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Quantitative Developer - Build Trading Models from Scratch

Quantitative Developer - Build Trading Models from Scratch

Quantitative Developer – C#, Java, Rates, FX, CTA, Hedge Fund, Trading, Black Scholes, Modelling

Global Macro Hedge Fund. London.

Highly Competitive + Benefits + Bonus

A small Global Macro Hedge Fund is looking to hire a Quantitative Developer to join a small team who are building trading models from scratch and working directly with the Portfolio Managers.

As the Quantitative Developer (C#, Rates, FX) you need to have a strong mathematics background and be someone with a good grasp of technology (ideally C# but Java or C++ will also be considered). You will then be working with a Portfolio Manager and a small team of quants and developers to build Trading models from the ground up. This is a rare opportunity to be entrepreneurial, driving the hedge fund forward and helping to build a set of trading models from scratch. You need to be driven and passionate about the work you do as well as very strong academically.

This Hedge Fund is looking at doing things a bit different and one of the few places where you will really be able to make a difference to the day to day trading. They hire people with very strong academics and only those who can make a difference.

The Quantitative Developer (C#, Rates, FX) will need:

  • Strong mathematical background – Essential
  • Good development skills in one of C#, Java or C++ - Essential
  • Decent modelling skills – Highly Beneficial
  • Experience in Rates or FX – Beneficial

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

Quantitative Developer – C#, Java, Rates, FX, CTA, Hedge Fund, Trading, Black Scholes, Modelling