Beschreibung
Senior Quant DeveloperPR/114805
My client, a global commodities and energy firm requires a Senior Quant Developer with experience in analysing/modelling a variety of asset classes, to join the core technology function.
The firm is dedicated to seeing the growth of its Quantitative Team which is responsible for building and maintaining pricing models, risk management analytics, trading tools, and systematic trading strategies.
The team is looking for a Quant Developer who will oversee turning data into value.
You will be responsible for various projects, including:
* Using a blend of Python and C# to develop, maintain and amend the backtest engine for systematic trading strategies.
* Creating total returns time series for cash securities, futures, option trading strategies and dynamically hedged strategies.
* Proactively using the engine to execute and backtest strategies for Portfolio Managers and Quantitative Team.
* Supporting the team on other projects, including but not limited to: scanning tools, data visualisation tools, front ends to help with statistical analysis.
Benefits:
* hybrid work model
* strong team spirit
* modern office
* Reputable name in the industry
* Strong portfolio ownership ethic
The ideal candidate will have:
* Solid academic background with at least a BSc in Computer Science.
* At least three years' experience, some of which must have been in the finance industry
* Excellent programming skills in Python.
* C# experience is preferred but not a hard requirement; however, you will be required to start learning its basic features during the interview process and on the job.
* A working understanding of derivatives (particularly futures and options) and financial markets. Rates and FX experience is marginally preferred with Equities experience also useful.
To apply to this rare and amazing opportunity, email your profile directly
Michael Bailey International is acting as an Employment Agency in relation to this vacancy.