Quant Developer - Systematic Hedge Fund
Capital Markets Executive Search, London, United Kingdom
Trading Technology - Principal Recruitment Consultant
Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Trading team and help develop an internal Cross-Asset risk system.
This role offers the opportunity to join one of the world's most acclaimed trading firms, collaborate with an exceptionally talented team, and earn market-leading compensation packages.
Responsibilities:
1. Develop and optimize internal risk systems spanning multiple asset classes, external databases, and electronic trading platforms. This involves upgrading systems, ensuring data accuracy, and enhancing performance.
2. Build pricing models for financial instruments based on derivatives.
3. Design and maintain tools for back-testing complex trading strategies.
4. Qualifications: Bachelor's, Master's, or PhD in Computer Science, Applied Mathematics, Physics, or an equivalent level of education in Mathematics.
5. Ideally 1-2 years of experience in quantitative development or a similar field.
6. Internship or previous experience within a Hedge Fund or Trading firm is highly advantageous.
7. Strong C++ background and proficiency in Python.
8. Skilled in SQL and Linux systems.
To discuss the role in confidence, please reach out to Rhys at rhys.nugent@capitalmarkets.ie.
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