A well-established hedge fund is looking to add an intellectually curious Quant Developer to join a small team within Equity Quant Research business. This is a centralized team that serves the R&D needs of the fundamental Equities business PMs, Quants and Technologists.
My client is looking for an intellectually curious Quant Developer, who is a generalist in nature with strong coding skills in Python or C++. You will be working on the development of automated hedging and portfolio optimization systems, building simulation platform for back-testing as well as conducting research to evaluate various data. In this role you will get visibility to the whole of quant lifecycle with a lot of freedom over short to long term projects. As a successful candidate you will have a self-starter mentality and an ability to operate relatively autonomously. Proven track record designing and implementing solutions from the ground up in domains with significant scaling, performance will be essential in this role.
- 1:1 or 2:1 minimum Degree in Computer Science, Maths, Physics or related studies from top tier University
- Strong computer science fundamentals in data structures, algorithms, APIs and data modelling
- Strong quantitative/statistical skills (linear regression models, matrix algebra, advanced regression models, Monte Carlo etc)
- Experience in portfolio construction methodologies including portfolio optimization
- Experience in risk models (including simulation-based methods), factor models, estimation of covariance/correlation etc.
- Experience in building back-testing/simulation frameworks (esp. equities)
Please respond with an updated CV if you are interested and wish to find out more!