Skip to main content

This job has expired

You will need to login before you can apply for a job.

Lead Quantitative Developer - multi-strat hedge fund

Employer
Finance Network
Location
New York, USA
Salary
Highly Competitive
Closing date
Oct 30, 2021

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
In this position, you will be involved in the strategic development, maintenance and optimization of the fund's risk management system as well as work closely with the CRO on day to day investment risk projects including system design and implementation. Additional responsibilities will include enhancing risk analytics, reporting and data visualization tools as well as assisting in improvement the fund's quantitative research infrastructure.

Preferred candidate attributes:
  • Excellent academic record with an advanced degree in math, statistics or related field. CFA is a plus.
  • Experience working within a hedge Fund, investment bank or asset manager in a quantitative role related to risk management
  • Must have expert knowledge of object-oriented programming
  • 5+ years of experience developing large scale systems in C# or equivalent as well as in depth knowledge of SQL/Oracle
  • Knowledge of quantitative finance with derivative pricing experience preferred

Please apply with your resume for confidential conversation.

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert