Software Engineers, Machine Learning researchers, Statisticians, Mathematicians. High Frequency Computerised Trading Company. recruitment
Growing Algorithmic / Automated Trading company with offices in San Francisco and New York. The Company is culturally “start-up” in nature, although is now around 6 years old. The firm is focussed on high frequency, computerised trading and market making. Currently employing around 20 people in California and 45 in New York, the company has the investment capital which allows them to commit to growing a talented team of software engineers, researchers and quants.
The partners of the firm all worked for 2 elite high frequency trading firms previously and have significant experience of building successful trading businesses within the high frequency world. Their experience covers expertise in computer science (and software start-ups), mathematics, game theory and statistics. However, their current efforts are aimed at exploiting a number of recent personal innovations and research efforts which have allowed them to significantly profit from idiosyncrasies in a number of electronic markets worldwide. This new company will take on this research, customise, refine and scale up to allow large scale trading in order to make larger scale profits. The scope for trading profit is huge if research can be scaled up appropriately and such is the belief, that the partners have all personally invested a minimum of $5,000,000 of their own money (matched 2fold by a private equity company) in order to just build the infrastructure (technology and trading research) prior to live trading. Go live trading will profit from market making and proprietary trading, and the firm has a huge further trading capital base to work with.
Applicants:
Software Engineers, Computer Scientists are expected to have a deep understanding of C/C++ and are expected to have a good understanding of networking and/or linux O/S - to basic system admin level. We are particularly interested in people who can demonstrate a record of winning competitive academic awards or generally competitive attitude. From a technical perspective, we also expect that applicants can think independently, like low-level, “compact” coding, and have experience of real-time systems and tuning infrastructure for speed / latency considerations. Ultimately, candidates are expected to love technology and optimisation and want to use their technology skills to contribute to building systems and technology that will profit and make money from high speed trading.
Mathematicians… will contribute to development of research (mathematical and statistical models, computer science, machine learning) as well as developing new, and refining current, trading models that are at the forefront of systematic trading research. You are expected to have post-doctoral or equivalent experience in the fields of either machine learning, probability, statistics, mathematics, engineering and knowledge of programming in C++. You will have genuine interest in finance and some understanding of how your PhD can be applied to financial markets. You will be interested in trading, working with highly credible, well known industry leaders in the world of quantitative trading and competitive to challenge ideas and improve research relating to trading currently…
Please send your resume to l.jackson@westbourne-partners.com or call +44 (0) 7717 058 463 and ask for Luke.