Job Description
C# Quant Developer - Trading within Quantitative and Systematic Hedge Fund
A Quantitative and Systematic hedge fund is searching for an individual with a minimum of 5 years experience to develop algorithms for electronic market making. The aim is to implement and design algorithms to add new functionalities for risk management and representation, pre/post-production strategy data analysis, inter-strategy communication.
Requirements
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
A Quantitative and Systematic hedge fund is searching for an individual with a minimum of 5 years experience to develop algorithms for electronic market making. The aim is to implement and design algorithms to add new functionalities for risk management and representation, pre/post-production strategy data analysis, inter-strategy communication.
Requirements
- Must have strong development skills in C#/.NET
- Algorithm implementation/concurrency programming
- Skilled in UI (WPF/MAUI)
- Linux or Windows
- Bash or python experience
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.