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Fantastic opportunity to join a leading tech-centric hedge fund as a member of their Systematic Volatility Research team, where you will be designing and building a research simulation platform.
Working closely on the research desk with Quant Researchers and Traders, you will be involved in every stage of the signal generation workflow, learning how to integrate strategies and how these are scaled.
Maintain, develop and support the software platform, delivering strategic enhancements
Integrate new instruments and trading strategies
Liaise with other teams, such as Software Development and Data, to coordinate changes to trading programmes
In addition, you will have the opportunity to build your career through mentoring and professional skills courses.
1+ year hands-on experience in designing and building backtesting/trading platforms and exposure to full SD lifecycle
Excellent Python skills, along with one or more of: C++, C# or Java
Matlab experience is essential
SDLC tech - Git, BitBucket, JIRA, Jenkins would be advantageous
Good understanding of option pricing analytics is preferable
Generous hedge fund bonuses
Gain in-depth exposure to multiple business areas (strategy, research, etc.)
Great working culture in fabulous central London offices, with regular socials and sports events
Opportunity to attend conferences and meet-ups
Contact If you think you are a suitable candidate for the role and would like further info, please contact: