Quantitative Developer Engineer, Hedge Fund, $14Bln AUM Fund
- Very Competitive + Bonus
- New York, NY, USA
- Permanent, Full time
- Paragon Executive
- 19 Jan 17
Our client a leading Global Systematic Hedge Fund is currently looking to hire talented and dynamic, Quantitative Development Engineers with expertise in designing and building interface components that are part of a globally accessible quant trading infrastructure, to join their growing and expanding high profile international teams, roles based in NYC, Chicago, London, Sydney and Hong Kong.
The successful candidates will interact with the quantitative researchers and portfolio managers to outline requirements for optimization and building requisite toolkits. The optimal candidates will have a minimum of 5+ years’ experience at a financial services organization with an exceptional technical background and in-depth knowledge of quantitative trading systems including backtesting, simulation, performance testing and market data. This person will need to be a very strong communicator, able to multi-task and have the ability to excel in a fast paced trading environment.
- Bachelors, Masters or PHD in computer science or closely related field.
- 5+ years development experience.
- Exceptional software development skills in one or more of the following – C++ / C# / Java / R / Python / Matlab.
- Strong Unix/Linux/Database experience.
- Strong project management skills.
- Knowledge of latency optimization and algorithmic trading.
- Analytical skills – Ability to troubleshoot and logically assess problems and determine solutions.
This is a chance to join one of the world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally and is also well regarded for its strong training and collabarative team based culture.
To discuss these unique opportunities further and to obtain a full job specification, please contact our retained executive search consultants.
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