Quant Developer - Macro Hedge Fund/Buy Side - (Python/C++) Quant Developer - Macro Hedge Fund/Buy Side -  …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 28 Nov 20
plus bonus / benefits
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 28 Nov 20
plus bonus / benefits
A market leading global Hedge Fund are looking to hire a Python/C++ Quant Developer to bolster their buy side operations and redevelop and modernize the full technology stack, encompassing pricing and other analytics, risk management, market data and trade capture and reporting. You will work closely with Traders and Quants to develop a bespoke application suite for Pricing and Risk using modern Python technology and some C++ for the core libraries.

Responsibilities:

  • Working closely with Quants to implement changes in the existing codebase
  • Prototype and explore ideas for new tools and analytics
  • Be part of the team responsible for the major build-out of functionality on the new platform, including but not limited to:
    • Trade modelling and pricing
    • Market data processing
    • Risk reporting (EOD and potentially intraday)
    • Scenario analytics tools

In general, they are looking for smart, commercial, problem-solving-oriented, "get-things-done" candidates with a proven track record of delivering robust, high performance software and quantitative analyses and with either experience in financial markets or a keen interest to learn about them.

Skills and Experience:

Required:

  • Advanced analytical skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.).
  • A deep passion for technology and software development.
  • Excellence in applied programming skills - Python, C, C++ or other major languages.
  • A team player with excellent communication skills.

Preferred:

  • Demonstrable, applied expertise in creating and validating pricing and/or risk models for use in a financial services organisation.
  • Deep understanding of Fixed Income products and derivatives.
  • A broad understanding of model risk, bringing new approaches and processes.

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