C# Credit Quant Developer- Hedge Fund

5 days left

Oxford Knight
London, United Kingdom
£80k - £110k
15 Nov 2022
15 Dec 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Salary: £80 - 110k base + bonus


This is a unique opportunity at an employee-first hedge fund, currently with 35 people, looking to rapidly grow their technology team in the near future whilst maintaining a good culture and healthy work-life balance to keep their brilliant retention levels. They're looking for a Quant Developer with credit experience who can build robust and scalable systems, in both the real-time and batch processing spaces.

Collaborating regularly with Portfolio Managers, Traders and Quants, you will be tasked with working on a real-time PnL and risk management system written in C#, which provides traders with ticking valuation of their portfolios, provides quants with calculated metrics, and provides the risk manager with scenario analysis.

The tech stack is predominantly C#, with Python being used by the Quant teams.

The successful Quant Developer will have experience calculating market value for credit indices (CDX, iTraxx etc) and building associated credit curves. Experience in curve construction and pricing models for fixed-income instruments in a middle-office setting (performing real-time valuation of a portfolio) is a big plus.

Skills and Experience Required
  • 5+ years of software development experience, with the ability to program in C#
  • Degree in Computer Science (or equivalent) or demonstrated good software development practice with strong computer science knowledge
  • Good understanding of rates, curve construction

Desirable Skills and Experience
  • Experience in one or more of: RabbitMQ, Redis, Python, ReSharper, ComponentOne, FIX

Benefits & Incentives
  • Strong salary + bonuses
  • Flexible working opportunities
  • Friendly working environment with multiple projects in a fast-paced environment
  • Relaxed culture in a brand new Knightsbridge office - not stuffy like other hedge funds

If you feel you're suitable for this role, want to hear about similar positions, or would like help hiring similar developers for your company, then please send your CV or get in touch:

Richard Allan
020 3137 9574

£80 - 110k base + bonus