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Quantitative C# Developer - Global Hedge Fund

Quantitative C# Developer - Global Hedge Fund

C# Quant Developer - London - Hedge Fund

London - Hedge Fund

Salary: £115,000 - £140,000 + Bonus + Benefits

C#, .Net, Python, SQL, AWS, Azure, FX, Equities, Credit

A world renowned Hedge Fund that specialise in multi-asset classes are seeking a C# Quant developer to work on a Greenfield interest rates specialist asset manager system across all areas of the business. This is an opportunity to join a leading buy-side firm who offer Greenfield projects and direct interaction with the business where technology and delivery is the heart of their success.

This is an opportunity to use your expertise in software delivery and quantative analysis to utilise the best dev practices across front, middle and back office utilising the full Microsoft stack. You will need to have a deep working knowledge on the .Net framework library and have good experience with using TDD and an Agile methodology. The systems that are required to be built need to be multi-tiered architecture, so experience with this is essential and experience with the latest threading and concurrent programming skills is a must.

Key requirements for this role are as follows:

  • At least 6 years commercial experience as a C# Quant Developer - Required
  • Good knowledge on SQL Server - Required
  • Worked with Python or C++ would be beneficial
  • Previously worked within the buy-side - Required
  • Deep knowledge of Interest Rates, FX and Credit
  • Passionate about working closely with the business - Required

This role will give you the opportunity to work with thought leaders who promote a dynamic environment where software delivery is achieved to the highest standards with maximum rewards. They have a large budget for technology, promote bleeding edge technologies and will provide a clear career path.

C# Quant Developer - London - Hedge Fund

London - Hedge Fund

Salary: £115,000 - £140,000 + Bonus + Benefits

C#, .Net, Python, SQL, AWS, Azure, FX, Equities, Credit

For more information, please contact Joe Bees @ Harrington Starr.