Global Hedge Fund- Oxford - C++ Quantitative Developer- Python + C++ + Linux / Unix + Quantitative Analysis + Mathematical modelling + PHD in highly numerical background
A leading Hedge Fund is looking for an exceptional Research Developer to join their growing research department.
The successful candidate will recommend design, develop and implement programs and frameworks in Python to support the research activities. You will work with technology and research teams to develop interfaces between the various platforms. You will recommend version control and management policies for source and data as well as technology to ensure maximum productivity, collaboration and code reuse.
The role involves developing software using C/C++ and Java languages to implement and assess promising academic computer science research for commercial application. You will also provide assistance to research staff on the optimal use of Python, related packages and Linux.
The role is based in Oxford. There will be element of working once a week at the London office.
You are required to have a PhD computer science, or a PhD with a significant computing element. Excellent Academic Background is a must. You are required to be fluent in developing quantitative analysis, statistical and numerical software particularly with large data volumes. Fluency in Python, C/C++ and/or Java, Linux (or similar) is required. You must have excellent analytical and PHD 1ST year level Mathematical skills. You are required to have knowledge of object oriented analysis, distributed computing, relational databases skills.
You must have passion for computer science and its application to financial markets. Experience of software development in a dealer/trading desk environment is also very desirable.