Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent prospects for career growth.
You will be a key member of the development team, working closely with quant analysts/developers and traders to build and enhance key data solutions for researchers. You’ll collaborate over the design and development of cutting-edge systems, covering all aspects of algorithmic trading research: from tick data management to back testing engine, through to cloud computing tools.
This role would suit someone who thrives on being a team player and loves working collaboratively to solve the most complex technical challenges.
Requirements
1. Bachelors or Masters degree from a top-tier university in Computer Science, Maths, Engineering or related field
2. Expert on Linux development using C++/C, STL, Boost, and some Python
3. Solid experience designing and implementing tick data management and/or cloud computing tools
4. Proficiency with Linux/GCC development toolchain and Linux Red Hat is essential
5. 3+ years’ experience in a quant trading environment would be ideal
Nice to have
6. Knowledge of L3 market data (tick data order by order)
7. Equities and/or derivatives experience
Benefits
8. Great opportunity to be part of a collaborative, creative environment where you can feel valued for your input
9. Professional and personal development
10. Relaxed, casual culture, with a healthy work-life balance
Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.