Job Description
Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Portfolio Manager and help develop an internal Cross-Asset risk system.
This role gives you the opportunity to join one of the world's most acclaimed Trading firms, collaborate with an exceptionally talented team, and earn market-leading compensation packages.
Responsibilities:
* Develop and optimise internal risk system spanning multiple asset classes, external databases, and electronic trading platforms. This involves upgrading systems, preserving data accuracy, and enhancing performance.
* Build pricing models for financial instruments based on derivatives.
* Design and maintain tools for back-testing complex trading strategies.
Desirable Candidates:
* Bachelors or Master's degree in Computer Science, Applied Mathematics, or Physics, or equivalent level of education in Mathematics.
* Strong C++ development experience with some Python skills.
* 3+ years of experience in quantitative development or similar field in the financial industry.
* Experience working on Risk or Pricing systems.
* Skilled in SQL and Linux systems.
To discuss the role in confidence, please reach out to Rhys at rhys.nugent@capitalmarkets.ie