Quantitative Software Developer (Jnr to Snr) - Global Macro Trading Group - Hedge Fund

This Multi-Strategy Hedge Fund seek multiple Quantitative Software Developers for their rapidly expanding Macro Trading Group, the division includes both Algo-driven Systematic, and Discretionary desks, trading Equities, Fixed Income, Commodities, and Futures products.Basic Salary - Accurate Mark-to-Market for the Hedge Fund sectorGuaranteed Annual Cash Bonus (Non-deferred)Equity/RSU/Bonus buy-outHybrid Model - 2 days WFH - Office Central LondonWhat you'll be designing and building In the Macro Quant Engineering group, you will work directly with Portfolio Management, Traders, Quant Researchers, High Performance Software and Data Engineering teams. Your work will be varied and include – Develop Software solutions for Quant Research and Trading communitiesAutomated Research workflows to support idea generation and strategy developmentDesign and build Backtesting solutionsBuild Data Pipelines for collection of new Alternate datasetsDesign and Build Market Data APIsDesign and build bespoke Analytics and Risk toolsImplementation of new Trading Strategies into ProductionSkills and Academics required Minimum 3 years experience as a Software Engineer / Quantitative Developer (these roles are not suited to Quantitative Analysts or Quant Researchers), prior experience in FinMkts is NOT essential, however for those coming from other sectors, demonstrable excellent numeracy skills are a mustOutstanding academics (1st class / Distinction secured) Bachelors / Masters / PhD ideally in both Quant Finance / Mathematics / Probability, et al., and Software Development / Computer Science.Expert Python (inc. Pandas, NumPy, SciPy, et al)Excellent understanding of Advanced Data Structures and AlgorithmsExperience of AWS, GCP or AzureExperience of high performance languages such as C++, C#, (JVM based) is beneficial