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Quantitative Developer (Python/C++)

  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$400000 per year
  • Job reference: 312771/017_1568240246
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 11/09/2019

A multi billion dollar hedge fund, is looking for an experienced Quantitative Developer to join their Portfolio Management group. You will work alongside a number of Portfolio Managers and bring their strategies live as you implement their models into production. You will gain high exposure within the firm as you backtest, simulate and rewrite trading strategies and integrate them within the firm's next gen infrastructure.

Job Responsibilities

-Research and develop alternations to algos

-Communicate with Portfolio Managers and implement their trading models

-Backtest and conduct simulations of strategies before they go live

Qualifications

-2+ years in a Quantitative Developer type role

-Strong statistical and technical background

-Exposure to financial markets and portfolio theory

-University Degree (Advanced Preferred) in a quantitative field (i.e. C.S., Physics, Mathematics, Computational Finance)

-Strong Python/C++ skill

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