Quant Developer (Python/R)

The Quant Developer (Python/R) position centres on working closely with the portfolio research team, you’ll build the necessary infrastructure for optimal extraction, transformation and loading of data from multiple sources using S. It would suit someone who can bring technical problem-solving, documentation, and careful delivery to the role.

What the work leans on

Fabulous opportunity for a talented QD to join one of the world’s most prestigious and successful hedge funds. This role is focused primarily on the design and development of equity portfolio analytics frameworks, including MSCI Barra equity factor risk models.

Where the technical work sits

• Working closely with the portfolio research team, you’ll build the necessary infrastructure for optimal extraction, transformation and loading of data from multiple sources using S.

Technical requirements

• 5+ years’ professional development experience in a buy-side or sell-side firm.
• Experience with Barra and proprietary risk models beneficial.
• Experience with ‘big data’ analytics engines, e.g. Apache Spark.

What helps delivery stay steady

careful practical judgement. Strong professional approach.

Practical details

• Collaborative culture and an exciting place to work.
• Generous benefits package.
• Strong salary + bonuses.
• Additional detail: Bonus opportunities may be available.