An elite Hedge Fund who focus on systematic, computer driven trading strategies are seeking a Quantitative Developer to work within their NY office across all stages of the portfolio buildup and execution.
Within this role, the successful candidate will work across high-performance components of their live and simulation systematic trading systems. You will work on automating and maximising systems across core systems from alpha estimation, risk and backtesting components.
Researching and implementing performance analytics will be heavily required within this role.
- Expert level Python programming
- Strong statistical background
- A Masters Degree in quantitative disciplines, including mathematics, physics, engineering, and computer science.
- Experienced with system messaging protocols
- Buy-Side Quant Engineering experience (Advantageous)
- At least 3 years experience developing infrastructure systems for Quant Investment strategies.
* You must be eligible to work in the UK without requiring sponsorship
Please note, with the Covid-19 public health crisis ongoing, this role will hire and onboard virtually although we expect a slower process that we’d normally see.
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