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

eFinancialCareers; Greater London; On-site; GBP 225,000 - 275,000; Full time

Benefits offered by this job

Bonus scheme

Generous benefits package

Job summary

PVH (Tommy Hilfiger/Calvin Klein) is seeking an experienced engineer with strong Python and/or R skills to design and develop equity portfolio analytics frameworks, including Barra risk models. The role involves partnering with Portfolio Managers and traders to deliver scalable data solutions.

You will build data pipelines, automate ETL processes, and apply big data techniques (SQL, Spark) to improve performance and insights for portfolio research.

Qualifications

• 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.

Responsibilities

• Design and develop equity portfolio analytics frameworks and MSCI Barra risk models.
• Build infrastructure for ETL of data from multiple sources using SQL and big data technologies.
• Collaborate with Portfolio Managers, traders and the research team to improve analytics and automation.

Skills

Python

R

Communication skills

Software design

SQL

Big data

Tools

Spark

Barra risk models

Job description

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