We are partnered with a leading multi-strat hedge fund seeking to hire an experienced Quantitative Developer and Engineer capable of building their next-generation risk systems, complete with automated hedging, backtesting and analytics.

Working in an accomplished and high-calibre group, you will spearhead the road mapping, design, development and implementation of sophisticated, high throughput, and expertly developed systems.

Partnering with Quant, PMs and a wider stakeholder group, you will be instrumental in stakeholder management, communication, and team management whilst remaining technically hands-on in a 50/50 capacity.

The successful candidate will have deep expertise with:

  • Python or Java
  • Experience designing and developing automated, distributed trading systems
  • Strong understanding of risk or equity strategies or factor models

If you’re interested in more details, please apply on our website or call/email Charlie Nott on (929) 526 1764 / charles.nott@campbell-north.com.

  • New York Location
  • PermanentJob Type
  • Competitive salary

Lead Quantitative Developer / Engineering (Equities Hedging/Risk)

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