Job description

-    Excellent low-latency development skills in JVM based languages – Primarily Scala & Java used for strategy development.
-    Msc/MEng in relevant quantitative field. E.g. Maths, Comp Sci, Physics, Engineering preferred.
-    Proficiency in Python and KDB (Q) preferred for data analysis and research.
-    Experience working in a front-office environment engaging with Traders and other Quants/Quant Devs to drive business outcomes.
-    Experience in working with large datasets (e.g. trade, quote, post-trade execution data) to analyse performance of execution algorithms and make recommendations for strategy development & improvement.
-    Knowledge of global cash equities market microstructure is desirable.

Requirements

-    Continuously developing the suite of global execution algo’s in Scala and Java based on client requests as well as new quant model improvements.
-    Write new strategies and incorporate new signals into algo container framework.
-    Develop new frameworks for customised algos (Scala/Java).
-    Develop new research tooling for signal research, back testing and continuous integration of new signals. (Python/KDB)
-    Contribute to research by analysing execution data and suggesting areas for improvement of algo’s.
-    Contribute to research by engaging early with Quants in research process to help shape design of models