Quantitative Developer

Location Stonycreek Township
Discipline: Financial Technology
Job type: Permanent
Contact name: Lewis Piper

Contact email: lewis.piper@venturesearch.com
Job ref: 1894
Published: about 1 month ago
Quantitative Developer 
Tier 1 Hedge Fund
350k-450k GBP

Our client is a multi-manager platform that invests its capital with Internal and Partner portfolio managers, primarily on an exclusive or semi-exclusive basis, across four trading strategies; quantitative, fundamental equity, tactical trading, and discretionary macro & fixed income.

They are seeking a highly qualified and talented Quantitative Developer to support a brand-new Delta One Trading team.


The Quantitative Developer will support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations. They will be responsible for:
  • Developing the Forward and Rolls pricing toolkit and dividend futures, TRFs across regions
  • Managing Dividend curves
  • Handling Repo/borrow/funding spread curves
  • Ensuring interconnectivity of a-b-c with risk engines and valuation models
  • Strong Python skills
  • Experience with risk or equity derivatives
  • Experience working with quantitative risk members, traders, and portfolio managers
  • Excellent communication skills, both written and verbal
  • Experience with production environments
  • Strong ownership experience and a track record of delivering results
  • Strong track record delivering short and long-term projects to senior stakeholders