Quant Developer, Systematic Trading, London

London
Ref: QDST-1012
£££ Competitive Salary Package
Systematic Trading Firm
Python & C++, Intraday futures trading systems

This leading Systematic Investment Firm executes highly automated trading strategies across multiple liquid asset classes including Equities, Futures & FX.  Their environment attracts the very best systematic PMs, Researchers, Programmers and Traders and they now seek a Quantitative Software Developer to build out their live systematic trading and simulation system.

KEY RESPONSIBILITIES:

  • Building trading system components for both live trading and simulation in a Systematic Trading context
  • Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
  • Maintaining and updating the platform, ensuring its stability, robustness, and security
  • Developing robust data checking and storage procedures
  • Troubleshooting systems related issues,  release of code fixes and enhancements

ESSENTIAL EXPERIENCE & SKILLS:

  • Minimum of BSc or higher in computer science or other quantitative discipline
  • At least 3+ years working on the development of systematic trading components and, essentially, in a Systematic Trading context
  • Proficiency in Python is preferred, but experience with C++ is also acceptable
  • Experience developing and supporting live production systems
  • Experience implementing trading engines that support intraday futures trading
  • Motivated and self-driven with good communication skills
  • Strong analytical skills