Quant Programmer/developer – Global Macro Hedge Fund – London

Job Details

A strong performing UK based Global Macro Hedge Fund is looking to add  a quant programmer to their team to manage data processes and database design for the proprietary analytical framework of the Fund. You will be working in a technology focussed position alongside the researchers therefore will have lots of exposure to the investment process. You will be reporting directly into one of the founders of the fund therefore you will receive excellent exposure to the models, products and various quantitative techniques.

This is an excellent opportunity for a quant analyst/financial engineer to work in a quant investment environment.

The ideal candidate will currently be working as an SQL Developer/Statistical Data analyst with excellent development skills.

Finance experience is desired.

Your Responsibilities will include:-

  • Statistical Data analysis
  • Developing and enhancing the current database structure
  • Manage current external data feeds and integrate new ones as needed
  • Integrate data from internal systems, e.g. risk data
  • Implement data quality checks and control

In order to Apply you should:-

  • Have a Computer Science Degree from a reputable university
  • Be an expert level coder SQL.
  • Have experience in R/Python/C#
  • Have knowledge of large databases
  • Have around 3-5 years’ experience in a Development/financial engineering/Data scientist/quant analyst capacity before.
  • Possess the relevant work Authorisation for the UK.

The ideal candidate will have excellent Statistical coding skills, be an expert in SQL and have some experience working in a development capacity, analytical in a bank/asset manager.

In order to apply please send your CV to careers@octaviusfinance.com

Interviews have already begun to take place.