Quantitative Developer

Reference: 5576
Per Annum
Job Type: Permanent

The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Quantitative Developer 
-Building components for both live trading and simulation
-Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modelling, and back testing components
Maintaining and updating the platform, ensuring its stability, robustness, and security
Developing robust data checking and storage procedures
Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements
Masters or PhD in computer science or other quantitative discipline
5+ years of experience designing and developing research and live trading infrastructure at a financial institution, including experience in futures and FX 
Experience handling connections to execution/order management systems 
Strong programming skills in Python 
Experience with SQL, database design, and large datasets
Willing to take ownership of his/her work, working both independently and within a small team
Commitment to the highest ethical standards

Karl Ramsaran




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