Python Quant Developer

C++/Python Quant DeveloperMarket Leading Hedge FundNew York or Chicago$500,000 + Total CompWe are partnered with a distinguished trading firm who are seeking a highly skilled C++ or Python Quantitative Developer to help maintain their position as a leading global financial institution.This hedge fund, headquartered in New York with a global presence and...

Job Title: Python Developer (Hybrid) Company: Our client is one of Canada's Big Five banks. It serves more than 25 million customers worldwide and offers various products and services, including personal and commercial banking, wealth management, and corporate and investment banking. Why consider this opportunity? Well, your professional journey is like a...

Python Developer (Hybrid) Contract Duration 6 Months Pay range $80 - $85/hr Typical Day in Role The goal is to build an application for front-office Traders. The Python Developer will design and develop software programs using Python for the Quant Management team Work extensively with algorithms and operations of software along with our Quant/GAFE Team...

Python Developer (Hybrid) Contract Duration 6 Months Pay range $80 - $85/hr Typical Day in Role The goal is to build an application for front-office Traders. The Python Developer will design and develop software programs using Python for the Quant Management team Work extensively with algorithms and operations of software along with our Quant/GAFE Team...

Python Developer (Hybrid) Contract Duration 6 Months Pay range $80 - $85/hr Typical Day in Role The goal is to build an application for front-office Traders. The Python Developer will design and develop software programs using Python for the Quant Management team Work extensively with algorithms and operations of software along with our Quant/GAFE Team...

Quant Developer New York As a Barclays SMaD (Statistical Modelling and Development) Rate Quant Developer, you’ll design and develop reusable frameworks to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics. In this role, you’ll be involved in the full lifecycle from requirements gathering to...

Quant Developer New York As a Barclays SMaD (Statistical Modelling and Development) Rate Quant Developer, you’ll design and develop reusable frameworks to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics. In this role, you’ll be involved in the full lifecycle from requirements gathering to...

Quant Developer New York As a Barclays Quant Developer, you'll design and develop reusable frameworks to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics. In this role, you'll be involved in the full lifecycle from requirements gathering to optimisation, monitoring and second line support. Our...

Quant Developer for Systematic Equities PMOur client are a 20BN AUM hedge fund with global reach and a multi-strategy approach to investing. After an exceptional last few years, resulting in 5BN added to their AUM, we have been mandated to find elite Quant Researchers/Developers for their systematic division.Part of the 2024 plans involve hiring talent for...

Quant Developer for Systematic Equities PMOur client are a 20BN AUM hedge fund with global reach and a multi-strategy approach to investing. After an exceptional last few years, resulting in 5BN added to their AUM, we have been mandated to find elite Quant Researchers/Developers for their systematic division.Part of the 2024 plans involve hiring talent for...

Job description: Quant Modeler/Developer Quantitative Research GroupKey Responsibilities This is a hybrid modeling/development role Estimate/Develop and enhance credit models in the RMBS/CMBS/ABS/CLO/Consumer Lending space via data-driven credit risk analysis for a 10 Billion Hedge Fund focused in Structured Credit Develop production quality ETL and data...

RESPONSIBILITIES: Summary : The Risk and Investments IT Quant & Business Systems Developer Lead will perform business analysis, development and testing to deliver orchestration automation around Interest Rate Curve boot strapping, Cashflow projection Scenarios and Fixed Income Analytics generation as well as other application development focused on...

Snr Quant, Rates/FX Options Strategies, Large Hedge Fund (Director), NYC New York Ref: FIRV-2203 Seven Figure Package Leading Global Hedge Fund Options Strategy design, Back testing, Desk Strat, (Swaptions, Rates/FX, Equity Indices), Python This famous hedge fund is a leading global market maker across fixed income and equity markets. This...

Job Description Job description: Quant Modeler/Developer Quantitative Research GroupKey ResponsibilitiesThis is a hybrid modeling/development roleEstimate / Develop and enhance credit models in the RMBS/CMBS/ABS/CLO/Consumer Lending space via data-driven credit risk analysis for a 10 Billion Hedge Fund focused in Structured CreditDevelop production quality...

Capital is powering the world's alternative investment marketplace. Our financial technology platform has transformed how advisors, wealth management firms, asset managers, and banks evaluate and recommend bespoke public and private market strategies for their high-net-worth clients. iCapital services approximately $176 billion in global client assets...

Our client is one of the world's premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly...

Quant Developer - Macro (C#)Selby Jennings has partnered with a small and elite hedge fund well known for its acumen in macroeconomic strategies. They are at the beginning of a totally greenfield project to build out a comprehensive environment for the development, deployment, and management of a systematic macro platform.The team has 3X PMs joining them...

Quant Developer - Macro (C#)Selby Jennings has partnered with a small and elite hedge fund well known for its acumen in macroeconomic strategies. They are at the beginning of a totally greenfield project to build out a comprehensive environment for the development, deployment, and management of a systematic macro platform.The team has 3X PMs joining them...

Location: New York or London Salary: 200-700k TC A leading systematic hedge fund investing across a variety of financial markets, my client is seeking a talented Quant Developer to work in the Model Implementation team, based in either New York or London. This team is comprised of technical and hands-on builders, each wearing multiple hats, and in this...

A $25bbn+ Commodity Trading Firm in the NYC area is looking for a Commodity Quant Analyst to assist their power and gas trading teams. The firm has cemented themselves as one of the largest and most successful commodity trading funds over the last 10+ years and are looking to further increase heacount in their quant business in order to spearhead new...