Hey! Here's the full description (ignore the fact that it mentions C/C++/C# as those are not actually required based on what he has told me this afternoon):
Title: Quantitative Developer in Fixed Income & Foreign Exchange
Responsibilities for this role include: Construct, validate and maintain Fixed income trading models for clients of the firm who are currently engaged in trading US and European Fixed Income and FX products around the world. This will include developing models for US Dollar Futures such as Euro dollar Futures and options, US Notes and Bond Futures and Options, Libor Futures and Options, German 2 year, 5 year, 10 year and 20 year cash and futures, OATS, BTPs and UK Gilts and their respective option markets. In addition the Analyst will be developing and implementing FX algorithmic trading related algorithms to enhance the returns of the current models. Familiarity with financial markets is desired. Candidate should be passionate about markets in general. The analyst should be proficient in one or more of the following programming skills: mathematical tools such as MATLAB/R, Excel/VBA, C/C++/C#, Python, Java with special skills to build applications on the Web. Clients will use these models via web applications. Familiarity with developing and maintaining websites is very desirable.
Fair Value Partners: Fair Value Partners was founded in 2012 in London by three partners (with offices in Frankfurt and New York) to help two very prominent PE funds in the US to source distressed hard assets in Europe currently under the ownership of the Bank of England (BOE), the Bundesbank and the National Bank of Austria. FVP has developed a proprietary CORE (Change Of Rate Expectation) trading strategies based on the Federal Reserve Policy which has been used in the past by Credit Suisse, Deutsche Bank AG, Societe Generale, Cantor Fitzgerald & Co., MF Global and most recently by State Street Bank & Trust Co. These strategies have been tested and executed over a period of 14 years. FVP has expertise in FX and FX options proprietary trading strategies as well, which have been tested and executed over a period of 7 years in a US & an UK bulge bracket Investment Bank as well.
Senior Partners
Shivaji is a founding partner of Fair Value Partners and is based in New York. Shivaji is a highly experienced asset sourcing professional of non core CRE / Infrastructure / Renewable Energy / Transportation assets from European banks for North American investors. Shivaji previously headed Sourcing and Disposition for MF Global in New York, and for the New York Federal Reserve. Initially trained in derivative products at Susquehanna International Group(SIG) & Morgan Stanley & Co. Following which Shivaji spent many years in Germany intially as Head of Structured Products for Dresdner Kleinwort Wasserstein and then as co-head of ICG Branch Distribution of Structured Products for Deutsche Bank in Germany, Switzerland & Austria. Shivaji holds a BA in Economics with Honors from the Shri Ram College of Commerce (University of Delhi), an MSc in Management Science/OR from the University of Durham in England, Advanced Applied Mathematics training from the Carolo Wilhelmina zu Braunschweig Karl Friedrich Gauss Faculty in Germany and a Ph.D. in Operations Research from the City University of New York.
Our FX partner to Fair Value Partners and is based in New York. He is a highly experienced capital markets professional in High frequency trading and market making for Precious Metals. Pricing and hedging algorithms for indexing FX and Low and medium frequency systematic trading strategies in Futures and Forex. He has also expertise in structuring commodity derivatives for corporate clients to hedge their commodity exposure. Prior to Finance he was Product Manager for Lucent Technologies and Senior Software Engineer for Ascend Communications. Shishir holds a BTech in Computer Science and Engineering from IIT Kanpur in India and an MBA in Finance & Investment Management from MIT's Sloan School of Management.
If you're interested, send over a resume to me and I'll forward it over to my boss who will set up an interview with them. You can reach me at [email protected]