Quantitative Developer, Equities and Derivatives

2 months ago

London, Greater London, United Kingdom Multi-Strat Hedge Fund Full time

About the Role

We are seeking a highly skilled Quantitative Developer to join our Equities and Derivatives Trading team at Multi-Strat Hedge Fund. This role is integral to the development and enhancement of our trading algorithms, quantitative models, and high-performance trading systems.

Key Responsibilities

  • Algorithm Development: Design, develop, and optimize trading algorithms for equities and derivatives markets using C++.
  • Quantitative Model Implementation: Collaborate with quantitative researchers to translate mathematical models into robust, efficient, and scalable code.
  • System Performance Optimization: Ensure high performance and low latency of trading systems through rigorous optimization and testing of C++ code.
  • Backtesting and Simulation: Develop tools and frameworks for backtesting trading strategies and running simulations to validate model performance.
  • Data Analysis: Analyze large datasets to identify patterns, trends, and opportunities that can inform trading strategies.
  • Collaboration: Work closely with traders, quants, and other developers to integrate new features and enhancements into the trading platform.
  • Code Review & Maintenance: Participate in code reviews, maintain high code quality standards, and contribute to the continuous improvement of development practices.
  • Risk Management: Develop and integrate risk management tools to monitor and mitigate potential risks in trading strategies.

Requirements

  • Educational Background: Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative discipline.

Technical Skills:

  • Expertise in C++: Strong proficiency in C++ (11/14/17) with a focus on performance optimization, memory management, and multithreading.
  • Additional Languages: Proficiency in Python, R, or other scripting languages is a plus.

Financial Knowledge:

  • Market Expertise: In-depth knowledge of equities and derivatives markets, with a strong understanding of market microstructure and trading strategies.
  • Quantitative Skills: Familiarity with mathematical modeling, statistical analysis, and machine learning techniques.

Experience:

  • Industry Experience: 3+ years of experience as a Quantitative Developer or similar role within a hedge fund, proprietary trading firm, or investment bank.
  • Algorithmic Trading: Proven track record of developing and deploying successful trading algorithms in live markets.

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