Working for one of the world’s premier quantitative investment firms. This firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Role:
Quantitative Developer for a portfolio team based in Dubai.
Responsibilities:
* Building components for both live trading and simulation
* Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
* Maintaining and updating the platform, ensuring its stability, robustness, and security
* Developing robust data checking and storage procedures
* Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements
Requirements:
* Masters or PhD in computer science or other quantitative discipline
* 5+ years of experience designing and developing research and live trading infrastructure at a financial institution, including experience in futures and FX
* Experience handling connections to execution/order management systems
* Strong programming skills in Python
* Experience with SQL, database design, and large datasets
* Willing to take ownership of his/her work, working both independently and within a small team
* Commitment to the highest ethical standards
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