Quantitative Developer - Systematic Hedge Fund
Capital Markets Recruitment - New York City, NY
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Our client, a Major Global Hedge Fund, is looking to hire a skilled Quantitative Developer to collaborate closely with an accomplished Portfolio Manager, who specializes in mid-frequency strategies in Systematic Equities. This is a fantastic chance to be exposed to all aspects of the business.This role gives you the opportunity to join one of the world's most successful hedge funds, collaborate with an exceptionally talented team operating in a hybrid approach, and earn market-leading compensation packages.Responsibilities:Develop, upgrade, and optimize real-time quantitative trading platformWork closely with an experienced Portfolio Manager and help them build out their new systematic equities strategiesMonitor system health and implement tools and techniques to enhance trading activityDesirable Candidates:3+ years of hands-on coding experience within financial services (ideally within quant finance)Previous experience building algorithmic trading systemsStrong Python or C++ experience, Matlab experience is a plusExperience building production infrastructure for signal generation, backtesting and executionBachelors/Masters in Computer Science, Engineering, or related Quantitative disciplineTo discuss the role in confidence, please reach out to Rhys at
Created: 2025-01-23