Quantitative Developer

Low Latency C++ Developers collaborate extensively with quantitative traders and core platform team to build, optimise, and maintain trading team infrastructure. This includes building trading strategies, execution engines, alpha signals, and back-testing engines. Our low latency C++ developers use their creativity and technology skills to come up with novel solutions for solving difficult computational problems. The candidate can expect exposure to a wide range of interesting and challenging problems involving computational finance and bleeding edge trading technology.

Requirements:

• Very strong C++ development experience with at least 2 years of experience specifically in development using C++.
• Knowledge of low level and high-level optimisations for improving trading strategies and associated infrastructure.
• Exceptional analytical and problem-solving skills.
• Prior experience as a developer in a quantitative trading or core infrastructure team.
• Comfortable taking ownership of projects and responsibilities with minimum supervision.
• At least a bachelor's degree in Computer Science, Mathematics, Statistics, Data Science or other quantitative discipline
• Experience in developing HFT/MFT trading strategies at a top tier hedge fund, proprietary trading house or investment bank.
• Experience in applying statistical and machine learning methods to financial data using Python/R.
• Exposure to pandas, numpy, scikit-learn, statsmodels-tsa, TensorFlow, Keras, and Matplotlib libraries