Quantitative Developer - Systematic

RiskTech Financial Services
London, United Kingdom
Excellent Salary + Bonus
21 Nov 2018
11 Dec 2018
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

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.

Preferred Skills

  • 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.

Location: London

Salary: Competitive + Great bonus package


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.

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