We are working with a leading macro, fixed income hedge fund (not a multi-strat) that is looking to hire a Quant Developer to join its growing team. The fund has delivered a strong and consistent track record over many years and is known for its exceptionally low staff turnover. It also fosters a culture of ownership and accountability, which will be a key feature of this role.
The successful candidate will join a highly collaborative environment and play an important role in the development and enhancement of the firm’s analytics platform. The team is seeking a versatile Quant Developer, ideally from a strong bank quant/strats team, or a hedge fund central analytics team, with experience contributing to large-scale production analytics libraries.
Given the size and structure of the team, this is a broad and evolving role that offers significant exposure across the business. The successful hire will be expected to wear multiple hats and take ownership of a range of projects as the platform continues to develop. As a result, mindset and work ethic are particularly important. The fund values individuals who are adaptable, proactive, and comfortable operating in a fast-paced, high-performance environment.
Key Requirements
- Approximately 3-6 years of experience as a Quant Developer, Desk Strat, or in a similar quantitative development role.
- Excellent C++ and Python programming skills.
- Experience working on large-scale production analytics libraries.
- Strong software engineering and development skills, combined with the ability to thrive in a fast-paced environment.
- Macro experience is highly preferred, although candidates from other asset classes with a strong technical background will also be considered.
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