Quantitative Developer, Commodities

3 мес. назад

United KingdomEuropeSenior

pythontrading systemsdata validationinfrastructure design

Develop and optimize quantitative trading systems and tools for commodities in a research-driven investment management firm.

Обязанности

Develop reliable and performant trading systems and strategies
Design and optimise trading infrastructure to provide a seamless path from research to live trading
Partner with the Portfolio Manager to develop frameworks for data validation and monitoring

Другое

is a research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitative investment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding, today manages assets for some of the world’s largest institutional investors.
We employ ambitious professionals who want to work collaboratively at the leading edge of investment management.
We seek an experienced and talented quantitative developer to join the Investment Management & Research group at . The role sits within our Fundamental Commodities strategy and will work closely with the Senior Portfolio Manager. You will work within a collaborative quantitative research environment to design and implement trading systems and tools that support the firm’s trading and research capabilities.
Bachelor’s degree in Computer Science, Engineering or a related field
5+ years of commercial development experience, with strong skills in Python.
Hands-on experience with building and deploying data pipelines
Familiarity with modern infrastructure (CI/CD, Kafka, Airflow)
Excellent communication and collaboration skills
Detail orientated, with a commitment to best engineering practices
The ability to prioritise, plan and deliver to projects in a timely manner
Experience of developing trading systems for commodity derivatives in a systematic hedge fund
Experience of working closely with researchers and portfolio managers
Basic knowledge of statistical modelling in a financial context
Experience with parallel & concurrent processing, e.g. Dask
Familiarity with containerised cloud development, deployment and management (Docker, Kubernetes, AWS)
We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.