PhD (C++, C#, Python) Quantitative Developer Systematic Quantitative Trading recruitment

Our client is a leading and profitable Systematic Hedge Fund, with a strong presence across the European markets and a growing global reputation. The firm has deep expertise in a wide range of products including future, equity, credit and convertibles and with continued investment in cutting edge technology, the team is seeking an experienced quantitative developer to take a key role in the team based in London. You will take a key role in the design and development of the quantitative trading infrastructure, working in a small and collaborative team of quantitative researchers, traders and technologists. There will be a large focus on building systems and tools from scratch, therefore you will need to have a strong financial background and a passion for software development (and ideally experience with C#, C++ and python). The ideal candidate will have a strong mathematical/quantitative background and prior experience within a front office team. Ideally you will have worked in a small, collaborative and quantitative environment, however the team is flexible as long as the candidate has high energy and great communication skills. Given the strong focus on innovation and research, the team is ideally looking for someone with a PhD or strong research driven background.

Responsibilities for PhD Quantitative Developer (C++, C#, Python) Systematic Quantitative Trading System - Leading Global Hedge Fund

• Design and development systematic trading infrastructure and tools

• Design of back-testing environment

• Design data feed systems

• Work closely alongside quantitative researchers/traders/technologists in a small and collaborative environment

Ideal Skill Set for PhD Quantitative Developer (C++, C#, Python) Systematic Quantitative Trading System - Leading Global Hedge Fund

• Strong degree in Computer Science

• Excellent knowledge of OO programming and in particular C++, C# and Python

• Passionate about software development and new languages (F#, Haskell, web development, high performance computing, GPGPU, SSE etc)

• Strong quantitative/analytical ability – you will be working closely with quantitative analysts/researchers and will need to be comfortable with advanced mathematical concepts

• SQL

• Great communication skills

• PhD and strong research background

• Financial experience, ideally in a front office or quantitative driven team

This will be an extremely challenging yet highly rewarding opportunity for the successful quantitative developer. You will join a rapidly expanding and extremely successful global hedge fund, in a team that is placing a significant focus on bringing on board top technologists. Compensation will be very competitive, with great bonus potential to reflect the performance driven environment. With excellent mentoring and a focus on innovation and collaboration, the candidate will given every opportunity to further their skill set and professionals career.

If this is of interest please forward your CV, ASAP to cplusplus@selbyjennings.com or call 0207 019 4163