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C++ Quantitative Developer

  • Job type: Permanent
  • Location: Chicago
  • Salary: $125000 - $200000 per annum
  • Job reference: 51818
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 18/05/2018
C++ Quantitative Developer

A global hedge fund is looking to expand their equity derivatives research team in Chicago with the addition of a C++ Quant Dev. The firm is a multi-award winning institution with leading and innovative technology. This role will play a key part in portfolio optimization and strategy development within their equities team. This is an ideal position for an individual interested in furthering their development skills in a quantitative environment, working alongside industry-leading professionals.
 

The Job Qualifications for the C++ Quantitative Developer are... 
  • Advanced degree in a quantitative field (i.e. Computer Science, Mathematics, Statistics, Physics…)
  • C++, Python and R exposure in Linux environments
  • 1-5 years of quantitative work experience preferred
  • Exposure to working on multi-factor risk models
  • Strong interest in software design and the desire to work in a collaborative quantitative team
 

If you’re interested in learning more about the above opportunity, please apply now! 

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