Quantitative Developer - Global Macro Hedge Fund

Location: London, United Kingdom   Sectors   

The Quantitative Team is responsible for building and maintaining pricing models, risk management analytics, trading tools and systematic trading strategies. The team is made up of Strategists, Analysts and Developers, who regularly engage with the Investment desk, as well as working closely with Research, Risk, Treasury and Technology.

They are looking to hire a Python / C# Quantitative Developer, who will be responsible for:

  • Productionalising analytics for the desk in the C# pricing library.
  • Using a blend of Python and C# to develop and maintain the back-test engine for systematic trading strategies.
  • Creating total returns time series for cash securities (including bonds and equities), futures, option trading strategies and dynamically hedged strategies across Rates and FX, Equities.
  • Proactively using the back-test engine to implement and back-test strategies for Portfolio Managers and Quantitative Team.
  • Supporting the Quant Strategy Team on other C# and Python projects, including but not limited to: scanning tools, data visualisation tools, front ends to help with statistical analysis.

The ideal candidate will have:

  • Strong academic background with at least a BSc in Computer Science or a STEM subject.
  • Experience working within the finance industry writing back-test engines and / or implementing dynamic systematic trading strategies.
  • Excellent programming skills in Python.
  • Proficiency in programming in C#, however C++ is also accepted.
  • Strong experience of development and testing best practices.
  • A working understanding of derivatives (particularly futures and options) and financial markets. Rates and FX experience is marginally preferred with Equities experience also useful.
  • At least three years’ experience, some of which must have been in the finance industry.