Quantitative Developer, Systematic Equities
London based
Our client is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. This small, collaborative, and entrepreneurial systematic investment team is seeking an experienced developer to join in building critical trading infrastructure. This opportunity provides a dynamic and fast-paced environment with excellent opportunities for career growth.
You will join as part of a portfolio-management team primarily based in London, with a focus on systematic trading opportunities in global futures and equities. The primary focus will be on the development and subsequent optimization of infrastructure supporting the overall development and production of quantitative trading models. You will work directly with the quantitative researcher(s) and senior portfolio manager.
You will also be responsible for the implementation of technology to enable large-scale computational efforts in quantitative research, as well as related efforts, such as the preparation and transformation of data and other operational tasks. This role will work with senior technologists on the design and implementation of systems, and work closely with the quantitative research team to enable their mission. You will be expected to put in an intense effort to be an early and pivotal part of the success of a quantitative trading group.
Responsibilities:
Partner closely with the Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of equities
Develop software engineering solutions for quantitative research and trading
Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team Build and maintain robust data pipelines and databases that ingest and transform large amounts of data Develop processes that validate the integrity of the data
Implementation and operation of systems to enable quantitative research (i.e. large scale computation and serialization frameworks)
Live operation of such systems, including monitoring and pro-active detection of potential problems and intervention
Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process Main Requirements: Master's or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background Expert in C++ Advanced programming skills in Python Strong Linux-based development Preferred Experience: Extremely strong computer science or engineering background with 3+ years of experience 3-4 years of professional experience in a computer science/computational role Experience working in a technical environment with DevOps functions (Google Cloud, Airflow, InfluxDB, Grafana) Design and implementation of front-office systems for quant trading Additional Valued Experience: Knowledge of machine learning and statistical techniques and related libraries Experience as a quantitative developer supporting an intraday (or faster) system Experience with the development practices of large tech (Google/Meta, etc.) or finance firms Experience with financial data
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Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team Build and maintain robust data pipelines and databases that ingest and transform large amounts of data Develop processes that validate the integrity of the data
Implementation and operation of systems to enable quantitative research (i.e. large scale computation and serialization frameworks)
Live operation of such systems, including monitoring and pro-active detection of potential problems and intervention
Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process Main Requirements: Master's or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background Expert in C++ Advanced programming skills in Python Strong Linux-based development Preferred Experience: Extremely strong computer science or engineering background with 3+ years of experience 3-4 years of professional experience in a computer science/computational role Experience working in a technical environment with DevOps functions (Google Cloud, Airflow, InfluxDB, Grafana) Design and implementation of front-office systems for quant trading Additional Valued Experience: Knowledge of machine learning and statistical techniques and related libraries Experience as a quantitative developer supporting an intraday (or faster) system Experience with the development practices of large tech (Google/Meta, etc.) or finance firms Experience with financial data
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