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Quantitative Developer - Systematic Hedge Fund

Quantitative Developer - Systematic Hedge Fund

Quantitative Developer – Java, C++, C#, Systematic Trading, Quantitative Modelling

Systematic Hedge Fund. London

Highly Competitive + Benefits + Bonus

A Systematic Hedge Fund is looking to hire a highly experienced Quantitative Developer to work on the development of their in-house trading systems and directly with their Portfolio Managers on the development of systematic strategies.

As the Quantitative Developer (Java, C++, C#) you will need to be comfortable working in a variety of development languages with a particular focus on Java and C++. You will also come from a mathematical background and be someone who is equally adept at the development of models and their execution in the market. It’s a great opportunity to work with a firm of high-class individuals who hold each other to an extremely high standard and continually deliver excellence. You will be working closely with both the trading and technology teams in order to help continue to build the systematic models used by the firm.

The Quantitative Developer (Java, C++, C#) will need:

  • Strong experience of a range of development languages including Java, C++ and C# - Essential
  • Experience with mathematical models – Highly Beneficial
  • Experience in a systematic trading environment – Highly Beneficial

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

Quantitative Developer – Java, C++, C#, Systematic Trading, Quantitative Modelling