At a Glance
- Tasks: Develop and maintain advanced tools for alpha research and trading systems.
- Company: Dynamic systematic trading team based in London with a collaborative culture.
- Benefits: Competitive salary, opportunities for growth, and a tech-driven environment.
- Other info: Ideal for those passionate about finance and technology in a start-up atmosphere.
- Why this job: Join a high-impact team and shape the future of trading technology.
- Qualifications: Expertise in Python and C++, with strong problem-solving skills.
The predicted salary is between 75600 - 92400 £ per year.
We are a small, collaborative systematic trading team based in London looking for a senior engineer to aid in the implementation and continued development of our team's core software and technical infrastructure. The role involves the development and maintenance of sophisticated tools for alpha research along with the production systems used in feature engineering, portfolio construction, and trade execution.
The ideal candidate should be an expert engineer with a deep theoretical foundation, extensive systems design experience, and significant expertise in both high-level and systems programming languages (we primarily use Python and C++) and should be motivated by the idea of playing a pivotal part in a high-impact, technology-driven business. Besides strong technical skills, we value exceptional attention to detail, a strong intuition for the pragmatism-robustness tradeoff and, most importantly, someone who works well in a close-knit, start-up-style team.
Location London
Principal Responsibilities
- Develop sophisticated research tooling to enable and accelerate alpha discovery.
- Develop real-time event-driven systems for signal computation, trade-decision-making and execution.
- Design, implement, and maintain the core systems and services to enable real time data ingestion, retrieval and distributed compute for both research and production.
- Oversee the ongoing operation of all components within the systems landscape to ensure resilience and detect defects as they arise.
Preferred Technical Skills
- Exceptional programming skills in both high-level and low-level languages (Python & C++ or similar).
- Familiarity with modern distributed computing platforms (specifically: docker, kubernetes, ceph, mongodb & kafka).
- Theoretical proficiency in numerical computing, online algorithms, data structures, networking, databases, and operating systems.
- Familiarity with typical quantitative research toolchains including Numpy, Polars, Scikitlearn, Pytorch, etc.
- DevOps: version control, testing frameworks, release processes, build systems.
- Excellent communication, problem-solving, and analytical skills.
Preferred Experience
- Extremely strong computer science or engineering background with 5+ years of experience.
- Experience designing and implementing: Distributed Systems, Real-time event-driven systems, Large-scale time series data ingress, storage and processing.
- Experience with the architectural design of large-scale software systems.
- Experience with systematic futures trading.
- Exposure to CICD-style implementation/release methodologies with a large complex codebase.
- Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field.
Additional Relevant Experience
- Prior role as a quantitative developer supporting a multi-asset systematic trading business.
- Experience with a broad spectrum of finance-relevant data sources (e.g. tick data, fundamental data and alternative data).
- Functional understanding of foundational trading & risk management concepts.
Target Start Date As soon as possible
Senior Quantitative Engineer, Systematic Cross Commodity employer: Millennium Management
As a KDB Developer - Equities, you will join a dynamic front office team that thrives on innovation and collaboration, working in a fast-paced environment that values your contributions. Our company offers a supportive work culture with ample opportunities for professional growth, mentorship from experienced developers, and the chance to work on cutting-edge technology platforms that are pivotal to our trading operations. Located in a vibrant financial hub, we provide a unique opportunity to engage directly with investment professionals while enjoying a competitive benefits package and a commitment to work-life balance.
