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Our client a leading Global Systematic Hedge Fund with $10+ Bln AUM is now hiring dynamic Quantitative C++ Developers to join their growing and expanding high profile international teams, roles based in Singapore.
The role will involves building and implementing trading models on behalf of the fund.
We would like to talk with candidates who have successful development experience across a host of asset classes including Equities(Statistical Arbitrage/ Long Short) and Futures/ Options.
This is a chance to join one of world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, to include strong sign on and guaranteed bonuses and is also well regarded for its strong training and collaborative team based culture.
Min 3-5 years of relevant Hedge Fund industry experience. Experience in a high frequency Quant development role is a must. Ideally gained from working for a leading Systematic Hedge Fund or Global Quantitative Alternative Asset Manager as a trader/ researcher.
MS in science, math, engineering, statistics or similar.
Proficiency in C++ is essential
Strong opinions on unit-testing code along with the ability to collect performance metrics with a view to monitor and improve performance
To discuss these unique and exciting opportunities further and to obtain a full job specification, please contact our retained executive search consultants.
Excellent Financial Package, Sign on Bonus, Guarantees, Strong Base Salary and Excellent Pay-outs %%
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