Setec Alpha
Quantitative Developer
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A macro Hedge Fund is looking for a C# Engineer to help develop a modular platform to calibrate and publish live / EOD curve and vol surface models for downstream consumption by the firm.
Responsibilities:
- Coding in C#
- Plan and implement additional features for the platform, taking advantage of the modular design to provide further functionality for the firms Investment users
- Prioritise extensibility, modularity and design
- Build adaptive resiliency into the platform
- Work with platform and infrastructure teams to deploy services in a robust and scalable fashion
- Work with quant team members to develop an automated anomaly detection and model quality monitoring systems
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Requirements:
- 5+ years strong C# programming experience
- Experience with modern.NET services architecture (ASP.NET core)
- Experience with distributed event streams or message busses
- Well versed in the financial domain, exposure to market data is an advantage
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