Quantitative Developer - Associate Director

Posted 16 January 2023
LocationUnited Kingdom
Job type Permanent
DisciplineTechnology - Transformation & Consulting

Job Description

Associate Director – Quant Developer

A global leader in the banking and finance space who manage just shy of $3t are looking for a Quantitative Developer at the Associate Director level to help continuously develop the suite of global execution algos and write new strategies and incorporate new signals into algo container frameworks.

Role: Quantitative Developer

Seniority: Associate Director

Location: London (City)

Salary: £135,000-£150,000 (p/annum)

Bonus: Front Office Bonuses 50%-150% 

Ideal candidates would have experience in Front-Office banking in Cash Equities, involvement in large banks, and high-intensity teams, however not essential. This role will see the benefits of front-office banking bonuses at double if not triple digit bonuses.

Key skills: Java & Python

Key Responsibilities

  • Continuously developing the suite of global execution algo’s in Scala and Java based on client requests as well as new quant model improvements.
  • Write new strategies and incorporate new signals into algo container framework.
  • Develop new frameworks for customised algos (Scala/Java).
  • Develop new research tooling for signal research, back testing and continuous integration of new signals. (Python/KDB)
  • Contribute to research by analysing execution data and suggesting areas for improvement of algo’s.
  • Contribute to research by engaging early with Quants in research process to help shape design of models.

Key Requirements

  • Excellent low-latency development skills in JVM-based languages (Primarily Scala & Java used for strategy development).
  • Msc/MEng in a relevant quantitative field (Maths, Comp Sci, Physics, Engineering preferred).
  • Proficiency in Python and KDB (Q) preferred for data analysis and research.
  • Experience in working with large datasets (trade, quote, post-trade execution data) to analyse the performance of execution algorithms and make recommendations for strategy development & improvement.
  • Knowledge of global cash equities market microstructure is desirable.
  • Experience working in a front-office environment engaging with Traders and other Quants/Quant Devs to drive business outcomes.

Are you interested in hearing more? Do you have the necessary skills for the role? Apply now!