As a Research Developer, you will play a critical role in transforming quantitative models into scalable, high-performance trading applications. You'll optimise research workflows, enhance back testing frameworks, and develop robust execution strategies that operate in real-time markets.
Key Responsibilities:
* Build and optimise back testing and simulation frameworks for evaluating trading strategies.
* Develop low-latency, high-performance software to execute and refine research-driven trading models.
* Work closely with quantitative researchers to translate ideas into production-ready code.
* Enhance data pipelines for ingesting, processing, and analysing vast amounts of financial data.
* Optimise and deploy machine learning and statistical models in a trading environment.
* Improve execution logic by refining order routing, risk management, and latency-sensitive components.
* Collaborate with infrastructure teams to ensure scalability and robustness of research systems.
You Need:
* 3+ years of experience in software development, with a focus on quantitative research or trading systems.
* Strong programming skills in Python, C++, or Java
* Experience with high-performance computing, parallel processing, and low-latency systems.
* Knowledge of financial markets, market microstructure, or algorithmic trading.
* Proficiency in working with large datasets, time-series analysis, and statistical modelling.
* Strong understanding of data structures, algorithms, and software optimisation.
Please reach out to hcannons@fourier.london to find out more. #J-18808-Ljbffr