C# Quantitative Developer – Hedge Fund
My client is a prestigious and respected Hedge Fund based in central London. They are looking for an energetic and talented C# Quantitative Developer to bring new ideas into their fast moving IT team. This is a real chance to join an amazing investment manager and be on the forefront of technology.
Responsibilities
•Providing develop and support to the discretionary, risk and systematic trading desks.
•Solve any general risk and pricing issues that may arise from the desks.
•Develop core calculation engines and risk scenario engines.
•Take on a wide variety of tasks as and when they are required.
Requirements
•Exceptional C# development skills.
•A proven track record in a C# Quantitative Development role.
•Good knowledge of financial modelling, especially with Interest Rate Derivatives.
•Excellent knowledge with rates, credit, mortgages and PnL.
•Knowledge of other technologies such as, C/C++ and WPF would be advantageous.
•Fantastic communicator that is willing to take ownership of problems and projects.
Interested? Please contact Jack Mayhew on 0203 465 0124.
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