[ref. d04703904] QUANT DEVELOPER -Python (TOP HEDGE FUND!)
QUANT DEVELOPER (TOP HEDGE FUND!)
Looking for a challenging role in the Hedge Fund industry?
Do you want to work for a TOP TEAM? this is to work with THE BEST OF THE BEST
This is a Hybrid Working role with 3 days in the office and 2 days from home.
Look no further! A high-performing multi-billion dollar Hedge Fund is seeking a Quant Developer to join their Tech Team to manage risk levels.
This candidate MUST HAVE Swaps, Interest Rates, Bonds or Pricing.
This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team.The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python and other object-oriented languages.
Additionally, they should be familiar with financial datasets and hedge fund strategies, and able to communicate effectively with both technical and non-technical members of the business.
Key Responsibilities- Develop and contribute to the firm's risk management systems and processes
- Develop front office quant tools/applications to facilitate investment decision-making
- Collaborate with Investment teams (Portfolio Managers/Traders/Risk Officers/Quant Analysts) to analyse data, implement and testing models, deliver innovative ideas and trading opportunities
- Contribute to the overall development of the internally developed analytics framework, which includes a powerful data and analytics platform responsible for the analysis and presentation of data for the business
- Support risk and technology leadership to implement strategic roadmaps and build-out of internal services and frameworks to support the needs of the business
- Bachelor/Masters degree (or equivalent) in a mathematical subject, e.g. Computer Science, Mathematics, Physical Sciences
- Previous experience in the asset management industry or financial services: o Hedge fund or similar buy-side institution o Institutions directly related, e.g. investment bank
- Strong background in quantitative finance, data analysis and econometrics / statistics
- Strong programming skills, particularly in Python and any other object-oriented languages
- Understanding of financial datasets such as reference and market data
- Familiarity with hedge fund strategies (e.g. Event Driven, Relative Value Arbitrage)
- Familiarity with pre-trade analytical tooling such as backtesting and portfolio optimisation
- Ability to communicate effectively with both technical and non-technical members of the business, and to effectively interact with the front office
- Python in the context of quantitative finance, e.g. NumPy, pandas
- Data management engines optimised for various use cases such as time series, structured, and semistructured data environments (e.g. Database MSSQL)
- Agile development practices (e.g. Continuous integration, Source control management)
- Working understanding of test-driven development approaches
- Experience with cloud technologies
- Experience with process automation and maintenance
- Experience with Imagine (PMS) is a plus
- Knowing JavaScript/React is a plus
- Don't miss out on this opportunity to work with one of the best in the industry!
If you're interested in this opportunity, submit your CV as soon as possible. Interviews will be arranged ASAP!
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