Quantitative Developer - Cross Asset Risk

Capital Markets Recruitment; Greater London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a skilled Quantitative Developer to join their prestigious team. This role offers the chance to work directly with a successful Portfolio Manager, developing an internal Cross-Asset risk system. You'll collaborate with talented professionals in a high-stakes environment, enhancing performance and data accuracy across multiple asset classes. With a focus on innovation, this opportunity promises market-leading compensation and the chance to make a significant impact in the financial sector. If you have a strong background in quantitative development and a passion for finance, this position is perfect for you.

Qualifications

• At least 3 years of experience in quantitative development or similar.
• Strong C++ development experience with some Python skills.

Responsibilities

• Develop and optimise internal risk system spanning multiple asset classes.
• Build pricing models for financial instruments based on derivatives.

Skills

C++

Python

SQL

Linux

Education

Bachelor in Computer Science

Master in Applied Mathematics

Bachelor in Physics

Job description

Capital Markets Recruitment provided pay range

This range is provided by Capital Markets Recruitment. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

Direct message the job poster from Capital Markets Recruitment

Hedge Fund Executive Search | Capital Markets Principal Recruitment Consultant | NYC, LDN & DUB

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 offers 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.
• Require a Bachelor's or Master's degree in Computer Science, Applied Mathematics, Physics, or equivalent in Mathematics.
• Strong C++ development experience with some Python skills.
• At least 3 years of experience in quantitative development or a similar field in the financial industry.
• Experience working on Risk or Pricing systems.
• Skilled in SQL and Linux systems.

To discuss the role confidentially, please reach out to Rhys at [e-mail]

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance and Information Technology

Industries

• Investment Management, IT Services and IT Consulting, Financial Services

Referrals increase your chances of interviewing at Capital Markets Recruitment by 2x.

Set job alerts for “Quantitative Developer” roles.

London, England, United Kingdom — 2 weeks ago