Our client a top tier global hedge fund are seeking a talented individual for the role of Quantitative Development Specialist in Systematic Equities, stationed either in London or Dubai.
In this role, you’ll collaborate closely with the Senior Portfolio Manager to spearhead the development of an advanced systematic backtesting, visualization, analysis, and trading platform for our global equity strategies.
Your Responsibilities:
Spearhead the enhancement and implementation of a sophisticated systematic equity backtesting tool, catering to both simulation and live trading needs.
Develop intuitive visualization and analysis tools for efficient data input and output.
Architect and deploy robust trading systems, ensuring seamless operation, scalability, and prompt execution.
Develop, optimize, and maintain software applications tailored for large-scale equity trading.
Forge strong partnerships with our infrastructure team to seamlessly integrate trading strategies with our firm’s trading infrastructure and connectivity.
Conduct exhaustive testing and debugging of software components, promptly addressing any issues or disparities.
Streamline the centralization of diverse vendor datasets.
Keep abreast of the latest technological advancements and trading methodologies to continually elevate our systems.
Provide adept technical support and mentorship to junior developers, fostering a culture of best practices and knowledge exchange.
Your Technical Proficiencies:
Mastery in KDB/Q and Python.
Proficiency in contemporary data science toolkits (e.g., Jupyter, pandas, numpy, sklearn) with hands-on experience in machine learning.
Sound familiarity with Slurm or analogous parallel computing tools.
Hold a Bachelor’s or Master’s degree in Computer Science, Mathematics, Statistics, or a related STEM field from a prestigious institution.
Proficiency in quantitative analysis, mathematical modeling, statistics, regression, and probability theory.
Solid grasp of professional software development methodologies, version control systems, unit testing and debugging tools, and microservices architecture.
In-depth understanding of financial markets, encompassing equity markings, corporate actions, and hedging strategies.
Excellent communication, problem-solving, and analytical skills, coupled with a penchant for grasping and applying complex concepts swiftly.
Your Experience:
Accumulated 3-5+ years of experience in developing algorithmic trading systems, preferably within systematic equity trading domains.
Prior experience constructing analytical tools leveraging KDB.
Familiarity with tools like MOSEK for systematic equity hedging and optimization.
Proven track record of working with and consolidating multiple vendor datasets.
Experience in analyzing performance and risk metrics pertinent to systematic equity trading.
Demonstrated ability to collaborate effectively across diverse teams, thriving in dynamic, fast-paced environments.
Highly Regarded Traits:
Entrepreneurial flair.
Proficiency in multitasking and adaptability.
Insatiable curiosity and a drive for continual professional growth.
Self-motivated, detail-oriented, and adept at working autonomously in high-pressure settings.