Credit Quantitative Developer - Hedge Fund Credit Quantitative Developer - Hedge Fund …

S.R Investment Partners
in London, United Kingdom
Permanent, Full time
Last application, 05 May 21
£ Competitive + Bonus
S.R Investment Partners
in London, United Kingdom
Permanent, Full time
Last application, 05 May 21
£ Competitive + Bonus
Posted by:
Shanaz Rob • Managing Partner
S.R Investment Partners
Posted by:
Shanaz Rob
Managing Partner
A Hedge Fund that has over 5bl in AUM is looking for a Credit Quant Developer / Credit Strategist to help build the credit trading infrastructure and work with senior credit portfolio managers. if you are coming from, a Strats / Delta1 Trading Strats Team from an Investment Bank or Top credit Trading team would be a bonus

Job Responsibilities / Experience

·       Develop quickly and reliably prototypes to assess the behavior of a new methodology on a range of sample portfolios and recommend changes.

·       Work closely with Quants to implement and rigorously backtest signals and models.

·       Observe, measure, and act proactively to continuously improve the performance of trading strategies.

·       Development and implementation of models used for pricing and risk management, credit pricing, etc.

·       Understanding of credit trading and working on building credit infrastructure in order to trade effectively

·       Strong technical C++ or C# or Python experience

·       Liaise with the other teams to explain the margin changes and help them investigate suspicious end to end test results.

·       Credit Strategist, credit pricing curves, credit trades

·       Self-starter and can build credit trading systems on their own

·       Analyze risk measures on portfolios to explain the risk profile/variations of the risk profile of portfolios on an ad-hoc basis.

·       The opportunity to be involved in the construction, analysis, and development of new systematic investable indices that will be marketed and sold to key clients of the bank.

·       Exposure to a broad range of analytical functions such as performance attribution, scenario, and optimization analysis on index strategies, as well as development and validation of quantitative frameworks and models.

·       Experience using various sources of news: SeekingAlpha, Bloomberg, Reuters, StockTwits(beta-tested)

·       An environment requiring close collaboration with Credit Senior Portfolio Managers.

·       Strong understanding of interest rate/credit derivatives products and trading

·       Front-Office application delivery experience and knowledge of front-office risk and P&L calculation

·       Highly motivated and a self-starter with attention to detail and excellent problem solving & numerical skills

·       Applying appropriate Design Patterns and Multi-tier framework implementation

Required Skills and Experience

·       Master’s degree (or equivalent) in a computer science or mathematical bias;

·       Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modeling, systems) 

·       Data manipulation and database experience (SQL preferred). 

·       Strong communication skills

·       Strong organization skills / Ability to Multitask 

·       The flexible and hands-on approach 

·       Proactive in the promotion of new ideas 

·       Strong analytical, numerical, and problem-solving skills, with good attention to details

·       Good communication skills, both oral and written

Location:  London 

Salary: £Competitive + Bonus


If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 or for more details

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Company Overview

Who We Are:

SR Investment partners are driven by financial service’s needs, influences and opinions, as opposed to the recruitment industry model. This is what makes us stand out and helps us create strong partnerships and attract the top talent. Our goal is providing a competitive edge by concentrating on market-specific solutions for revenue-generating talent in the world’s most demanding environment. In this fluid and fast-paced environment, organisations must be prepared to go to battle for top talent, hence SR Investment partners.

What We Do:

We are a selective financial service recruitment firm that specialises in identifying high-calibre mid to senior professionals, relevant to the investment management industry, working for both the buy side and sell side across all asset classes. We provide key talent and solutions to Hedge Funds, Asset Management firms, Investment Banks, Family Offices, Sovereign Wealth Funds, Private Equity, Insurance, Trading Houses, & Investment Managers. We help build, guide and grow organisations despite the complexity of their business landscape.

We provide consultancy, permanent, contract and executive search solutions for our clients in Europe, the Americas, Middle East, and Asia. We help build, guide and grow organisations despite the complexity of their business landscape. We have great trusted partnerships within the financial services industry who support us in everything we do. WHY? because they trust us. When we agree to work together, our path to the future is paved with mutual trust — a trust composed of integrity, competence, and cooperation. We serve boards, C-level leaders, Head of desk, Executive team and their organisations. We enable and deliver continuous advantage for our clients. They experience breakthrough results through rapidly spawning new and distinct ways of thinking, working and being ahead.

Contact Us

Tel: +44 (0)203 603 4474




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