Quantitative Developer

Huxley; South Carolina; On-site; USD 90,000 - 150,000; Full time

Job summary

Huxley seeks a Junior Quant Programmer for a structured credit hedge fund, focusing on building trading and operations tools across product areas. Strong programming skills and experience with financial products are essential.

We have offices in London and New York, and the role requires collaboration with a tight-knit quant team, traders, and risk managers in a fluid, collegial setting. This is an opportunity to contribute to analytics and model-based decision making.

Qualifications

• Must have a CS degree.
• Strong Python, VBA, and SQL programming skills.
• Familiarity with yield curves, fixed income instruments, and risk concepts.
• Excellent written and oral communication skills.

Responsibilities

• Develop tools to analyze and identify relative value in structured credit instruments.
• Collaborate with trading, risk, and quant teams; interface with external IT firms to maintain IT infrastructure.

Skills

Python

VBA

SQL

Education

CS degree

Job description

Junior Quant Programmer for Structured Credit Hedge Fund

Mid-sized structured credit fund seeks experienced quant programmer self-starter to help build and develop trading and operations/finance tools across a variety of product areas. Strong programming skills required and knowledge of operating systems and database desirable, paired with experience working with financial products, and ability to work well in a fluid and collegial organization.

Fund Description:

With offices in London and New York, the fund invests in structured credit and has a strong 12+ year track record, 17 employees, and approximately 750MM AUM. Investment emphasis is on finding pockets of assets with superior risk/reward, through use of analytics, quantitative models, and in-depth structural analysis. Products include US and European CLOs, RMBS, CMBS, and consumer ABS. Our edge is our analysis so this work is very important, investigative in nature, and broad in scope.

Responsibilities:

• Join existing quant team to develop tools to analyze and identify relative value in a variety of structured credit instruments. The position entails a high level of interactions with the experienced and quantitatively-oriented trading team, risk manager, and the rest of the quant team. Additional responsibilities include working with external IT firms to maintain and improve our overall IT infrastructure that includes networking, file and database replication.

Skills required:

• Programming: Python, VBA, SQL. Good programming practice, database designs.
• Degree: Must have a CS degree
• Market: Good familiarity with financial concepts -- yield curves, fixed income instruments, corporate bonds and loans, P&L, risk analysis
• Other: Good oral and written communication skills required

EOE Statement:

Specialist Staffing Group is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or veteran status.

In addition to base pay, direct-hire employees may be eligible for client offered benefits such as medical, dental, and vision coverage, and paid leave where required by applicable law. Eligibility may vary based on factors such as location and hire date and is subject to change.