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- Tasks: Join a dynamic team to develop and implement trading systems using Python and C++.
- Company: A leading global hedge fund known for its innovative strategies and collaborative culture.
- Benefits: Work on-site in London with a talented team and gain hands-on experience in finance technology.
- Why this job: Be part of a fast-paced environment where your contributions directly impact trading strategies and performance.
- Qualifications: BS/MS/PhD in Computer Science with 5+ years as a Quant Developer; strong Python and C++ skills required.
- Other info: Opportunity to work closely with top-tier Researchers and Portfolio Managers in a cutting-edge field.
The predicted salary is between 48000 - 84000 £ per year.
Quantitative Developer – Model Implementation (Pipeline Team)
Global Hedge Fund | London, UK (On-site)
Python and C++
A leading global hedge fund seeks an organised and proficient Quant Developer to join their Model Implementation team. The candidate will work within a team of extremely talented and collaborative Quantitative Researchers, Engineers and Portfolio Managers. The team is comprised of technical and hands-on builders, each wearing multiple hats, and so will the candidate.
Responsibilities
As a Quant Developer on the Model Implementation team, your key responsibilities may include but aren't limited to:
- Own and manage distributed real time trading system responsible for computing signals and target positions for various strategies
- Work closely with Researchers and Portfolio Managers on the team to add new capabilities for existing set of strategies
- Own the design and production implementation of new strategies
- Lead and drive efforts that identify bottlenecks with the existing platform and follow through with an action plan for tackling these bottlenecks
- Add capabilities to expand the platform to new asset classes
Requirements
- BS/MS/PhD in Computer Science or equivalent
- At least 5 years of experience as Quant Developer or related position
- Strong programming background in Python and C++
- Strong problem solving and communication skills
- Ability to multi-task and have ownership mentality
- Experience with Python data science stack e.g. Pandas/Numpy/Scikit-learn
- Outstanding coding, debugging and analytical skills
- Devoted to writing automated tests
Apply Now!
Quant Developer (Python/C++) | Model Implementation employer: Selby Jennings
Contact Detail:
Selby Jennings Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Developer (Python/C++) | Model Implementation
✨Tip Number 1
Familiarize yourself with the specific trading strategies used by hedge funds. Understanding these strategies will help you communicate effectively with the team and demonstrate your ability to contribute to their implementation.
✨Tip Number 2
Brush up on your Python and C++ skills, especially in the context of quantitative finance. Consider working on personal projects or contributing to open-source projects that involve real-time trading systems to showcase your technical abilities.
✨Tip Number 3
Network with professionals in the quantitative finance space. Attend industry meetups or webinars to connect with others who work in hedge funds, as they can provide valuable insights and potentially refer you to opportunities.
✨Tip Number 4
Prepare to discuss your problem-solving approach during interviews. Be ready to share examples of how you've identified and tackled bottlenecks in previous projects, as this aligns closely with the responsibilities of the role.
We think you need these skills to ace Quant Developer (Python/C++) | Model Implementation
Some tips for your application 🫡
Understand the Role: Make sure to thoroughly read the job description and understand the responsibilities and requirements of a Quant Developer. Highlight your relevant experience in Python and C++ as well as your problem-solving skills.
Tailor Your CV: Customize your CV to reflect your experience in quantitative development, particularly focusing on your work with trading systems and collaboration with researchers and portfolio managers. Use specific examples that demonstrate your technical skills and ownership mentality.
Craft a Strong Cover Letter: Write a cover letter that showcases your passion for quantitative finance and your ability to tackle complex problems. Mention your experience with the Python data science stack and how it relates to the role.
Highlight Team Collaboration: Emphasize your experience working in collaborative environments. Provide examples of how you have successfully worked with cross-functional teams to implement new strategies or improve existing systems.
How to prepare for a job interview at Selby Jennings
✨Showcase Your Technical Skills
Be prepared to discuss your experience with Python and C++. Highlight specific projects where you've implemented quantitative models or trading strategies. Demonstrating your coding skills through practical examples will impress the interviewers.
✨Understand the Trading System
Familiarize yourself with real-time trading systems and how they compute signals and target positions. Being able to discuss these concepts will show that you understand the core responsibilities of the role and can contribute effectively from day one.
✨Collaborate and Communicate
Since the role involves working closely with Researchers and Portfolio Managers, emphasize your teamwork and communication skills. Prepare examples of how you've successfully collaborated in past roles to solve complex problems or implement new strategies.
✨Problem-Solving Mindset
Prepare to discuss how you've identified and tackled bottlenecks in previous projects. Share specific instances where your analytical skills led to improvements in a system or process, showcasing your proactive approach and ownership mentality.
