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Hedge Fund Quant Developer – London / New York

2019-01-09 15:01:232019-10-21Henlow
Job TypePermanent
AreaLondon, United KingdomNew York, USAChicago, USA
SectorQuant Development
Start Date
Job RefQD-19-03
Job Views72

Hedge Fund Quant Developer – London / New York

World leading hedge fund looking for Quant Developer with 5+ years’ experience The candidate will be part of the Interest Rates Team, which controls the development of the Interest Rates  Trading and Risk system (PnL Predict, Pnl Explain, Valuation, Risk, Scenario Analysis platform) as well as the integration and development of Interest Rates models into the system.


  • Strong OO programming skills (C++, Java, C# etc.).
  • 5+ year’s relevant experience.
  • Strong understanding of Interest Rates product, in particular curve construction.
  • Strong interpersonal and communication skills (verbal and written).
  • Ability to work in a fast-paced environment.


  • Tactical support for Interest Rates Trading Desk
  • Extension and optimization of next generation Quant and Trading Library.
  • The development and integration of our models/analytics, market data, scenarios and trades / positions into this system.
  • Coordinating between Multiple stakeholders including Portfolio Managers, Traders, Quant and product management.


  • Msc or PhD in a relevant field (E.g. Computer Science, Maths, Engineering, Physics).
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