The Quantitative Developer will play a key role in the development of our systematic trading business, deploying scalable and performant tools for research on large data sets and for generation of trading signals.
You will work closely with our Portfolio Managers and Researchers to implement advanced statistical techniques and to unify them into a market-leading research platform.
- Implement tools for performing statistical analysis and algorithmic trading
- Curate a library of generalised techniques and processes for use in later research or trading strategy design
- Raise the standard of Python engineering performed by End Users (PMs/Researchers) by providing guidance on architecture, sharing expertise and setting coding standards
- Provide ad-hoc support to resolve production issues and lead investigations to determine what re-architecting is required to prevent recurrence
- Helping to create scalable, and modular solutions to standardize implementation and use of common methods and functionality
SKILLS AND EXPERIENCE YOU WILL NEED:
- Excellent Python skills
- Fluency in programming fundamentals and mathematical techniques
- Enthusiasm to rapidly learn new technologies and skills
- Business communication skills and the ability to present information clearly and concisely
- Efficient and diligent with a strong attention to detail and quality
- Experience in writing, deploying and maintaining python in a production environment as part of software development, including experience with review, testing, check-in, and release processes
- Experience working with large data sets
- Experience working with time series
- Experience with relevant Python libraries: sciPy, numPy, pyTorch, pandas, pickle, hd5, feather
- Knowledge of financial markets & securities (e.g. equities, futures, fx, & options)
WHAT WE OFFER:
- A great engineering environment whereby technology is key to our success
- The upside of start-up without the associated risks
- Great friendly, informal and highly rewarding culture
- Informal dress code, loads of free food and social events, etc.
- Fast growing global firm with plenty of opportunity where you will have significant impact