Commodities Quantitative Developer – New York – Investment Manager
An award-winning hedge fund is seeking an experienced Quantitative Developer in the commodities space to join a dynamic team. They combine fundamental analysis of individual assets with a quantitative approach, with a renowned culture of innovation and thinking outside the box, operating in all liquid asset classes.
In this role you will develop platform solutions, tools and models for Portfolio Managers and Traders, supporting day-to-day operations and the underlying infrastructure.
As a hands-on member of the team, you'll collaborate with technology and trading teams to build interfaces with other systems. Your role will involve providing platform support and developing written documentation of infrastructure.
Responsibilities:
· Build high-performance platforms for quantitative research
· Develop, deploy and monitor models which trade in financial markets
· Develop commodity services, data ingestion tools and trading & risk tools/scripts
· Develop pipelines to test very large datasets for the Commodities desk, working with researchers and data engineering teams.
· Monitor and support existing Commodities trading and research infrastructure
Requirements:
· Bachelor's degree or higher in quantitative finance, mathematics, computer science, physics, or a related field.
· 5+ years’ hands-on development experience in a front-office environment
· Strong knowledge of Python, including numerical libraries (pandas, numpy, TensorFlow, matplotlib etc.), additional languages are nice to have
· Solid knowledge of commodities, or related asset classes
· Development practices - version control, unit testing, etc.
· A quantitative approach to development.
· In-depth cloud experience/advanced database knowledge are preferred
This role will suit an experienced developer with a quantitative mindset, with knowledge of commodities trading from a buy or sell-side institution.
To apply, please send your CV to quantresearch@octaviusfinance.com