Credit Quantitative Developer - $18BN AUM NYC Hedge Fund
A global top hedge fund with AUM of over $18BN based in New York is looking for Quantitative Developer to join a dynamic new fixed income PM pod. The portfolio manager has a phenomenal track record of success and is looking to significantly grow their team ahead of initiating live trading.
The role that they are looking to fill at the moment is a Quantitative Developer within the pod to lead the construction, research, development and implementation of options/volatility systems and models. This is an excellent opportunity to join a high potential team from day 1, and the role has strong potential to evolve gaining further signal research and trading emphasis over time.
Responsibilities will include:
- Research, development and implementation of quantitative models, data pipelines and analytical tools within the options/volatility space
- Interfacing regularly with the portfolio manager and other researchers to understand their needs and implement improvements
- Management of long term projects including algo research, data pipelining, data analytics and tool construction
- Daily interactions with senior strategy and decision makers
- Future opportunities for alpha signal and strategy research
Ideal candidates should possess:
- 6+ years of experience in a quantitative developer seat/role
- Exceptional programming and quantitative skills (Python or C++)
- Strong product experience working with fixed income and/or credit products, options or volatility
- Masters degree in a computational field, Ph.D preferred
- Drive to succeed and see results
If there is an interest, please click the APPLY NOW button below.
