Quantitative Developer for Delta One Group - HRB : Job Details

Our client, a prosperous hedge fund, is currently seeking a Quantitative Developer for the firm's Delta One group. The group isfocused on quantitative market making and arbitrage strategies in numerous derivative productsaround the world.The ideal candidate should be well-rounded, highly driven, and excited to develop creativesolutions to challenging real-world trading and data science problems. Candidates shouldexhibit genuine interest in cutting edge developments in computer science, trading, and datascience.Responsibilities for this role include developing the group's simulation capabilities, testing anddeploying quantitative strategies and strategy improvements, and building data tools andapplicationsRequirements Bachelors degree or higher, preferably in Computer Science, Engineering orMathematics plus a minimum of 2 years of relevant experience. Excellent quantitative, problem solving and analytical skills Strong C++ and expert level Python skills Motivated, competitive, and eager to learn Familiarity with machine learning libraries and techniques Ability to manage multiple competing priorities and thrive in a fast-paced and challengingenvironment Strong communication and organization skills Excellent attention to detail, accuracy and a thorough understanding of full life-cycledevelopment and performance optimization/latency reduction methodologies.Additional Helpful Skills Team-based quantitative/automated trading experience Knowledge of complex financial products and derivatives Experience working with large-scale, low-latency C++ trading systems Previous experience working with large scale data-platforms