We are seeking a highly skilled Quantitative Developer to join our Equities and Futures Trading Pod in London.
About the Role
This role is integral to the development and enhancement of our trading algorithms, quantitative models, and high-performance trading systems.
* Key Responsibilities:
* Algorithm Development: Design, develop, and optimize trading algorithms for equities and futures markets using C++.
* Quantitative Model Implementation: Collaborate with quantitative researchers to translate mathematical models into robust, efficient, and scalable code.
* System Performance Optimization: Ensure high performance and low latency of trading systems through rigorous optimization and testing of C++ code.
* Backtesting and Simulation: Develop tools and frameworks for backtesting trading strategies and running simulations to validate model performance.
* Data Analysis: Analyze large datasets to identify patterns, trends, and opportunities that can inform trading strategies.
* Collaboration: Work closely with traders, quants, and other developers to integrate new features and enhancements into the trading platform.
* Code Review & Maintenance: Participate in code reviews, maintain high code quality standards, and contribute to the continuous improvement of development practices.
* Risk Management: Develop and integrate risk management tools to monitor and mitigate potential risks in trading strategies.
Responsibilities typically require expertise in the following areas:
Key Skills and Qualifications
1. Educational Background: Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative discipline.
2. Programming Skills:
* Expertise in C++: Strong proficiency in C++ (11/14/17) with a focus on performance optimization, memory management, and multithreading.
* Additional Languages: Proficiency in Python, R, or other scripting languages is a plus.
* Financial Knowledge:
o Market Expertise: In-depth knowledge of equities and futures markets, with a strong understanding of market microstructure and trading strategies.
o Quantitative Skills: Familiarity with mathematical modeling, statistical analysis, and machine learning techniques.
* Experience:
o Industry Experience: 3+ years of experience as a Quantitative Developer or similar role within a hedge fund, proprietary trading firm, or investment bank.
o Algorithmic Trading: Proven track record of developing and deploying successful trading algorithms in live markets.