Quantitative Developer

Caxton Associates; London; On-site; GBP 55,000 - 100,000; Full time

Job summary

Join a forward-thinking firm as a Quantitative Developer, where you'll play a vital role in enhancing alpha generation and risk management through innovative software solutions. Collaborate with talented teams in London and New York to develop cutting-edge libraries and web services that empower Portfolio Managers. This is an exciting opportunity to leverage your expertise in Python and SQL while promoting best coding practices. If you're passionate about quantitative analysis and software development, this role offers a dynamic environment where your contributions will directly impact the firm's trading strategies and success.

Qualifications

• 3-5 years of experience in quantitative development.
• Strong Python and SQL skills with a quantitative degree.

Responsibilities

• Build and maintain quant libraries and scalable web services.
• Design data solutions and ETLs for market data and analytics.

Skills

Python

SQL

C#

Quantitative reasoning

Software design

Web development

Communication skills

Education

Bachelor's degree in a quantitative field

Tools

ETL tools

Excel

AWS

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’ 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.

• 3-5 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