Junior C# Quant Developer – New Credit Trading Desk at Top Hedge Fund recruitment
Suitable candidates are expected to have an excellent academic background in a computer science / engineering / mathematics related subject and have 2-3 years industry experience working for an Investment Bank or Hedge Fund. (Previous Credit experience is beneficial
Working directly for the desk projects will be varied and will include some of the following –
-Rebuild Real-time Risk and PnL system in a more stable, robust, scalable and, more importantly, shared fashion. Sharing will be within trading. Shared information could also be accessed by risk at their convenience.
-Combine all these tools with both static and dynamic databases. These databases will withhold the following information:
- Definition of corporate entities
- Clean and up to date balance sheet information
- Clean and up to date corporate cash debt information
- Credit derivative layer
- Clean and up to date information about ratings
-Scenario analysis
-Risk drill down abilities
- Possibility to move from index based risk to sector/single name risk at will
- Granularity for any scenario analysis
-Connection with Front Arena via dedicated libraries provided by Front team
-Trading signals tools built around Quantifi
- Some tools are already in use but need to be perfected
-Credit volatility tools
- Short term volatility info extracted from options
- Mid to long term volatility info extracted from tranches
-Bucketing for risk and scenario analysis (incl. deliverable)
-Long-short, ratio tracking and relative value reports
-International comparison reports (Spread per Unit of Leverage, balance sheet…)
This is an amazing opportunity for someone early in their career to work for one of the industries most respected Hedge Funds reporting directly to the Trading Desk.