Our client, a leading global blue chip hedge fund are now seeking a very talented macro quant dev to join their expanding NYC function.
Macro Quant Developer
RESPONSIBILITIES:
- Productionizing and supporting a suite of common portfolio management and trade analysis tools for FI/FX PMs.
- Perform line pricing, historical trade analysis tools, live portfolio monitoring tools and portfolio construction/risk analysis tools.
- Back-testing framework and analysis
- Building new models for interest rate option trading, portfolio optimization and systematic reporting/screening of trading opportunities.
- Perform the above duties with minimum supervision, and the having the ability to exercise sound judgment when it comes to decision making.
- Help identify and automate manual processes
QUALIFICATIONS & REQUIREMENTS:
- 3+ years hands on development experience working directly with PM’s and traders preferred
- Strong knowledge of Python including scientific libraries (pandas, numpy, scipy, etc)
- Experience with a least two languages other than Python
- Experience with modern software development practice
- Familiarity with macro trading
- Analytical skills – Ability to troubleshoot and logically assess problems and determine solutions
- Documentation skills – ability to represent ideas, requirements, and problems in clear and concise documents
- Degree in Computer Science, Engineering or other related fields
To discuss this unique opportunity further and to obtain a full job specification, please contact:
Elaine Bunyan
ebunyan@paragonexecutive.com
https://www.paragonalpha.com/
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