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A systematic Hedge fund are recruiting Quantitative Developer C++ OR C# to create Algo strategies and market making with the latest machine learning technologies within equity, FX, futures and options and commodity markets. The role is an opportunity to join the Global Quantitative group with recognised expertise in algorithmic strategy development and help shape the product offering and the execution performance of one of the leading electronic trading businesses.
Preferred c++ or C#
4+ Years' work experience
Hands on technical development role on a critical trading application
Requirements capture, analysis and design on the eTrading platform
Low Latency environment exposure
Strong communication skills
Candidate must have electronic trading knowledge: options / cash / ETF / futures preferred; liquid rates / FX acceptable. Equities/Credit/E-Rates business knowledge highly desirable, other asset classes may be sufficient
Strong academic profile (ideally computer science or maths)
Previous experience in a systematic trading environment (market maker, quant fund, sell-side or Buy-side
Both creativity and the ability to work within a fast-paced environment with a highly profitable team.
Excellent basic salary and bonus on offer and the chance to join a highly regarded business and the team at the forefront of the industry.
Please contact Shanaz Rob for more details
Internal Number: 6494880
About RiskTech Financial Services
eFinancialCareers is a career site specializing in financial services.