This firm is assembling a strong Quant Technology team to build the next generation of in-house analytics and trader support tools. This team will develop and maintain the in-house models and pricing libraries, providing firm-wide live risk and P&L to support trading in Fixed Income, Commodities, Credit, and FX derivatives.
This is a unique opportunity to join one of the leading hedge funds in the world and enter the fast-growing world of fintech, learning from the best in the field. On offer is a fast-paced environment with excellent international growth opportunities and exposure to world-class financial technologies and global markets.
Responsibilities:
- Take part in the development and enhancement of the back-end distributed system, enabling continuous firm-wide risk and P&L calculations
- Work closely with Quants and Quant Developers globally to develop pricing and risk analytics for the in-house pricing library
- Participate in the development of in-house pre-trade analysis and market analysis tools for Portfolio Managers
Mandatory Requirements:
- Substantial experience developing in C++ (expert understanding of the C++11/14/17 standards is a must)
- Previous experience leading / managing a team
- Experience developing and maintaining back-end distributed system
- Experience working with a source control system (preferably Git)
- BSc in Computer Science or another quantitative field (MA degree is a plus)
- Excellent communication skills
- Able to work independently in a fast-paced environment.
- Detail-oriented, organized, demonstrating thoroughness and strong ownership of work.
Additional valuable skills (nice to have):
- Experience with CI/CD
- Familiarity with Linux platforms
- Experience with Fixed Income analytics pricing & risk analytics
- Experience with Docker/Kubernetes
- Experience with financial mathematics and statistics
- Experience in the financial industry