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Quantitative Developer - Switzerland - Systematic Hedge Fund

Quantitative Developer - Switzerland - Systematic Hedge Fund

Quantitative Developer – Java, Python, Matlab, Systematic Trading, Front Office, Equities, Fixed Income, Multi-Asset, Grid Computing

Systematic Hedge Fund. Switzerland.

Highly Competitive + Benefits + Bonus

A Systematic Hedge Fund is looking to add a Quantitative Developer to their Swiss office to work on building systematic trading models and working closely with researchers/traders to ensure the models and PnL systems are fully optimised.

As the Quantitative Developer (Java, Python, Matlab) you will be building the core infrastructure that runs the models as well as working with quantitative researchers to build the models themselves. You will also be working on optimisation and best execution for those models. The primary development is done using Java, Python and Matlab and you will need to be comfortable interacting with the business, particularly Quantitative Researchers and Portfolio Managers.

This Fund have an exceptional track record and are looking for someone who wants to work in a purely systematic environment. Ideally they would like some experience from the financial markets but they would also be interested in someone with big data or social media experience.

The Quantitative Developer (Java, Python, Matlab) will need:

  • Strong experience of Java or C++ development – Essential
  • Good experience with a numerical based language (Python, R or Matlab) – Essential
  • Good mathematical or quantitative knowledge - Essential
  • Experience with system optimisation – Highly Beneficial
  • Experience with SQL – Beneficial

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

Quantitative Developer – Java, Python, Matlab, Systematic Trading, Front Office, Equities, Fixed Income, Multi-Asset, Grid Computing