Senior Quantitative Developer - Hedge Fund
Orbis Group · London Area, United Kingdom
Apply & track with Apply EdgeSenior Quantitative Developer - Python - Hedge FundOne of the world's top systematic Hedge Funds is hiring a Senior Quantitative Developer with excellent Python and deep Volatility expertise to build the Volatility capabilities of their systematic trading platform covering asset classes including equities, rates, FX and commodities.This is an excellent opportunity for an Quant Developer with a strong Python Software Engineering background with deep Options and Volatility understanding to transform the trading capability of one of the world's top hedge funds.Your key responsibilities in this role will be:Building the volatility capabilities of the Systematic Trading and Simulation platformsWorking directly with Portfolio Managers, Researchers and other stakeholders across the front office to build a world class Systematic Trading platformTaking quant researchers' models into production, and building tooling, libraries and other technical solutions to maximise the effectiveness of one of the world's top Front Office divisions.To be successful in this role, you will need:Exceptional Python experience (including Pandas and Numpy) with a deep understanding of computer science fundamentals, including memory and runtime optimisationGenuine Volatility expertise, with an in-depth understanding of volatility-surface fitting and the end-to-end trade lifecycle of options, gained in the Front Office of an Investment Management or Investment Banking organisationExperience with high-performance and numerical computing, and with large-scale time-series databasesA strong background in observability and reliability for production trading systemsIf your experience is a good fit with the above, please apply with an up to date CV in the first instance