Quantitative Developer - Associate Director
- Posted 16 January 2023
- LocationUnited Kingdom
- Job type Permanent
- DisciplineTechnology - Transformation & Consulting
- Reference7794
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!