We are looking for a Quantitative Developer to join our market-making team to work on the pricing technology that allows our trading strategies to be implemented, backtested, optimised, and operate successfully in real time.
We build trading strategies that operate within a fully automated algo trading environment, providing liquidity for the markets and generating profit for the company. As such we need individuals who have a good understanding of writing fault tolerant, robust code that is fast. To give an idea of scale, we are typically pricing around 150,000 contracts on a busy weekend.
- Able to write efficient and performant code in any OO or Functional language (ideally Python or Rust)
- 2 years or more experience in building quantitatively driven applications
- Bachelor's degree in Computer Science, Mathematics, Physics or similar STEM subject.
- Knowledge in areas such as Probability & Statistics, Machine Learning, or Quantitative Finance
- You have an interest in developing trading strategies
- Database querying knowledge (PostgreSQL) and experience working with large/complex datasets.
Hanson Applied Sciences is a proprietary research firm that focuses on providing liquidity for sporting events around the world. Our core philosophy of tech-driven trading has allowed us to become one of the largest sports market maker by volume in the world.
Our team is our greatest asset, giving them complete autonomy and the support they need to make an impact. Our structure encourages a culture of edge, mastery, and collaboration, all pulling together to solve some of the most complex undiscovered computer science challenges.