Quantitative Software Developer – Hedge Fund Mayfair London

Quantitative Software Developer – Hedge Fund Mayfair London  

This role is with a macro fund manager in London. It’s a small firm with 25 staff with a start-up vibe. The firm was established in 2012, initially as a family office but the firm’s track record has attracted the attention of outside investors so they are growing. They have subsequently recruited additional portfolio managers which is why the quantitative development role has come about. The role will involve working within the front office group on projects related to the development of pricing, valuation, risk management and risk measurement of complex multi asset portfolios that consist of vanilla and OTC options and derivatives across fixed income, currency and equity index markets.

Looking for a candidate with the following background:

• 4-6 years of experience
• Finance experience from a front office team.
• Quant development background from a bank or hedge fund.
• 1. or 1^st class degree from a reputable university

Expertise

• The firm use a .net framework and would ideally like to hire a quant developer with strong C# but are open to recruiting a candidate that has strong C++ or Java and who is willing to learn C# on the job.
• Strong understanding and practical experience of object oriented programming.
• Expert in data structures and algorithms.
• Knowledgeable about financial products, options, futures, derivatives and how to calculate payoffs etc.

Apply to James.Kennedy@njfsearch.com