Quantitative Developer at Winston Fox

Visa sponsorship available for exceptional candidate.  Relocation assistance is available

Comp: starting $100,000-$150,000 base neg

Bonus: annual 1x-3x salary

Bens: Health, Dental, Vision, Pension, holidays, sick, other

FIRM

This Firm currently manages over $12 billion in assets and was founded in the 1990’s.  Today the company enjoys a rich history and established culture of high achievement and strong results for investors.  The firm now employs over 200 high calibre individuals in the USA and UK and is one the high-rated hedge funds in the world.  They have a wonderfully transparent, meritocratic and team-focused culture, extremely low turnover, and a fun and exciting work environment.  The firm is looking for a relatively junior, but highly numerate (aspiring quantitative analyst) Python developer to join the Structured Credit investment team, where you will work closely with and be trained by both investment professionals and our development team to provide technical expertise to solve complex mathematical and business problems.  The Structured Credit team most frequently uses Python, Excel, and SQL, and open source libraries like NumPy and Pandas.  Key characteristics are intellectual agility, curiosity and keen attention to detail. Exceptional communication skills, solutions focussed, and a sense of urgency are a must.

RESPONSIBILITIES

• Work directly with Structured Credit quants and portfolio managers, leveraging technology to solve business problems in research, analysis, trading, and risk management
• Facilitate communication amongst Front Office personnel and Development teams
• Acquisition, storage, cleaning, and manipulation of large data sets (millions to billions of rows)
• Deal modeling in Python, Excel, and other tools, starting with commercial terms taken from prospectuses
• Deliver solutions quickly, but working within a professional software engineering environment
• Understand and use appropriate software engineering techniques, including thoughtful design, unit testing, integration testing, and development
• Use distributed source code management systems, work/bug tracking systems, and automated build/testing technology
• Work with portfolio managers, analysts, and traders to understand their requirements
• Be engaged and knowledgeable enough about business needs to propose, design, and implement innovative solutions, and gain user acceptance of the plans

REQUIREMENTS

• 1-4 years of professional experience in Python
• 1+ years of financial experience. Experience with mortgages, rates, and credit
• Strong interest in finance and financial products
• Experience with Python and object-oriented programming languages (C++/ Java/ C#)
• Knowledge of Excel VBA and SQL is a plus
• Knowledge of Intex is a plus

http://winston-fox.co.uk/quantitative-developer-python-structured-credit/