Job Responsibilities
- Work with various business functions in a dynamic hedge fund environment
- Optimize daily information flow and margin utilization across hedge fund counterparties
- Interface with quantitative trading teams to gain an understanding of trading and risk management processes
- Interact with C-level executives and trading teams to build algorithms and systems that are crucial to day-to-day management
- Bachelor's, Master's, or, Ph.D. in Computer Science and Engineering, Information Engineering, Quantitative Finance, and Risk Management
- Proficient in Python, HTML, Excel Macro, or any other programming languages
- Good understanding and grasp of Data Taxonomy and Data Modelling
- Motivated and results-orientated individuals looking to work closely with portfolio managers and C-level executives in a fast-paced trading environment
- Prior internship experience(s) in Financial Services companies will be an advantage
- Private Health Insurance
- Pension Plan
- Performance Bonus
- Training & Development
- Paid Time Off
