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Quantitative Developer - Systematic Hedge Fund

Quantitative Developer - Systematic Hedge Fund

Quantitative Developer – Python, Java, Scala, Linux, UNIX, Computer Science, Engineering, Open Source, Mathematics

Systematic Hedge Fund. London.

Highly Competitive + Benefits + Bonus

A Systematic Hedge Fund is looking to add an experienced Quantitative Developer to work on their Core Technology team building and optimising systematic trading strategies.

As the Quantitative Developer (Python, Linux, Open Source) you will be developing primarily in Python but you could have been developing in any Linux based language (Java, Scala, C, C++). You will get the chance to work on a variety of projects, including systematic strategies and building quantitative trading systems, across Equities, Commodities, Fixed Income and Derivatives. The main language used is Python, along with the different Python libraries (Numpy, SciPy and Pandas).

This Systematic Fund puts technology and mathematics at the heart of what they do. You’ll be tackling complex problems that will require you to think outside the box and come up with innovative solutions. In exchange, you’ll work alongside a lot of like-minded, highly intelligent, people and in an environment that offers a full range of benefits.

The Quantitative Developer (Python, Linux, Open Source) will need:

  • Experience in a Linux based development language, e.g. Python, Java, Scala, C – Essential
  • Experience with a Unix/Linux based operating system – Essential
  • Excellent education in a computer science or engineering based degree – Highly Beneficial
  • Financial Background – Beneficial

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

Quantitative Developer – Python, Java, Scala, Linux, UNIX, Computer Science, Engineering, Open Source, Mathematics