The Firm
J H I R A D Consulting is the executive search firm for companies mining exceptional talent in mathematics, software engineering and quantitative research. We distinguish our service through a world class team that has a superior understanding of the business. We also service positions for candidates with strong analytical skills in systems, sales, marketing and human resources.
Our global network of prestigious clients, which include the premier technology and proprietary trading firms in the world, and top-performing candidates is unparalleled. Senior directors of companies depend on and work closely with us in obtaining superior talent and critical time-saving staffing solutions.
J H I R A D Consulting is also the services firm for companies that require software, analytical and quantitative consulting as a strategic alternative to expensive in-house work. We set high standards for project quality and client responsiveness. We provide applications development expertise as well as access to the world's best software and financial engineers.
Industries serviced include High Technology, Financial Services, Energy/Utilities, Manufacturing, and Advertising.
Candidates: Technology - Programming - Software Development
Our clients include the top technology, research and trading firms in the world. Candidates with expertise in the following are encouraged to apply.
Software Developers/Engineers and Project Managers with expertise in - c/c++, visual c++, .net technology, c#, java, assembly, visual basic, sql, vb script, java script, asp, perl, delphi, smalltalk, SAS, splus, matlab, mathematica, design patterns, e-commerce development. opengl, Operating systems -> windows, unix, or linux, mac.
Database Administrators, Architects, Developers with experience in - oracle, sybase, IBM, sql-server, data warehousing
Systems Administrators with expertise in Microsoft Windows, UNIX including - solaris, sun-os, aix. linux, mac.
Candidates: Finance & Quantitative Research
Candidates with expertise in the following are encouraged to apply.
Degree: MS/Ph.D in Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, Other Engineering or Quantitative Discipline, Finance, Econometrics, Economics.
Derivatives: Fixed Income, Interest Rate , Exotics, FX, Commodities, Equities, Energy, Credit.
Fixed Income: Derivatives, Convertible Arbitrage, Corporate Bonds, Mortgages, Collateralized Debt Obligations, Swaps, Asset Backed Securities.
Equities: Statistical Arbitrage, Mathematical arbitrage, Index Arbitrage, Market Neutral Strategies, Risk Arbitrage, Global-Marco, Equity Research, Equity Derivatives, High Frequency Trading.
Risk Management: Market Risk, Credit Risk, Operational risk
Asset Management: Portfolio Management, Asset Allocation, Asset/Liability Management, Alternative Investments
Jobs in Technology
Quantitative Equity Researcher - New York, Maryland
Top financial firm is looking for a quantitative researcher. Work will involve design and development of models that are necessary for equity modeling, asset allocation and valuation. This position requires at 3 - 7 years of prior experience. The candidate must have strong development skills preferable using C/C++ on UNIX/WINDOWS. Knowledge of Statistical packages such as Matlab and Splus is a plus. The candidate should also have an MS or Ph.D in mathematics, economics , physics, computer science or another quantitative discipline. Excellent problem solving skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Statistical Arbitrage Quantitative Specialists - New York, London
The research group of a trading company is seeking candidates with statistical arbitrage expertise. Candidates will support a multi-billion dollar portfolio and will be responsible for algorithmic, high-speed, generation of long-short trades across a range of asset classes including US and international equities, commodities and currencies. Excellent programming skills preferably in C or C++ are required. A top school MS or PhD in a quantitative discipline is required. Prior experience in statistical arbitrage demonstrating a successful record is also a plus. The candidate must have excellent communication skills. Please email resume in WORD format to recruiter11@Jhirad.com
Quantitative Equity Specialist
Top firm seeks candidates with equities experience to support trading and research. Candidates should be well versed and experienced in portfolio theory, asset allocation modeling, and portfolio construction. Solid knowledge of financial statement analysis is a plus. Prior work or exposure to statistical arbitrage is helpful but not required. Work will include research, design and modeling. Strong knowledge of either C, C++, Java, is helpful. Strong mathematical modeling skills and excellent analytical capabilities are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Senior Software Engineer - New York, Maryland
Top financial firm seeks developers to maintain C, C++ and Matlab code to support research and trading. This is a highly analytical role that requires excellent math skills, as the programmer will work with concepts related to probability, motion and time series. Work will include constructing simulations to verify research, computation in MATLAB or SPLUS, testing and modifying existing code and performing database queries. A BS, MS or PhD in Mathematics, Computer Science, Physics or other quantitative field is preferred. Strong knowledge of either C, C++, Java on .NET (otherwise Unix) is required. Experience writing and maintaining DLL's is helpful. Candidates should have excellent knowledge of computer science theory including computer algorithms. Expertise with machine level coding is desirable. Good communication skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Equities Quantitative Specialist - New York
Financial firm seeks a quantitative specialist to support global research and trading. Work includes development of statistical or other mathematicalarbitrage strategies applied to domestic and international equities. Knowledge of market microstructure theory is helpful. Excellent programming skills in C/C++ or Java are a required. A top school MS, Ph.D in a quantitative discipline is a must. Please email resume in WORD format to recruiter11@Jhirad.com
Quantitative Software Engineer -New York
Major financial firm is seeking software developers to support research and trading. Work will include development and enhancement of mathematical and computationally intensive trading strategies some of which are high-speed and high-frequency. Candidates should have expertise in either C/C++ or Java. Knowledge of scripting languages, Perl and Python is a plus. Prior work with distributed system development, and statistical modeling is a plus. Excellent communication skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Quantitative Software Engineer - New York
Major financial firm is seeking software developers to support research and trading. Work will include development and enhancement of new electronic trading platforms, tweaking existing research built models and implementation of statistical techniques to support time series modeling. Candidates should have deep expertise in either C/C++ or Java. Knowledge of scripting languages, Perl and Python is a plus. Excellent communication skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Jobs In Finance
Quantitative Research Specialist - New York - London
Major financial firm seeks an equities quant to spearhead asset allocation and risk research on a multi billion portfolio. Candidate will develop quantitative methods and tools to augment return and risk profile among equities in the US, Asia and Europe. Candidate will be responsible for performance attribution, index and other studies relevant to the portfolios. Candidate should have a top school MS/Ph.D degree and have several years experience of prove experience in the capital markets arena. Excellent mathematical, statistical and computational skills are required. Please email resume in WORD format to recruiter11@Jhirad.com
Fixed Income Derivatives Quantitative Specialist - New York - London
Major asset manager is looking for a quantitative specialist. Work will involve risk management, model development & implementation and overall strategy and will encompass fixed income derivatives, money markets, treasuries and other interest rate products. Candidates should have a top school MS/Ph.D in either Mathematics, Physics, Electrical Engineering, Finance, Computer Science or other quantitative field. Several years of demonstrated success in the capital markets arena is required. Some experience in interest rate or yield curve modeling is helpful. Proficiency in probability theory, statistics and random processes is required along with excellent quantitative and numerical skills. Strong mathematical and problem solving skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Quantitative Equity Researcher - New York, Maryland
Top financial firm is looking for a quantitative researcher. Work will involve design and development of models that are necessary for equity modeling, asset allocation and valuation. This position requires at 3 - 7 years of prior experience. The candidate must have strong development skills preferable using C/C++ on UNIX/WINDOWS. Knowledge of Statistical packages such as Matlab and Splus is a plus. The candidate should also have an MS or Ph.D in mathematics, economics , physics, computer science or another quantitative discipline. Excellent problem solving skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Statistical Arbitrage Quantitative Specialists - New York, London
The research group of a trading company is seeking candidates with statistical arbitrage expertise. Candidates will support a multi-billion dollar portfolio and will be responsible for algorithmic generation of long-short trades across a range of asset classes including US and international equities, commodities and currencies. Excellent programming skills preferably in C or C++ are required. A top school MS or PhD in a quantitative discipline is required. Prior experience in statistical arbitrage demonstrating a successful record is also a plus. The candidate must have excellent communication skills. Please email resume in WORD format to recruiter11@Jhirad.com
Quantitative Equity Specialist
Top firm seeks candidates with equities experience to support trading and research. Candidates should be well versed and experienced in portfolio theory, asset allocation modeling, and portfolio construction. Solid knowledge of financial statement analysis is a plus. Prior work or exposure to statistical arbitrage is helpful but not required. Work will include research, design and modeling. Strong knowledge of either C, C++, Java, is helpful. Strong mathematical modeling skills and excellent analytical capabilities are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Senior Software Engineer - New York, Maryland
Top financial firm seeks developers to maintain C, C++ and Matlab code to support research and trading. This is a highly analytical role that requires excellent math skills, as the programmer will work with concepts related to probability, motion and time series. Work will include constructing simulations to verify research, scientific computation in MATLAB or SPLUS, testing and modifying existing code and performing database queries. A BS, MS or PhD in Mathematics, Computer Science, Physics or other quantitative field is preferred. Strong knowledge of either C, C++, Java on .NET (otherwise Unix) is required. Experience writing and maintaining DLL's is helpful. Candidates should have excellent knowledge of computer science theory including computer algorithms. Expertise with machine level coding is desirable. Good communication skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Marketer - Alternative Investments - New York
Financial firm seeks an exceptional sales professional to join its hedge fund marketing group. Work will include selling the firm's alternative investment products to prospective clients. A top school BS/MS degree and at least 3 - 8 years of sales or marketing experience in the financial services industry preferably at a successful hedge fund is required. Outstanding communication skills, superior intelligence and strong organizational abilities are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Proprietary Trader - New York, London
Financial firm seeks candidates with excellent quantitative skills, knowledge of financial theory, and deep interest in the financial markets to trade products globally. A BS, MS or PH.D degree and raw intellectual brain power is required. Excellent communication skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Equities Quantitative Specialist - New York
Financial firm seeks a quantitative specialist to support global research and trading. Work includes development of statistical arbitrage strategies applied to domestic and international equities. Knowledge of market microstructure theory is helpful Excellent programming skills in C/C++ or Java are a required. A top school MS, Ph.D in a quantitative discipline is a must. Please email resume in WORD format to recruiter11@Jhirad.com
Quantitative Software Engineer -New York
Major financial firm is seeking software developers to support research and trading. Work will include development and enhancement of statistical and computationally intensive trading strategies. Candidates should have expertise in either C/C++ or Java. Knowledge of scripting languages, Perl and Python is a plus. Prior work with distributed system development, and statistical modeling is a plus. Excellent communication skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Quantitative Software Engineer - New York
Major financial firm is seeking software developers to support research and trading. Work will include development and enhancement of new electronic trading platforms, tweaking existing research built models and implementation of statistical techniques to support time series modeling. Candidates should have deep expertise in either C/C++ or Java. Knowledge of scripting languages, Perl and Python is a plus. Excellent communication skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com
Fixed Income Quantitative Specialist - New York - London
Major asset manager is looking for a quantitative specialist. Work will involve risk management, model development & implementation and overall strategy and will encompass fixed income derivatives, money markets, treasuries and other interest rate products. Candidates should have a top school MS/Ph.D in either Mathematics, Physics, Electrical Engineering, Finance, Computer Science or other quantitative field. Several years of demonstrated success in the capital markets arena is required. Demonstrated experience in interest rate or yield curve modeling and forecasting is helpful. Proficiency in probability theory, statistics and random processes is required along with excellent quantitative and numerical skills. Strong mathematical and problem solving skills are a must. Please email resume in WORD format to recruiter11@Jhirad.com