A leading Hedge Fund at the forefront of Quantitative Finance, known for pioneering research and cutting-edge investment strategies is looking to hire an experienced Quantative Data Developer.

Responsibilities:

• Collaborate closely with Quantitative Researchers to implement and optimize trading strategies.
• Develop and maintain data pipelines, ensuring the availability and integrity of market data.
• Design and implement tools for data analysis, visualization, and model validation.
• Work with large datasets to extract meaningful insights that can drive investment decisions.
• Stay abreast of industry trends and incorporate new technologies to enhance existing systems.

Qualifications:

• Strong proficiency in Python and experience with relevant libraries (NumPy, pandas, etc.).
• Solid understanding of quantitative finance concepts and familiarity with financial instruments.
• Experience working in a hedge fund or similar quantitative environment is preferred.
• Proven ability to work collaboratively in a team-oriented setting.
• Excellent communication skills with the ability to convey complex ideas to both technical and non-technical stakeholders.

Requirements:

• Bachelor's or advanced degree in a quantitative field such as Computer Science, Mathematics, or Finance.
• 3+ years of professional experience in a similar role.
• Ability to thrive in a fast-paced, high-pressure environment.

Benefits:

• Competitive salary and performance-based bonuses.
• Comprehensive health and wellness benefits.
• Opportunities for professional development and advancement.
• A collaborative and innovative work culture.

If you are passionate about quantitative finance, Python development, and thrive in a challenging environment, we invite you to apply for this exciting opportunity.

Please submit your resume and a cover letter detailing your relevant experience