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

Requirements:

• 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

Contact
If this sounds like you, or you'd like more information, please get in touch:

George Hutchinson-Binks

(+44)
linkedin.com/in/george-hutchinson-binks-a62a69252

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