C# Quant Developer - Trading within Quantitative and Systematic Hedge Fund
A Quantitative and Systematic hedge fund is searching for an individual with a minimum of 5 years experience to develop algorithms for electronic market making. The aim is to implement and design algorithms to add new functionalities for risk management and representation, pre/post-production strategy data analysis, inter-strategy communication.
Requirements
Must have strong development skills in C#/.NET
Algorithm implementation/concurrency programming
Skilled in UI (WPF/MAUI)
Linux or Windows
Bash or python experience
Relocation and sponsorship is possible for the right candidates. French speaking is highly beneficial.
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
