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Hedge Fund Quant Developer – London / New York

Apply 2019-01-09 15:01:23 2019-06-22 Henlow
Home Jobs Hedge Fund Quant Developer – London / New York
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Hedge Fund Quant Developer – London / New York

Date posted: January 9, 2019
London, United Kingdom,New York, USA,Chicago, USA
Permanent
Job description

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.

Experience:

  • 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.

Responsibilities:

  • 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.

Qualifications:

  • Msc or PhD in a relevant field (E.g. Computer Science, Maths, Engineering, Physics).
Reference: QD-19-03

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