My client is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. A technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped the collaborative mindset, enabling them to solve the most complex challenges. They have a culture of innovation which continuously drives their ambition to deliver high quality returns for investors.
About the Role:
- Placing you as a key member of the development team building and enhancing key data solutions for Researchers
- A role with the potential to touch many aspects on algorithmic trading research, including the tick data management, back testing engine, and cloud computing tools.
- Work closely with a range of investment management professionals including quantitative analysts/developers and traders, in order to design and develop cutting-edge systems and reliable data to keep the firm’s research at the forefront of its field
- Expert on Linux development using C++/C, STL, Boost, and Python
- Key experience designing and implementing tick data management, and/or cloud computing tools
- Proficient with Linux / GCC development toolchain and Linux Red Hat essential
- Team player essential
Nice to have:
- Knowledge of L3 market data (tick data order by order) highly desirable
- 3+ years of experience in a quantitative trading environment ideal
- Good knowledge of Equities and Futures asset classes highly desirable
- Experience working within a mature continuous development process highly desirable