Tier 1 Hedge Fund
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