Quant developer (C#) Investment Systems Group Hedge Fund Boston recruitment
This team of quantitative developers provide a unique interface between the technology team and the quant traders/portfolio managers. The role sees you providing technology solutions and advice to the front office to address the short, medium and long term goals of the hedge fund. Projects are diverse from risk management applications, implementing trading strategies to system integration and analysis of large data sets. The role could be described as a project manager since there will be an organisational and people management aspect to it, but the most important skill is to drive the projects from a technical standpoint, so your development skills must be unquestionable.
This is a highly technical team who demand high standards from their developers. They need experienced C#.NET developers who write robust and pragmatic code and who also have mathematic and quantitative skills with MATLAB as the main language for modelling.
The candidate is expected to have a sound understanding of the software development life cycle and possess good insight into design patterns and WCF and WPF.
The collegiate way in which this team operates means that all members of the team have excellent verbal and written communication skills and are good to work with, so this will be challenged during the interview process.
Technical knowledge:
.Net
C#
MATLAB
WCF
WPF
SQL Server
You should have experience of high performance computing, and have worked in a financial environment. A computer science education to Masters level is also required.
If you are interested, please upload your CV for the attention of Ruth Steel and her team at Huxley Associates, Boston.