Junior Quantitative Developer Required for World Leading Hedge Fund recruitment
My client is looking for a number of Junior Quantitative Developer to join them initially on rotation within their Quant Development and Quant Risk groups and are particularly keen on candidates with excellent academic and analytical skills who want to develop their product knowledge further. This is part of new business and expansion of the organisation.
The successful candidate should have a strong educational background who has real world problem solving capability and the confidence and maturity to deal with a front office environment. Personal drive commercial acumen – to work with Traders, Risk Officers, Research and Technology.
The candidates will use our in-house analytics libraries and SQL databases to deliver Excel / VBA spreadsheets and applications to support the trading desk, middle and back office. There will be scope to extend this library (C++), and also use it via a C# wrapper for live pricing / risk services.
Required Skills
- Product knowledge is an advantage though not essential - mainly rates and FX, though equity derivatives and commodities would be useful. An interest in the products and their analysis is important.
- Straight A gradess at 'A'level and 1st or 2:1 in a Numerate Undergraduate degree.
- At least 1 year of commercial database and C++ / C# / Java experience.
- Excellent communication skills.
- Ambition and commercial Acumen.
- Enthusiastic and Motivated to succeed.
- Ability to work with Traders, Risk Officers, Research and Technology.
This is an excellent opportunity for a Junior Quantitative Developer to join one of the biggest and most successful Hedge Funds.