Quantitative Developer at a World Leading Hedge Fund

  • Market Leading
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • NJF Search
  • 18 sept. 17

We are looking for Quantitative Developers to work within one of the top hedge funds in the US. The quantitative development team is responsible for the development of pricing, trading and risk systems, and the integration of models, market data and trades onto the system

Duties and Responsibilities:

The candidate will be primarily involved with development of real time trading and risk management systems for proprietary trading in global fixed income
Additional responsibilities may include:

  • Portfolio Risk and Stress scenarios for rates trading
  • Development of global market monitoring and trading tools
  • Historical and model based analysis & ranking of trade ideas

Technical Skills:

  • Proficiency / experience in programming and problem solving in compiled languages (C++ for Windows and/or Linux)
  • Solid scripting experience (Python preferred but acceptable scripting experience may include Perl, Ruby, Small Talk, etc)
  • A good software engineer, who believes in engineering solutions, and recognizes in advance where engineering will pay off versus short cuts
  • Experience working in a Windows and/or Linux development environments (experience with both is preferred)

Background:

  • Technical education should include an Undergraduate or Advanced STEM Degree
  • Proven track record in software design and development
  • Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more