• Competitive + Bonus GBP
  • London, England, United Kingdom
  • Permanent, Full time
  • RiskTech Financial Services
  • 2018-09-09

Front office Quantitative Developer ( C++ / Java ) wanted for a renowned hedge fund that has a presence in over 45 countries and is the leading investor of the worlds financial markets.

Senior Front Office Quantitative Analyst – Hedge fund

A renowned hedge fund that has a presence in over 45 countries and is the leading investor of the worlds financial markets are looking for a talented Front Office Quantitative Analyst /  Quantitative Developer to join their Equities start team and Rates team.

Background/ Experience:

  • Works between traders and quant modelers to develop risk and trading tools
  • Provides direct support to users on trading
  • Design, implement, maintain, execute on trading strategies
  • Equity derivatives and knowledge on cross-asset
  • Familiarity with execution algorithms
  • Programming: C++/Java, R, Python, Matlab
  • A keen interest and understanding of financial markets and instruments
  • Strong academic record and a degree with high mathematical and computing content e.g. Computer Science, Mathematics, Engineering or Physics from a leading university
  • Relevant mathematical knowledge e.g. statistics, asset pricing theory, optimisation algorithms.
  • Experience in front office quantitative software development e.g. in a hedge fund or investment bank
  • Experience of machine learning techniques, natural language processing, and related libraries and frameworks 

Location:  London, New York, Chicago, Paris 

Salary: £Competitive + Bonus

REFER A FRIEND

If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on +44 (0)208 012 8204 or shanaz.rob@risktechfs.com for more details

 

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