Quantitative Developer for Delta One Group

Our client, a prosperous hedge fund, is currently seeking a Quantitative Developer for the firm’s Delta One group. The group is focused on quantitative market making and arbitrage strategies in numerous derivative products around the world. The ideal candidate should be well-rounded, highly driven, and excited to develop creative solutions to challenging real-world trading and data science problems. Candidates should exhibit genuine interest in cutting edge developments in computer science, trading, and data science. Responsibilities Develop the group’s simulation capabilities, test and deploy quantitative strategies and strategy improvements, and build data tools and applications. Requirements Bachelors degree or higher, preferably in Computer Science, Engineering or Mathematics plus a minimum of 2 years of relevant experience. Excellent quantitative, problem solving and analytical skills. Strong C++ and expert level Python skills. Motivated, competitive, and eager to learn. Familiarity with machine learning libraries and techniques. Ability to manage multiple competing priorities and thrive in a fast-paced and challenging environment. Strong communication and organization skills. Excellent attention to detail, accuracy and a thorough understanding of full life-cycle development and performance optimization/latency reduction methodologies. Additional Helpful Skills Team-based quantitative/automated trading experience. Knowledge of complex financial products and derivatives. Experience working with large-scale, low-latency C++ trading systems. Previous experience working with large scale data-platforms. #J-18808-Ljbffr