5 joburi disponibile

Hedge Fund - Senior C++ Quant Developer - Equities - Linux - Python - Data/Algos/Low latency Hedge Fund background essential C++ (Version 11 upwards), Linux, Python (nice to have). Trading systems experience - ideally experience working in the equities space. Ideally the technical has experience with algo implementation. Quantitative Developer - Equities Technology We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance. Job Duties Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems. Work directly with central trading teams to optimize the firm's overall execution performance. Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency. Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability. Assist in building and maintaining our automated tests, performance benchmark framework, and other tools Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment Qualifications 5+ years of professional experience in a Front Office, financial services environment as a senior contributor 10+ years cumulative, professional experience Strong background in data structures, algorithms, and object-oriented programming in C++ Permanent role - Central London based - 5 days a week in the office By applying to this job you are sending us your CV, which may contain personal information. Please refer to our Privacy Notice to understand how we process this information. In short, in order to supply you with work finding services, we will hold and process your personal data, and only with your express permission we will share this personal data with a client (or a third party working on behalf of the client) by email or by upload to the Client/third parties vendor management system. By giving us permission to send your CV to a client, this constitutes permission to share the personal data that would be necessary to consider your application, interview you (Phone/video/face to face) and if successful hire you. Scope AT acts as an employment agency for Permanent Recruitment and an employment business for the supply of temporary workers. By applying for this job you accept the Terms and Conditions, Data Protection Policy, Privacy Notice and Disclaimers which can be found at our website.

Financial Services Firm is hiring for a Quantitative Developer/Analyst with strong C++ and SABR/curve construction experience. This is a permanent role based in the City. The Salary range is between £90K - £130K, depending on skills and experience. You will be responsible for analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochastic calculus and basic asset pricing, and experience of coding, writing models in C++. You must have experience of curve calibration algorithms. - Experience in derivative contracts pricing models: - Pricing would include also calculation of basic risk metrics, such as Greeks; - Experience in either development or validation would be relevant. - Experience in C++. You will ideally hold a PhD or Masters degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with 3-5 years experience as a Quantitative Developer/Analyst. Strong mathematical skills required for this role. Please apply for immediate interview! The JM Longbridge Group is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim/contract/temporary positions. The JM Longbridge Group is an Equal Opportunities employer and we encourage applicants from all backgrounds.

Quant C++ Developer, Equities technology, Trading systems. Flagship hedgefund client is looking for a Quantitative C++ Developer, with experience working on low latency execution systems. Please let me know if you might be interested. 7+ years of C++ development experience, including multi-threading. Experience working for buy side companies required. Strong low-latency understanding and experience. Strong experience and understanding of linux systems. Python experience preferred. Full time, 5 days in office, client London based. Please reply ASAP with CV if interested. Scope AT acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying to this job you are sending us your CV, which may contain personal information. Please refer to our Privacy Notice to understand how we process this information. In short, in order to supply you with work finding services, we will hold and process your personal data, and only with your express permission we will share this personal data with a client (or a third party working on behalf of the client) by email or by upload to the Client/third parties vendor management system. By giving us permission to send your CV to a client, this constitutes permission to share the personal data that would be necessary to consider your application, interview you (Phone/video/face to face) and if successful hire you. Scope AT acts as an employment agency for Permanent Recruitment and an employment business for the supply of temporary workers. By applying for this job you accept the Terms and Conditions, Data Protection Policy, Privacy Notice and Disclaimers which can be found at our website.

*We are unable to sponsor for this permanent Full time role* *Position is bonus eligible* Prestigious Financial Institution is currently seeking a Market Risk Python Developer. Candidate will perform a broad array of risk management activities to support the clearing and settlement services. Risk Management activities include monitoring Clearing Member accounts for excessive risk with a particular focus on intraday risk management. Candidate will assist team leaders as a resource in problem solving, guiding department and corporate projects, as well as proposing new controls and process improvements. Responsibilities: Analyze market risk exposures for products and accounts cleared including equities, futures, index and equity options, options on futures and government securities. Develop tools and reports using large data sets to assist with financial risk analysis and reporting. Conduct ad-hoc data analysis for senior management during critical market events. Monitor current financial market conditions including corporate earnings and key economic announcements to assess the potential impact on the Clearing Member portfolios. Monitor clearing members' trading positions and collateral for sensitivities to various risk factors using the market risk methodologies including Monte Carlo and Stress Testing. Assist the Market Risk Team with proposing, developing and specifying requirements for a best-in-class intraday market risk system along with a suite of proprietary technological tools. Work collaboratively with other functions including the Quantitative Risk Management team and various IT teams. Qualifications: Proficient understanding of statistical concepts, derivatives pricing, securities markets and options trading strategies. Intermediate Microsoft Excel skills in addition to familiarity with Python Scripting and Database technologies. Strong interpersonal, organizational, problem-solving, and time-management skills. Ability to work independently in a fast-paced, dynamic environment. Must be able to work under deadlines and manage multiple initiatives and tasks. Required: 2+ years current Python Scripting and Database experience. Experience with Python libraries such as Pandas and NumPy and version control systems (eg Git) preferred. SQL experience including knowledge of subqueries, CTEs, windows functions, partitions, advanced join commands, and using grouping and aggregate functions. Experience with Bloomberg API preferred. Bachelor's Degree in Finance, Economics, Risk Management, Statistics, Computer Science or related field. Two or more years of experience in capital markets, Back Office operations, risk management or technical field.

NO SPONSORSHIP Senior Associate, Market Risk & Default Management - Python Developer SALARY: $91k - $100k - $106k plus 6% - 10% bonus LOCATION: CHICAGO, IL 2 days remote and 3 days onsite, hybrid Looking for a candidate with 2 years python developer with database python libraries such as pandas and NumPY and version control system. BS degree two years capital markets or securities or options or equities futures index equity or derivative background in the financial industry Risk Management activities include monitoring Clearing Member accounts for excessive risk with a particular focus on intraday risk management. The Senior Associate will assist team leaders as a resource in problem solving, guiding department and corporate projects, as well as proposing new controls and process improvements. The Senior Associate will also develop materials for presentation to to leaders, the Management Committee, regulators and auditors. Primary Duties and Responsibilities: Analyze market risk exposures for products and accounts Develop tools and reports using large data sets to assist with financial risk analysis and reporting. Conduct ad-hoc data analysis for senior management during critical market events. Monitor current financial market conditions including corporate earnings and key economic announcements to assess the potential impact on the Clearing Member portfolios. Monitor clearing members' trading positions and collateral for sensitivities to various risk factors using the market risk methodologies including Monte Carlo and Stress Testing. Assist the Market Risk Team with proposing, developing and specifying requirements for a best-in-class intraday market risk system along with a suite of proprietary technological tools. Work collaboratively with other functions at the including the Quantitative Risk Management team and various IT teams. Qualifications: Technical Skills: Required: 2+ years current Python Scripting and Database experience. Experience with Python libraries such as Pandas and NumPy and version control systems (eg Git) preferred. SQL experience including knowledge of subqueries, CTEs, windows functions, partitions, advanced join commands, and using grouping and aggregate functions. Experience with Bloomberg API preferred. Education and/or Experience: Bachelor's Degree in Finance, Economics, Risk Management, Statistics, Computer Science or related field. Two or more years of experience in capital markets, Back Office operations, risk management or technical field.