Join a premier investment firm undertaking rigorous research and deploying systematic, computer-driven trading strategies across multiple liquid asset classes. Technology is central to their success.
Key Responsibilities:
• Build high-performance components for both live trading and simulation
• Increasing automation and robustness of the research infrastructure, including alpha estimation, risk modelling, and backtesting
Requirements:
• 3+ years' development experience in a similar role
• Strong programming skills in C++ (and some Python would be ideal)
• Bachelors (or higher) in Computer Science or other quantitative discipline
• A motivated self-starter, with creative & analytical problem-solving skills
