Quantitative Developer - HFT/MFT Stat Arb
New River Talent
Job location
London, United Kingdom
Employment status
Full–time
Job details
We are seeking a passionate and hands-on Quantitative Developer to join this new team in London and work on greenfield projects to support trading high/mid-frequency statistical arbitrage strategies.
About the role
• Collaborating with global teams on designing and implementing a greenfield trading system
• Design and implement the trading system, research platform and backtesting pipelines
• Collaborate with global trading, quantitative research, and technology teams
• Communicating with senior partners and business leads
About You
• Advanced skills in modern C++ or Python in a Linux environment
• 3+ years of professional experience in software engineering and at least 1+ year as a quantitative developer
• Experience with large-scale distributed computing technologies
• Experience developing data-intensive APIs for research pipelines, or similar
• Able to thrive in a start-up environment, take ownership of projects, and contribute to designs.
• Strong academic background in a STEM subject from a leading university
Bonus Skills and Experience
• Knowledge of mathematical modelling and time series analysis techniques
• Experience building and maintaining large-scale tick data databases
• Experience and knowledge in futures, equities, options or FX
• Experience working with market data feeds and network protocols i.e. FIX
• Experience in algorithmic trading
Benefits
• Competitive salary
• Dynamic and innovative work environment
• Opportunity to work on greenfield projects
• Collaborative global team
• Professional development opportunities
If you are a confident and motivated Quantitative Developer with a passion for trading systems and a desire to contribute to the success of a new team, we encourage you to apply
