Quantitative Developer – High Frequency Trading Firm
We are currently looking for an experienced Quantitative Developer for a high-frequency proprietary trading firm.
In this role you will be in charge of improving the current research framework through the development of existing and new tools, and provide close day-to-day support to the quantitative research team on-site.
Responsibilities:
- Iterating quickly with on-site quantitative researchers on the research processes in order to improve the desk\’s quantitative trading strategies P&L
- Developing Python tools used in trading strategies research
- Improving the existing simulation/backtest framework
- Monitoring & maintenance of quantitative research jobs
- Help global research team on EMEA-related research through various communication channels
Qualifications:
- Bachelor\’s degree in Computer Science, Engineering, or a related field (or equivalent practical experience). A Master\’s degree is preferred
- Strong proficiency in Python and statistical libraries, including Numpy, Pandas, and Polars
- At least 5 years of experience in Python development
- Strong problem-solving skills and the ability to work in a fast-paced, collaborative and geographically distributed environment
- Experience with C++ development
- Familiarity with scripting languages such as Bash
- Experience with workflow management and task scheduling
- Good knowledge of both Equities and Equity Derivatives trading
Seniority level: Mid-Senior level
Employment type: Full-time
Job function: Information Technology and Finance
Industries: Financial Services and Investment Management
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Contact Detail:
Lawson Chase Recruiting Team