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
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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:
Please apply with your resume for confidential conversation.
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.
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