Quantitative Developer - Systematic Trading

About

Our client is a small but highly successful quantitative driven hedge fund. The business deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including Equities, Futures & Foreign Exchange.

As a key member of this tight knit, high profile group within the firm you will work hand in hand with Quantitative Researchers to turn moon-shot ideas into profitable trading algorithms – working directly on signal research and alpha generation.

· Developing bespoke software solutions to design custom research infrastructure that is centralised amongst the group, including alpha estimation, risk modelling, and back testing components

· Design, develop, and deploy structured software solutions for data analytics, alpha & signal generation, and the overall research framework for the team

· Maintaining and updating the platform, ensuring its stability, robustness, and security

· Developing robust data checking and storage procedures

· Building components for both live trading and simulation

Desirable Candidates

· Bachelor’s degree or higher in computer science or other quantitative discipline

· 3+ years’ engineering experience at a major Tech Company/competing Hedge Fund or Trading Firm/Investment Bank or Tech Start-Up.

· Good handle of basic statistics & machine learning concepts

· Proficiency in Python or C++ is preferred

· Excellent communication skills – ability to drive projects forward