We are assembling a strong Quant Technology team to build our next generation of in-house analytics and trader support tools. This team will develop and maintain the in-house models and pricing libraries, providing firm wide live risk and Profit & Loss to support trading in Fixed Income, Commodities, Credit and FX derivatives. Our Tel Aviv office is based in Ramat Gan.

This is a unique opportunity to join one of the leading hedge funds in the world and enter the fast-growing world of FinTech, learning from the best in the field. We offer a fast-paced environment with excellent international growth opportunities and exposure to world-class financial technologies and global markets.

Responsibilities

• Take part in the development and enhancement of the back-end distributed system, enabling continuous firm wide risk and Profit & Loss calculations
• Work closely with Quants and Quant Developers globally to develop pricing and risk analytics for our in-house pricing library
• Participate in the development of in house pre-trade analysis and market analysis tools for Portfolio Managers
  
  

Mandatory Requirements

• Substantial experience developing in C++ (Expert understanding of the C++11/ C++14/C++17 standards is a must)
• Previous experience leading / managing a team
• Experience developing and maintaining back-end distributed system.
• Experience working with a source control system (preferably Git)
• BSc in computer science or another quantitative field (M.A. degree is a plus)
• Excellent communication skills
• Able to work independently in a fast-paced environment.
• Detail oriented, organized, demonstrating thoroughness and strong ownership of work
  
  

Additional Valuable Skills (nice To Have)

• Experience with CI/CD
• Familiarity with Linux platforms
• Experience with Fixed income analytics pricing & risk analytics
• Experience with Docker/Kubernetes
• Experience with financial mathematics and statistics.
• Experience in the financial industry”