C# Quantitative Developer Hedge Fund

Durlston Partners London Limited ,
London, Greater London
More Details
Salary: Up to £140,000 per annum + Bonus + Benefits

Overview

A leading hedge fund based in Mayfair is looking for a talented C# Quant Developer to join its Quantitative Development Team. The team is responsible for the technology infrastructure supporting the core analytics library which includes the risk engine, risk-based PnL attribution, timeseries/trade analysis and the API to their core analytics. My client has a strong culture of ownership and responsibility where every role is valued and everyone has the opportunity to have a significant impact on the team and wider organisation. You’d be working and be equipped with the best tools and the latest technologies. Responsibilities: Working with business customers, QAs and SDs to identify technical challenges and opportunities Delivering leading solutions to the highest design, testing and operational standards Delving into and understanding day-to-day quantitative issues – understanding performance characteristics, design and operational parameters of their systems; helping with the integration of new analytics models; reviewing QD/QA colleagues’ work; challenging current systems, processes and delivery approach Requirements: In-depth understanding of and recent programming experience in C# Strong understanding and exposure to the financial markets with derivatives Understanding of various quantitative analytics topics Experience working with SQL databases and next-gen storage models e.g NoSQL, distributed cache, etc Aptitude and track record for analytical and practical problem solving Bsc/Msc/PhD with a minimum of a 2:1 degree from a top tier university Benefits: Competitive salary excellent bonus Pension Healthcare Life assurance Free food Gym 25 days holidays Regular team drinks For more information, please submit a CV. This job was originally posted as www.cwjobs.co.uk/job/89959046

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