Our client is a global multi‑strategy investment firm with a long track record of success across quantitative, volatility, and fundamental equity strategies. They are seeking an experienced Quantitative Developer to join their Central Equity Quant Research (CEQR) team in London. This is an integrated function combining alpha modelling, transaction cost analysis, impact‑aware execution, and portfolio construction & optimisation to drive firmwide P&L uplift.
The ideal candidate will possess strong software engineering fundamentals and familiarity with quantitative finance. Expertise in areas such as data pipelines, optimisation systems, and production trading infrastructure is highly valued. This role provides the opportunity to work directly on advanced data analysis, portfolio optimisation, platform development, and fully automated trading systems. Developers joining this group will have a direct and visible impact on trading performance. Our client welcomes individuals with a track record of building robust, scalable systems.
Key Responsibilities
- Design and implement high‑performance data pipelines for large‑scale structured and unstructured financial datasets.
- Build production‑ready optimisation systems for portfolio construction, execution, and risk management.
- Develop seamless integrations between research environments and live trading systems for efficient strategy deployment.
- Create scalable infrastructure for real‑time signal generation, order management, and position tracking across multiple trading desks.
- Collaborate with researchers to productionalise alpha models, impact calculations, and trading algorithms.
- Implement monitoring, testing, and validation frameworks to ensure reliability and model accuracy.
- Optimise computational performance and resource utilisation across distributed systems.
- Contribute to firmwide initiatives focused on execution quality and systematic trading infrastructure.
- Operate with an entrepreneurial mindset-balancing autonomy and collaboration-to identify and execute high‑impact technical initiatives.
Required Qualifications
- 3+ years of development experience within a systematic trading firm, hedge fund, investment bank, or technology company, with strong computer science and software engineering foundations.
- Deep proficiency in Python, and experience with at least one compiled language such as Java, C++, C#, or Rust.
- Competence in quantitative computing, including statistics, linear algebra, and working with large datasets. Our client seeks versatile engineers capable of bridging research and production.
- Ability to use modern AI development tools effectively while maintaining strong engineering fundamentals.
- While experience with data engineering and distributed systems is beneficial, our client prioritises strong general programming ability and versatility across technical domains.
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