Quantitative Developer - Systematic Hedge Fund

Our client, a Major Global Hedge Fund, is looking to hire a skilled Quantitative Developer to collaborate closely with an accomplished Portfolio Manager, who specializes in mid-frequency strategies in Systematic Equities. This is a fantastic chance to be exposed to all aspects of the business. This role gives you the opportunity to join one of the world's most successful hedge funds, collaborate with an exceptionally talented team operating in a hybrid approach, and earn market-leading compensation packages. Responsibilities: Develop, upgrade, and optimize real-time quantitative trading platform Work closely with an experienced Portfolio Manager and help them build out their new systematic equities strategies Monitor system health and implement tools and techniques to enhance trading activity Desirable Candidates: 3 years of hands-on coding experience within financial services (ideally within quant finance) Previous experience building algorithmic trading systems Strong Python or C++ experience, Matlab experience is a plus Experience building production infrastructure for signal generation, backtesting and execution Bachelors/Masters in Computer Science, Engineering, or related Quantitative discipline To discuss the role in confidence, please reach out to Rhys at rhys.nugentcapitalmarkets.ie