Quantitative Developer – Systematic Global Macro Hedge Fund

Job title:

Quantitative Developer – Systematic Global Macro Hedge Fund

Company

Octavius Finance

Job description

Austria, Vienna

Our client is an award-winning hedge fund that trades across global markets including commodities, foreign exchange, fixed income, equities, and derivatives.

They are seeking a Quantitative Software Engineer to build the research platform and contribute to trading strategies. You will work within a trading desk and closely with Quant Researchers, Software Developers and Portfolio Managers

Requirements:

· Quantitative background (pricing, risk, derivatives, financial maths etc.)

· Excellence in applied programming (Python – especially numpy and pandas libraries)

· Ideally experience with optimization frameworks and ML using pytorch/tensorflow.

· Excellent academic record in a relevant quantitative field (physics, mathematics, statistics, engineering or computer science

· C++ alongside knowledge of financial markets is not strictly required, but strongly preferred.

Responsibilities:

· Design for the evolving scale and scope of the quantitative research program

· Build high-performance platforms for quantitative research

· Develop, deploy and monitor models which trade in financial markets

· Write documentation and conduct code reviews

· Promote the best coding practices firm-wide

To apply please send your CV to

Expected salary

Location

Österreich

Job date

Wed, 13 Mar 2024 00:51:30 GMT

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