This is a Quant Developer role at a leading hedge fund with the role open in response to aggressive growth. You will colaborate closely with the 3 Portfolio Managers undertaking Quant projects in Trading, Risk & Valuation System.
This fund has a flat hierarchical structure and you will be reporting directly into the CTO, interfacing with the whole executive C-level - CTO, CFO, CRO & CIO.
A leading quantitative hedge fund with over £1bn assets under management.
The team you will join is focused on designing and building greenfield front ends for modelling & analysis.
You will be working as part of a close-knit team - 5 Quant Devs and three Portfolio Managers - working closely with the traders and the wider business.
The candidate will contribute to the business' internal greenfield frontends working for modelling.
You will be expected to have a strong coding and quantitative background likely having worked as Quant Dev before, or be a Software developer with strong core math skill.
Skills & Experience Required
MSc degree or PhD from a prestigious university in Computer Science, Mathematics, Statistics, Physics or similar
Exceptional programming skills in any language (2+ years) from a technically elite background; including – but not limited to – Hedge Funds, HFT, Prop Trading, Investment Banks, Tech Giant or a Start-up
Demonstrative ability to deliver in a demanding environment
Understanding of asset classes & financial markets
Benefits & Incentives
Excellent work-life balance
Strong salary – base £90K
Performance based bonus scheme (P&L based)
If you feel you're a strong match don't hesitate to get in touch.
Daniel Nicholas email@example.com +44 (0) 20 3475 5012
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