Quantitative Developer

Caxton Associates; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A global trading and investment firm in London seeks a Quantitative Developer to enhance its quantitative data team. The role includes developing libraries and scalable web services, utilizing Python and SQL. Candidates should have over 5 years of relevant experience and a quantitative degree. Strong communication and ethical standards are essential. This role offers a dynamic work environment with opportunities for growth in the financial technology space.

Qualifications

• 5+ years of relevant experience in software development.
• Strong Python programming skills with a focus on quantitative applications.
• Excellent understanding of SQL and relational databases.

Responsibilities

• Develop and maintain quantitative libraries in Python.
• Create scalable web services for trading applications.
• Design data solutions and ETLs using SQL and Python.

Skills

Python

SQL

Quantitative reasoning

Software design

Communication skills

Education

Bachelor's degree in a quantitative field

Tools

AWS

C#

Java

C++

Job description

About Caxton

Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore and Dubai. Caxton Associates’s primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments.

About the Role

Caxton seeks a Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD).

QDD is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.

The team has presence in both London and New York. They work closely with the Quantitative Analytics Group as well as Trading Staff.

Responsibilities

• Build and maintain quant libraries in Python.
• Build and maintain scalable web services for applications and front office users.
• Promote best coding practices within the firm.
• Build front end tools for market monitoring, trade screening and risk management. Front end tools can be either web dashboards or Excel tools backed by robust libraries or web services.
• Design and build data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation.

Qualifications

• 5+ years of relevant experience
• Bachelor's degree, preferably in a quantitative degree
• Excellent quantitative reasoning and software design
• Demonstrated professional Python skills
• Clear grasp of SQL and relational database fundamentals
• Strong verbal and written communication skills
• Operates with the highest degree of ethics and integrity

Nice to have

• Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options
• Proficiency in another programming language such as C#, Java or C++
• Web development skills
• Experience with AWS