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- Tasks: Develop and optimise a Cross-Asset risk system while building pricing models and back-testing strategies.
- Company: Join a leading systematic hedge fund known for its innovative trading strategies and exceptional talent.
- Benefits: Enjoy market-leading compensation and the chance to work with top professionals in the industry.
- Why this job: Be part of a dynamic team, enhance your skills, and make a real impact in finance.
- Qualifications: Bachelor's or Master's in Computer Science, Applied Mathematics, or Physics; strong C++ and Python skills required.
- Other info: Reach out to Rhys for a confidential discussion about this exciting opportunity.
The predicted salary is between 48000 - 84000 £ per year.
Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Portfolio Manager and help develop an internal Cross-Asset risk system. This role gives you the opportunity to join one of the world's most acclaimed Trading firms, collaborate with an exceptionally talented team, and earn market-leading compensation packages.
Responsibilities:
- Develop and optimise internal risk system spanning multiple asset classes, external databases, and electronic trading platforms. This involves upgrading systems, preserving data accuracy, and enhancing performance.
- Build pricing models for financial instruments based on derivatives.
- Design and maintain tools for back-testing complex trading strategies.
Desirable Candidates:
- Bachelors or Master's degree in Computer Science, Applied Mathematics, or Physics, or equivalent level of education in Mathematics.
- Strong C++ development experience with some Python skills.
- 3+ years of experience in quantitative development or similar field in the financial industry.
- Experience working on Risk or Pricing systems.
- Skilled in SQL and Linux systems.
To discuss the role in confidence, please reach out to Rhys at rhys.nugent@capitalmarkets.ie
Quantitative Developer - Cross Asset Risk (London Area) employer: Capital Markets Recruitment
Contact Detail:
Capital Markets Recruitment Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Developer - Cross Asset Risk (London Area)
✨Tip Number 1
Familiarise yourself with the latest trends in quantitative finance and risk management. Understanding current market dynamics and how they affect cross-asset risk will help you engage in meaningful conversations during interviews.
✨Tip Number 2
Brush up on your C++ and Python skills, as these are crucial for the role. Consider working on personal projects or contributing to open-source projects that involve financial modelling or risk assessment to showcase your expertise.
✨Tip Number 3
Network with professionals in the hedge fund and quantitative development space. Attend industry meetups or webinars to connect with potential colleagues and learn more about the specific challenges they face in developing risk systems.
✨Tip Number 4
Prepare to discuss your experience with SQL and Linux systems in detail. Be ready to provide examples of how you've used these tools in past projects, particularly in relation to data accuracy and system performance.
We think you need these skills to ace Quantitative Developer - Cross Asset Risk (London Area)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your relevant experience in quantitative development, particularly with C++ and Python. Emphasise any projects or roles that involved risk or pricing systems to align with the job requirements.
Craft a Strong Cover Letter: Write a cover letter that specifically addresses the responsibilities of the role. Mention your experience with developing internal risk systems and your ability to work with multiple asset classes. Show enthusiasm for the opportunity to collaborate with a talented team.
Highlight Technical Skills: In your application, clearly list your technical skills, especially in C++, Python, SQL, and Linux. Provide examples of how you've used these skills in previous roles to solve complex problems or improve system performance.
Proofread Your Application: Before submitting, carefully proofread your application for any errors or typos. A polished application reflects your attention to detail, which is crucial in quantitative development roles.
How to prepare for a job interview at Capital Markets Recruitment
✨Showcase Your Technical Skills
Make sure to highlight your experience with C++ and Python during the interview. Be prepared to discuss specific projects where you developed or optimised systems, as this will demonstrate your technical proficiency and relevance to the role.
✨Understand the Financial Concepts
Brush up on your knowledge of risk management and pricing models. Being able to discuss how these concepts apply to the role will show that you not only have the technical skills but also understand the financial context in which you'll be working.
✨Prepare for Problem-Solving Questions
Expect to face technical questions or case studies that assess your problem-solving abilities. Practise coding challenges or quantitative problems related to risk systems to showcase your analytical thinking and coding skills.
✨Ask Insightful Questions
Prepare thoughtful questions about the company's trading strategies, team dynamics, and the specific challenges they face in developing their risk systems. This shows your genuine interest in the role and helps you gauge if the company is the right fit for you.
