Senior Quantitative Developer

We seek an exceptional Senior Quant Developer with experiencedesigning anddeveloping algorithmic execution strategies at a top-tier Bank, Fund, or Prop Trader. The position is in London for a Global Top 10 Hedge Fund. This is not a pure research or alpha research role; it sits at the intersection of research, trading, and programming. Candidates must have direct experience and skills to be considered for this position. Visa and relocation are available for exceptional candidates.

Compensation: £significant. 4 days in office (Mayfair), market hours. Sign-on and guarantees are available. This client will wait 6-12 months' notice/non-compete.

Why?

• A senior member of the central Quant Trading team researching and developing sophisticated trading algorithms.
• Multi-asset class Trading, but with emphasis on Global Equities.
• Working in an award-winning algo trading team (10), trading more than $1T in volume.
• Research, develop, and own sophisticated statistical models.

Expertise expectation

• Minimum of 5 years of experience
• Proficiency in C++. User of Python or Matlab, kdb+
• Experience developing execution algos and quant APIs
• Superb academic background in applied mathematics, with knowledge of mathematical modelling, time series analysis, and convex optimisation
• Live production systems and trading experience
• Strong subject matter knowledge in Execution (e.g. microstructure, market impact, toxicity, trade scheduling, slippage, TCA, etc)