Quantitative Developer – Systematic Global Macro Hedge Fund

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 quantresearch@octaviusfinance.com