High Frequency Trading C++ Quant Developer recruitment
Quant algo, stat arbitrage, high frequency, trader trading, CTA, trend following, low latency, sub second, stats, C++ Linux, Data, Matlab
London-based High Frequency Fund has an outstanding opportunity for a C++ Quant Developer to join the team.
Our client is a $1 billion strong High frequency fund with performance figures of 28%. They are currently looking to expand their strategy from 10 to 20 people.
This is an opportunity for someone that wants to work with a smart people in a collaborative environment that is solely focused on high Frequency trading. This is a small for so decisions are made quickly and for business strength. Technology wise they have already implemented a custom prop system with sub millisecond trades.
It’s a friendly, open place where quanty people are motivated because they enjoy what they’re doing.
This role will allow you to move more towards the strategy side as the company is small and you will wear many hats. This is a role for someone with some quant type experience.
You will:
- Doctor and improve a quant prop trading system already in situ.
- Build and maintain a suite of proprietary tools for development, testing, deployment, performance monitoring and maintenance of trading algorithms.
- Contribute to research, implementation and continued development of new and existing statistical arbitrage trading strategies.
- The work requires creativity, rigorous investigative skills and the ability to research, understand and apply advanced mathematical modeling techniques and saliently communicate results whenever required.
- Implement new high frequency trading strategies.
.Candidates MUST have:
- PhD or Masters in Comp Sci or Biostats or Maths or Machine Learning etc
- Outstanding aptitude for quantitative problem solving supported by strong foundations in general mathematics.
- Experience with large data manipulation
- Understanding of data and statistics involved in trends
- C++ or Matlab or Java
- 3 to 4 years commercial experience in an Investment Bank or trading house
- Track record of professional delivery e.g. work completed as part of a post-doctoral commission, employment within a research centre / industrial laboratory or previous industry experience, possibly in finance.
This is an outstanding opportunity to join a growing trading business at a time of significant
Interesting growth within the sector. The firm is looking to develop 2 new high frequency strategies over the next year with clearly defined timelines.
My client is based in London
If this sounds of interest then please send your most recent cv to banking@alexanderblackrecruitment.co.uk or call James Holland on 0207 590 3681
Quant algo, stat arb, high frequency, trader trading, CTA, trend following, low latency, sub second, C++ Developer