Quant Developer (Python/R) - Equity Models- Global Hedge Fund

Oxford Knight

London

1 year ago

Applications closed

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Salary:up to ~£250k annual TC

Experience:Minimum 5 years; also open to more senior candidates.

Fabulous opportunity for a talented QD to join one of the world's most prestigious and successful hedge funds. Looking for an experienced engineer with a solid programming background in Python and/or R and outstanding communication skills, comfortable facing off to the business and liaising directly with Portfolio Managers and traders.

This role is focused primarily on the design and development of equity portfolio analytics frameworks, including MSCI Barra equity factor risk models. Working closely with the portfolio research team, you'll build the necessary infrastructure for optimal extraction, transformation and loading of data from multiple sources using SQL and 'big data' technologies. Identifying improvements and designing solutions - automation, optimization, greater scalability - is second nature to you.

Skills and Experience Required

5+ years' professional development experience in a buy-side or sell-side firm
Exceptional Python and/or R programming skills
Strong working knowledge of software design (algorithms and object-oriented design)
Excellent communication skills at all levels of technical ability

Desirable:

Experience with Barra and proprietary risk models beneficial
Advanced working knowledge of SQL
Experience with 'big data' analytics engines, e.g. Apache Spark
Equities markets experience would be ideal

Benefits & Incentives

Strong salary + bonuses
Collaborative culture and an exciting place to work
Generous benefits package

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