Quantitative developer

☞ Michael Page

View: 113

Update day: 26-03-2024

Location: Genève Genève GE

Category: IT - Hardware / Networking Information Technology IT - Software

Industry: Ressources humaines et recrutement

Job type: Durée indeterminée

Loading ...

Job content

About Our Client

A global hedge fund manager with an impressive amount of assets under management across a various range of trading strategies

Job Description

  • Develop/maintain infrastructure to run models reliably in production;
  • Facilitate low time to market of important model changes;
  • Advise modelling on good design practice, work to improve model code structure;
  • Review/monitor changes to the model code base to ensure reliability;
  • Build tools to empower researchers, e.g. for testing or running research on a compute grid; and
  • Development, primarily in Java, Matlab and Python - also with limited C++.

The candidate selected will be expected to liaise and/or consult with the following personnel in order for them to fulfil the requirements of their role:

  • Researchers and portfolio managers in macro and equity businesses;
  • Risk team; and
  • Technologists across the whole company including software engineers and infra and application support teams.

Facilitate running trading models reliably, correctly and consistently
Improve and enhance risk and PNL systems

The Successful Applicant

  • Educated to Bachelors (or equivalent) level or higher, from a leading university; and
  • A degree (or equivalent) with mathematical or computing content (e.g. Computer Science, Maths, Physics)


  • Around 2-6 years relevant experience of developing large scale object orientated multi-threaded systems in Java or C++;
  • Experience using a statistical computing language - such as Matlab, Python with Numpy or R;
  • Basic SQL experience (simple queries, stored procedures);
  • Understanding of system performance optimisation (time complexity, profilers, memory layout, caching issues etc); and
  • Experience at a firm dealing in the financial markets. Would also consider social media/big data firm/ start-up experience etc.

  • Collaborative - works with colleagues at all levels to assist with their queries and find solutions;
  • Flexible - considers all matters on their own merit and not the status quo;
  • Passionate - has a genuine desire to add value to the business at every level;
  • Accurate - has attention to detail and applies checks to their work;
  • Positive - exudes a can-do approach and ethos to all colleagues; and
  • Consistent - offers the right advice every time.


Advantaging skills:

  • Financial market product and pricing understanding;
  • Additional SQL experience;
  • Linux/Unix tools;
  • Prior use of grid computing tools;
  • Prior use of cloud services such as AWS or Google Cloud; and
  • Use of optimisation tools, such as Mosek.

What’s on Offer

  • Diversity is promoted, a lot of nationalities in their offices
  • Great working atmosphere, good unity
  • Creative and vibrant culture
  • Agility, flexibility and working in collaboration are promoted
Loading ...
Loading ...

Deadline: 10-05-2024

Click to apply for free candidate

Apply

Report job
Loading ...
Loading ...

SIMILAR JOBS

Loading ...
Loading ...