Quant Developer Python/R - Equity Models- Global Hedge Fund

Quant Developer Python/R - Equity Models- Global Hedge Fund

Full-Time 63000 - 77000 £ / year (est.) No working from home possible
eFinancialCareers

At a Glance

  • Tasks: Design and develop equity portfolio analytics frameworks using Python and R.
  • Company: Join a prestigious global hedge fund with a collaborative culture.
  • Benefits: Competitive salary, bonuses, and a generous benefits package.
  • Other info: Exciting opportunities for career growth in a dynamic environment.
  • Why this job: Make an impact in finance while working with cutting-edge technologies.
  • Qualifications: 5+ years in software development with strong Python/R skills.

The predicted salary is between 63000 - 77000 £ per year.

Salary: up to ~£250k annual TC

Experience: Minimum 5 years; also open to more senior candidates.

Fabulous opportunity for a talented QD to join one of the world's most prestigious and successful hedge funds. Looking for an experienced engineer with a solid programming background in Python and/or R and outstanding communication skills, comfortable facing off to the business and liaising directly with Portfolio Managers and traders.

This role is focused primarily on the design and development of equity portfolio analytics frameworks, including MSCI Barra equity factor risk models. Working closely with the portfolio research team, you'll build the necessary infrastructure for optimal extraction, transformation and loading of data from multiple sources using SQL and 'big data' technologies. Identifying improvements and designing solutions - automation, optimization, greater scalability - is second nature to you.

Skills and Experience Required

  • 5+ years' professional development experience in a buy-side or sell-side firm
  • Exceptional Python and/or R programming skills
  • Strong working knowledge of software design (algorithms and object-oriented design)
  • Excellent communication skills at all levels of technical ability

Desirable:

  • Experience with Barra and proprietary risk models beneficial
  • Advanced working knowledge of SQL
  • Experience with 'big data' analytics engines, e.g. Apache Spark
  • Equities markets experience would be ideal

Benefits & Incentives

  • Strong salary + bonuses
  • Collaborative culture and an exciting place to work
  • Generous benefits package

Quant Developer Python/R - Equity Models- Global Hedge Fund employer: eFinancialCareers

Quilter plc is an exceptional employer, offering a dynamic work environment in Southampton where innovation and collaboration thrive. With a strong commitment to employee growth, comprehensive benefits including a generous holiday allowance and a non-contributory pension scheme, Quilter fosters a culture of inclusivity and continuous improvement, empowering employees to make meaningful contributions to the financial futures of their clients and communities.

eFinancialCareers

Contact Details:

eFinancialCareers Recruitment Team

We think you need these skills to ace Quant Developer Python/R - Equity Models- Global Hedge Fund

Python Programming
R Programming
SQL
Big Data Technologies
Software Design
Algorithms
Object-Oriented Design