Quantitative Developer

We're seeking an exceptional Quantitative Developer with deep experience in portfolio management systems and risk analytics. Our ideal candidate combines strong technical skills with proven quantitative finance expertise.

Core Responsibilities

• Design and implement high-performance trading and portfolio management systems
• Develop sophisticated risk analytics and monitoring tools
• Build robust backtesting and optimization frameworks
• Collaborate with research team to implement trading strategies
• Maintain and enhance production trading infrastructure

Required Qualifications

• PhD or Master's degree in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.
• Strong experience with Python, Java/C++
• Experience with Matlab and R
• Machine learning experience advantageous
• Deep understanding of statistical methods, machine learning, and time series analysis.
• Outstanding problem-solving abilities and attention to detail.
• 2+ years of experience in a finance role.

Industry Experience

We particularly welcome candidates with experience from leading quantitative firms such as:

• Two Sigma
• DE Shaw
• Hudson River Trading
• Jump Trading
• Optiver
• IMC Trading

Banking technology experience, particularly in quantitative roles, is highly valued.

Technical Expertise

• Portfolio construction and optimization systems
• Risk management frameworks and analytics

Qualities

• Elite performer with demonstrated track record of excellence
• Strong work ethic and ability to deliver under pressure
• Exceptional attention to detail
• Self-motivated with proven ability to solve complex problems
• Deep interest in financial markets and trading

What We Offer

• We offer competitive compensation including base salary and performance bonus, access to cutting-edge technology, and the opportunity to work on challenging problems in quantitative trading.
• Access to extensive market data and research resources
• Regular collaboration with experienced traders and researchers
• Clear path for career growth and strategy ownership
• Continuing education and conference attendance support
• Culture of intellectual rigor and continuous learning
• Focus on innovation and novel strategy development
• Efficient decision-making process for strategy deployment
• State-of-the-art computational resources and data infrastructure
• Collaborative environment with minimal bureaucracy

Application Process

Exceptional candidates should submit:

• Detailed CV highlighting quantitative achievements
• Trading philosophy and research interests
• Brief research proposal or sample of past quantitative work

Note: We maintain strict confidentiality throughout the application process and are open to discussing arrangements for candidates currently under non-compete agreements.

Apply to position

Please complete the form below to apply for a position with us.

// Don't meet all requirements?

We're still interested in hearing from passionate, talented individuals who may not yet have the extensive experience outlined above. Our process allows promising candidates to demonstrate their aptitude, even without traditional qualifications.

Excellence in execution.
Precision in performance.

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