Quant Developer (C#) Leading Hedge Fund

London
Ref: QDHF-2308
Package to £160k + Benefits
Leading Hedge Fund Group
C# & Python, Credit (Bonds & CDS) & Equity Derivatives

This leading European Hedge Fund's Quant Research Group seeks a Quant Analytics Developer to build models, tools, frameworks, libraries & applications for trading/risk systems. The core model & risk library is in C# and runs on Linux/Python and you will also need Python with excellent C#  (Java or C++ also considered) .  A strong understanding of financial instruments, options & pricing models, Credit (e.g. CDS, Corp Bonds) & Equity. The analytics library provides a wide suite of tools & data to the traders & risk professionals.

ESSENTIAL:

  • An excellent understanding of financial instruments, including pricing models & Options
    (Fixed Income, CDS, Corp Bonds, Equity, etc)
  • Great technology skills: expert in your domain
  • Collaborative software engineering methods: agile development, continuous integration, code review, etc.
  • Strong Python with C#  (Java or C++ also considered if very strong)
  • Databases e.g. SQL Server, Oracle, MongoDB
  • Good degree with high maths & computing content:  Maths, Engineering or Physics from a leading university

DESIRABLE:

  • Proficiency in a range of development tools, frameworks e.g. NumPy/SciPy/Pandas, Pyramid, AngularJS, React
  • Experience of front office software and/or trading systems development e.g. from a hedge fund or investment bank
  • Craftsman-like approach to building software & engineering excellence
  • Passion for technology e.g. personal projects, open-source involvement

WORK ENVIRONMENT:

This firm is flat structured, with a small company feel; open, collaborative, offering plenty of opportunity to grow. With great comp & benefits they are committed to continuous development via coaching, mentoring, regular conference attendance and sponsoring academic and professional qualifications.(Plus, free canteen, on-site bar, and games room)