The Quant development team work across the front office with quant analysts, economists, technology and risk managers to produce a suite of C# pricing, position keeping and risk tools to suit the requirements of individual traders. The work is a mixture of ad-hoc requests and longer term strategic projects, giving exposure to a broad variety of assets.

The right candidate is likely to have a very strong academic background with real evidence of success at high school, university and in their professional careers as front office developers. Most of the existing team holds Masters or PhD’s from highly regarded schools.

The role is open to candidates with a variety of experience levels, what is more important is a steady permanent work history where there is real evidence of solving challenging banking problems. Exposure to 1 or more of interest rate, equity, FX or commodities would be a distinct advantage. Candidates must really desire to understand the financial engineering behind these assets but not necessarily in-depth experience developing such models.

It is a very technical role and candidates must show expert database skills and very strong C#/.Net abilities. Resumes must show experience delivering sophisticated C# applications, whilst working across the full SDLC within a fast paced and demanding environment. Any exposure to C++, Java, VBA, Murex would also be advantageous.

This is a brilliant opportunity for the right highly skilled and very talented developer to secure a Quant Developer role in one of the industries leading hedge funds. Total remuneration expectations are exceptional and you will learn from some of the industries brightest lights.