Quantitative Developer - Systematic
A Global Hedge fund are looking for a talented quantitative developer to join a fast-growing central systematic trading group. As a quantitative developer, initially focused on equities and FX you'll be involved in all stages of the systematic trading workflow.
- Must be curious, hardworking and detail-oriented, motivated by complex analytical problems
- Has to demonstrate interest in financial markets, and have ability to communicate directly with the business users.
- 7+ years of strong programming experience with Java & J2EE technologies, staying on top of latest trends and technologies.
- Scripting experience using Python, Microsoft PowerShell, or Unix shell.
- Strong Relational DB experience (MS-SQL will be a plus). Proven record of data modeling, including historical/time series data, building ETL and data quality tools.
- Experience of working in financial services, ideally in a front-office environment
- Understanding of equity or fixed income markets and portfolio management
- Experience with Java rules engines (ILog JRules, Drools, etc)
- Knowledge of Natural Language Processing or Generation
- Experience working with market Data Feeds
- CFA, FRM, and/or Financial Engineering degree and/or risk management knowledge is a major plus.
Salary: Competitive + Great bonus package
REFER A FRIEND
If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Megan Murphy- call on +44 (0)208 012 8204 for more details
https://www.linkedin.com/company/risktech/ Like and follow our LinkedIn page for job updates.