Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Role: Candidate will lead the system-wide design and build out of a quantitative futures and FX portfolio focused on high and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology, a desire to take ownership of their work, and the ability to work both independently and collaboratively to maximize team throughput.
This is an opportunity to leverage the growth potential of a small team as a senior member. The role offers the candidate an opportunity to achieve a desired career trajectory based not only on their core expertise but also on their preferred areas of growth.
Responsibilities:
Developing trading and research architecture and infrastructure
Building high-performance/low-latency components for both live trading and simulation
Developing a seamless platform to handle all aspects of quant trading—model building, optimization, and trade execution
Building efficient storage and live access schemes for data across all frequencies, including microstructure data
Developing a graphic interface to monitor the portfolio and trading
Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses
Requirements:
A highly skilled technologist with good quantitative skills
Masters or PhD in computer science or other quantitative discipline
5+ years of industry experience in a quantitative business, including experience working on high-frequency/low-latency technology
Experience developing backtesting, simulation, and trading systems
Experience in developing aggressive and passive tactics.
HFT business knowledge and good mathematical skills is a plus.
Broad knowledge and experience with performance tradeoffs for common hardware and technology decisions
Strong programming skills in Python and C++
Strong project management skills, i.e. the ability to manage multiple tasks and deadlines in a fast-paced environment
High degree of drive and energy—must be a self-starter
Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
Commitment to the highest ethical standards and who act with professionalism and integrity at all times
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