Data Quant Strat, Cross-Asset Index Strategies Desk (kdb, Python), Director

Ref: DQS-2606
£££ Highly Competitive Salary Package
Global Investment Bank
KDB, Python, Data Analysis, Index Strategies, Cross Asset Trading

Our client, a leading global investment bank, is looking to expand its front office quant strat team with the hire of an experienced high frequency data (tick data) specialist Strat in London. 

Working on the trading floor, closely aligned with revenue generation (Quantitative Index Strategy desk), you will leverage your market data expertise and strong engineering skills to help lead the design and implementation of significant new capabilities using cutting edge systems.  Candidates are welcome from both Banks but also from Hedge Fund environments where you may have had a more 360 exposure.

This is an excellent opportunity to help the bank move to an intra-day data environment so to provide their clients with an integrated, end-to-end offering including equities, fixed income, FX & commodities


  • Strong academic background
  • Experience of KDB / Q (or similar) and the Python ecosystem
  • Strong track record of building trading and risk management systems
  • Good knowledge of data structures and modern design patterns
  • Strong problem solving skills