Algo Quant Developer (C++/Java/KDB) – Assoc/VP level

  • Competitive Market Rate
  • London, England, United Kingdom
  • Permanent, Full time
  • Anson McCade
  • 14 Nov 17 2017-11-14

My client is one of the leading investment banks, looking to expand in the algo space with a focus on equity. This role is in the European Product Development team within Global Equity Trading to support the development of large scale systematic solutions for the Execution franchise; working closely with technology delivery partners as well as quantitative analysts, Sales and Trading.

Algo Quant Developer (C++/Java/KDB) – Assoc/VP level
London based

My client is one of the leading investment banks, looking to expand in the algo space with a focus on equity.

This role is in the European Product Development team within Global Equity Trading to support the development of large scale systematic solutions for the Execution franchise; working closely with technology delivery partners as well as quantitative analysts, Sales and Trading. 

Key responsibilities:

  • Designing, building, testing and refining algorithmic strategies across the execution and systematic trading desks.
  • Working with quantitative analysts and technologists to better calibrate and parameterise risk management strategies.
  • Driving analytics and content creation for interaction with clients.
  • Producing Management Information for senior leadership. 
  • Providing quantitative justification for the refinement of trading business logic.
  • Building and enhancing the back testing frameworks within the firm.

Skills and Qualifications:

  • Strong programming skills in one of the following technologies - C++, Java or KDB.
  • Experience/understanding across the following domains:
    • Algorithmic trading
    • Portfolio trading
    • Index Arbitrage, Futures pricing and Exchange Traded Funds (ETF) pricing
    • Market Connectivity
    • Market Data
  • Relevant education such as a Bachelor of Science (BSc)/Master of Science (MSc)/Doctor of Philosophy Degree (PhD) or the equivalent work experience or qualifications.
  • The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills.
  • Able to articulate ideas confidently and concisely.
  • Highly analytical and numerate.
  • Self motivated and proactive, and able to use your own initiative.