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Data Scientist, Algorithmic Trading

3 weeks ago

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

Multi-Strat Hedge Fund Overview

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As a leading global hedge fund, we operate across various asset classes, including equities, futures, fixed income, and more. Our firm fosters a collaborative environment where innovative ideas are encouraged, and employees are empowered to excel.

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About the Role

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  • We seek a highly skilled Quantitative Developer with expertise in C++ to join our Equities and Futures Trading Pod in London.
  • This role is integral to the development and enhancement of our trading algorithms, quantitative models, and high-performance trading systems.
  • The ideal candidate will have a strong background in quantitative development, a deep understanding of financial markets, and the ability to work closely with traders, quantitative researchers, and other developers.
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Key Responsibilities

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  1. Algorithm Development: Design, develop, and optimize trading algorithms for equities and futures markets using C++.
  2. Quantitative Model Implementation: Collaborate with quantitative researchers to translate mathematical models into robust, efficient, and scalable code.
  3. System Performance Optimization: Ensure high performance and low latency of trading systems through rigorous optimization and testing of C++ code.
  4. Backtesting and Simulation: Develop tools and frameworks for backtesting trading strategies and running simulations to validate model performance.
  5. Data Analysis: Analyze large datasets to identify patterns, trends, and opportunities that can inform trading strategies.
  6. Collaboration: Work closely with traders, quants, and other developers to integrate new features and enhancements into the trading platform.
  7. Code Review & Maintenance: Participate in code reviews, maintain high code quality standards, and contribute to the continuous improvement of development practices.
  8. Risk Management: Develop and integrate risk management tools to monitor and mitigate potential risks in trading strategies.
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Estimated Salary: £80,000 - £120,000 per annum

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Requirements

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  • Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative discipline.
  • Expertise in C++ (11/14/17) with a focus on performance optimization, memory management, and multithreading.
  • Proficiency in Python, R, or other scripting languages is a plus.
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Experience

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  • 3+ years of experience as a Quantitative Developer or similar role within a hedge fund, proprietary trading firm, or investment bank.
  • Proven track record of developing and deploying successful trading algorithms in live markets.
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Why Join Us?

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As a Multi-Strat Hedge Fund, we offer a dynamic and challenging work environment, competitive compensation packages, and opportunities for professional growth and development.