Our client is a renowned hedge fund that specializes in quantitative trading strategies. They are known for their innovative approach, leveraging advanced technologies and data-driven insights to drive successful investment decisions. This firm is at the forefront of automation processes, constantly pushing the boundaries of the financial industry.

Role and Responsibilities:

• Developing, implementing, and optimizing automated trading systems and algorithms using C#.
• Collaborating closely with quantitative research and trading teams to translate mathematical models into efficient code.
• Designing and maintaining tools and frameworks for data analysis, model validation, and risk management.
• Monitoring and enhancing existing systems for performance and reliability.
• Engaging in the full software development lifecycle, from requirements gathering to deployment and maintenance.

Requirements:

• Bachelor's degree or higher in a STEM field (Computer Science, Engineering, Mathematics, Physics, or related disciplines).
• Strong proficiency in C# programming language and experience with the .NET framework.
• Solid understanding of software development principles, algorithms, and data structures.
• Experience working with automation processes and a keen interest in quantitative finance.
• Knowledge of financial markets and trading concepts is advantageous.
• Excellent problem-solving and analytical skills.
• Effective communication and teamwork abilities.