Quant Developer – Quantitative Strategies Team in Multi-Strategy Fund
This is an exceptional opportunity for a talented Quant Developer to join a global, multi-strategy hedge fund – with offices in the UK, America & China – in their Quantitative Strategies team, based in London.
My client employs over 80 people across three offices to manage total assets in excess of $4.5bn. This flagship fund launched in 2010 and has a multi-strategy investment model with AUM of approximately $3bn. It has produced annualised returns in excess of 10% since inception. The firm also manages a highly successful fixed income vehicle with a very strong track record.
The London-based Quantitative Strategies team develops and manages systematic trading strategies. They currently run a mid-frequency equity market-neutral strategy with a global portfolio, but the group is looking to increase its risk profile significantly over the next twelve months.
This role will involve contributing to the development of critical infrastructure components and models over a wide set of application domains, working with the team’s senior strategists and developers to drive innovation in connection with its execution platform, risk and portfolio analysis tools, portfolio construction processes and ongoing development of the research platform.
They are ideally looking for an experienced QD with a background in implementing at least one of the following:
- Portfolio construction methodologies including portfolio optimization (especially multi-period framework)
- Risk models (including simulation-based methods), factor models, estimation of covariance/correlation, etc.
- Estimation of exposures, hedging and portfolio performance attribution
- Implementation of systematic strategies and signals (especially knowledge about signal/forecast combination problems)
- Execution/transaction cost models and analysis
- Back-testing/simulation frameworks (esp. equities)
- Basic data science techniques (esp. visualization of complex/high-dimensional datasets)
- BSc/MSc in Computer Science, Maths or other relevant STEM subjects
- A minimum of 2 years’ experience in a Quantitative Development role
- Strong programming experience in Python and/or MATLAB
- Good knowledge of Java development and object-oriented design patterns
- Proficiency with relational databases and the fundamentals of data science
If you feel you are a good match for this Quant Developer role, please don’t hesitate to get in touch. Email your CV to:
Get in touch using the contact form below or give us a ring at +44 (0)20 3137 9570 or +1 646 7129 405. We'd love to speak with you about what we can offer.