Send your

Resume

    Attach a CV (Accepted file types: pdf, doc, docx, rtf.)

    Apply for

    Quantitative Analytics Developer

      Attach a CV (Accepted file types: pdf, doc, docx, rtf.)

      Quantitative Analytics Developer

      New York, London or Hong Kong

      Negotiable

      Permanent

      The company provides systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of the firm’s effort is rigorous research into a wide range of market anomalies, fueled by unparalleled access to a wide range of publicly available data sources.

       

      The firm is looking for a Quantitative developer to join the Central Research Technology team, which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products. This is a unique opportunity to grow your career with the team while building the next generation of research and quant trading systems.

       

      Key Responsibilities

      • Developing re-usable and performant C++ libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading
      • Integrating the analytics libraries into the wider python research infrastructure to allow trading teams across the company to use it in their research and trading processes
      • Working with Data Services to source market data to fuel real time and historical analytics
      • Reconciliation of calculations against benchmark sources

       

      Skills, Knowledge & Experience

      • 1-5 years of professional software engineering experience in a collaborative environment
      • Bachelor’s degree or higher in computer science or other quantitative discipline
      • Understanding of object oriented programming, design patterns, and data structures
      • Experience with software delivery lifecycle and writing production-quality code
      • Familiarity with instrument pricing and risk software patterns
      • Fluency in C++
      • Familiarity in Python
      • Experience in Rates and/or Credit products (e.g., bonds and swaps)
      • Reasonable quantitative and statistical skills
      • Team player with strong pride of ownership
      • Detail oriented and quick learner in a fast-paced environment
      • Commitment to the highest ethical standards

       

      Additional Information

      London preferred, but open to candidates in other locations

      Posted by

      Manuel Fedriani

      Quantitative Finance Recruiter

      Apply Back to jobs