Quantitative Developer

Position Overview

Quantitative Developer (Python) | Hedge FundGlobal Hedge Fund - London, UKWe are working closely with a Global Hedge Fund, looking for a Quant Developer (Python) to join one of their established trading teams in London, working directly under the portfolio manager. Python, Rapid App/Tactical Development and Derivatives experience is required.

Responsibilities

• Maintain and design of an internal Cross-Asset risk system, external Cross-Asset databases and electronic execution platforms (upgrading systems, ensuring data integrity and optimising performance)
• Design and develop rapid tools in Python that will be crucial for analysis, research, automated trading, and risk management purposes.
• Develop pricing models for derivative instruments.
• Maintain and develop a back-testing tool for complex trading strategies.
• Develop predictive tools and market screeners for the different members of the team.
• Communicate on a daily basis with team managers and with different professional profiles.
• Commitment to safeguarding team information and adhering to business sensitivity

Qualifications

• Master degree or PhD in Computer Science or Applied Mathematics or Physics. Mathematics level bachelor equivalent.
• Over 2 years of quantitative development experience or equivalent experience
• Extensive experience writing production code (design, code, and debug applications), and have experience managing the software development life cycle
• Experience in rapid tactical development
• Proficiency in Python, with knowledge of C, C#, C++ being advantageous
• Proficiency with SQL and Linux
• Familiarity with Parallelism and distributed computing
• Experience with either supervised, unsupervised, reinforced or deep learning preferred
• Meticulous data management skills.

Selby Jennings