Senior Quant Developer – Macro Hedge Fund
Senior Quant Developer - Core Java, Multi Threading, Quantitative, Concurrency, J2SE, Pricing + Risk Models, Grid Calculations, Big Data, Hadoop, Matlab, Fixed Income, Credit Derivatives
Macro Hedge Fund. City of London.
£90k - £120k + Benefits + Bonus
Harrington Starr is working with a leading Marco Hedge Fund to find a Senior Quantitative Developer, with experience developing in Core Java, to work on the quantitative analysis of their Risk and Pricing models.
As the Senior Quant Developer (Java, Multi Threading, Fixed Income, Credit Derivatives, Big Data, Hadoop) you will be working on quantitative analyse of Fixed Income and Derivatives Pricing models. You will need to be able to provide a first class insight into the quantitative models - creating your own and giving advice on the best way for the firm to implement them. The development to implement these models will need to be done in highly multi-threaded Java.
This Macro Hedge Fund are looking to increase the size of their quantitative analytics team and there is a large scope for you to create revolutionary models and really be able to make your mark on the industry.
As the Senior Quant Developer (Java, Multi Threading, Fixed Income, Credit Derivatives, Big Data, Hadoop) you will need:
* Strong experience of Core Java Development - Essential
* Experience with Multi Threading - Essential
* Experience with Fixed Income or Derivatives - Highly Beneficial
* Experience developing on Quantitative Risk + Pricing models - Highly Beneficial
* Experience with Big Data systems or Grid Computing - Beneficial
This is a great opportunity for a Senior Quant Developer (Java, Multi Threading, Fixed Income, Credit Derivatives, Big Data, Hadoop) who wants to create their own pricing models and then implement them onto industry leading systems. You will have complete freedom and will be able to really take this firm forward.
Please get in touch with Tom Kemp at Harrington Starr for more information on the role!
Senior Quant Developer - Core Java, Multi Threading, Quantitative, Concurrency, J2SE, Pricing + Risk Models, Grid Calculations, Big Data, Hadoop, Matlab, Fixed Income, Credit Derivatives
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