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Joining a world-class macro fund, you will work in a dynamic front office environment as part of a small, talented Quant Development team responsible for the tech infrastructure surrounding the core quant analytics library of the firm.
As a highly agile fund, and firm believers in TDD, the majority of the work is greenfield: delivering industry-leading solutions to the most challenging quantitative issues; building new analytics models and improving the operational performance of their systems. Sitting between the Software Dev team and the Quants, this presents a fantastic opportunity to work on both advanced mathematical modelling techniques while also improving the core system performance.
* Facing off to talented Quant team
* Building greenfield analytics models
* Risk analysis, PnL, timeseries analysis
* Ensuring system stability, accuracy and performance
*STEM Degree with a minimum 2.1
*Proficient in either: C# / .NET, C++, Java, Python
*Excellent OO programming ability
*A strong mathematics or financial markets background
*Experience with TDD
Rewards & Incentives
* Strong compensation, with bonuses up to 100%
*Excellent profit share scheme
*Front office environment and the chance for big impact
*Flat organizational structure, no red tape
*Brand-new, luxury offices near Regent St
For an informal discussion about this role, or any others in London, please send over your CV and get in touch!