Quantitative Developer

A leading global hedge fund is looking for a Quantitative Developer to join its Systematic Trading team. You will sit directly with Portfolio Managers and Researchers to turn complex trading ideas into high-performance production code.

The Role

• Design the high-speed infrastructure that runs systematic strategies across multiple asset classes.
• Translate complex mathematical research into robust, live trading models, owning the process from the research desk to the live market.
• Act as the technical lead for live trading issues, fixing high-stakes P&L problems under pressure.
• Use modern engineering to make the team faster and the code more reliable.

Requirements

• Expertise in C++, Python, Java or MATLAB. You should be comfortable optimizing code for speed and accuracy.
• A strong handle on probability, linear algebra, and statistics.
• A solid grasp of how financial markets and instruments actually work.
• A natural collaborator who can talk "math" with quants and "architecture" with engineers.