting or capital markets applications at a bank, hedge fund or asset management firm Must Possess broad fixed income knowledge and grasp of the investment industry Must have deep understanding of derivative products: Corporate bonds, CDS, equities, options, and bank loans. Must be able to manipulate large amounts of data Must have experience with front office trading, trade capture, collateral management, accounting, compliance, risk and portfolio management systems Must have very strong SQL, Excel, PowerPoint, Visio, Tableau and SSRS skills Must have experience with Jira and Confluence Must have at least a BS in Finance, Engineering, Computer Science or Technology is required but a higher level of education is preferred. Candidate must have strong analytical and problem-solving skills and the personality to work across all business areas. Keywords: Business Analyst, Technology, Accounting, Treasury, Operations SQL, Confluence, Jira, Compliance, Portfolio Management systems, analytical, problem solver, Analytics Please refer to Job 23357 - and send MS Word attached resume to Jim Geiger, | For More Opportunities, please visit
Analytic Recruiting Inc. Los Angeles, CA, USA
Jan 23, 2020
Full time
Responsibilities: Design, develop and support front-end web-based portfolio management applications Perform full stack development of portfolio risk analytics, marketing, accounting, reporting and billing systems from inception to visualization Help transition and optimize current web applications to mobile technology Work with the business users and the technology team to translate business requirements into software applications Build web-based applications using .Net, C#, JavaScript, AngularJS, JQuery, HTML5, REST, AJAX Requirements: Must have 3+ years of hands-on Web-based technology development experience ideally with a capital markets/buy-side firm Must have .Net, C#, JavaScript skills (AngularJS and JQuery) Must have experience working with HTML and CSS Nice to have: SSRS and Cloud development experience Must have web design and web architecture experience Must be able to work in a collegial but time-sensitive environment Keywords : C#, .Net, Web Developer, Software Design, JQuery, JavaScript, CSS, HTML5, Portfolio Management, Reporting, Accounting, Analytics Please refer to Job #23616 - and send MS Word attached resume to Jim Geiger, | For More Opportunities, please visit
Analytic Recruiting Inc. Boston, MA, USA
Jan 23, 2020
Full time
Position requires two-plus years' experience in quantitative development for Equities analytic applications. Strong Java or Python, SQL knowledge. Experience with Axioma, Barra and FactSet market data strongly desired. Preference for an advanced degree in Financial Engineering, Quantitative Finance, or a similar quantitative discipline. Keywords : Quantitative Developer, Risk Management, Axioma, Barra, FactSet, Analytics Please refer to Job 23588 and send an attached resume to , For more opportunities please visit us at . If you are a suitable candidate, you can expect: a follow-up call to further discuss the position, your interests and expertise. Your resume will be sent to our client(s) only after we obtain your approval.
Analytic Recruiting Inc. New York, NY, USA
Jan 23, 2020
Full time
The successful candidate will have established relationships with institutional high yield bond buyers, especially qualified institutional buyers, and a history of successful revenue generation. Proven impactful experience engaging institutional accounts in an electronic trading environment Candidates must be proficient at establishing successful, long-term account relationships. The High Yield Salesperson will effectively represent the firm's inventory items and market new issues to clients. High Yield Sales people must relate customer inquiry to the trading desk and to fellow salesmen. High Yield Sales People must also query clients for bond sale opportunities that correspond to other salespeople's needs. The role requires working closely with the firms trading desk and desk research analysts to identify trade opportunities and collaborating with other members of the Debt Capital Markets team. Requirements: Three years+ of current experience in high yield bond sales Strong current high-yield bond client relationships, with history of consistent revenue generation. Must have demonstrated success and a high comfort level in engaging institutional accounts in an electronic trading world Ability to generate revenue/trades through pitching trade ideas. Demonstrated history of successfully cultivating new institutional client relationships. Excellent understanding of Corporate Bonds and Fixed Income products. Ability to sell, analyze, use market data and investor feedback to formulate trading ideas. Bachelor's degree required. Outstanding leadership skills; track record of success and high performance. Delivers clear, effective oral and written communication. Series 7 and 63 licenses required (within 90 days of hire). Keywords: High Yield, Credit Sales, Electronic Trading, Hybrid, Fixed Income Markets Refer to Job #23008- and email MS Word attached resume to Jim Geiger, | For More Opportunities Visit
Analytic Recruiting Inc. New York, NY, USA
Jan 18, 2020
Full time
Quantitative Developer C++ Will be responsible for a range of projects such as development of pricing/risk engine, portfolio benchmarking and support of trading, risk and portfolio managers. Asset classes include RMBS / whole loan / MSR / CMBS, ABS, high yield bond, bank loan/CLO, convertible bond, rates derivatives. Position requires strong C++ programming skills, quantitative educational credentials and an interest in learning risk modeling and analytics Key Words: C++, quantitative development Please refer to Job 23706 and send attached resume to If you are a suitable candidate, you can expect: - a follow-up call to further discuss the position, your interests and expertise. - Your resume will be sent to our client(s) only after we obtain your approval.
Analytic Recruiting Inc. Towson, MD, USA
Jan 17, 2020
Full time
Responsibilities: Assessing and analyzing risk and performance across the firm's multi-asset portfolios including cash and derivative investments in equity and fixed income products. Use Multi-Factor Models to identify and measure investment risk across multi-asset portfolios Provide insights into the risk exposures, risk concentration and tail risk using MSCI Barra risk applications Perform in depth analysis to better understand portfolio performance Work directly with Portfolio Managers to provide risk analysis that will improve portfolio construction Work with IT to develop real time risk dashboards that can be used by PM's and senior management Monitor, analyze and communicate daily changes in the risk profile of the firm's multi-asset portfolios Provide accurate and timely risk information to both internal managers and external clients Requirements: Candidates will have an advanced quantitative degree (Ph.D preferred) 5+ years working in investment risk management with a long only asset manager Deep knowledge of multi-factor risk models Experience with vendor systems, [MSCI Risk Manager, Barra One] Programming skills, [Matlab, Python, R] Superior communication skills required to work directly with PM's Ability to work in a time-sensitive trading room environment Keywords: Quantitative Risk Manager, Equity, Fixed Income Multi-Factor Models, MSCI, Barra, Risk Monitoring, Tail Risk, Quantitative Research, Risk Exposure, Risk Concentration Please send resumes to Jim Geiger
Analytic Recruiting Inc. Boston, MA, USA
Jan 16, 2020
Full time
Requirements/Qualifications: Position requires two plus years' experience in quantitative development for Equities analytic applications. Strong Java or Python, SQL knowledge. Experience with Axioma, Barra and FactSet market data strongly desired. Preference for an advanced degree in Financial Engineering, Quantitative Finance, or a similar quantitative discipline.
Analytic Recruiting Inc. New York, NY, USA
Jan 16, 2020
Full time
Position requires: Three plus years' software development experience C#/.NET (required) SQL Server (SQL Server required, MySQL nice to have) Web development (front- and back-end), with distinct emphasis on HTML, JavaScript, jQuery and CSS Experience with Investment Management not required Keywords : C#, .Net, ASP.Net, SQL, JavaScript, Analytics Please refer to Job #23664 and send an attached resume to | For more opportunities please visit us at . If you are a suitable candidate, you can expect: - a follow-up call to further discuss the position, your interests and expertise. - Your resume will be sent to our client(s) only after we obtain your approval.
Analytic Recruiting Inc. New York, NY, USA
Jan 16, 2020
Full time
Responsibilities: The role will be responsible for working on complex product presentations as well as interfacing with product development and customer support teams to explain the product's features to clients and prospects. Requirements: The ideal candidate should have 3-5 years of Big 4 accounting experience Extensive knowledge of FX, Commodity and IR derivatives, hedging and risk management Solid understanding of ASC 815 and ASU 2017-12 hedge accounting changes Superior communication and presentation skills. Certification in CPA, CFA or FRM is a plus. Keywords: ASC 815, CPA, Derivative Accounting, Risk Management, Hedging, Big 4 Accounting, Commodities, FX, Rates Please send resumes to Jim Geiger
Analytic Recruiting Inc. Boston, MA, USA
Jan 15, 2020
Full time
Position requires a minimum of seven years of application development experience with three plus years of leadership experience. Strong communication skills with an ability to interact directly with investment teams. Master's in financial engineering or related discipline Strong familiarity with mathematics used in finance, such as linear algebra and probability. Expertise in OOP and quantitative languages (Python or R) Keywords: Analytics, Quantitative Development, Python, Application Development Management Please refer to Job #23524 and send attached resume to │For more opportunities, please visit us at If you are a suitable candidate, you can expect: a follow-up call to further discuss the position, your interests and expertise.
Analytic Recruiting Inc. New York, NY, USA
Jan 14, 2020
Full time
Responsibilities: Work with quantitative research and financial engineers on integrating 3rd party analytic packages (ie. Numerix) into the firms front, middle and back office platform Work on Java based development of FX, Interest Rate and Commodity pricing, risk and analytic models as part of the firm's platform Document, test and validate all models Identify aspects of the OTC Derivatives (Vanilla and Exotic) models in the library that may need to be tweaked, altered or fixed Requirements: Advanced Degree in a Quantitative Field (Math, Financial Engineering, Computer Science, Physics) 4+ years of financial engineering of OTC Derivatives including Options, Swaps and/o Structured Notes Must have strong quantitative skills to understand complex OTC valuation, risk and hedging models and to know if the model's results are accurate Must have a deep understanding of how derivatives models work and is current on market conventions for pricing and hedging OTC Interest Rate, FX and Commodity products including Options (Vanilla and Exotic) Must have superior communication skills and the ability to communicate complex quantitative issues to groups and individuals Must have demonstrated experience working with 3rd party analytics firms such as Numerix. Must have- current Java and Java automation applications such as: Git, Jenkins, Maven and Tomcat Keywords: Java, OTC Derivatives, Financial Engineer, Exotic Options, Valuation Models, Risk Models, Hedging Models Please send resume for Job#23722 to Jim Geiger