Quant Developer Associate Director Level - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

**Associate Director - Quant Developer

A global leader in the banking and finance space are looking for a Quantitative Developer at Associate Director level to help continuously develop the suite of global execution algos, write new strategies and incorporate new signals into algo container frameworks.

Role:
Quantitative Developer

Seniority:
Associate Director

Location:
London (City)

Salary:
£120,000-£140,000

Responsibilities:

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.

Required skills:

Excellent lowlatency development skills in JVM based languages (Primarily Scala & Java used for strategy development).

Msc/MEng in relevant quantitative field (Maths, Comp Sci, Physics, Engineering preferred).

Proficiency in Python and KDB (Q) preferred for data analysis and research.
Experience in working with large datasets (trade, quote, posttrade execution data) to analyse performance of execution algorithms and make recommendations for strategy development & improvement.
Knowledge of global cash equities market microstructure is desirable.
Experience working in a frontoffice environment engaging with Traders and other Quants/Quant Devs to drive business outcomes.