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Quantitative Automation/Quant Developer - Macro Hedge Fund

Quantitative Automation/Quant Developer - Macro Hedge Fund

Quantitative Automation/Quant Developer – Infrastructure, Quant Engine, Quant Library, Python, Bash, Powershell, Java, C++, C#

Macro Hedge Fund. London.

Highly Competitive + Benefits + Bonus

A Macro Hedge Fund in London are looking to hire a Quantitative Automation Specialist/Quant Developer who will work on the automation of their Derivatives systems and then move on to more Quantitative Development work.

As the Quant Developer (Automation, Python, Derivatives) you will come from a Financial background and will be somebody who aspires to move into a Quantitative Development role. You will have a good technology background, with experience in Python Scripting and at least one OO language (Java, C++, C#). This is a chance for someone from a Development or Quant Development background to move into the buy-side and then into a Quant Development role. Your responsibilities will begin with the automation of the Quant engine and Quant Libraries within the middle/back office system and will then expand into modelling and strategy development.

This Macro Hedge Fund have posted some excellent results since they began trading and have around $1 billion AUM. They are focused on creating a combination of discretionary and system strategies that are able to continue to take advantage of the market conditions.

The Quant Developer (Automation, Python, Derivatives) will need:

  • Experience from a financial institution, Bank or Hedge Fund – Essential
  • Some exposure to the business, ideally Derivatives – Essential
  • Experience with Python Scripting – Essential
  • Experience with an OO language such as Java, C++ or C# - Highly Beneficial
  • Experience with Bash or Powershell – Beneficial

Please get in touch with Tom Kemp at Harrington Starr for more information.

Quantitative Automation/Quant Developer – Infrastructure, Quant Engine, Quant Library, Python, Bash, Powershell, Java, C++, C#