Quantitative Developer – Systematic Hedge Fund recruitment
Huxley Associates are currently representing a leading Systematic Hedge Fund at the forefront of research into financial markets. We are looking to introduce a Quantitative Developer ready to take on immediate responsibility within an experienced and expanding team.
The successful candidate will work in the Quantitative Development team delivering strategic enhancements to our client's flagship systematic investment research platform. Working very closely with research, the successful candidate will be involved in every stage of the development process, including planning and specification, implementation and testing, and release to production. Given the proximity to research, my client is putting emphasis on strong quantitative mindsets and a keen interest to be involved in alpha-generating technology from core strategies through to algorithmic execution.
Technical / experience requirements:
- Excellent academic record; 1st degree in a numerate discipline from a top university
- Ability to code in Java, C++ and / or MATLAB
- Eligible to work in the United Kingdom
- Previous software development exposure (ideally form the finance industry)
This role is a relatively junior role, however the strongest candidates will be expected to have a basic understanding of futures and FX markets and have some knowledge of the systematic hedge fund environment.
This role is only one of many vacancies within the Front Office Quant Systematic Trading space that we are currently handling at Huxley Associates. If you feel that this role may not be exactly what you are looking for, please ask for Felix Bateman or Weli Elmi on 0207 469 5055 for further information on similar roles. Equally, if you do know anyone who may be appropriate for this role, please do not hesitate to forward this on.
To find out more about Huxley Associates please visit www.huxley.com
