Ariel Booker
Quantitative Analytics
133 Hounsditch
London
EC3A 7BX
www.westbourne-partners.com
Live Job opportunities: February 2013
Summary of open job opportunities within Westbourne Partners Quantitative Finance recruitment practice, headed by Ariel Booker. This
list is not exhaustive, instead showing a summary of more interesting open positions.
Westbourne Partners focus on the placement of applicants into Banks, Hedge Funds and Proprietary Trading firm in London, New
York, Chicago, Zurich, Paris, Hong Kong.
This list is intended to give a brief summary about current live vacancies. More information (client names, further detail on compensation,
job specs etc) can obviously be provided on request.
FX Algo / E-Trading Quant; Opportunity based in London; 300k-400k T-COMP
European Investment Bank. Opportunity to work on the development of market making (and pseudo-prop)
strategies for FX business. Looking for a candidate with knowledge of higher frequency intra-day trading
from an Algo desk, hedge fund or prop firm. Any asset class considered. Interesting opportunity in that the
company gets a huge amount of client flow due to very good franchise. Not top-2 FX, but still growing and
great opportunity to earn very good money.
Senior Interest Rate Quant; London based opportunity. TCOMP 300k - 1million
US Fund Management Company. Opportunity to work as a the sole quant for the head of one of the main
Funds within this large $20bn + US hedge fund with offices in USA Exposure to several different types of
investment, but mostly exposure through trading fixed income and rates.
CVA Quant; Opportunity based in London; 120k 180k T-COMP
European Investment Bank. 5+ years experience required working on CVA modelling. More details on
request.
FX: European Prop Trading Firm; London based opportunity; T-COMP to 1million+
High Frequency FX business. Prior knowledge of computerised / systematic trading at a bank algo desk,
prop firm or hedge fund is required. Ideally high frequency strategies experience, but other CTA / Stat Arb,
etc considered. Machine learning, Stats etc background. Opportunity to work as a researcher and contribute
to head-of-teams strategies or (for more experienced candidates) to contribute to PnL by owning ones own
book implementing their own strategies etc.
Vanilla Interest Rate Quant; London based opportunity; 75k - 150k
European Investment Bank. 1-3 years experience. knowledge of Interest Rate modelling/pricing/risk.
Working as part of global quant group and opportunity to interact with trading and other quant teams
throughout the bank. requires prior knowledge of interest rate space.
Geneva: Interest Rate Quant. Hedge Fund. Possible T-COMP of CHF 150k-300k
Supporting Interest Rate Traders / PMs in this multi-strategy hedge fund with offices worldwide. May
involve working with FX and Credit Asset Classes as well. Requires good programming skills and ability to
interact with development team to implement quant models.
New York: Interest Rate Quant; European Investment Bank: $175k - $250k
Opportunity to join a top tier European Investment Bank, working out of the New York office. Requires
experience of Interest Modelling / pricing and will involve working on a greenfields project. Potentially very
exciting.
Machine Learning Quantitative Researcher; Investment Bank; London: ~200,000 TCOMP
Work for a growing Automated Market Making business at a leading investment bank. Franchise is probably
#7 / #8 in Europe, but looking to aggressively grow this business. Requirement involves implementing
sophisticated algorithms and use of machine learning techniques.
FX Quant Analyst: US Investment Bank; London Based; 125k - 175k T-COMP
Options, Futures, Swaps. Opportunity to join the FX Quant team at this US Investment BankOpportunity
within global high frequency market-making / prop company. Working as part of a team responsible for
creating and ensuring accuracy of market prices at this well known leader in high speed trading. Background
as FX, options or rates quant ideally required.
Insurance modelling Quant US Investment Bank. London based opportunity
Part of Insurance Trading group. Working as part of small team of quants modelling and pricing insurance
transactions and assets. requires broad quant skills and broad knowledge of finance. Background in Fixed
Income or Insurance products ideally required.
New York Hedge Fund; C++ / Algorithm developer; $1million T-COMP
Opportunities for very talented, mathematical C++ developers with good knowledge of either low-level, high
performance, ultra-low latent systems or experience of efficient implementation of algorithms for
computerised trading. Opportunity for candidates from any location (US Visa provided) to work in a worldrenowned $10bn+ Hedge Fund known for environment more like software / machine learning company.
New York / London Prop Trading Company; Quant Researcher for Futures business; 500k+ TCOMP
Less well known New York Prop Trading company. 2013 will see them grow their London operationtrading FX, futures and European Equities. Company has been established for over 12 years. Initial focus is
to hire quant researchers to work as part of very large futures business. The company is interested in speaking
to candidates with good knowledge of Statistics and Mathematical finance from various areas of finance
desk quant at a bank, algo quant from hedge fund etc..
Ariel Booker | Quantitative Analytics
0203 402 6902
07748 464 142
[email protected]
