Vacancy detail

Quant Developer (Macro Hedge Fund, C#, C++)

Location: United Kingdom (London, City of) Type: Permanent

Reference: JS*AMC*OE/QDMH32

 

Type: Permanent

 

Position:  Quant Developer (Macro Hedge Fund, C#, C++)

 

A newly formed hedge fund started by highly experience traders are looking for a number of Quant Developers and Software Engineers in their London office.

 

The role will focus on the design and implementation of quant analytics libraries as well as quant risk and scenario engines, as part of a wider technology and analytics functions. They are looking for senior developers with experience across Data structures, algorithms and public API design. Their primary language is C#, however they will also consider candidates with a background in C++ and Java. 

 

Quant Developer (Macro Hedge Fund, C#, C++) required experience:

 

  • In depth experience with C#
  • Expertise in : Data Structures and Algorityms, library and public API design
  • A proven background in producing high quality clean code
  • An excellent academic background, ideally in Computer Science or a related discipline

 

Nice to have but non-essential experience:

  • Knowledge of Derivatives

 

This is a great opportunity for front office developer to join a unique hedge fund started by some of the best in the industry. In addition to this they offer a structured career path and invest heavily in only the latest technology an infrastructure to support their technology teams.

 

Location: London

 

Start: Flexible

 

Rate: £40,000 - £60,000 + Competitive package

 

Agency: Anson McCade

 

Contact: Oliver Evans

 

Telephone : 020 77806 700

 

Email:Oliver.Evans@Ansonmccade.com

Reference: JS*AMC*OE/QDMH32. To apply for this vacancy: email Oliver Evans

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