My client, a Global Hedge Fund, is seeking an experienced Quantitative Developer to sit on desk work directly for the Portfolio Manager within their London office.
In this role, you will sit on desk and work closely with a new portfolio manager to help him build out the infrastructure to support their investment strategy. In particular, you will be focusing primarily on pre and post-trade activities such as building screeners, back testers, and alpha generation screening tooling. This role also extends to pricing and portfolio optimization.
You will be joining a highly successful portfolio manager, embedded within a highly successful investment team, and will have continuous exposure to and interaction with Traders and Senior Management.
Requirements:
- Strong programming skills in Python and Excel.
- 5+ years of desk experience designing and developing live trading infrastructure at a financial institution, including experience in FX or Commodities.
- Experience handling connections to execution/order management systems.
- Experience with SQL, database design, and large datasets.
- Willingness to take ownership of work, both independently and within a small team.
- Commitment to the highest ethical standards.
A successful candidate must come from the buy-side and have an in-depth and excellent understanding of Python.
You can expect:
- Market-leading compensation with a strong increase on any current base.
- A very attractive bonus structure on top of this.
- Core responsibility from day one as well as the opportunity for quick progression into a senior leadership seat.
- Contact with industry experts within the financial markets, including seminars and talks.
- Access to the latest development tools, high-spec workstations, and cutting-edge technology.
- A heavily protected positive and supportive work environment.
To apply, either respond to this advert or send your CV directly to sasha.duquesne@mondrian-alpha.com.
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