Quant Developer
Position Details
Our client is an active investment management firm focused on delivering attractive performance and client portfolio solutions. They believe that technology will play a key role in the future of finance, and have built a robust trading platform to handle scale, complexity and customisation.
They are currently looking for a Quantitative Developer to join a front-office aligned business unit, responsible for all of the technology in the Group that drives trading decision making. The unit consists of over 150 engineers who help drive technical innovation across the different investment managers at the firm.
The Role
In this role you will be joining a distinct team responsible for the development, enhancement and upgrade of a quant systematic investment manager. Your challenges will be varied, and will involve implementing new trading strategies, building new research frameworks and quant libraries, prototyping new data feeds, development of new portfolio construction techniques or building risk analysis tools.
Technology
Their systems are almost all running on Linux and most of the code is in Python, with extensive usage of open-source libraries such as pandas and numpy. The systems that require the highest data throughput are implemented in Java. For storage, the company relies heavily on MongoDB, Oracle and their own open-source high-performance timeseries database. They use Airflow for workflow management, Kafka for data pipelines, Bitbucket for source control, Jenkins for continuous integration, Grafana + Prometheus for metrics collection, ELK for log shipping and monitoring, Docker + Kubernetes for containerisation, OpenStack as their private cloud, and also Ansible for architecture automation.
Job Requirements
Essential
- Higher Education degree in quantitative disciplines, e.g. mathematics, statistics, or financial engineering. Knowledge of asset pricing theory, optimisation algorithms or other relevant would be considered an advantage.
- Expert knowledge in one or more programming languages, preferably Python. Experience with Java and/or C/C++ might also be considered
- Proficient on Linux platforms with knowledge of various scripting languages
- Strong knowledge of one or more relevant database technologies e.g. Oracle, MongoDB
- Proficient with a range of open source frameworks and development tools e.g. NumPy, SciPy, Pandas, Pyramid, AngularJS, React
- Familiarity with a variety of programming styles (e.g. OO, functional) and in-depth knowledge of design patterns.
Advantageous
- Understanding of financial markets and instruments.
- Knowledge and experience of fixed income products or volatility trading.
- Experience of quantitative or automated trading systems development e.g. in a hedge fund or investment bank
- Expertise in building distributed systems with service-based or event-driven architectures, and concurrent processing
- Knowledge of modern practices for data engineering and stream processing.
- Understanding of financial market data collection and processing.
- Experience of web-based development and visualisation technology for portraying large and complex data sets and relationships
