Quant developer with strong fixed income, python, analytics for hedge fund

APAC Systematic Macro and Fixed Income ArmAnson McCade is building out its APAC Systematic Macro and Fixed Income Arm at a global hedge fund.Key ResponsibilitiesCollaborate with a small team of top-performing Systematic Portfolio Managers with proven recordsDevelop frameworks for research using PythonContribute to the development of systematic, quant...

Location: New York A leading systematic hedge fund, investing across a variety of financial markets in multiple locations, my client is seeking a creative problem-solver to be the next Quant Developer in their growing Research Engineering team. This team is comprised of technical and hands-on builders, each wearing multiple hats, and in this role you'll be...

Location: New York City 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 (Pipeline) team. This team is comprised of technical and hands-on builders, each wearing multiple hats, and in this role you'll be expected to do the same. Working...

Join a PM that is building out the APAC Systematic Macro and and Fixed Income Arm at a global hedge fund.Join a small team of top-performing Systematic Portfolio Managers with proven recordsAll the strategies are fully systematic, quant model driven with minimal manual execution on very few tradesIntraday/MFTProducts traded are OTC FI, but still fairly...

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...

Join a PM that is building out the APAC Systematic Macro and and Fixed Income Arm at a global hedge fund.Join a small team of top-performing Systematic Portfolio Managers with proven recordsAll the strategies are fully systematic, quant model driven with minimal manual execution on very few tradesIntraday/MFTProducts traded are OTC FI, but still fairly...

Quantitative Developer OpportunityWe are seeking a highly skilled Quantitative Developer to join our team at The Astor Group. As a Quantitative Developer, you will be responsible for developing and implementing risk metrics and pricing models for our hedge fund clients.Key Responsibilities:Develop and maintain risk metrics and pricing models for fixed income...

Front Office Risk Quant OpportunityA leading Multi-Strategy Hedge Fund with over $10 billion in assets under management is seeking a skilled Front Office Risk Quant to join their team in NYC.The fund boasts an impressive 20-year track record, and this hire will be responsible for covering their Portfolio Managers across Credit, Equities, Macro, and...

We have a new live position with a leading Global Multi-Strategy Hedge Fund who are seeking to hire a Senior Quant Researcher or Sub-Pm to join an expanding team. The successful candidate for this role must have experience in researching Statistical Arbitrage Equity strategies. This role may be based in any one of our client’s Global office’s - but may...

Senior Python Platform EngineerWe are seeking a highly skilled Senior Python Platform Engineer to join our team at Hedge Fund.Key Responsibilities:Design and develop scalable platform infrastructure using Python.Build and optimize APIs, microservices, and data pipelines to drive business growth.Collaborate with DevOps to automate and deploy cloud-native...

Our client, a well-established global Hedge Fund, is seeking a highly skilled Quantitative Developer to join their Central Research Technology Team. This team works closely with systematic Portfolio Managers to design, implement, and maintain cutting-edge technical solutions.The successful candidate will analyze business requirements, develop innovative...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...

This business critical role will suit a junior Analyst (2-4 years' experience) with a strong analytical and quantitative skillset and a passion for the financial markets. Skills in data analysis, process optimization, project management, risk analytics and tool development in a kinetic markets environments will lend themselves well to this role. Knowledge of...

Job Title: Hedge Fund Data Analytics and Reporting AnalystA Manhattan-based hedge fund is seeking a skilled Investment Reporting Data Analyst to join their team. As a key member of the firm's data analytics and reporting infrastructure, you will play a central role in generating reports for the Investor Relations Team and the Investment Team.This is a new...

Quantitative Researcher - Systematic ESG Strategy - Hedge FundNew YorkOur client, a multibillion AUM Hedge Fund, is currently seeking a Quantitative Researcher to join a team running a Systematic strategy relating to ESG and Index Rebalancing.The Portfolio Manager has experience successfully implementing this strategy at some of the leading Investment Banks...

Salary: Up to 200k base + bonus Location: New York or London Summary One of the world's largest hedge funds using innovative and cutting-edge technology, where data is fundamental to the investment process. Central Risk is a key initiative for the firm, and this Quant Developer role offers the opportunity to design and build a next-generation risk...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.For...