At a Glance
- Tasks: Research and develop predictive signals and trading models for automated electronic trading strategies.
- Company: A leading quantitative trading firm with a focus on innovative trading solutions.
- Benefits: Collaborative environment with opportunities for autonomous work and continuous strategy improvement.
- Other info: Work closely with researchers and engineers throughout the full lifecycle of trading strategies.
- Why this job: Join a dynamic team to enhance trading performance through advanced statistical and machine learning techniques.
- Qualifications: Experience in Java, C++, or Python; strong results-driven mindset; interest in systematic trading.
The predicted salary is between 60000 - 80000 £ per year.
A leading quantitative trading firm is looking for a Research Software Developer to join one of their research teams focused on automated electronic trading strategies. The role is centred around researching and developing predictive signals and trading models, continuously iterating and improving strategies to drive trading performance. You would work closely with researchers and engineers across the full lifecycle — from initial hypothesis and modelling through to production deployment and ongoing optimisation.
Qualifications
- Low ego and collaborative, whilst also capable of working autonomously
- Highly motivated with a strong results-driven mindset
- Interested in or already experienced within systematic trading
- Comfortable applying statistics and machine learning techniques to noisy real-world datasets
- Technically strong from a software engineering perspective, particularly in Java, C++ or Python
- Focused on building scalable, maintainable and profitable trading strategies
Software Quant Developer employer: Harrington Starr
This leading quantitative trading firm offers a collaborative culture and focuses on developing cutting-edge trading strategies. Located in a vibrant financial hub, the team is dedicated to continuous improvement and innovation in trading performance.
