Senior .NET Quantitative Developer - Derivatives Hedge Fund

Location:
London, England
Job Type:
Permanent
Job reference:
AF/130865/SQD_1610653695
Posted:
about 2 months ago

Senior .NET Quantitative Developers sought by a leading Global Hedge Fund who have recently opened-up their best-in-class Portfolio Management and Analytics platform to other select Investment businesses.

The new business has only recently come out of stealth-mode but already have a number of external clients-working on their world-class platform which is available via a Software-as-a-Service subscription model via AWS.

The business is renowned as a Derivatives powerhouse and are now fully cross-asset with coverage of all major asset classes from cash and single-stock products to complex exotics and hybrids. They are now looking to move their C++ Quant Analytics library to .NET Core 3.1 and are therefore keen to hire several Senior Quant Developers with world-class Derivatives Pricing knowledge and experience as well as proficiency in C#.

This opportunity is unique as it combines the excitement of a start-up with the stability of a venerable Asset Management house, along with the high standards of a top-tier Hedge Fund but with the culture of a Technology and Services business.

Requirements

  • Expertise in Derivatives Pricing for any underlying asset class to include standard pricing models such as Black-Scholes and sensitivities. All major asset classes are in scope, from FX, Rates and Credit through to Commodities and Equities with expertise in at least one underlying is essential. Exotic Option Pricing experience is ideal.

  • Proficiency in C# .NET ideally evidenced by 5+ years' overall experience with Microsoft development. This should include good knowledge of Computer Science and Software Engineering fundamentals such as Algorithms, Data Structures and Sorting.

  • Additional experience of working with interest rate curves, vol surfaces and other market data with strong exposure to large-scale distributed real-time systems. Exposure to Cloud and DevOps is desirable although full training including AWS Certification is available.

  • Good communication and social skills in order to work successfully as part of a strong agile and consensus-driven engineering culture.

My client is currently in full-remote setting for the foreseeable future hence all interviews and onboarding will be conducted virtually with a view to returning to the London office on a flexible basis post-pandemic.

This is an incredible opportunity to join a future market-leader in its early stages of growth. Please send a recent resume today arrange an initial confidential discussion.

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