A highly successful $40bn AUM global hedge fund is in the process of expanding their trading focus in the equity index rebalance market. This is an opportunity to work with a veteran portfolio manager as well as the central data team to manage and optimize data for trading and research purposes. The portfolio manager is searching for an experienced Systematic Equity Trading Quant Developer where you will be responsible for designing and implementing systematic equity execution systems, TCA modeling, building and managing portfolio risk frameworks and predictive alpha research and modeling.
- 4+ years of experience on the buyside or sell side developing and implementing systematic equity trading strategies
- Bachelors, Master's or PhD in Computer Science, Mathematics or other Quantitative discipline
- Equities product knowledge (cash equities, indexes or ETFs)
- Experience designing and building a back tester and ability to enhance trading platforms
- Expert in Python programming and cloud-based computing technologies
**Will not consider candidates with more than 3 months total NC/Notice Period**
Important to note, the portfolio manager needs a talented quant developer who will be excited to do mostly development work for the first 1.5 years. The role offers the potential to move into a research function in the future but will begin with extensive dedicated development work.