Job summary
Job post source
This job is from a recruiting firm hiring for a separate company.
Job overview
The Quantitative Developer role at Paragon Alpha involves joining a collaborative team at a leading global hedge fund to build a systematic macro platform and strategies.
Responsibilities and impact
Daily responsibilities include developing a comprehensive environment for systematic macro strategies, collaborating with Portfolio Managers and Analysts to define software solutions, and mentoring junior developers.
Experience and skills
Candidates must have 7+ years of hands-on experience with C#/C++, 5+ years in finance related to trading strategy development, and 3+ years with SQL or kdb, along with strong mathematical knowledge.
Company information
Paragon Alpha specializes in hedge fund talent acquisition and is associated with a leading multi-billion dollar global hedge fund.
Team overview
The candidate will join a small, collaborative team working closely with experienced Portfolio Managers.
Job location and travel
The position is located in New York, USA.
Application process
Interested candidates can apply directly or contact herbie@paragonalpha.com.
Company overview
Paragon Alpha is a specialized recruitment firm focusing on the hedge fund industry, connecting top-tier talent with leading hedge funds globally. They generate revenue by providing recruitment services, including talent acquisition, executive search, and consulting, tailored specifically to the hedge fund sector. Founded to address the unique staffing needs of hedge funds, Paragon Alpha has built a reputation for its deep industry knowledge and extensive network. Candidates should be aware of the company's commitment to confidentiality and its strategic partnerships with some of the most prestigious hedge funds in the world.
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