Accessibility Links

Senior Quant Developer

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 2011 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 20/11/2017
QUANTITATIVE ANALYST

QUANTITATIVE ANALYST - LARGE INTERNATIONAL HEDGEFUND


QUANTITATIVE DEVELOPER//CROSS-ASSET//PRICING//SOFTWARE IMPLEMENTATION//STOCHASTIC MODELLING//BUY-SIDE

Selby Jennings has started working with a global $50BN aum hedgefund who are looking for a new quant developer to join one of their offices in Germany. If you are interested in honing your software implementation and modelling skills with exposure to a variety of asset classes, please keep reading below!

To apply for this position you will have a professional or academic background within stochastic finance and software development  

Responsibilities include:
- Software implementation of asset models and pricing routines
- Optimise and rewrite existing codes
- Develop specification for market variables
- Develop estimation and recalibration tools

To be considered for this opportunity you will need to demonstrate:

- An advanced mathematical, quantitative or econometrical qualification – PhD or MSc preferred
- Extensive experience in software implementation using any major programming language
- Any experience developing a UI is a plus
- Any experience implementing the Heston equity model will be of benefit
- Academic or professional experience within stochastic finance/modelling
- A CFA qualification is, of course, desirable

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com

QUANTITATIVE DEVELOPER//CROSS-ASSET//PRICING//SOFTWARE IMPLEMENTATION//STOCHASTIC MODELLING//BUY-SIDE
Similar jobs
Senior Investment Analyst - (Top Tier Hedge Fund)
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Negotiable
  • Description Key Responsibilities Conduct fundamental research on Asian equities with a focus on Greater China MarketActively communicate with companies and analysts to expand coverage and build opinion on the
Senior Associate, Investment Risk Management
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description A Top American Fortune 500 is looking for a senior associate to join their Investment Risk Management group. In this high exposure position, you will be doing the design and development of
Quantitative Buy Side Risk Research Analyst
  • Job type: Permanent
  • Location: Philadelphia, Pennsylvania
  • Salary: US$130000 - US$160000 per annum + Competitive
  • Description A top asset management firm is seeking an intelligent and reliable Quantitative Research Analyst to join their team. The firm is searching for a dynamic individual who can be trusted to perform the
Quantitative Trading Strategist
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$400000 per annum
  • Description Quantitative Trading Strategist | Front Office Quant | New York A tier one Asset Management firm located in the Greater NYC area is looking to expand its quantitative strategies team
Actuary
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$140000 per annum
  • Description Are you looking for a fast paced and innovative environment with a generous work-life balance? Do you want to dive into one of the nation's largest health insurer's databases