Senior Quantitative Developer

Caxton Associates; London; On-site; GBP 75,000 - 120,000; Full time

Job summary

A global trading and investment firm seeks a Quantitative Developer to enhance its Quantitative Development & Data team in London. Key responsibilities include developing data solutions, maintaining Python libraries, and building front-end tools for risk management, requiring extensive experience in quantitative analysis and programming.

Qualifications

• 7+ years of relevant experience.
• Strong Python skills and experience in high-efficiency programming.
• Bachelor's degree in a quantitative discipline.

Responsibilities

• Engineer large timeseries and data solutions for market data and alpha generation.
• Build and maintain quant libraries in Python.
• Architect and develop scalable web services for applications.

Skills

Python

Quantitative reasoning

Software design

Multi-threading

Database fundamentals

Communication

Education

Bachelor's degree in Computer Science, Maths, or Engineering

Tools

SQL

C#

Java

C++

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:

• Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation
• Build and maintain quant libraries in Python.
• Architect and build 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.

• 7+ years of relevant experience
• Bachelor's degree in a quantitative degree (Computer Science, Maths, engineering)
• Excellent quantitative reasoning and software design.
• Strong Python skills.
• Demonstrated experience with high-efficiency programming and multi-threading.
• Clear grasp of SQL and relational database fundamentals.
• Ability to multitask and produce high quality code.
• 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