Quantitative Developer
Full Job Description
Quantitative Developer - C++, Java, Matlab, R, Mathematics, Statistics, Windows, Linux, Pricing Models, Low Latency, FX, Futures, Equities, Python, Perl, Physics
Trading Hedge Fund. City of London. Quantitative Developer
£90k - £130k + Benefits + Bonus
Harrington Starr is working with a leading Trading Hedge Fund, with offices in London, New York and Singapore, to find a Quantitative Developer to join their in house trading team.
As the Quantitative Developer (C++, Matlab, FX, Futures) you will be working closely with trader to create and implement trading strategies. You will be working on ultra low latency systems and developing real time trading code on primarily Equities, Futures and FX trading systems. You will also be liaising with the connectivity and infrastructure team to consistently improve the trading systems infrastructure as well as consistently analysing the post-trading systems.
This Hedge Fund has been one of the fastest growing funds in the last 10 years and is looking to expand their London office. They are a proprietary firm who focus solely on algorithmic trading across a range of asset classes but primarily in the Equities, FX and Futures space.
As the Quantitative Developer you will need:
* Excellent knowledge of C++ programming - Essential
* Knowledge of Matlab and R - Essential
* Experience with either Futures, FX or Options - Highly Beneficial
* Experience with low-latency systems - Beneficial
* Knowledge of Java programming - Beneficial
* Excellent degree in either Mathematics, Physics or Science - Beneficial
This is an excellent opportunity for a Quantitative Developer (C++, Matlab, FX, Futures) to work extremely closely with the traders and help to develop and implement a variety of different trading strategies. You will be working for an extremely successful hedge fund and will be able to add an asset to your C.V.
Please send your C.V. to Tom Kemp at Harrington Starr to find out more information about the role!
Quantitative Developer - C++, Java, Matlab, R, Mathematics, Statistics, Windows, Linux, Pricing Models, Low Latency, FX, Futures, Equities, Python, Perl, Physics
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