Quant Developer - Macro Hedge Fund/Buy Side - (Python/C++)

Responsibilities:

• Working closely with Quants to implement changes in the existing codebase
• Prototype and explore ideas for new tools and analytics
• Be part of the team responsible for the major build-out of functionality on the new platform, including but not limited to:
  • Trade modelling and pricing
  • Market data processing
  • Risk reporting (EOD and potentially intraday)
  • Scenario analytics tools

In general, they are looking for smart, commercial, problem-solving-oriented, "get-things-done" candidates with a proven track record of delivering robust, high performance software and quantitative analyses and with either experience in financial markets or a keen interest to learn about them.

Skills and Experience:

Required:

• Advanced analytical skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.).
• A deep passion for technology and software development.
• Excellence in applied programming skills - Python, C, C++ or other major languages.
• A team player with excellent communication skills.

Preferred:

• Demonstrable, applied expertise in creating and validating pricing and/or risk models for use in a financial services organisation.
• Deep understanding of Fixed Income products and derivatives.
• A broad understanding of model risk, bringing new approaches and processes.