Lead HFT Quantitative Developer (London)

HRB; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading investment firm is seeking a senior quantitative technologist to lead the design and development of a quantitative futures and FX portfolio. The ideal candidate possesses strong quantitative and programming skills and will contribute to a small team focused on driving performance and innovation. This role offers a unique opportunity to impact the firm's trading strategies while advancing one's career in a collaborative environment.

Qualifications

• 5+ years of industry experience in a quantitative business focusing on high-frequency/low-latency technology.
• Experience developing backtesting, simulation, and trading systems.
• Strong self-starter with high drive and energy.

Responsibilities

• Developing trading and research architecture and infrastructure.
• Building high-performance components for live trading and simulation.
• Developing a seamless platform for all aspects of quant trading.

Skills

Quantitative skills

Programming in Python

Programming in C++

Project management skills

Education

Masters or PhD in computer science or quantitative discipline

Job description

Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role:
Candidate will lead the system-wide design and build out of a quantitative futures and FX portfolio focused on high and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology, a desire to take ownership of their work, and the ability to work both independently and collaboratively to maximize team throughput.

This is an opportunity to leverage the growth potential of a small team as a senior member. The role offers the candidate an opportunity to achieve a desired career trajectory based not only on their core expertise but also on their preferred areas of growth.

Responsibilities:

• Developing trading and research architecture and infrastructure
• Building high-performance/low-latency components for both live trading and simulation
• Developing a seamless platform to handle all aspects of quant trading—model building, optimization, and trade execution
• Building efficient storage and live access schemes for data across all frequencies, including microstructure data
• Developing a graphic interface to monitor the portfolio and trading
• Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses

Requirements:

• A highly skilled technologist with good quantitative skills
• Masters or PhD in computer science or other quantitative discipline
• 5+ years of industry experience in a quantitative business, including experience working on high-frequency/low-latency technology
• Experience developing backtesting, simulation, and trading systems
• Experience in developing aggressive and passive tactics.
• HFT business knowledge and good mathematical skills is a plus.
• Broad knowledge and experience with performance tradeoffs for common hardware and technology decisions
• Strong programming skills in Python and C++
• Strong project management skills, i.e. the ability to manage multiple tasks and deadlines in a fast-paced environment
• High degree of drive and energy—must be a self-starter
• Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
• Commitment to the highest ethical standards and who act with professionalism and integrity at all times