C# Credit Quant Developer- Hedge Fund C# Credit Quant Developer- Hedge Fund …

Oxford Knight
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 26 oct. 21
Competitive
Oxford Knight
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 26 oct. 21
Competitive
C# Credit Quant Developer
Salary: £80 - 110k base + bonus

Summary

This is a unique opportunity at an employee-first hedge fund, currently with 35 people, looking to rapidly grow their technology team in the near future whilst maintaining a good culture and healthy work-life balance to keep their brilliant retention levels. They're looking for a Quant Developer with credit experience who can build robust and scalable systems, in both the real-time and batch processing spaces.

Collaborating regularly with Portfolio Managers, Traders and Quants, you will be tasked with working on a real-time PnL and risk management system written in C#, which provides traders with ticking valuation of their portfolios, provides quants with calculated metrics, and provides the risk manager with scenario analysis.

The tech stack is predominantly C#, with Python being used by the Quant teams.

The successful Quant Developer will have experience calculating market value for credit indices (CDX, iTraxx etc) and building associated credit curves. Experience in curve construction and pricing models for fixed-income instruments in a middle-office setting (performing real-time valuation of a portfolio) is a big plus.

Skills and Experience Required
  • 5+ years of software development experience, with the ability to program in C#
  • Degree in Computer Science (or equivalent) or demonstrated good software development practice with strong computer science knowledge
  • Good understanding of rates, curve construction

Desirable Skills and Experience
  • Experience in one or more of: RabbitMQ, Redis, Python, ReSharper, ComponentOne, FIX

Benefits & Incentives
  • Strong salary + bonuses
  • Flexible working opportunities
  • Friendly working environment with multiple projects in a fast-paced environment
  • Relaxed culture in a brand new Knightsbridge office - not stuffy like other hedge funds


Contact
If you feel you are suitable for this role, drop me an email or give me a call!

Richard Allan
[e] richard.allan@oxfordknight.co.uk
[t] +44 (0)20 3137 9574
linkedin.com/richardallanok

Salary
£80 - 110k base + bonus

Oxford Knight logo
Offres similaires
Plus d'offres
Close