Quantitative Developer C# – Research – Hedge Fund
This role is an ideal introduction to the financial sector for a graduate computer scientist who wants to follow a quantitative career path in finance.
The role supports the quantitative research team with programming, model building, research and problem solving from a technology perspective. You will be also involved in building tools that support the trading operations of the fund.
The fund itself is a top-tier multi strategy hedge fund with a innovative and exciting approach to the markets.
In order to apply for this role, candidates should have a bachelors or Masters degree in a computer science related area. The development is .NET framework (C#, ASP.NET) for the most part with some C++. You would be expected to have advanced skill in SQL Server in terms of database design/maintenance/optimization.
Other technical skills include:
VB, Perl
Postgres database knowledge
some affinity/experience with finance
If you are a motivated and qualified developer looking for the first steps in quant, upload your CV via the link for the attention of Ruth Steel and her team at Huxley Associates, Boston.