A Top-Performing Macro Hedge Fund is looking to Expand their Quant Development teams and are looking for those with expertise in C# to join their London office.
Key Responsibilities:
- Collaborate with stakeholders to understand and address business needs.
- Design, build, and maintain solutions primarily in C#, with potential use of SQL, TypeScript, Python, C++, and PowerShell.
- Review and enhance development work for various teams in the business.
- Address day-to-day quantitative issues and provide insights on system performance.
- Support Quant teams in integrating new analytics models.
- Continuously improve systems and processes through technical innovation.
Requirements:
- A minimum of a 2.1 degree in a numerate discipline from a top university, with excellent academic credentials.
- Strong software engineering skills, including API design, object-oriented and functional design patterns, and knowledge of distributed systems.
- Proficiency in C# and .NET or the ability to quickly learn and master similar platforms.
- A commitment to building robust, supportable, and well-tested software.
- The ability to work independently and collaboratively, reaching consensus and proactively improving systems.
- Financial markets experience, particularly in front-office roles at banks or hedge funds, is preferred.
- Familiarity with financial pricing, risk concepts, and related computational techniques.
- Experience with a variety of programming languages and platforms.
- Expertise in relational database design and SQL.
For further enquiries, please submit interest below.
