Quant Dev/Analyst-hedge fund

Will partner with the Research and Trading teams and senior partner to build fund's trading and execution capabilities for systematic/quantitative investment strategies in futures, ETFs, and OTC Derivatives.

• Design, develop, test, and deploy models and perform analysis related to market liquidity, trading costs, and market timing.

• Build components to optimize performance and create enhancements for the research pipeline from development and testing to execution and management.

• Source, collect and analyze data to help improve the investment process.

• Create automation and collaborate with engineering team on visualization tools, including those for transaction cost analysis and related.

Requirements•

• BS/MS in computational science, Mathematics, Statistics, CS, or related field. MS in Financial Engineering or Computational Finance is a plus.

• 5+ years of investment management industry experience with at least 3 years of practical experience developing trading and/or execution algorithms, and particularly trading strategies implementation.

• Strong knowledge/experience with derivatives (futures, options) based strategies/modeling

• Hands-on in programming, proficiency with one or more programming languages, either

Python, C++, C#/F# or similar.

Strong communication skills in a collaborative and technical working environment.

Please contact us for more details and highly confidential discussion/consideration.