- New York, NY, USA
- Permanent, Full time
- Credit Suisse -
- 22 May 18
QT Fund / C# Developer VP - 113622
QT Fund LTD:
The Fund's investment objective is to deliver a consistent, low volatility, positive return stream with limited drawdowns.
The Investment Manager seeks to achieve this objective by developing and running a variety of quantitative, systematic trading and investment strategies. Specifically, the Investment Manager's personnel formulate hypotheses about the drivers of asset returns and apply a rigorous scientific approach to design, develop, implement and manage strategies around these hypotheses.
At a high level, the trading strategies can be classified as:
Systematic Strategies - These capitalize on opportunities that are identified through quantitative analysis of a wide array of historical data. Portfolios are optimized to balance Sharpe Ratio, return, and trading costs.
Market Liquidity Strategies - These react to real-time demand for securities by providing liquidity to offset such short-term demand. They use appropriate hedging instruments to offset risk and liquidate the combined risk exposures over a medium-term timeframe.
The QT Fund leverages the SMG teams' core expertise by focusing on strategies with typical holding periods ranging from <1>
- You will work in a dynamic trading environment, on the trading desk as an application developer and support staff member for the QT Fund Ltd.
- You will design, develop and implement systematic tools and strategies for the QT fund.
- You will partner with the portfolio managers and desk management to design/develop automated solutions for trading, risk monitoring, research processes ect.
- You will interact with core IT infrastructure teams in developing and implementing solutions to help grow the QT fund.
- Knowledge of .NET framework and C# programming
- Multi-threaded programming experience
- Network programming experience
- Good WPF knowledge
- MS Sql database experience
- Experience with the Market Data feeds is a plus.
- Good work ethic, highly organized, detail - oriented, and motivated to drive projects
- Good communication skill
- Team player with a positive attitude