Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Trading team and help develop an internal Cross-Asset risk system.

This role gives you the opportunity to join one of the world's most acclaimed Trading firms, collaborate with an exceptionally talented team, and earn market-leading compensation packages.

Responsibilities:

• Develop and optimise internal risk system spanning multiple asset classes, external databases, and electronic trading platforms. This involves upgrading systems, preserving data accuracy, and enhancing performance.
• Build pricing models for financial instruments based on derivatives.
• Design and maintain tools for back-testing complex trading strategies.

Desirable Candidates:

• Bachelors, Master's degree or PhD in Computer Science, Applied Mathematics, or Physics, or equivalent level of education in Mathematics.
• Ideally 1-2 years of experience in quantitative development or similar field.
• Internship / previous experience within a Hedge Fund or Trading firm is highly advantageous
• Strong C++ background and proficient in Python
• Skilled in SQL and Linux systems.

To discuss the role in confidence, please reach out to Rhys at rhys.nugent@capitalmarkets.ie