Python Quant Developer | Fixed Income | Hedge Fund at Selby Jennings
London, United Kingdom
Job Descrption
Quantitative Developer - Python, VBA & SQL Structured Credit Hedge Fund London, UK Overview: Our client are a mid-sized structured credit fund, managing around $750 million AUM. They are looking for a Quantitative Developer with expertise in Python, VBA and SQL to help build and develop trading and operations/ finance tools across a variety of product areas. The ideal candidate will have strong programming skills and fixed income knowledge. Responsibilities: Collaborate with the quant team to develop tools for analysing structured credit instruments. Engage with the trading, risk, and quant teams for high-level interactions. Contribute to maintaining and improving our IT infrastructure, collaborating with external IT firms. Skills Required: 4-7 years of professional experience Prior experience in quantitative development, preferably in structured credit or hedge funds. Bachelor's or Master's degree in a relevant quantitative field. Strong programming skills with Python, VBA and SQL... Experience with structured credit products and familiarity with financial concepts, including yield curves, fixed income instruments, and risk analysis. Self-starter with proactive problem-solving skills. Apply Now
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