**Location - can be New York, London, or Singapore.

A leading globally recognised hedge fund and investment management firm , managing billions of dollars in assets , are seeking a QD to join their Model Implementation team. This firm focuses on generating high-risk-adjusted returns for its clients through cutting-edge strategies and advanced technology.

Role Overview:

As a Quant Developer on the Model Implementation team within the Pipeline Group - you will be responsible for the design and maintenance of distributed real-time trading systems, collaborating closely with research and portfolio teams, and developing strategies for diverse asset classes.

Key Responsibilities:

• Managing distributed real-time trading systems to compute signals and positions for various strategies.
• Collaborating with Researchers and Portfolio Managers to enhance existing strategies and implement new ones.
• Identifying platform bottlenecks and driving solutions to improve performance.
• Expanding the platform’s capabilities to new asset classes.

Qualifications:

• A degree (BS/MS/PhD) in Computer Science or related field
• At least 5 years of Quant Development Experience
• Proficiency in Python and ideally C++ programming
• Expertise in Python data science tools (Pandas, NumPy, Scikit-learn)

This position offers a competitive compensation package and hybrid working model.