Quantitative Developer - Cross Asset Risk

Jobleads

London, England

12 months ago

Applications closed

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Job Description:

Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Portfolio Manager and help develop an internal Cross-Asset risk system.

This role offers the opportunity to join one of the world's most acclaimed trading firms, collaborate with an exceptionally talented team, and earn market-leading compensation packages.

Responsibilities:

Develop and optimise internal risk systems spanning multiple asset classes, external databases, and electronic trading platforms. This involves upgrading systems, preserving data accuracy, and enhancing performance.
Build pricing models for financial instruments based on derivatives.
Design and maintain tools for back-testing complex trading strategies.

Minimum Requirements:

Bachelor's or Master's degree in Computer Science, Applied Mathematics, or Physics, or equivalent in Mathematics.
Strong C++ development experience with some Python skills.
3+ years of experience in quantitative development or a similar field in the financial industry.
Experience working on Risk or Pricing systems.

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